UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One)
| | x | ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2020
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
* Other schedules required by Section 2520.103-10 of the Department of Labor Rules and Regulations for Reporting and Disclosures under the Employee Retirement Income Security Act of 1974 are omitted because they are not applicable.
Report of Independent Registered Public Accounting Firm
To the Administrator and Plan Participants of 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, 2020 and 2019 and the related statement of changes in net assets available for benefits for the year ended December 31, 2020, 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, 2020 and 2019, and the changes in net assets available for benefits for the year ended December 31, 2020 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, 2020, and of assets (held at end of year) at December 31, 2020 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 25, 2021 | |
We have served as the Plan’s auditor since at least 1988. We have not been able to determine the specific year we began serving as auditor of the Plan.
IBM 401(k) PLUS PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AT DECEMBER 31,
| | | 2020 | | | 2019 | |
| | | | | | | |
| | | (Dollars in thousands) | |
| Assets: | | | | | | | | |
| Investments, at fair value (Note 3) | | $ | 51,729,502 | | | $ | 47,561,441 | |
| Investments in fully benefit-responsive investment contracts, at contract value (Note 5) | | | 9,739,727 | | | | 9,055,960 | |
| Total investments | | | 61,469,229 | | | | 56,617,402 | |
| | | | | | | | | |
| Receivables: | | | | | | | | |
| Notes receivable from participants | | | 201,566 | | | | 210,871 | |
| Income, sales proceeds and other receivables | | | 159,125 | | | | 136,602 | |
| Total receivables | | | 360,692 | | | | 347,473 | |
| | | | | | | | | |
| Total assets | | | 61,829,921 | | | | 56,964,875 | |
| | | | | | | | | |
| Liabilities: | | | | | | | | |
| Payable for investments purchased | | | 837,576 | | | | 612,314 | |
| Total liabilities | | | 837,576 | | | | 612,314 | |
| | | | | | | | | |
| Net assets available for benefits | | $ | 60,992,345 | | | $ | 56,352,561 | |
The accompanying notes are an integral part of these financial statements.
IBM 401(k) PLUS PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31,
| | | 2020 | |
| | | (Dollars in thousands) | |
| Additions to net assets attributed to: | | | | |
| | | | | |
| Investment income/(loss): | | | | |
| Net appreciation in fair value of investments | | $ | 6,201,755 | |
| Interest income from investments | | | 91,846 | |
| Dividends | | | 981,097 | |
| | | | 7,274,698 | |
| | | | | |
| Interest income on notes receivable from participants | | | 9,633 | |
| | | | | |
| Contributions: | | | | |
| Participants | | | 1,019,745 | |
| Employer | | | 583,303 | |
| | | | 1,603,047 | |
| | | | | |
| Total additions | | | 8,887,378 | |
| | | | | |
| Deductions from net assets attributed to: | | | | |
| | | | | |
| Distributions to participants | | | 4,213,044 | |
| | | | | |
| Administrative expenses, net | | | 34,550 | |
| | | | | |
| Total deductions | | | 4,247,594 | |
| | | | | |
| Net increase in net assets during the year | | | 4,639,784 | |
| | | | | |
| Net assets available for benefits: | | | | |
| | | | | |
| Beginning of year | | | 56,352,561 | |
| | | | | |
| End of year | | $ | 60,992,345 | |
The accompanying notes are an integral part of these financial statements.
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) 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 150 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, 2020 and 2019, the number of participants with an account balance in the Plan was 170,646 and 177,658 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) GBS 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) Systems Services Representative hired or rehired on or after November 1, 2015; or (4) is in one of the following job families in IBM GTS 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 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. GBS 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. GBS Entry Professional Hires on or after April 1, 2015 shall become eligible for these employer contributions only upon promotion.
Matching and automatic contributions are 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 150 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 Date fund that most closely corresponds to the year in which they will reach age 65.
Participants may change their deferral percentage and investment selection for future contributions at any time. The changes will take effect for the next eligible pay cycle if the request is completed before the applicable cutoff date. Also, participants may transfer part or all of existing account balances among funds in the Plan once daily, subject to the Plan restrictions on trading.
The Committee is committed to preserving the integrity of the Plan as a long-term savings vehicle for its employees. Frequent, short-term trading that is intended to take advantage of pricing lags in funds can harm long-term investors, or increase trading expenses in general. Therefore, the Plan has implemented frequent trading transaction restrictions and reserves the right to take other appropriate action to curb short-term transactions (buying/selling).
Participant Accounts
The Plan record keeper maintains an account in the name of each participant to which each participant’s contributions and share of the net earnings, losses and expenses, if any, of the various investment funds are recorded. The earnings on the assets held in each of the funds and all proceeds from the sale of such assets are held and reinvested in the respective funds.
Participants may transfer rollover contributions of before-tax and Roth 401(k) amounts from other qualified savings plans or Individual Retirement Accounts into their Plan account. Rollovers must be made in cash within the time limits specified by
the IRS; stock or in-kind rollovers are not accepted. These rollovers are limited to active employees on the payroll of IBM (or affiliated companies) who have existing accounts in the Plan. Retirees are not eligible for such rollovers, except that a retiree or separated employee who has an existing account in the Plan may roll over a lump-sum distribution from an IBM-sponsored qualified retirement plan, including the IBM Personal Pension Plan. After-tax amounts may also be directly rolled over into the Plan from another qualified savings plan.
On each valuation date, the unit/share value of each fund is determined by dividing the current investment value of the assets in that fund on that date by the number of units/shares in the fund. The participant’s investment value of assets equals the market value of assets for all funds except the Interest Income Fund for which the participant’s investment value of assets equals the contract value of assets. In determining the unit/share value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. On the next day, the cash related to new contributions is transferred into the fund and the number of additional units to be credited to a participant’s account for each fund, due to new contributions, is equal to the amount of the participant’s new contributions to the fund divided by the prior night’s unit value.
Contributions (with the exception of after-tax contributions and Roth 401(k) contributions) made to the Plan, as well as interest, dividends, or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals of pre-tax contributions by the participant before attaining age 59 1/2 generally are subject to a penalty tax of 10 percent. 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 generally are subject to a penalty tax of 10 percent. 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 2020 limit on employee salary and performance pay deferrals was $19,500. Participants who were age 50 or older during 2020 could take advantage of a higher 401(k) contribution limit of $26,000. The 2020 maximum annual deferral amount for employees residing in Puerto Rico was limited by local government regulations to $19,500. Puerto Rico participants who were age 50 or older in 2020 could take advantage of a higher contribution limit of $21,000.
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.
Under the Coronavirus Aid, Relief, and Economic Security Act (“CARES Act”) the Plan adopted the following for qualifying Coronavirus related reasons in 2020 only:
| 1. | Waiver of required minimum distribution payable in 2020; and |
| 2. | CARES Act distributions up to the lesser of $100,000 or 100% of the account balance. |
If the participant dies and is married at the time of death, the participant’s spouse must be the beneficiary of the participant’s Plan account, unless the participant’s spouse has previously given written, notarized consent to designate another person as beneficiary. If the participant marries or remarries, any prior beneficiary designation is canceled and the spouse automatically becomes the beneficiary. If the participant is single, the beneficiary may be anyone previously designated by the participant under the Plan. In the absence of an effective designation under the Plan at the time of death, the proceeds normally will be paid in the following order: the participant’s spouse, the participant’s children in equal shares, or to surviving parents equally. If no spouse, child, or parent is living, payments will be made to the executors or administrators of the participant’s estate.
After the death of a participant, an account will be established for the participant’s beneficiary. If the beneficiary is a spouse or domestic partner, the beneficiary’s account may be maintained in the Plan, subject to IRS required minimum distributions. If the beneficiary is neither a spouse nor a domestic partner, the account will be paid to the beneficiary in a lump sum. Beneficiaries may roll over distributions from the Plan.
Participant Loans
Participants may borrow up to one-half of the value of their account balance, not to exceed $50,000, within a twelve month period. Loans will be granted in $1 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan is made through semi-monthly payroll deductions. Loans originated under the Plan have a repayment term of one to four years for a general purpose loan or one to ten years for a primary residence loan. There are a limited number of outstanding loans originated under acquired company plans that were merged into the Plan having repayment terms greater than 10 years and up to a maximum term of 30 years. The loans originated under the Plan bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the Plan administrator to be 1.25 points above the prime rate. The interest is credited to the participant’s account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2020 and 2019 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.
Under the CARES Act the Plan adopted the following loan provisions for qualifying Coronavirus related reasons in 2020 only:
| 1. | CARES Act Loans up to the lesser of $100,000 or 100% of the account balance; and |
| 2. | CARES Act Loan Deferrals allows eligible participants to defer repayment of their Plan loan(s) until December 31, 2020. Deferred loans were re-amortized and repayments restarted in January 2021. |
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% of the fair value of the securities loaned. The Plan bears the risk of loss with respect to any unfavorable change in fair value of the invested cash collateral. However, the Borrowers bear the risk of loss related to the decrease in the fair value of the non-cash collateral and, therefore, would have to deliver additional securities to maintain the required collateral. In the event of default by any of the Borrowers, the Trustee shall indemnify the Plan by purchasing replacement securities equal to the number of unreturned loaned securities, to the extent that such replacement securities are available on the open market and if to the extent that such proceeds are insufficient or the collateral is unavailable, the purchase of replacement securities shall be made at Trustee’s expense or, if replacement securities are not able to be purchased, the Trustee shall credit the Plan for the market value of the unreturned securities. In each case, the Trustee would apply the proceeds from the collateral for such a loan to make the Plan whole.
Loans are collateralized as either cash or non-cash (typically 102%-105%). 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, 2020, the Plan had $113 million of open loans backed by $71.8 million of cash collateral and $46.7 million of non-cash collateral (105% collateral). Securities lending may be permitted in certain commingled funds and in funds within the Expanded Choice – Mutual Funds tier. The prospectus for each fund will disclose if lending is permitted and the risks involved.
NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Presentation
The accompanying financial statements are prepared under the accrual basis of accounting, except distributions, which are recorded when paid. Investments held by a defined contribution plan are required to be reported at fair value, except for fully benefit-responsive investment contracts. Contract value is the relevant measure for the portion of the net assets available for benefits of a defined contribution plan attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. Notes receivable from participants are measured at their unpaid principal balance plus any accrued interest. Within the financial statements and tables presented, certain columns and rows may not add due to the use of rounded numbers for disclosure purposes. Percentages presented are calculated from the underlying whole-dollar amounts.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosures of contingent assets and liabilities at the date of the financial statements. 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.
Certain investments are measured at fair value using the net asset value (NAV) per share (or its equivalent) as a practical expedient. These investments include commingled funds which may include 103-12 investments, common collective trusts and pooled separate accounts which are typically valued using the NAV provided by the administrator of the fund. The NAV is based on the value of the underlying assets owned by the fund, minus liabilities and divided by the number of shares or units outstanding. In accordance with accounting guidance, these investments have not been classified in the fair value hierarchy. Generally, mutual funds have a quoted market price in an active market and are classified as Level 1.
Common stocks, certain mutual funds and financial derivative instruments, such as futures contracts or options contracts that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the New York Stock Exchange. These securities are valued using pricing service providers that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments.
Fixed income investments are valued on the basis of valuations furnished by Trustee-approved independent pricing services. These services determine valuations for normal institutional-size trading units of such securities using models or matrix pricing, which incorporates yield and/or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date and quotations from bond dealers to determine current value. If these valuations are deemed to be either not reliable or not readily available, the fair value will be determined in good faith by the Trustee.
Over-the-counter derivatives are typically valued using proprietary pricing models that use readily observable market parameters that are actively quoted and can be validated to external sources, including industry pricing services. Depending on the types and contractual terms of derivatives, fair value can be modeled using a series of techniques, such as the Black-Scholes option pricing model, simulation models or a combination of various models, which are consistently applied. Where derivative products have been established for some time, the Plan uses models that are widely accepted in the financial services industry. These models reflect the contractual terms of the derivatives, including the period to maturity, and market-based parameters such as interest rates, volatility and the credit quality of the counterparty. Further, many of these models do not contain a high level of subjectivity, as the methodologies used in the models do not require significant judgment, and inputs to the model are readily observable from actively quoted markets, as is the case for “plain vanilla” interest rate swaps, option contracts and credit default swaps.
Short-term interest bearing cash securities are valued at amortized cost, which includes cost and accrued interest and approximates fair value. Short-term investments represent securities with original maturities of one year or less. These assets are classified as Level 1 or Level 2.
The methods described above may produce a fair value calculation that may not be indicative of net realizable value or reflective of future fair values. Furthermore, while the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine fair value of certain financial instruments could result in a different fair value measurement at the reporting date.
Security Transactions and Related Investment Income
Security transactions are accounted for as of the trade date. Realized gains/losses on investment transactions are determined using the specific identification method. Dividend income is recorded on the ex-dividend date and interest income is recorded on the accrual basis.
The Plan presents in the statement of changes in net assets available for benefits the net change in the fair value of its investments, which consists of realized gains and losses and the unrealized appreciation and depreciation on those investments
Administrative Expenses and Investment Management Fees
Participants pay for the administrative expenses of the Plan which are included in each fund’s expense ratio. These costs include: (a) investment management, custody and benefit responsive investment contract fees which are charged to the applicable funds, and, (b) operational expenses required for administration of the Plan including trustee and recordkeeping which are charged against the funds’ assets on a pro rata basis throughout the year. Operational expenses related to balances in the Expanded Choice - Mutual Funds Tier are deducted from participant account balances. Brokerage fees and commissions are included in the cost of investments and in determining net proceeds on sales of investments. Investment management, custodial and administrative fees for commingled trusts and mutual funds are charged based on a percentage of net asset value and are paid from the assets of the respective funds.
Revenue Sharing
Certain fund families may pass a portion of their fees to Fidelity as provider of recordkeeping services for the Plan. In addition, Fidelity attributes a certain portion of Fidelity mutual fund expenses to recordkeeping. Participants invested in mutual funds that have such arrangements (currently Dodge & Cox and Fidelity) will receive a credit based on their investment in those funds, if the participant has an account balance in the Plan when the credit is calculated. Following each quarter-end (currently within 30 days of quarter-end), a pro rata share of the fees received from the mutual fund will be allocated to the participant’s account, based on the participant’s investment in the mutual fund. The amount allocated will be used to purchase additional shares of the mutual fund to which the credit relates. Any revenue sharing that is attributable to a participant who no longer has an account in the Plan will be used to reduce future Plan expenses.
As the recordkeeper to the Plan, Fidelity receives compensation from Edelman Financial Engines to administer the Managed Accounts program, and a portion of such compensation may be credited to the Plan and used to reduce future administrative plan expenses.
NOTE 3 — INVESTMENTS
The following tables set forth by level, within the fair value hierarchy, the Plan’s investments at fair value at December 31, 2020 and 2019.
Investments at Fair Value as of December 31, 2020
| (Dollars in Thousands) | | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| Equity: | | | | | | | | | | | | | | | | |
| Equity mutual funds | | $ | 5,491,214 | | | $ | — | | | $ | 69 | | | $ | 5,491,283 | |
| IBM Corporation common stock | | | 952,218 | | | | — | | | | — | | | | 952,218 | |
| Equity securities | | | 6,540,408 | | | | 4,566,561 | | | | 985 | | | | 11,107,955 | |
| | | | | | | | | | | | | | | | | |
| Fixed income: | | | | | | | | | | | | | | | | |
| Government securities | | | — | | | | 5,707,196 | | | | — | | | | 5,707,196 | |
| Corporate bonds | | | — | | | | 2,445,836 | | | | 13 | | | | 2,445,849 | |
| Mortgage and asset-backed securities | | | 1,347 | | | | 86,534 | | | | — | | | | 87,881 | |
| Fixed income mutual funds | | | 1,613,529 | | | | — | | | | — | | | | 1,613,529 | |
| | | | | | | | | | | | | | | | | |
| Cash and cash equivalents | | | 74,376 | | | | — | | | | — | | | | 74,376 | |
| | | | | | | | | | | | | | | | | |
| Derivatives | | | 2,502 | | | | 1,692 | | | | — | | | | 4,194 | |
| | | | | | | | | | | | | | | | | |
| Other mutual funds | | | 1,471,258 | | | | — | | | | — | | | | 1,471,258 | |
| | | | | | | | | | | | | | | | | |
| Subtotal | | | 16,146,852 | | | | 12,807,818 | | | | 1,066 | | | | 28,955,736 | |
| | | | | | | | | | | | | | | | | |
| Investments measured at net asset value using the NAV practical expedient (1) | | | — | | | | — | | | | — | | | | 22,773,766 | |
| Total investments at fair value | | $ | 16,146,852 | | | $ | 12,807,818 | | | $ | 1,066 | | | $ | 51,729,502 | |
(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, 2020.
Investments at Fair Value as of December 31, 2019
| (Dollars in Thousands) | | Level 1 | | | Level 2 | | | Level 3 | | | Total | |
| Equity: | | | | | | | | | | | | | | | | |
| Equity mutual funds | | $ | 4,681,069 | | | $ | — | | | $ | 64 | | | $ | 4,681,133 | |
| IBM Corporation common stock | | | 1,063,653 | | | | — | | | | — | | | | 1,063,653 | |
| Equity securities | | | 5,948,393 | | | | 4,469,482 | | | | 2,030 | | | | 10,419,905 | |
| | | | | | | | | | | | | | | | | |
| Fixed income: | | | | | | | | | | | | | | | | |
| Government securities | | | — | | | | 4,981,713 | | | | — | | | | 4,981,713 | |
| Corporate bonds | | | — | | | | 2,025,099 | | | | 21 | | | | 2,025,120 | |
| Mortgage and asset-backed securities | | | — | | | | 70,387 | | | | — | | | | 70,387 | |
| Fixed income mutual funds | | | 1,369,661 | | | | — | | | | — | | | | 1,369,661 | |
| | | | | | | | | | | | | | | | | |
| Cash and cash equivalents | | | 20,644 | | | | 88 | | | | — | | | | 20,732 | |
| | | | | | | | | | | | | | | | | |
| Derivatives | | | 2,135 | | | | 3,153 | | | | — | | | | 5,288 | |
| | | | | | | | | | | | | | | | | |
| Other mutual funds | | | 1,258,917 | | | | — | | | | — | | | | 1,258,917 | |
| | | | | | | | | | | | | | | | | |
| Subtotal | | | 14,344,471 | | | | 11,549,922 | | | | 2,115 | | | | 25,896,508 | |
| | | | | | | | | | | | | | | | | |
| Investments measured at net asset value using the NAV practical expedient (1) | | | — | | | | — | | | | — | | | | 21,664,934 | |
| Total investments at fair value | | $ | 14,344,471 | | | $ | 11,549,922 | | | $ | 2,115 | | | $ | 47,561,441 | |
(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, 2019.
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, 2020 and 2019, respectively:
| Investments at fair value: | | 2020 | | | 2019 | |
| | | | | | | |
| | | (Dollars in thousands) | |
| Commingled Equity funds | | $ | 19,911,639 | | | $ | 18,647,209 | |
| Other funds | | | 1,825,971 | | | | 2,048,002 | |
| Short-term Investment funds | | | 1,036,156 | | | | 969,722 | |
| Total investments measured at net asset value using the NAV practical expedient | | $ | 22,773,766 | | | $ | 21,664,934 | |
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, 2020 and 2019, no funds were subject to redemption restrictions.
NOTE 4 — DERIVATIVES
In accordance with the investment strategy of the separately-managed funds, investment managers execute transactions in various derivative instruments. These derivative instruments include swaps, options, bond and equity futures and forward contracts. The fund uses derivatives to obtain synthetic exposure and for risk management purposes, which involves risks such as credit risk.
Derivative instruments are carried at fair value. The net fair value of derivative financial instruments reported in investments, at fair value within the statement of net assets available for benefits was an asset of $4.2 million and an asset of $5.3 million as of December 31, 2020 and 2019, respectively. The gross notional amount of the derivative financial instruments was $898 million and $673 million as of December 31, 2020 and 2019, 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.
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 were 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.
The following table provides the disaggregation of contract value between types of Investment Contracts held by the Plan.
| Investment Contracts at December 31, | | 2020 | | | 2019 | |
| | | | | | | |
| | | (Dollars in thousands) | |
| Contract value: | | | | | | |
| Synthetic GICs | | $ | 8,121,635 | | | $ | 7,482,590 | |
| Separate account GICs | | | 1,618,091 | | | | 1,573,370 | |
| Total Investment Contracts | | $ | 9,739,727 | | | $ | 9,055,960 | |
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, 2020, 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, | |
| | | 2020 | | | 2019 | |
| | | | | | | |
| | | (Dollars in thousands) | |
| Net assets available for benefits per the financial statements | | $ | 60,992,345 | | | $ | 56,352,561 | |
| Plus: | | | | | | | | |
| Adjustment from contract value to fair value for fully benefit-responsive investment contracts held by the Interest Income Fund | | | 602,776 | | | | 291,419 | |
| Net assets available for benefits per the Form 5500 | | $ | 61,595,121 | | | $ | 56,643,981 | |
The following is a reconciliation of investment income per the financial statements to the Form 5500:
| | | Year Ended
December 31,
2020 | |
| | | (Dollars in thousands) | |
| Total investment income and interest income on notes receivable from participants per the financial statements | | $ | 7,284,331 | |
| Less: | | | | |
| Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2019 | | | 291,419 | |
| Plus: | | | | |
| Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2020 | | | 602,776 | |
| Total investment income per the Form 5500 | | $ | 7,595,688 | |
NOTE 8 - RELATED-PARTY TRANSACTIONS
At December 31, 2020, 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, 2020 and 2019, the Plan held 7,565,013 and 7,935,662 shares of IBM common stock valued at $952 million and $1,064 million, respectively. During the year ended December 31, 2020, purchases of IBM common stock by the Plan totaled $124 million and sales of IBM common stock by the Plan totaled $182 million.
NOTE 9 – SUBSEQUENT EVENTS
On October 8, 2020, IBM announced that it will separate the managed infrastructure services unit of its Global Technology Services (GTS) segment into a new public company (Kyndryl). The managed infrastructure services unit is comprised of outsourcing and other infrastructure modernization and management services. The separation is expected to be achieved through a U.S. federal tax-free spin-off to IBM shareholders and completed by the end of 2021. It will be subject to customary market, regulatory and other closing conditions, including final IBM Board of Directors’ approval. The announcement did not have any impact on the Plans’s financial statements.
Kyndryl employees will remain part of the IBM controlled group of corporations through the date that Kyndryl is spun off and becomes an independent publicly traded company (“the Spin Off”). Kyndryl employees will not have a termination of employment or a right to roll over their IBM 401(k) Plus Plan account until the Spin Off. After the Spin Off, Kyndryl employees with IBM 401(k) Plus Plan balances of at least $1,000 will have a choice to leave their IBM 401(k) Plus Plan account at IBM or roll it over to Kyndryl’s 401(k) plan. At this time, we are not able to estimate the financial impact to the Plan.
IBM 401(k) PLUS PLAN AT DECEMBER 31, 2020
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 | | | | |
| | | | | | | | | | Maturity | | | Interest | | Capitalized | | (d) Original | | reporting year | | balance at end | | | 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 | | $ | — | | $ | 425 | | $ | 15,833,450 | | | $ | 9,850,000 | | | $ | 5,983,450 | |
| | | | | Lehman Brothers Holdings Inc., 745
Seventh Avenue, New York,
NY 10019 | | 524ESCXA3 | | 5/17/2007 | | 11/30/2056 | | | 5.86 | | — | | 1,730,000 | | — | | — | | 2,563,380 | | | — | | | 2,563,380 | |
| | | | | 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.
IBM 401(k) PLUS PLAN
Schedule H, line 4i - Schedule of Assets (Held at End of Year)
AT DECEMBER 31, 2020
| (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 7,565,013 shares | | | | | | $ | 952,217,755 | |
| | | | | Managed by State Street Global Advisors | | State Street Bank and Trust Company Government Short-Term Investment Fund | | | | | | | 1,201,297 | |
| | | | | | | | | | | | | | | |
| | | | | Mutual Funds | | | | | | | | | | |
| | | | | | | | | | | | | | | |
| | | | | Administered by Fidelity | | Expanded Choice - Mutual Funds (refer to Exhibit A - investments) | | | | | | | 8,431,475,186 | |
| | | | | Vanguard Emerging Markets Stock Index Fund | | Vanguard Emerging Markets Stock Index Fund Institutional Plus Shares 1,350,873 shares | | | | | | | 144,525,487 | |
| | | | | | | | | | | | | | | |
| | | | | Commingled Funds | | | | | | | | | | |
| | | | | | | | | | | | | | | |
| | | | | Vanguard Employee Benefit Index Fund | | Large Company Index | | | | | | | 7,540,605,711 | |
| | | | | Vanguard Total Stock Market Index Trust | | Total Stock Market Index | | | | | | | 6,742,324,255 | |
| | | | | Vanguard Russell 1000 Growth Index Trust | | Large Cap Growth Index | | | | | | | 2,301,487,058 | |
| | | | | Vanguard Russell 1000 Value Index Trust | | Large Cap Value Index | | | | | | | 918,550,624 | |
| | | | | Vanguard Russell 2000 Growth Index Trust | | Small Cap Growth Index | | | | | | | 916,594,135 | |
| | | | | Bridgewater All Weather Portfolio III, LTD. | | Balanced Fund | | | | | | | 1,179,405,214 | |
| | | | | Vanguard Russell 2000 Value Index Trust | | Small Cap Value Index | | | | | | | 575,196,304 | |
| | | | | Vanguard European Stock Index Trust | | European Stock Index | | | | | | | 423,515,544 | |
| | | | | Vanguard Pacific Stock Index Trust | | Pacific Stock Index | | | | | | | 345,490,498 | |
| | | | | AQR Global Risk Parity Enhanced Liquidity Fund | | Balanced Fund | | | | | | | 634,254,542 | |
* Party-In-Interest
| (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 | | Small/Mid Cap Stock Index (refer to Exhibit B - investments) | | | | | | $ | 4,679,882,554 | |
| | | | | Managed by State Street Global Advisors | | Total International Stock Market Index (refer to Exhibit C - investments) | | | | | | | 5,132,976,152 | |
| | | | | Managed by Neuberger Berman Fixed Income | | Total Bond Market (refer to Exhibit D - investments) | | | | | | | 4,498,936,136 | |
| | | | | Managed by State Street Global Advisors | | Inflation Protected Bond (refer to Exhibit E - investments) | | | | | | | 2,421,449,867 | |
| | | | | Managed by State Street Global Advisors | | Real Estate Investment Trust (refer to Exhibit F - investments) | | | | | | | 1,103,604,630 | |
| | | | | Managed by State Street Global Advisors | | International Real Estate Index (refer to Exhibit G -investments) | | | | | | | 494,054,707 | |
| | | | | Managed by Pacific Investment Management Company (PIMCO) | | High Yield and Emerging Markets Bond (refer to Exhibit H - investments) | | | | | | | 374,643,459 | |
| | | | | Managed by JP Morgan Investment Management | | High Yield Debt (refer to Exhibit I - investments) | | | | | | | 159,892,643 | |
| | | | | Managed by PGIM | | Emerging Markets Debt (Refer to Exhibit J - investments) | | | | | | | 158,693,976 | |
| | | | | Managed by Western Asset Management Company | | Long Term Credit (Refer to Exhibit K - investments) | | | | | | | 358,011,692 | |
| | | | | Managed by Loomis, Sayles and Company | | Long Term Credit (Refer to Exhibit L - investments) | | | | | | | 539,865,883 | |
* Party-In-Interest
| (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 M - investments) | | | | | | $ | 11,022,290,587 | |
| * | | | | Mass Mutual Life Insurance Company | | Synthetic GIC Wrapper Contract, Rate of Interest 2.63% | | | | | | | | |
| | | | | Royal Bank of Canada | | Synthetic GIC Wrapper Contract, Rate of Interest 2.84% | | | | | | | | |
| * | | | | State Street Bank and Trust Company | | Synthetic GIC Wrapper Contract, Rate of Interest 2.84% | | | | | | | | |
| * | | | | The Prudential Insurance Company of America | | Synthetic GIC Wrapper Contract, Rate of Interest 2.62% | | | | | | | | |
| * | | | | New York Life Insurance Company | | Synthetic GIC Wrapper Contract, Rate of Interest 2.48% | | | | | | | | |
| * | | | | Voya Retirement Insurance and Annuity Company | | Synthetic GIC Wrapper Contract, Rate of Interest 1.17% | | | | | | | | |
| * | | | | Metropolitan Life Insurance Company | | Separate Account GIC Contract, Rate of Interest 2.73% | | | | | | | | |
| | | | | | | | | | | | | | | |
| * | | | | Notes receivable from participants | | Interest rates range: 3.25% - 10.75% Terms: one to thirty years | | | | | | | 201,566,150 | |
| | | | | | | | | | | | | | | |
| | | | | Interest-Bearing Cash | | | | | | | | | | |
| | | | | | | | | | | | | | | |
| | | | | Managed by State Street Global Advisors | | State Street Bank and Trust Company Government Short-Term Investment Fund | | | | | | | 558,291,337 | |
* Party-In-Interest
EXHIBIT A - Expanded Choice Mutual Funds
(Administered by Fidelity)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | AMCAP FUND | | MUTUAL FUNDS | | | 1,079,550 | | | | | $ | 43,237,469 | |
| | | AMERICAN THE GROWTH FUND OF | | MUTUAL FUNDS | | | 1,550,834 | | | | | | 105,512,184 | |
| | | AMERICAN BALANCED FUND | | MUTUAL FUNDS | | | 1,739,680 | | | | | | 53,010,635 | |
| | | AMERICAN FUNDS INVESTMENT CO | | MUTUAL FUNDS | | | 462,841 | | | | | | 20,833,945 | |
| | | AMERICAN FUNDS NEW ECONOMY F | | MUTUAL FUNDS | | | 898,484 | | | | | | 54,141,905 | |
| | | AMERICAN FUNDS NEW WORLD FUN | | MUTUAL FUNDS | | | 821,680 | | | | | | 73,161,580 | |
| | | AMERICAN FUNDS CAPITAL WORLD G | | MUTUAL FUNDS | | | 488,341 | | | | | | 29,277,606 | |
| | | AMERICAN FUNDS EUROPACIFIC GRO | | MUTUAL FUNDS | | | 811,819 | | | | | | 56,866,228 | |
| | | AMERICAN FUNDS FUNDAMENTAL INV | | MUTUAL FUNDS | | | 855,609 | | | | | | 60,022,921 | |
| | | AMERICAN MUTUAL FUND | | MUTUAL FUNDS | | | 792,334 | | | | | | 35,729,393 | |
| | | AMERICAN NEW PERSPECTIVE FUND | | MUTUAL FUNDS | | | 909,862 | | | | | | 55,629,047 | |
| | | AMERICAN WASHINGTON MUTUAL INV | | MUTUAL FUNDS | | | 787,439 | | | | | | 39,987,594 | |
| | | CAPITAL WORLD BOND FUND | | MUTUAL FUNDS | | | 529,583 | | | | | | 11,529,804 | |
| | | DFA EMERGING MARKETS PORTFOLIO | | MUTUAL FUNDS | | | 770,402 | | | | | | 25,552,895 | |
| | | DFA EMERGING MARKETS VALUE POR | | MUTUAL FUNDS | | | 819,769 | | | | | | 23,875,469 | |
| | | DFA GLOBAL REAL ESTATE SECURIT | | MUTUAL FUNDS | | | 1,418,327 | | | | | | 15,402,435 | |
| | | DFA INTERNATIONAL SMALL COMPAN | | MUTUAL FUNDS | | | 637,948 | | | | | | 13,163,443 | |
| | | DFA INTERNATIONAL VALUE PORTFO | | MUTUAL FUNDS | | | 510,020 | | | | | | 8,719,422 | |
| | | DFA INTERNATIONAL VECTOR EQUIT | | MUTUAL FUNDS | | | 503,631 | | | | | | 6,446,628 | |
| | | DFA LARGE CAP INTERNATIONAL PO | | MUTUAL FUNDS | | | 524,902 | | | | | | 13,449,617 | |
| | | DFA US CORE EQUITY 1 PORTFOLIO | | MUTUAL FUNDS | | | 1,457,420 | | | | | | 43,747,327 | |
| | | DFA US SMALL CAP PORTFOLIO | | MUTUAL FUNDS | | | 769,792 | | | | | | 29,936,178 | |
| | | DFA US TARGETED VALUE PORTFOLI | | MUTUAL FUNDS | | | 1,197,814 | | | | | | 28,577,973 | |
| | | DFA US VECTOR EQUITY PORTFOLIO | | MUTUAL FUNDS | | | 392,852 | | | | | | 8,209,349 | |
| | | DODGE + COX BALANCED FUND | | MUTUAL FUNDS | | | 382,459 | | | | | | 39,216,293 | |
| | | DODGE + COX GLOBAL BOND FUND | | MUTUAL FUNDS | | | 953,228 | | | | | | 11,588,943 | |
| | | DODGE + COX GLOBAL STOCK FUND | | MUTUAL FUNDS | | | 972,319 | | | | | | 13,041,133 | |
| | | DODGE + COX INCOME FUND | | MUTUAL FUNDS | | | 6,126,007 | | | | | | 90,340,360 | |
| | | DODGE + COX INTERNATIONAL STOC | | MUTUAL FUNDS | | | 1,163,635 | | | | | | 51,360,230 | |
| | | DODGE + COX STOCK FUND | | MUTUAL FUNDS | | | 639,471 | | | | | | 124,092,362 | |
| | | FIDELITY ADVISOR FLOATING RATE | | MUTUAL FUNDS | | | 2,131,855 | | | | | | 20,065,344 | |
| | | FIDELITY ADVISOR STRATEGIC INC | | MUTUAL FUNDS | | | 3,505,268 | | | | | | 45,330,244 | |
| | | FIDELITY BLUE CHIP GROWTH FUND | | MUTUAL FUNDS | | | 2,852,209 | | | | | | 471,994,751 | |
| | | FIDELITY CANADA FUND | | MUTUAL FUNDS | | | 246,154 | | | | | | 13,381,876 | |
| | | FIDELITY CAPITAL + INCOME FUND | | MUTUAL FUNDS | | | 7,445,078 | | | | | | 80,620,409 | |
| | | FIDELITY CHINA REGION FUND | | MUTUAL FUNDS | | | 1,815,080 | | | | | | 102,088,999 | |
| | | FIDELITY CONTRAFUND | | MUTUAL FUNDS | | | 19,885,905 | | | | | | 336,915,622 | |
| | | FIDELITY CONVERTIBLE SECURITIE | | MUTUAL FUNDS | | | 828,262 | | | | | | 33,605,317 | |
| | | FIDELITY DIVERSIFIED INTERNATI | | MUTUAL FUNDS | | | 506,168 | | | | | | 24,312,671 | |
| | | FIDELITY DIVIDEND GROWTH FUND | | MUTUAL FUNDS | | | 1,103,379 | | | | | | 34,512,518 | |
| | | FIDELITY EMERGING ASIA FUND | | MUTUAL FUNDS | | | 1,231,872 | | | | | | 85,872,958 | |
| | | FIDELITY EQUITY INCOME FUND IN | | MUTUAL FUNDS | | | 289,004 | | | | | | 18,046,885 | |
| | | FIDELITY EUROPE FUND/UNITED ST | | MUTUAL FUNDS | | | 255,330 | | | | | | 11,036,383 | |
| | | FIDELITY FOCUSED STOCK FUND | | MUTUAL FUNDS | | | 1,679,600 | | | | | | 52,932,822 | |
| | | FIDELITY FREEDOM 2005 FUND | | MUTUAL FUNDS | | | 84,052 | | | | | | 1,041,047 | |
| | | FIDELITY FREEDOM 2010 FUND | | MUTUAL FUNDS | | | 315,751 | | | | | | 5,147,997 | |
| | | FIDELITY FREEDOM 2015 FUND | | MUTUAL FUNDS | | | 698,699 | | | | | | 9,441,747 | |
| | | FIDELITY FREEDOM 2020 FUND | | MUTUAL FUNDS | | | 2,380,515 | | | | | | 41,295,488 | |
| | | FIDELITY FREEDOM 2025 FUND | | MUTUAL FUNDS | | | 3,137,716 | | | | | | 48,822,144 | |
| | | FIDELITY FREEDOM 2030 FUND | | MUTUAL FUNDS | | | 1,803,210 | | | | | | 35,135,418 | |
| | | FIDELITY FREEDOM 2035 FUND | | MUTUAL FUNDS | | | 1,574,551 | | | | | | 26,346,262 | |
| | | FIDELITY FREEDOM 2040 FUND | | MUTUAL FUNDS | | | 1,239,366 | | | | | | 15,093,944 | |
| | | FIDELITY FREEDOM 2045 FUND | | MUTUAL FUNDS | | | 597,662 | | | | | | 8,143,395 | |
| | | FIDELITY FREEDOM 2050 FUND | | MUTUAL FUNDS | | | 407,374 | | | | | | 5,655,980 | |
| | | FIDELITY FREEDOM 2055 FUND | | MUTUAL FUNDS | | | 101,393 | | | | | | 1,646,198 | |
| | | FIDELITY FREEDOM 2060 FUND | | MUTUAL FUNDS | | | 14,232 | | | | | | 216,106 | |
| | | FIDELITY FREEDOM 2065 FUND | | MUTUAL FUNDS | | | 975 | | | | | | 18,283 | |
| | | FIDELITY FREEDOM INCOME FUND | | MUTUAL FUNDS | | | 709,019 | | | | | | 8,663,595 | |
| | | FIDELITY GNMA FUND | | MUTUAL FUNDS | | | 1,358,016 | | | | | | 16,230,879 | |
| | | FIDELITY GOVERNMENT INCOME FUN | | MUTUAL FUNDS | | | 3,027,002 | | | | | | 33,556,219 | |
| | | FIDELITY GROWTH COMPANY FUND | | MUTUAL FUNDS | | | 23,582,342 | | | | | | 783,951,375 | |
| | | FIDELITY GROWTH DISCOVERY FUND | | MUTUAL FUNDS | | | 1,347,323 | | | | | | 70,431,471 | |
| | | FIDELITY HIGH INCOME FUND | | MUTUAL FUNDS | | | 2,329,435 | | | | | | 20,564,510 | |
| | | FIDELITY INDEPENDENCE FUND | | MUTUAL FUNDS | | | 805,766 | | | | | | 37,740,821 | |
| | | FIDELITY INTERNATIONAL DISCOVE | | MUTUAL FUNDS | | | 229,025 | | | | | | 12,257,483 | |
| | | FIDELITY INTERNATIONAL REAL ES | | MUTUAL FUNDS | | | 689,119 | | | | | | 9,394,870 | |
| | | FIDELITY INTERNATIONAL SMALL C | | MUTUAL FUNDS | | | 590,338 | | | | | | 18,308,757 | |
| | | FIDELITY JAPAN FUND/UNITED STA | | MUTUAL FUNDS | | | 390,169 | | | | | | 7,911,017 | |
| | | FIDELITY LARGE CAP STOCK FUND | | MUTUAL FUNDS | | | 778,038 | | | | | | 27,579,333 | |
| | | FIDELITY LATIN AMERICA FUND/UN | | MUTUAL FUNDS | | | 832,319 | | | | | | 19,616,309 | |
| | | FIDELITY LEVERAGED COMPANY STO | | MUTUAL FUNDS | | | 981,683 | | | | | | 40,779,799 | |
| | | FIDELITY LIMITED TERM GOVERNME | | MUTUAL FUNDS | | | 3,491,454 | | | | | | 36,298,218 | |
| | | FIDELITY LOW PRICED STOCK FUND | | MUTUAL FUNDS | | | 902,633 | | | | | | 44,059,270 | |
| | | FIDELITY MID CAP STOCK FUND | | MUTUAL FUNDS | | | 1,117,690 | | | | | | 42,064,316 | |
| | | FIDELITY NEW MARKETS INCOME FU | | MUTUAL FUNDS | | | 1,547,660 | | | | | | 23,782,842 | |
| | | FIDELITY OTC PORTFOLIO | | MUTUAL FUNDS | | | 23,627,193 | | | | | | 424,709,457 | |
| | | FIDELITY OVERSEAS FUND/UNITED | | MUTUAL FUNDS | | | 308,865 | | | | | | 18,520,990 | |
| | | FIDELITY PACIFIC BASIN FUND | | MUTUAL FUNDS | | | 542,020 | | | | | | 24,105,092 | |
| | | FIDELITY PURITAN TRUST FIDEL | | MUTUAL FUNDS | | | 2,894,075 | | | | | | 82,426,603 | |
| | | FIDELITY REAL ESTATE INCOME FU | | MUTUAL FUNDS | | | 1,416,260 | | | | | | 16,894,250 | |
| | | FIDELITY REAL ESTATE INVESTMEN | | MUTUAL FUNDS | | | 610,271 | | | | | | 24,326,806 | |
| | | FIDELITY SMALL CAP DISCOVERY F | | MUTUAL FUNDS | | | 2,527,517 | | | | | | 61,335,780 | |
| | | FIDELITY SMALL CAP STOCK FUND | | MUTUAL FUNDS | | | 1,127,593 | | | | | | 23,518,402 | |
| | | FIDELITY TOTAL BOND FUND | | MUTUAL FUNDS | | | 5,797,616 | | | | | | 66,217,040 | |
| | | FIDELITY TREND FUND | | MUTUAL FUNDS | | | 319,886 | | | | | | 48,962,580 | |
| | | FIDELITY VALUE FUND | | MUTUAL FUNDS | | | 1,589,481 | | | | | | 19,269,881 | |
| | | INTERNATIONAL GROWTH AND INCOM | | MUTUAL FUNDS | | | 191,327 | | | | | | 7,403,290 | |
| | | PIMCO ALL ASSET FUND | | MUTUAL FUNDS | | | 1,013,123 | | | | | | 12,688,862 | |
| | | PIMCO COMMODITYREALRETURN STRA | | MUTUAL FUNDS | | | 3,851,028 | | | | | | 23,108,656 | |
| | | PIMCO DIVERSIFIED INCOME FUND | | MUTUAL FUNDS | | | 2,857,312 | | | | | | 33,061,444 | |
| | | PIMCO DYNAMIC BOND FUND | | MUTUAL FUNDS | | | 1,240,548 | | | | | | 13,574,115 | |
| | | PIMCO EMERGING MARKETS BOND FU | | MUTUAL FUNDS | | | 1,045,871 | | | | | | 11,562,734 | |
| | | PIMCO EMERGING MARKETS LOCAL C | | MUTUAL FUNDS | | | 535,320 | | | | | | 3,822,480 | |
| | | PIMCO HIGH YIELD FUND | | MUTUAL FUNDS | | | 2,307,535 | | | | | | 21,258,122 | |
| | | PIMCO INCOME FUND | | MUTUAL FUNDS | | | 1,319,718 | | | | | | 16,177,520 | |
| | | PIMCO INTERNATIONAL BOND FUND | | MUTUAL FUNDS | | | 3,065,817 | | | | | | 34,380,436 | |
| | | PIMCO INTERNATIONAL BOND FUND | | MUTUAL FUNDS | | | 1,058,792 | | | | | | 11,498,950 | |
| | | PIMCO INVESTMENT GRADE CREDIT | | MUTUAL FUNDS | | | 5,075,608 | | | | | | 57,750,799 | |
| | | PIMCO LONG TERM US GOVERNMENT | | MUTUAL FUNDS | | | 6,779,580 | | | | | | 41,075,197 | |
| | | PIMCO LOW DURATION ESG FUND | | MUTUAL FUNDS | | | 976,394 | | | | | | 9,494,639 | |
| | | PIMCO LOW DURATION FUND/UNITED | | MUTUAL FUNDS | | | 2,955,609 | | | | | | 29,595,883 | |
| | | PIMCO MORTGAGE BACKED SECURITI | | MUTUAL FUNDS | | | 456,485 | | | | | | 5,044,017 | |
| | | PIMCO REALESTATEREALRETURN STR | | MUTUAL FUNDS | | | 4,061,060 | | | | | | 34,156,268 | |
| | | PIMCO STOCKSPLUS FUND/UNITED S | | MUTUAL FUNDS | | | 2,918,330 | | | | | | 34,233,641 | |
| | | PIMCO TOTAL RETURN ESG FUND | | MUTUAL FUNDS | | | 917,725 | | | | | | 8,971,340 | |
| | | PIMCO TOTAL RETURN FUND | | MUTUAL FUNDS | | | 5,847,986 | | | | | | 62,778,128 | |
| | | SMALLCAP WORLD FUND INC | | MUTUAL FUNDS | | | 633,450 | | | | | | 52,827,405 | |
| | | US DOLLAR | | | | | (0 | ) | | | | | (0 | ) |
| | | VANGUARD DIVIDEND GROWTH FUND | | MUTUAL FUNDS | | | 8,607,856 | | | | | | 289,280,462 | |
| | | VANGUARD EQUITY INCOME FUND | | MUTUAL FUNDS | | | 1,236,916 | | | | | | 99,143,220 | |
| | | VANGUARD EXPLORER FUND | | MUTUAL FUNDS | | | 565,267 | | | | | | 68,318,474 | |
| | | VANGUARD FTSE SOCIAL INDEX FUN | | MUTUAL FUNDS | | | 2,049,538 | | | | | | 55,024,816 | |
| | | VANGUARD GLOBAL EQUITY FUND | | MUTUAL FUNDS | | | 622,368 | | | | | | 23,794,072 | |
| | | VANGUARD GLOBAL MINIMUM VOLATI | | MUTUAL FUNDS | | | 436,154 | | | | | | 11,933,541 | |
| | | VANGUARD GLOBAL WELLESLEY INCO | | MUTUAL FUNDS | | | 12,779 | | | | | | 350,954 | |
| | | VANGUARD GLOBAL WELLINGTON FUN | | MUTUAL FUNDS | | | 43,029 | | | | | | 1,286,280 | |
| | | VANGUARD GNMA FUND | | MUTUAL FUNDS | | | 2,513,950 | | | | | | 27,248,392 | |
| | | VANGUARD GROWTH AND INCOME FUN | | MUTUAL FUNDS | | | 659,869 | | | | | | 62,725,202 | |
| | | VANGUARD HIGH YIELD CORPORATE | | MUTUAL FUNDS | | | 8,158,078 | | | | | | 49,374,156 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 612,427 | | | | | | 14,946,142 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 305,207 | | | | | | 9,539,468 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 606,359 | | | | | | 18,595,527 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 833,303 | | | | | | 25,416,948 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 1,185,779 | | | | | | 35,372,178 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 1,611,851 | | | | | | 46,863,671 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 2,144,034 | | | | | | 60,972,432 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 3,314,453 | | | | | | 93,314,757 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 2,238,066 | | | | | | 59,172,526 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 1,261,692 | | | | | | 31,185,318 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 22,625 | | | | | | 633,475 | |
| | | VANGUARD INSTITUTIONAL TARGET | | MUTUAL FUNDS | | | 6,130 | | | | | | 231,722 | |
| | | VANGUARD INTERMEDIATE TERM BON | | MUTUAL FUNDS | | | 6,832,067 | | | | | | 86,508,578 | |
| | | VANGUARD INTERMEDIATE TERM INV | | MUTUAL FUNDS | | | 4,058,537 | | | | | | 42,752,546 | |
| | | VANGUARD INTERMEDIATE TERM TRE | | MUTUAL FUNDS | | | 6,361,379 | | | | | | 74,475,062 | |
| | | VANGUARD INTERNATIONAL EXPLORE | | MUTUAL FUNDS | | | 724,093 | | | | | | 14,913,492 | |
| | | VANGUARD INTERNATIONAL GROWTH | | MUTUAL FUNDS | | | 1,039,799 | | | | | | 168,846,179 | |
| | | VANGUARD INTERNATIONAL VALUE F | | MUTUAL FUNDS | | | 402,365 | | | | | | 16,368,135 | |
| | | VANGUARD LONG TERM BOND INDEX | | MUTUAL FUNDS | | | 1,465,655 | | | | | | 24,377,870 | |
| | | VANGUARD LONG TERM INVESTMENT | | MUTUAL FUNDS | | | 6,908,015 | | | | | | 82,564,894 | |
| | | VANGUARD LONG TERM TREASURY FU | | MUTUAL FUNDS | | | 6,797,271 | | | | | | 96,178,907 | |
| | | VANGUARD MID CAP GROWTH FUND | | MUTUAL FUNDS | | | 2,791,548 | | | | | | 94,567,185 | |
| | | VANGUARD MID CAP INDEX FUND | | MUTUAL FUNDS | | | 1,945,453 | | | | | | 111,400,548 | |
| | | VANGUARD PRIMECAP CORE FUND | | MUTUAL FUNDS | | | 3,878,822 | | | | | | 113,264,968 | |
| | | VANGUARD SELECTED VALUE FUND | | MUTUAL FUNDS | | | 1,142,706 | | | | | | 29,933,305 | |
| | | VANGUARD SHORT TERM BOND INDEX | | MUTUAL FUNDS | | | 5,421,700 | | | | | | 59,417,074 | |
| | | VANGUARD SHORT TERM FEDERAL FU | | MUTUAL FUNDS | | | 4,980,319 | | | | | | 55,963,159 | |
| | | VANGUARD SHORT TERM INVESTMENT | | MUTUAL FUNDS | | | 8,009,433 | | | | | | 89,181,543 | |
| | | VANGUARD SHORT TERM TREASURY F | | MUTUAL FUNDS | | | 11,609,633 | | | | | | 125,493,429 | |
| | | VANGUARD SMALL CAP INDEX FUND | | MUTUAL FUNDS | | | 858,723 | | | | | | 81,007,161 | |
| | | VANGUARD STAR FUND | | MUTUAL FUNDS | | | 857,706 | | | | | | 26,871,260 | |
| | | VANGUARD STRATEGIC EQUITY FUND | | MUTUAL FUNDS | | | 706,523 | | | | | | 25,884,407 | |
| | | VANGUARD US GROWTH FUND | | MUTUAL FUNDS | | | 1,117,796 | | | | | | 191,758,548 | |
| | | VANGUARD US MULTIFACTOR FUND | | MUTUAL FUNDS | | | 14,363 | | | | | | 386,542 | |
| | | VANGUARD WELLESLEY INCOME FUND | | MUTUAL FUNDS | | | 2,946,983 | | | | | | 203,338,781 | |
| | | VANGUARD WELLINGTON FUND | | MUTUAL FUNDS | | | 2,686,770 | | | | | | 207,228,221 | |
| | | VANGUARD WINDSOR FUND | | MUTUAL FUNDS | | | 301,146 | | | | | | 21,746,594 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT A - Expanded Choice Mutual Funds | | | | | $ | 8,431,475,186 | |
n / a - Cost is not applicable
EXHIBIT B - Small/Mid-Cap Stock Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | Par Value | | | | | | |
| | 1 800 FLOWERS.COM INC CL A | | COMMON STOCK USD.01 | | | 17,200 | | | | | $ | 447,200 | |
| | | 10X GENOMICS INC CLASS A | | COMMON STOCK | | | 40,800 | | | | | | 5,777,280 | |
| | | 1LIFE HEALTHCARE INC | | COMMON STOCK USD.001 | | | 57,000 | | | | | | 2,488,050 | |
| | | 1ST CONSTITUTION BANCORP | | COMMON STOCK | | | 6,975 | | | | | | 110,693 | |
| | | 1ST SOURCE CORP | | COMMON STOCK | | | 11,030 | | | | | | 444,509 | |
| | | 2U INC | | COMMON STOCK USD.001 | | | 50,800 | | | | | | 2,032,508 | |
| | | 3D SYSTEMS CORP | | COMMON STOCK USD.001 | | | 79,639 | | | | | | 834,617 | |
| | | 89BIO INC | | COMMON STOCK USD.001 | | | 4,400 | | | | | | 107,228 | |
| | | 8X8 INC | | COMMON STOCK USD.001 | | | 73,400 | | | | | | 2,530,098 | |
| | | A MARK PRECIOUS METALS INC | | COMMON STOCK USD.01 | | | 3,400 | | | | | | 87,210 | |
| | | A10 NETWORKS INC | | COMMON STOCK USD.00001 | | | 43,400 | | | | | | 427,924 | |
| | | AAON INC | | COMMON STOCK USD.004 | | | 27,352 | | | | | | 1,922,413 | |
| | | AAR CORP | | COMMON STOCK USD1.0 | | | 23,300 | | | | | | 843,926 | |
| | | AARON S CO INC/THE | | COMMON STOCK USD.5 | | | 21,959 | | | | | | 416,343 | |
| | | ABEONA THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 20,900 | | | | | | 32,813 | |
| | | ABERCROMBIE + FITCH CO CL A | | COMMON STOCK USD.01 | | | 42,848 | | | | | | 872,385 | |
| | | ABM INDUSTRIES INC | | COMMON STOCK USD.01 | | | 44,600 | | | | | | 1,782,270 | |
| | | ACACIA COMMUNICATIONS INC | | COMMON STOCK USD.0001 | | | 26,100 | | | | | | 1,991,811 | |
| | | ACACIA RESEARCH CORP | | COMMON STOCK USD.001 | | | 33,100 | | | | | | 130,414 | |
| | | ACADEMY SPORTS + OUTDOORS IN | | COMMON STOCK USD.01 | | | 17,200 | | | | | | 356,556 | |
| | | ACADIA HEALTHCARE CO INC | | COMMON STOCK USD.01 | | | 63,355 | | | | | | 3,184,222 | |
| | | ACADIA PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 79,178 | | | | | | 4,232,856 | |
| | | ACADIA REALTY TRUST | | REIT USD.001 | | | 59,107 | | | | | | 838,728 | |
| | | ACCEL ENTERTAINMENT INC | | COMMON STOCK USD.0001 | | | 29,300 | | | | | | 295,930 | |
| | | ACCELERATE DIAGNOSTICS INC | | COMMON STOCK | | | 21,492 | | | | | | 162,909 | |
| | | ACCELERON PHARMA INC | | COMMON STOCK USD.001 | | | 36,680 | | | | | | 4,692,839 | |
| | | ACCO BRANDS CORP | | COMMON STOCK USD.01 | | | 64,534 | | | | | | 545,312 | |
| | | ACCOLADE INC | | COMMON STOCK | | | 10,900 | | | | | | 474,150 | |
| | | ACCURAY INC | | COMMON STOCK USD.001 | | | 61,985 | | | | | | 258,477 | |
| | | ACELRX PHARMACEUTICALS INC | | COMMON STOCK | | | 47,568 | | | | | | 58,984 | |
| | | ACI WORLDWIDE INC | | COMMON STOCK USD.005 | | | 79,700 | | | | | | 3,062,871 | |
| | | ACNB CORP | | COMMON STOCK USD2.5 | | | 6,125 | | | | | | 153,125 | |
| | | ACUITY BRANDS INC | | COMMON STOCK USD.01 | | | 26,690 | | | | | | 3,231,892 | |
| | | ACUSHNET HOLDINGS CORP | | COMMON STOCK USD.001 | | | 23,087 | | | | | | 935,947 | |
| | | ACUTUS MEDICAL INC | | COMMON STOCK USD.001 | | | 5,314 | | | | | | 153,096 | |
| | | ADAPTHEALTH CORP | | COMMON STOCK | | | 19,900 | | | | | | 747,444 | |
| | | ADAPTIVE BIOTECHNOLOGIES | | COMMON STOCK USD.0001 | | | 53,400 | | | | | | 3,157,542 | |
| | | ADDUS HOMECARE CORP | | COMMON STOCK USD.001 | | | 11,100 | | | | | | 1,299,699 | |
| | | ADIENT PLC | | COMMON STOCK USD.001 | | | 59,172 | | | | | | 2,147,819 | |
| | | ADMA BIOLOGICS INC | | COMMON STOCK USD.0001 | | | 39,691 | | | | | | 77,397 | |
| | | ADT INC | | COMMON STOCK USD.01 | | | 119,000 | | | | | | 934,150 | |
| | | ADTALEM GLOBAL EDUCATION INC | | COMMON STOCK USD.01 | | | 35,032 | | | | | | 1,189,336 | |
| | | ADTRAN INC | | COMMON STOCK USD.01 | | | 31,737 | | | | | | 468,755 | |
| | | ADVANCED DRAINAGE SYSTEMS IN | | COMMON STOCK USD.01 | | | 40,400 | | | | | | 3,376,632 | |
| | | ADVANCED EMISSIONS SOLUTIONS | | COMMON STOCK | | | 10,600 | | | | | | 58,300 | |
| | | ADVANCED ENERGY INDUSTRIES | | COMMON STOCK USD.001 | | | 26,409 | | | | | | 2,560,881 | |
| | | ADVANSIX INC | | COMMON STOCK USD.01 | | | 19,129 | | | | | | 382,389 | |
| | | ADVERUM BIOTECHNOLOGIES INC | | COMMON STOCK USD.0001 | | | 58,400 | | | | | | 633,056 | |
| | | AECOM | | COMMON STOCK USD.01 | | | 108,870 | | | | | | 5,419,549 | |
| | | AEGION CORP | | COMMON STOCK USD.01 | | | 21,291 | | | | | | 404,316 | |
| | | AEGLEA BIOTHERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 29,682 | | | | | | 233,597 | |
| | | AERIE PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 25,795 | | | | | | 348,490 | |
| | | AEROJET ROCKETDYNE HOLDINGS | | COMMON STOCK USD.1 | | | 49,326 | | | | | | 2,606,879 | |
| | | AEROVIRONMENT INC | | COMMON STOCK USD.0001 | | | 14,501 | | | | | | 1,260,137 | |
| | | AFFILIATED MANAGERS GROUP | | COMMON STOCK USD.01 | | | 31,300 | | | | | | 3,183,210 | |
| | | AFFIMED NV | | COMMON STOCK USD.01 | | | 57,946 | | | | | | 337,246 | |
| | | AGCO CORP | | COMMON STOCK USD.01 | | | 44,200 | | | | | | 4,556,578 | |
| | | AGENUS INC | | COMMON STOCK USD.01 | | | 101,965 | | | | | | 324,249 | |
| | | AGILE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 79,500 | | | | | | 228,165 | |
| | | AGILYSYS INC | | COMMON STOCK USD.3 | | | 12,700 | | | | | | 487,426 | |
| | | AGIOS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 41,491 | | | | | | 1,880,137 | |
| | | AGNC INVESTMENT CORP | | REIT USD.01 | | | 387,800 | | | | | | 6,049,680 | |
| | | AGREE REALTY CORP | | REIT USD.0001 | | | 39,440 | | | | | | 2,625,915 | |
| | | AGROFRESH SOLUTIONS INC | | COMMON STOCK | | | 20,600 | | | | | | 46,762 | |
| | | AIR LEASE CORP | | COMMON STOCK USD.01 | | | 74,568 | | | | | | 3,312,311 | |
| | | AIR TRANSPORT SERVICES GROUP | | COMMON STOCK USD.01 | | | 39,600 | | | | | | 1,241,064 | |
| | | AKEBIA THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 92,339 | | | | | | 258,549 | |
| | | AKERO THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 7,910 | | | | | | 204,078 | |
| | | AKOUOS INC | | COMMON STOCK | | | 9,800 | | | | | | 194,334 | |
| | | AKOUSTIS TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 21,488 | | | | | | 262,798 | |
| | | ALAMO GROUP INC | | COMMON STOCK USD.1 | | | 6,900 | | | | | | 951,855 | |
| | | ALARM.COM HOLDINGS INC | | COMMON STOCK | | | 34,126 | | | | | | 3,530,335 | |
| | | ALASKA COMM SYSTEMS GROUP | | COMMON STOCK USD.01 | | | 61,900 | | | | | | 228,411 | |
| | | ALBANY INTL CORP CL A | | COMMON STOCK USD.001 | | | 20,619 | | | | | | 1,513,847 | |
| | | ALBERTSONS COS INC CLASS A | | COMMON STOCK USD.01 | | | 26,800 | | | | | | 562,573 | |
| | | ALBIREO PHARMA INC | | COMMON STOCK USD.01 | | | 14,000 | | | | | | 525,140 | |
| | | ALCOA CORP | | COMMON STOCK USD.01 | | | 130,374 | | | | | | 3,005,121 | |
| | | ALECTOR INC | | COMMON STOCK USD.0001 | | | 32,796 | | | | | | 496,203 | |
| | | ALERUS FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 8,400 | | | | | | 229,908 | |
| | | ALEXANDER + BALDWIN INC | | REIT | | | 49,808 | | | | | | 855,701 | |
| | | ALEXANDER S INC | | REIT USD1.0 | | | 1,514 | | | | | | 419,908 | |
| | | ALICO INC | | COMMON STOCK USD1.0 | | | 4,280 | | | | | | 132,766 | |
| | | ALIGOS THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 10,700 | | | | | | 295,855 | |
| | | ALKERMES PLC | | COMMON STOCK USD.01 | | | 106,775 | | | | | | 2,223,938 | |
| | | ALLAKOS INC | | COMMON STOCK USD.001 | | | 18,938 | | | | | | 2,651,320 | |
| | | ALLEGHANY CORP | | COMMON STOCK USD1.0 | | | 9,714 | | | | | | 5,864,245 | |
| | | ALLEGHENY TECHNOLOGIES INC | | COMMON STOCK USD.1 | | | 84,300 | | | | | | 1,494,219 | |
| | | ALLEGIANCE BANCSHARES INC | | COMMON STOCK USD1.0 | | | 14,201 | | | | | | 484,680 | |
| | | ALLEGIANT TRAVEL CO | | COMMON STOCK USD.001 | | | 8,840 | | | | | | 1,672,882 | |
| | | ALLEGRO MICROSYSTEMS INC | | COMMON STOCK USD.01 | | | 23,700 | | | | | | 631,842 | |
| | | ALLETE INC | | COMMON STOCK | | | 35,004 | | | | | | 2,267,256 | |
| | | ALLIANCE DATA SYSTEMS CORP | | COMMON STOCK USD.01 | | | 32,800 | | | | | | 2,430,480 | |
| | | ALLIED MOTION TECHNOLOGIES | | COMMON STOCK | | | 5,100 | | | | | | 260,610 | |
| | | ALLISON TRANSMISSION HOLDING | | COMMON STOCK USD.01 | | | 78,899 | | | | | | 3,402,914 | |
| | | ALLOGENE THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 36,267 | | | | | | 915,379 | |
| | | ALLOVIR INC | | COMMON STOCK | | | 12,100 | | | | | | 465,124 | |
| | | ALLSCRIPTS HEALTHCARE SOLUTI | | COMMON STOCK USD.01 | | | 107,386 | | | | | | 1,550,654 | |
| | | ALLY FINANCIAL INC | | COMMON STOCK USD.1 | | | 264,264 | | | | | | 9,423,654 | |
| | | ALNYLAM PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 81,458 | | | | | | 10,587,096 | |
| | | ALPHA + OMEGA SEMICONDUCTOR | | COMMON STOCK | | | 13,875 | | | | | | 328,005 | |
| | | ALPHA PRO TECH LTD | | COMMON STOCK USD.01 | | | 4,800 | | | | | | 53,520 | |
| | | ALPHATEC HOLDINGS INC | | COMMON STOCK USD.0001 | | | 45,216 | | | | | | 656,536 | |
| | | ALTA EQUIPMENT GROUP INC | | COMMON STOCK USD.0001 | | | 11,400 | | | | | | 112,632 | |
| | | ALTABANCORP | | COMMON STOCK USD.01 | | | 11,500 | | | | | | 321,080 | |
| | | ALTAIR ENGINEERING INC A | | COMMON STOCK | | | 30,200 | | | | | | 1,757,036 | |
| | | ALTERYX INC CLASS A | | COMMON STOCK | | | 38,320 | | | | | | 4,666,993 | |
| | | ALTICE USA INC A | | COMMON STOCK USD.01 | | | 153,150 | | | | | | 5,799,791 | |
| | | ALTISOURCE PORTFOLIO SOL | | COMMON STOCK USD1.0 | | | 4,400 | | | | | | 56,672 | |
| | | ALTRA INDUSTRIAL MOTION CORP | | COMMON STOCK USD.001 | | | 43,378 | | | | | | 2,509,764 | |
| | | ALX ONCOLOGY HOLDINGS INC | | COMMON STOCK USD.001 | | | 6,400 | | | | | | 551,680 | |
| | | AMALGAMATED BK OF NEW YORK A | | COMMON STOCK USD.01 | | | 8,800 | | | | | | 120,912 | |
| | | AMBAC FINANCIAL GROUP INC | | COMMON STOCK USD.01 | | | 31,400 | | | | | | 482,932 | |
| | | AMBARELLA INC | | COMMON STOCK USD.00045 | | | 22,251 | | | | | | 2,134,909 | |
| | | AMC ENTERTAINMENT HLDS CL A | | COMMON STOCK USD.01 | | | 35,747 | | | | | | 75,784 | |
| | | AMC NETWORKS INC A | | COMMON STOCK | | | 18,349 | | | | | | 656,344 | |
| | | AMDOCS LTD | | COMMON STOCK GBP.0001 | | | 93,150 | | | | | | 6,607,130 | |
| | | AMEDISYS INC | | COMMON STOCK USD.001 | | | 22,779 | | | | | | 6,681,764 | |
| | | AMER NATL BNKSHS/DANVILLE VA | | COMMON STOCK USD1.0 | | | 8,097 | | | | | | 212,222 | |
| | | AMERANT BANCORP INC | | COMMON STOCK USD.1 | | | 12,459 | | | | | | 189,377 | |
| | | AMERCO | | COMMON STOCK USD.25 | | | 6,483 | | | | | | 2,943,023 | |
| | | AMERESCO INC CL A | | COMMON STOCK USD.0001 | | | 17,400 | | | | | | 908,976 | |
| | | AMERICA S CAR MART INC | | COMMON STOCK USD.01 | | | 4,200 | | | | | | 461,328 | |
| | | AMERICAN ASSETS TRUST INC | | REIT USD.01 | | | 34,848 | | | | | | 1,006,410 | |
| | | AMERICAN AXLE + MFG HOLDINGS | | COMMON STOCK USD.01 | | | 78,750 | | | | | | 656,775 | |
| | | AMERICAN CAMPUS COMMUNITIES | | REIT USD.01 | | | 97,902 | | | | | | 4,187,269 | |
| | | AMERICAN EAGLE OUTFITTERS | | COMMON STOCK USD.01 | | | 104,975 | | | | | | 2,106,848 | |
| | | AMERICAN EQUITY INVT LIFE HL | | COMMON STOCK USD1.0 | | | 66,455 | | | | | | 1,838,145 | |
| | | AMERICAN FINANCE TRUST INC | | REIT | | | 77,800 | | | | | | 578,054 | |
| | | AMERICAN FINANCIAL GROUP INC | | COMMON STOCK | | | 50,972 | | | | | | 4,466,167 | |
| | | AMERICAN HOMES 4 RENT A | | REIT USD.01 | | | 194,035 | | | | | | 5,821,050 | |
| | | AMERICAN NATIONAL GROUP INC | | COMMON STOCK USD.01 | | | 5,200 | | | | | | 499,824 | |
| | | AMERICAN OUTDOOR BRANDS INC | | COMMON STOCK | | | 9,550 | | | | | | 162,637 | |
| | | AMERICAN PUBLIC EDUCATION | | COMMON STOCK USD.01 | | | 10,000 | | | | | | 304,800 | |
| | | AMERICAN RENAL ASSOCIATES HO | | COMMON STOCK USD.01 | | | 9,582 | | | | | | 109,714 | |
| | | AMERICAN SOFTWARE INC CL A | | COMMON STOCK USD.1 | | | 20,700 | | | | | | 355,419 | |
| | | AMERICAN STATES WATER CO | | COMMON STOCK | | | 24,769 | | | | | | 2,056,847 | |
| | | AMERICAN SUPERCONDUCTOR CORP | | COMMON STOCK USD.01 | | | 15,300 | | | | | | 442,647 | |
| | | AMERICAN VANGUARD CORP | | COMMON STOCK USD.1 | | | 19,899 | | | | | | 308,832 | |
| | | AMERICAN WELL CORP CLASS A | | COMMON STOCK USD.01 | | | 34,900 | | | | | | 884,017 | |
| | | AMERICAN WOODMARK CORP | | COMMON STOCK | | | 11,700 | | | | | | 1,098,045 | |
| | | AMERICOLD REALTY TRUST | | REIT USD.01 | | | 145,118 | | | | | | 5,417,255 | |
| | | AMERIS BANCORP | | COMMON STOCK USD1.0 | | | 44,553 | | | | | | 1,772,278 | |
| | | AMERISAFE INC | | COMMON STOCK USD.01 | | | 13,424 | | | | | | 770,940 | |
| | | AMES NATIONAL CORP | | COMMON STOCK USD2.0 | | | 7,569 | | | | | | 181,807 | |
| | | AMICUS THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 182,853 | | | | | | 4,222,076 | |
| | | AMKOR TECHNOLOGY INC | | COMMON STOCK USD.001 | | | 69,800 | | | | | | 1,052,584 | |
| | | AMN HEALTHCARE SERVICES INC | | COMMON STOCK USD.01 | | | 31,617 | | | | | | 2,239,763 | |
| | | AMNEAL PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 71,100 | | | | | | 324,927 | |
| | | AMPHASTAR PHARMACEUTICALS IN | | COMMON STOCK USD.0001 | | | 23,700 | | | | | | 476,607 | |
| | | AMYRIS INC | | COMMON STOCK | | | 57,400 | | | | | | 462,551 | |
| | | ANAPLAN INC | | COMMON STOCK USD.0001 | | | 94,400 | | | | | | 6,782,640 | |
| | | ANAPTYSBIO INC | | COMMON STOCK USD.001 | | | 13,529 | | | | | | 290,874 | |
| | | ANAVEX LIFE SCIENCES CORP | | COMMON STOCK USD.001 | | | 33,943 | | | | | | 183,292 | |
| | | ANDERSONS INC/THE | | COMMON STOCK | | | 22,570 | | | | | | 553,191 | |
| | | ANGIODYNAMICS INC | | COMMON STOCK USD.01 | | | 25,200 | | | | | | 386,316 | |
| | | ANI PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 6,964 | | | | | | 202,235 | |
| | | ANIKA THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 10,100 | | | | | | 457,126 | |
| | | ANNALY CAPITAL MANAGEMENT IN | | REIT USD.01 | | | 993,910 | | | | | | 8,398,540 | |
| | | ANNEXON INC | | COMMON STOCK | | | 9,900 | | | | | | 247,797 | |
| | | ANTARES PHARMA INC | | COMMON STOCK USD.01 | | | 113,100 | | | | | | 451,269 | |
| | | ANTERIX INC | | COMMON STOCK USD.0001 | | | 8,100 | | | | | | 304,560 | |
| | | ANTERO MIDSTREAM CORP | | COMMON STOCK | | | 212,100 | | | | | | 1,635,291 | |
| | | ANTERO RESOURCES CORP | | COMMON STOCK USD.01 | | | 169,500 | | | | | | 923,775 | |
| | | ANWORTH MORTGAGE ASSET CORP | | REIT USD.01 | | | 84,988 | | | | | | 230,317 | |
| | | APARTMENT INCOME REIT CO | | REIT USD.01 | | | 106,000 | | | | | | 4,071,460 | |
| | | APARTMENT INVT + MGMT CO A | | REIT USD.01 | | | 123,600 | | | | | | 652,608 | |
| | | APELLIS PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 41,833 | | | | | | 2,392,848 | |
| | | API GROUP CORP | | COMMON STOCK USD.0001 | | | 93,900 | | | | | | 1,704,285 | |
| | | APOGEE ENTERPRISES INC | | COMMON STOCK USD.333 | | | 17,856 | | | | | | 565,678 | |
| | | APOLLO COMMERCIAL REAL ESTAT | | REIT USD.01 | | | 91,303 | | | | | | 1,105,883 | |
| | | APOLLO GLOBAL MANAGEMENT INC | | COMMON STOCK | | | 121,300 | | | | | | 5,941,274 | |
| | | APOLLO MEDICAL HOLDINGS INC | | COMMON STOCK USD.001 | | | 19,205 | | | | | | 350,875 | |
| | | APPFOLIO INC A | | COMMON STOCK USD.0001 | | | 11,000 | | | | | | 2,070,461 | |
| | | APPIAN CORP | | COMMON STOCK USD.0001 | | | 25,400 | | | | | | 4,117,086 | |
| | | APPLE HOSPITALITY REIT INC | | REIT NPV | | | 140,376 | | | | | | 1,911,680 | |
| | | APPLIED GENETIC TECHNOLOGIES | | COMMON STOCK USD.001 | | | 16,500 | | | | | | 67,485 | |
| | | APPLIED INDUSTRIAL TECH INC | | COMMON STOCK | | | 26,925 | | | | | | 2,099,881 | |
| | | APPLIED MOLECULAR TRANSPORT | | COMMON STOCK USD.0001 | | | 8,300 | | | | | | 255,391 | |
| | | APPLIED OPTOELECTRONICS INC | | COMMON STOCK USD.001 | | | 14,500 | | | | | | 123,395 | |
| | | APPLIED THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 6,833 | | | | | | 150,394 | |
| | | APREA THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 5,100 | | | | | | 25,092 | |
| | | APTARGROUP INC | | COMMON STOCK USD.01 | | | 45,651 | | | | | | 6,249,165 | |
| | | APTINYX INC | | COMMON STOCK USD.01 | | | 17,400 | | | | | | 60,204 | |
| | | APYX MEDICAL CORP | | COMMON STOCK USD.001 | | | 24,977 | | | | | | 179,834 | |
| | | AQUESTIVE THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 13,800 | | | | | | 73,830 | |
| | | ARAMARK | | COMMON STOCK USD.01 | | | 162,209 | | | | | | 6,241,802 | |
| | | ARAVIVE INC | | COMMON STOCK USD.0001 | | | 8,600 | | | | | | 48,504 | |
| | | ARBOR REALTY TRUST INC | | REIT USD.01 | | | 86,600 | | | | | | 1,227,988 | |
| | | ARCBEST CORP | | COMMON STOCK USD.01 | | | 15,800 | | | | | | 755,264 | |
| | | ARCH CAPITAL GROUP LTD | | COMMON STOCK USD.01 | | | 277,941 | | | | | | 10,025,332 | |
| | | ARCH RESOURCES INC | | COMMON STOCK USD.01 | | | 10,400 | | | | | | 455,208 | |
| | | ARCHROCK INC | | COMMON STOCK USD.01 | | | 90,636 | | | | | | 784,908 | |
| | | ARCONIC CORP | | COMMON STOCK USD.01 | | | 67,000 | | | | | | 2,083,027 | |
| | | ARCOSA INC | | COMMON STOCK USD.01 | | | 32,300 | | | | | | 1,873,118 | |
| | | ARCTURUS THERAPEUTICS HOLDIN | | COMMON STOCK USD.001 | | | 16,200 | | | | | | 702,756 | |
| | | ARCUS BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 28,300 | | | | | | 734,668 | |
| | | ARCUTIS BIOTHERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 12,199 | | | | | | 343,158 | |
| | | ARDAGH GROUP SA | | COMMON STOCK EUR.01 | | | 9,900 | | | | | | 170,379 | |
| | | ARDELYX INC | | COMMON STOCK USD.000001 | | | 51,755 | | | | | | 334,855 | |
| | | ARDMORE SHIPPING CORP | | COMMON STOCK USD.01 | | | 11,900 | | | | | | 38,913 | |
| | | ARENA PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 40,474 | | | | | | 3,109,617 | |
| | | ARES COMMERCIAL REAL ESTATE | | REIT USD.01 | | | 24,600 | | | | | | 292,986 | |
| | | ARES MANAGEMENT CORP A | | COMMON STOCK | | | 70,500 | | | | | | 3,317,025 | |
| | | ARGAN INC | | COMMON STOCK USD.15 | | | 10,100 | | | | | | 449,349 | |
| | | ARGO GROUP INTERNATIONAL | | COMMON STOCK USD1.0 | | | 22,584 | | | | | | 986,921 | |
| | | ARLINGTON ASSET INVESTMENT A | | REIT USD.01 | | | 18,800 | | | | | | 71,064 | |
| | | ARLO TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 55,052 | | | | | | 428,855 | |
| | | ARMADA HOFFLER PROPERTIES IN | | REIT USD.01 | | | 38,700 | | | | | | 434,214 | |
| | | ARMOUR RESIDENTIAL REIT INC | | REIT USD.0001 | | | 46,869 | | | | | | 505,717 | |
| | | ARMSTRONG WORLD INDUSTRIES | | COMMON STOCK USD.01 | | | 33,403 | | | | | | 2,484,849 | |
| | | ARRAY TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 40,600 | | | | | | 1,751,484 | |
| | | ARROW ELECTRONICS INC | | COMMON STOCK USD1.0 | | | 51,701 | | | | | | 5,147,270 | |
| | | ARROW FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 9,241 | | | | | | 276,398 | |
| | | ARROWHEAD PHARMACEUTICALS IN | | COMMON STOCK USD.001 | | | 70,989 | | | | | | 5,446,986 | |
| | | ARTESIAN RESOURCES CORP CL A | | COMMON STOCK USD1.0 | | | 5,341 | | | | | | 198,044 | |
| | | ARTISAN PARTNERS ASSET MA A | | COMMON STOCK USD.01 | | | 37,300 | | | | | | 1,877,682 | |
| | | ARVINAS INC | | COMMON STOCK USD.001 | | | 23,599 | | | | | | 2,004,263 | |
| | | ASBURY AUTOMOTIVE GROUP | | COMMON STOCK USD.01 | | | 13,065 | | | | | | 1,904,093 | |
| | | ASGN INC | | COMMON STOCK USD.01 | | | 35,452 | | | | | | 2,961,306 | |
| | | ASHLAND GLOBAL HOLDINGS INC | | COMMON STOCK | | | 39,870 | | | | | | 3,157,704 | |
| | | ASPEN AEROGELS INC | | COMMON STOCK USD.00001 | | | 19,700 | | | | | | 328,793 | |
| | | ASPEN GROUP INC | | COMMON STOCK USD.001 | | | 23,600 | | | | | | 262,668 | |
| | | ASPEN TECHNOLOGY INC | | COMMON STOCK USD.1 | | | 48,000 | | | | | | 6,252,000 | |
| | | ASPIRA WOMEN S HEALTH INC | | COMMON STOCK USD.0001 | | | 48,300 | | | | | | 324,093 | |
| | | ASSEMBLY BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 18,200 | | | | | | 110,110 | |
| | | ASSETMARK FINANCIAL HOLDINGS | | COMMON STOCK USD.001 | | | 11,700 | | | | | | 283,140 | |
| | | ASSOCIATED BANC CORP | | COMMON STOCK USD.01 | | | 101,222 | | | | | | 1,824,740 | |
| | | ASSURED GUARANTY LTD | | COMMON STOCK USD.01 | | | 54,558 | | | | | | 1,718,031 | |
| | | ASTEC INDUSTRIES INC | | COMMON STOCK USD.2 | | | 14,600 | | | | | | 845,048 | |
| | | ASTRONICS CORP | | COMMON STOCK USD.01 | | | 17,405 | | | | | | 230,268 | |
| | | ASURE SOFTWARE INC | | COMMON STOCK USD.01 | | | 9,000 | | | | | | 63,900 | |
| | | AT HOME GROUP INC | | COMMON STOCK USD.01 | | | 33,500 | | | | | | 517,910 | |
| | | ATARA BIOTHERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 52,700 | | | | | | 1,034,501 | |
| | | ATEA PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 8,800 | | | | | | 367,664 | |
| | | ATHENE HOLDING LTD CLASS A | | COMMON STOCK USD.001 | | | 81,921 | | | | | | 3,534,072 | |
| | | ATHENEX INC | | COMMON STOCK USD.001 | | | 44,547 | | | | | | 492,690 | |
| | | ATHERSYS INC | | COMMON STOCK USD.001 | | | 113,021 | | | | | | 197,787 | |
| | | ATHIRA PHARMA INC | | COMMON STOCK USD.0001 | | | 7,600 | | | | | | 260,300 | |
| | | ATKORE INC | | COMMON STOCK USD.01 | | | 32,649 | | | | | | 1,342,200 | |
| | | ATLANTIC CAPITAL BANCSHARES | | COMMON STOCK | | | 15,300 | | | | | | 243,576 | |
| | | ATLANTIC POWER CORP | | COMMON STOCK | | | 58,147 | | | | | | 122,109 | |
| | | ATLANTIC UNION BANKSHARES CO | | COMMON STOCK USD1.33 | | | 52,475 | | | | | | 1,728,527 | |
| | | ATLANTICUS HOLDINGS CORP | | COMMON STOCK | | | 3,400 | | | | | | 83,742 | |
| | | ATLAS AIR WORLDWIDE HOLDINGS | | COMMON STOCK USD.01 | | | 17,301 | | | | | | 943,597 | |
| | | ATLASSIAN CORP PLC CLASS A | | COMMON STOCK USD.1 | | | 92,300 | | | | | | 21,703,137 | |
| | | ATN INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 7,600 | | | | | | 317,376 | |
| | | ATOMERA INC | | COMMON STOCK USD.001 | | | 8,900 | | | | | | 143,201 | |
| | | ATRECA INC A | | COMMON STOCK USD.0001 | | | 20,001 | | | | | | 323,016 | |
| | | ATRICURE INC | | COMMON STOCK USD.001 | | | 32,200 | | | | | | 1,792,574 | |
| | | ATRION CORPORATION | | COMMON STOCK USD.1 | | | 999 | | | | | | 641,598 | |
| | | AUBURN NATL BANCORPORATION | | COMMON STOCK USD.01 | | | 1,600 | | | | | | 66,704 | |
| | | AUTONATION INC | | COMMON STOCK USD.01 | | | 41,498 | | | | | | 2,896,145 | |
| | | AVALARA INC | | COMMON STOCK USD.0001 | | | 58,300 | | | | | | 9,613,087 | |
| | | AVANGRID INC | | COMMON STOCK USD.01 | | | 38,338 | | | | | | 1,819,731 | |
| | | AVANOS MEDICAL INC | | COMMON STOCK USD.01 | | | 31,962 | | | | | | 1,466,417 | |
| | | AVANTOR INC | | COMMON STOCK USD.01 | | | 350,100 | | | | | | 9,855,315 | |
| | | AVAYA HOLDINGS CORP | | COMMON STOCK USD.001 | | | 62,232 | | | | | | 1,191,743 | |
| | | AVENUE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 4,500 | | | | | | 26,775 | |
| | | AVEO PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 14,700 | | | | | | 84,819 | |
| | | AVID BIOSERVICES INC | | COMMON STOCK USD.001 | | | 38,900 | | | | | | 448,906 | |
| | | AVID TECHNOLOGY INC | | COMMON STOCK USD.01 | | | 24,100 | | | | | | 382,467 | |
| | | AVIDITY BIOSCIENCES INC | | COMMON STOCK | | | 9,500 | | | | | | 242,440 | |
| | | AVIENT CORP | | COMMON STOCK USD.01 | | | 63,566 | | | | | | 2,560,438 | |
| | | AVIS BUDGET GROUP INC | | COMMON STOCK USD.01 | | | 36,220 | | | | | | 1,351,006 | |
| | | AVISTA CORP | | COMMON STOCK | | | 47,894 | | | | | | 1,922,465 | |
| | | AVNET INC | | COMMON STOCK USD1.0 | | | 66,426 | | | | | | 2,430,532 | |
| | | AVROBIO INC | | COMMON STOCK USD.0001 | | | 21,804 | | | | | | 303,948 | |
| | | AXALTA COATING SYSTEMS LTD | | COMMON STOCK USD1.0 | | | 150,620 | | | | | | 4,300,201 | |
| | | AXCELIS TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 22,875 | | | | | | 666,120 | |
| | | AXIS CAPITAL HOLDINGS LTD | | COMMON STOCK USD.0125 | | | 59,881 | | | | | | 3,017,404 | |
| | | AXOGEN INC | | COMMON STOCK USD.01 | | | 24,100 | | | | | | 431,390 | |
| | | AXON ENTERPRISE INC | | COMMON STOCK USD.00001 | | | 44,600 | | | | | | 5,464,838 | |
| | | AXONICS MODULATION TECHNOLOG | | COMMON STOCK USD.0001 | | | 20,370 | | | | | | 1,016,870 | |
| | | AXOS FINANCIAL INC | | COMMON STOCK USD.01 | | | 38,500 | | | | | | 1,444,905 | |
| | | AXSOME THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 18,402 | | | | | | 1,588,831 | |
| | | AXT INC | | COMMON STOCK USD.001 | | | 23,900 | | | | | | 228,723 | |
| | | AZEK CO INC/THE | | COMMON STOCK | | | 52,100 | | | | | | 2,003,245 | |
| | | AZZ INC | | COMMON STOCK USD1.0 | | | 18,100 | | | | | | 858,664 | |
| | | B. RILEY FINANCIAL INC | | COMMON STOCK USD.0001 | | | 11,800 | | | | | | 521,796 | |
| | | B+G FOODS INC | | COMMON STOCK USD.01 | | | 42,900 | | | | | | 1,189,617 | |
| | | BADGER METER INC | | COMMON STOCK USD1.0 | | | 19,655 | | | | | | 1,848,749 | |
| | | BALCHEM CORP | | COMMON STOCK USD.0667 | | | 23,247 | | | | | | 2,678,519 | |
| | | BALLY S CORP | | COMMON STOCK USD.01 | | | 11,898 | | | | | | 597,637 | |
| | | BANC OF CALIFORNIA INC | | COMMON STOCK USD.01 | | | 28,450 | | | | | | 418,500 | |
| | | BANCFIRST CORP | | COMMON STOCK USD1.0 | | | 13,100 | | | | | | 768,970 | |
| | | BANCO LATINOAMERICANO COME E | | COMMON STOCK | | | 21,593 | | | | | | 341,817 | |
| | | BANCORP INC/THE | | COMMON STOCK USD1.0 | | | 35,608 | | | | | | 486,049 | |
| | | BANCORPSOUTH BANK | | COMMON STOCK | | | 65,981 | | | | | | 1,909,312 | |
| | | BANDWIDTH INC CLASS A | | COMMON STOCK USD.001 | | | 13,900 | | | | | | 2,136,013 | |
| | | BANK FIRST CORP | | COMMON STOCK USD1.0 | | | 4,530 | | | | | | 293,635 | |
| | | BANK OF COMMERCE HOLDINGS | | COMMON STOCK | | | 13,100 | | | | | | 129,690 | |
| | | BANK OF HAWAII CORP | | COMMON STOCK USD.01 | | | 27,603 | | | | | | 2,114,942 | |
| | | BANK OF MARIN BANCORP/CA | | COMMON STOCK | | | 9,400 | | | | | | 322,796 | |
| | | BANK OF N.T. BUTTERFIELD+SON | | COMMON STOCK BMD1.0 | | | 33,500 | | | | | | 1,043,860 | |
| | | BANK OZK | | COMMON STOCK | | | 85,459 | | | | | | 2,672,303 | |
| | | BANKFINANCIAL CORP | | COMMON STOCK USD.01 | | | 14,225 | | | | | | 124,896 | |
| | | BANKUNITED INC | | COMMON STOCK USD.01 | | | 63,853 | | | | | | 2,220,807 | |
| | | BANKWELL FINANCIAL GROUP INC | | COMMON STOCK NPV | | | 4,400 | | | | | | 86,020 | |
| | | BANNER CORPORATION | | COMMON STOCK USD.01 | | | 24,200 | | | | | | 1,127,478 | |
| | | BAR HARBOR BANKSHARES | | COMMON STOCK USD2.0 | | | 10,670 | | | | | | 241,035 | |
| | | BARNES GROUP INC | | COMMON STOCK USD.01 | | | 31,600 | | | | | | 1,601,804 | |
| | | BARRETT BUSINESS SVCS INC | | COMMON STOCK USD.01 | | | 5,100 | | | | | | 347,871 | |
| | | BAYCOM CORP | | COMMON STOCK | | | 5,000 | | | | | | 75,850 | |
| | | BCB BANCORP INC | | COMMON STOCK | | | 14,700 | | | | | | 162,729 | |
| | | BEACON ROOFING SUPPLY INC | | COMMON STOCK USD.01 | | | 36,750 | | | | | | 1,476,983 | |
| | | BEAM THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 27,370 | | | | | | 2,234,487 | |
| | | BEAZER HOMES USA INC | | COMMON STOCK USD.001 | | | 22,037 | | | | | | 333,861 | |
| | | BED BATH + BEYOND INC | | COMMON STOCK USD.01 | | | 85,159 | | | | | | 1,512,424 | |
| | | BEL FUSE INC CL B | | COMMON STOCK USD.1 | | | 6,800 | | | | | | 102,204 | |
| | | BELDEN INC | | COMMON STOCK USD.01 | | | 30,309 | | | | | | 1,269,947 | |
| | | BELLRING BRANDS INC CLASS A | | COMMON STOCK USD.01 | | | 28,231 | | | | | | 686,296 | |
| | | BENCHMARK ELECTRONICS INC | | COMMON STOCK USD.1 | | | 22,719 | | | | | | 691,976 | |
| | | BENEFITFOCUS INC | | COMMON STOCK USD.001 | | | 18,300 | | | | | | 264,984 | |
| | | BERKELEY LIGHTS INC | | COMMON STOCK | | | 8,500 | | | | | | 759,985 | |
| | | BERKSHIRE HILLS BANCORP INC | | COMMON STOCK USD.01 | | | 29,736 | | | | | | 509,080 | |
| | | BERRY CORP | | COMMON STOCK USD.001 | | | 35,600 | | | | | | 131,008 | |
| | | BERRY GLOBAL GROUP INC | | COMMON STOCK USD.01 | | | 94,681 | | | | | | 5,320,125 | |
| | | BEYOND MEAT INC | | COMMON STOCK | | | 37,200 | | | | | | 4,650,000 | |
| | | BEYONDSPRING INC | | COMMON STOCK USD.0001 | | | 9,121 | | | | | | 111,276 | |
| | | BGC PARTNERS INC CL A | | COMMON STOCK USD.01 | | | 202,998 | | | | | | 811,992 | |
| | | BIG LOTS INC | | COMMON STOCK USD.01 | | | 26,371 | | | | | | 1,132,107 | |
| | | BIGCOMMERCE HOLDINGS SER 1 | | COMMON STOCK | | | 9,800 | | | | | | 628,670 | |
| | | BIGLARI HOLDINGS INC B | | COMMON STOCK | | | 632 | | | | | | 70,278 | |
| | | BILL.COM HOLDINGS INC | | COMMON STOCK USD.00001 | | | 51,800 | | | | | | 7,070,700 | |
| | | BIO TECHNE CORP | | COMMON STOCK USD.01 | | | 26,900 | | | | | | 8,542,095 | |
| | | BIOCRYST PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 134,189 | | | | | | 999,708 | |
| | | BIODELIVERY SCIENCES INTL | | COMMON STOCK USD.001 | | | 65,968 | | | | | | 277,066 | |
| | | BIOHAVEN PHARMACEUTICAL HOLD | | COMMON STOCK | | | 33,451 | | | | | | 2,867,085 | |
| | | BIOLIFE SOLUTIONS INC | | COMMON STOCK USD.001 | | | 9,250 | | | | | | 368,983 | |
| | | BIOMARIN PHARMACEUTICAL INC | | COMMON STOCK USD.001 | | | 127,494 | | | | | | 11,179,949 | |
| | | BIOSIG TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 5,715 | | | | | | 22,289 | |
| | | BIOTELEMETRY INC | | COMMON STOCK USD.001 | | | 23,362 | | | | | | 1,683,933 | |
| | | BIOXCEL THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 7,487 | | | | | | 345,899 | |
| | | BJ S RESTAURANTS INC | | COMMON STOCK | | | 15,350 | | | | | | 590,822 | |
| | | BJ S WHOLESALE CLUB HOLDINGS | | COMMON STOCK USD.01 | | | 97,700 | | | | | | 3,642,256 | |
| | | BLACK DIAMOND THERAPEUTICS I | | COMMON STOCK | | | 12,200 | | | | | | 391,010 | |
| | | BLACK HILLS CORP | | COMMON STOCK USD1.0 | | | 43,825 | | | | | | 2,693,046 | |
| | | BLACK KNIGHT INC | | COMMON STOCK | | | 106,939 | | | | | | 9,448,061 | |
| | | BLACKBAUD INC | | COMMON STOCK USD.001 | | | 33,201 | | | | | | 1,997,393 | |
| | | BLACKLINE INC | | COMMON STOCK USD.01 | | | 36,111 | | | | | | 4,816,485 | |
| | | BLACKSTONE MORTGAGE TRU CL A | | REIT USD.01 | | | 95,835 | | | | | | 2,638,338 | |
| | | BLOOM ENERGY CORP A | | COMMON STOCK USD.0001 | | | 65,200 | | | | | | 1,868,632 | |
| | | BLOOMIN BRANDS INC | | COMMON STOCK USD.01 | | | 58,823 | | | | | | 1,142,343 | |
| | | BLUCORA INC | | COMMON STOCK USD.0001 | | | 33,608 | | | | | | 534,703 | |
| | | BLUE BIRD CORP | | COMMON STOCK USD.0001 | | | 12,800 | | | | | | 233,728 | |
| | | BLUEBIRD BIO INC | | COMMON STOCK USD.01 | | | 45,100 | | | | | | 1,951,477 | |
| | | BLUEGREEN VACATIONS HOLDING | | COMMON STOCK USD.01 | | | 9,680 | | | | | | 130,970 | |
| | | BLUEPRINT MEDICINES CORP | | COMMON STOCK USD.001 | | | 39,320 | | | | | | 4,409,738 | |
| | | BLUEROCK RESIDENTIAL GROWTH | | REIT USD.01 | | | 20,200 | | | | | | 255,934 | |
| | | BMC STOCK HOLDINGS INC | | COMMON STOCK USD.01 | | | 46,793 | | | | | | 2,511,848 | |
| | | BOINGO WIRELESS INC | | COMMON STOCK | | | 31,700 | | | | | | 403,224 | |
| | | BOISE CASCADE CO | | COMMON STOCK USD.01 | | | 26,326 | | | | | | 1,258,383 | |
| | | BOK FINANCIAL CORPORATION | | COMMON STOCK USD.00006 | | | 21,212 | | | | | | 1,452,598 | |
| | | BONANZA CREEK ENERGY INC | | COMMON STOCK | | | 13,100 | | | | | | 253,223 | |
| | | BOOT BARN HOLDINGS INC | | COMMON STOCK USD.0001 | | | 20,152 | | | | | | 873,791 | |
| | | BOOZ ALLEN HAMILTON HOLDINGS | | COMMON STOCK USD.01 | | | 95,700 | | | | | | 8,343,126 | |
| | | BOSTON BEER COMPANY INC A | | COMMON STOCK USD.01 | | | 6,300 | | | | | | 6,264,027 | |
| | | BOSTON OMAHA CORP CL A | | COMMON STOCK | | | 9,720 | | | | | | 268,758 | |
| | | BOSTON PRIVATE FINL HOLDING | | COMMON STOCK USD1.0 | | | 57,155 | | | | | | 482,960 | |
| | | BOTTOMLINE TECHNOLOGIES (DE) | | COMMON STOCK USD.001 | | | 30,843 | | | | | | 1,626,660 | |
| | | BOX INC CLASS A | | COMMON STOCK USD.0001 | | | 98,500 | | | | | | 1,777,925 | |
| | | BOYD GAMING CORP | | COMMON STOCK USD.01 | | | 58,759 | | | | | | 2,521,936 | |
| | | BRADY CORPORATION CL A | | COMMON STOCK USD.01 | | | 31,800 | | | | | | 1,679,676 | |
| | | BRAINSTORM CELL THERAPEUTICS | | COMMON STOCK USD.0001 | | | 18,900 | | | | | | 85,523 | |
| | | BRANDYWINE REALTY TRUST | | REIT USD.01 | | | 113,749 | | | | | | 1,354,751 | |
| | | BRIDGEBIO PHARMA INC | | COMMON STOCK | | | 52,149 | | | | | | 3,708,315 | |
| | | BRIDGEWATER BANCSHARES INC | | COMMON STOCK USD.001 | | | 9,900 | | | | | | 123,651 | |
| | | BRIGHAM MINERALS INC CL A | | COMMON STOCK USD.01 | | | 23,800 | | | | | | 261,562 | |
| | | BRIGHT HORIZONS FAMILY SOLUT | | COMMON STOCK USD.001 | | | 42,498 | | | | | | 7,351,729 | |
| | | BRIGHTCOVE | | COMMON STOCK USD.001 | | | 32,700 | | | | | | 601,680 | |
| | | BRIGHTHOUSE FINANCIAL INC | | COMMON STOCK USD.01 | | | 62,203 | | | | | | 2,252,060 | |
| | | BRIGHTSPHERE INVESTMENT GROU | | COMMON STOCK USD.001 | | | 40,700 | | | | | | 784,696 | |
| | | BRIGHTVIEW HOLDINGS INC | | COMMON STOCK USD.01 | | | 23,900 | | | | | | 361,368 | |
| | | BRINK S CO/THE | | COMMON STOCK USD1.0 | | | 33,900 | | | | | | 2,440,800 | |
| | | BRINKER INTERNATIONAL INC | | COMMON STOCK USD.1 | | | 32,904 | | | | | | 1,861,379 | |
| | | BRISTOW GROUP INC | | COMMON STOCK USD.01 | | | 4,520 | | | | | | 118,966 | |
| | | BRIXMOR PROPERTY GROUP INC | | REIT USD.01 | | | 212,900 | | | | | | 3,523,495 | |
| | | BROADMARK REALTY CAPITAL INC | | REIT | | | 89,200 | | | | | | 909,840 | |
| | | BROADSTONE NET LEASE INC A | | COMMON STOCK USD.00025 | | | 29,400 | | | | | | 575,652 | |
| | | BROOKDALE SENIOR LIVING INC | | COMMON STOCK USD.01 | | | 127,189 | | | | | | 563,447 | |
| | | BROOKFIELD INFRASTRUCTURE A | | COMMON STOCK | | | 21,802 | | | | | | 1,576,285 | |
| | | BROOKFIELD PROPERTY REIT I A | | REIT USD.01 | | | 30,707 | | | | | | 458,763 | |
| | | BROOKFIELD RENEWABLE COR A | | COMMON STOCK USD.01 | | | 73,227 | | | | | | 4,266,937 | |
| | | BROOKLINE BANCORP INC | | COMMON STOCK USD.01 | | | 54,323 | | | | | | 654,049 | |
| | | BROOKS AUTOMATION INC | | COMMON STOCK USD.01 | | | 51,793 | | | | | | 3,514,155 | |
| | | BROWN + BROWN INC | | COMMON STOCK USD.1 | | | 166,960 | | | | | | 7,915,574 | |
| | | BRP GROUP INC A | | COMMON STOCK USD.01 | | | 32,600 | | | | | | 977,022 | |
| | | BRT APARTMENTS CORP | | REIT USD3.0 | | | 13,200 | | | | | | 200,640 | |
| | | BRUKER CORP | | COMMON STOCK USD.01 | | | 73,935 | | | | | | 4,002,102 | |
| | | BRUNSWICK CORP | | COMMON STOCK USD.75 | | | 56,347 | | | | | | 4,295,895 | |
| | | BRYN MAWR BANK CORP | | COMMON STOCK USD1.0 | | | 13,600 | | | | | | 416,092 | |
| | | BUCKLE INC/THE | | COMMON STOCK USD.01 | | | 20,081 | | | | | | 586,365 | |
| | | BUILDERS FIRSTSOURCE INC | | COMMON STOCK USD.01 | | | 82,961 | | | | | | 3,385,638 | |
| | | BUNGE LTD | | COMMON STOCK USD.01 | | | 96,417 | | | | | | 6,323,027 | |
| | | BURLINGTON STORES INC | | COMMON STOCK USD.0001 | | | 45,895 | | | | | | 12,003,837 | |
| | | BUSINESS FIRST BANCSHARES | | COMMON STOCK USD1.0 | | | 17,684 | | | | | | 360,046 | |
| | | BWX TECHNOLOGIES INC | | COMMON STOCK USD.01 | | | 68,098 | | | | | | 4,104,947 | |
| | | BYLINE BANCORP INC | | COMMON STOCK USD.01 | | | 17,800 | | | | | | 275,010 | |
| | | C + F FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 1,500 | | | | | | 55,665 | |
| | | C4 THERAPEUTICS INC | | COMMON STOCK | | | 10,200 | | | | | | 337,926 | |
| | | CABALETTA BIO INC | | COMMON STOCK USD.00001 | | | 8,675 | | | | | | 108,264 | |
| | | CABLE ONE INC | | COMMON STOCK USD.01 | | | 3,800 | | | | | | 8,465,336 | |
| | | CABOT CORP | | COMMON STOCK USD1.0 | | | 37,599 | | | | | | 1,763,743 | |
| | | CACI INTERNATIONAL INC CL A | | COMMON STOCK USD.1 | | | 17,716 | | | | | | 4,417,130 | |
| | | CACTUS INC A | | COMMON STOCK USD.01 | | | 33,210 | | | | | | 865,785 | |
| | | CADENCE BANCORP | | COMMON STOCK | | | 82,828 | | | | | | 1,360,036 | |
| | | CADIZ INC | | COMMON STOCK USD.01 | | | 10,300 | | | | | | 109,695 | |
| | | CAESARS ENTERTAINMENT INC | | COMMON STOCK | | | 126,547 | | | | | | 9,398,646 | |
| | | CAESARSTONE LTD | | COMMON STOCK | | | 17,577 | | | | | | 226,568 | |
| | | CAI INTERNATIONAL INC | | COMMON STOCK USD.0001 | | | 10,882 | | | | | | 339,954 | |
| | | CAL MAINE FOODS INC | | COMMON STOCK USD.01 | | | 28,249 | | | | | | 1,060,467 | |
| | | CALAMP CORP | | COMMON STOCK USD.01 | | | 23,900 | | | | | | 237,088 | |
| | | CALAVO GROWERS INC | | COMMON STOCK USD.001 | | | 11,360 | | | | | | 788,725 | |
| | | CALEDONIA MINING CORP PLC | | COMMON STOCK | | | 3,600 | | | | | | 57,168 | |
| | | CALERES INC | | COMMON STOCK USD.01 | | | 26,423 | | | | | | 413,520 | |
| | | CALIFORNIA BANCORP INC | | COMMON STOCK | | | 5,100 | | | | | | 79,356 | |
| | | CALIFORNIA WATER SERVICE GRP | | COMMON STOCK USD.01 | | | 33,175 | | | | | | 1,873,494 | |
| | | CALITHERA BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 37,137 | | | | | | 182,343 | |
| | | CALIX INC | | COMMON STOCK | | | 36,600 | | | | | | 1,089,216 | |
| | | CALLAWAY GOLF COMPANY | | COMMON STOCK USD.01 | | | 62,907 | | | | | | 1,510,397 | |
| | | CALYXT INC | | COMMON STOCK | | | 2,446 | | | | | | 10,322 | |
| | | CAMBIUM NETWORKS CORP | | COMMON STOCK USD.0001 | | | 3,900 | | | | | | 97,812 | |
| | | CAMBRIDGE BANCORP | | COMMON STOCK USD1.0 | | | 4,314 | | | | | | 300,902 | |
| | | CAMDEN NATIONAL CORP | | COMMON STOCK | | | 10,250 | | | | | | 366,745 | |
| | | CAMDEN PROPERTY TRUST | | REIT USD.01 | | | 66,998 | | | | | | 6,694,440 | |
| | | CAMPING WORLD HOLDINGS INC A | | COMMON STOCK USD.01 | | | 23,200 | | | | | | 604,360 | |
| | | CANNAE HOLDINGS INC | | COMMON STOCK USD.0001 | | | 62,156 | | | | | | 2,751,646 | |
| | | CANTEL MEDICAL CORP | | COMMON STOCK USD.1 | | | 25,573 | | | | | | 2,103,436 | |
| | | CAPITAL BANCORP INC/MD | | COMMON STOCK USD.01 | | | 6,100 | | | | | | 84,973 | |
| | | CAPITAL CITY BANK GROUP INC | | COMMON STOCK USD.01 | | | 10,481 | | | | | | 257,623 | |
| | | CAPITOL FEDERAL FINANCIAL IN | | COMMON STOCK USD.01 | | | 89,067 | | | | | | 1,113,338 | |
| | | CAPRI HOLDINGS LTD | | COMMON STOCK | | | 101,500 | | | | | | 4,263,000 | |
| | | CAPSTAR FINANCIAL HOLDINGS I | | COMMON STOCK USD1.0 | | | 7,383 | | | | | | 108,899 | |
| | | CAPSTEAD MORTGAGE CORP | | REIT USD.01 | | | 56,100 | | | | | | 325,941 | |
| | | CARA THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 28,413 | | | | | | 429,889 | |
| | | CARDIOVASCULAR SYSTEMS INC | | COMMON STOCK | | | 27,300 | | | | | | 1,194,648 | |
| | | CARDLYTICS INC | | COMMON STOCK | | | 18,219 | | | | | | 2,601,127 | |
| | | CARDTRONICS PLC A | | COMMON STOCK USD.01 | | | 25,244 | | | | | | 891,113 | |
| | | CAREDX INC | | COMMON STOCK USD.001 | | | 34,640 | | | | | | 2,509,668 | |
| | | CARETRUST REIT INC | | REIT USD.01 | | | 64,154 | | | | | | 1,422,936 | |
| | | CARGURUS INC | | COMMON STOCK USD.001 | | | 63,800 | | | | | | 2,024,374 | |
| | | CARLISLE COS INC | | COMMON STOCK USD1.0 | | | 36,300 | | | | | | 5,794,280 | |
| | | CARLYLE GROUP INC/THE | | COMMON STOCK USD1.0 | | | 85,600 | | | | | | 2,691,264 | |
| | | CARPARTS.COM INC | | COMMON STOCK USD.001 | | | 20,300 | | | | | | 251,517 | |
| | | CARPENTER TECHNOLOGY | | COMMON STOCK USD5.0 | | | 33,138 | | | | | | 964,979 | |
| | | CARRIAGE SERVICES INC | | COMMON STOCK USD.01 | | | 12,400 | | | | | | 388,368 | |
| | | CARROLS RESTAURANT GROUP INC | | COMMON STOCK USD.01 | | | 24,600 | | | | | | 154,488 | |
| | | CARS.COM INC | | COMMON STOCK USD.01 | | | 47,100 | | | | | | 532,230 | |
| | | CARTER BANKSHARES INC | | COMMON STOCK USD1.0 | | | 17,910 | | | | | | 191,995 | |
| | | CARTER S INC | | COMMON STOCK USD.01 | | | 31,028 | | | | | | 2,918,804 | |
| | | CARVANA CO | | COMMON STOCK USD.001 | | | 39,470 | | | | | | 9,454,644 | |
| | | CASA SYSTEMS INC | | COMMON STOCK | | | 24,000 | | | | | | 148,080 | |
| | | CASELLA WASTE SYSTEMS INC A | | COMMON STOCK USD.01 | | | 35,456 | | | | | | 2,196,499 | |
| | | CASEY S GENERAL STORES INC | | COMMON STOCK NPV | | | 26,251 | | | | | | 4,688,954 | |
| | | CASI PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 40,700 | | | | | | 120,065 | |
| | | CASPER SLEEP INC | | COMMON STOCK USD.000001 | | | 11,400 | | | | | | 70,110 | |
| | | CASS INFORMATION SYSTEMS INC | | COMMON STOCK USD.5 | | | 9,889 | | | | | | 384,781 | |
| | | CASSAVA SCIENCES INC | | COMMON STOCK USD.001 | | | 15,600 | | | | | | 106,392 | |
| | | CASTLE BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 7,093 | | | | | | 556,878 | |
| | | CATABASIS PHARMACEUTICALS IN | | COMMON STOCK USD.001 | | | 12,900 | | | | | | 27,606 | |
| | | CATALYST BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 15,400 | | | | | | 97,174 | |
| | | CATALYST PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 76,189 | | | | | | 254,471 | |
| | | CATCHMARK TIMBER TRUST INC A | | REIT USD.01 | | | 27,800 | | | | | | 260,208 | |
| | | CATHAY GENERAL BANCORP | | COMMON STOCK USD.01 | | | 50,497 | | | | | | 1,715,637 | |
| | | CATO CORP CLASS A | | COMMON STOCK USD.033 | | | 18,250 | | | | | | 175,018 | |
| | | CAVCO INDUSTRIES INC | | COMMON STOCK USD.01 | | | 6,100 | | | | | | 1,070,245 | |
| | | CB FINANCIAL SERVICES INC | | COMMON STOCK | | | 3,300 | | | | | | 66,033 | |
| | | CBIZ INC | | COMMON STOCK USD.01 | | | 35,543 | | | | | | 945,799 | |
| | | CBTX INC | | COMMON STOCK USD.01 | | | 13,800 | | | | | | 352,038 | |
| | | CDK GLOBAL INC | | COMMON STOCK USD.01 | | | 87,086 | | | | | | 4,513,667 | |
| | | CECO ENVIRONMENTAL CORP | | COMMON STOCK USD.01 | | | 25,798 | | | | | | 179,554 | |
| | | CEL SCI CORP | | COMMON STOCK USD.01 | | | 20,554 | | | | | | 239,660 | |
| | | CELLULAR BIOMEDICINE GROUP I | | COMMON STOCK USD.001 | | | 9,000 | | | | | | 165,420 | |
| | | CELSIUS HOLDINGS INC | | COMMON STOCK USD.001 | | | 24,000 | | | | | | 1,207,440 | |
| | | CENTERSPACE | | REIT | | | 8,400 | | | | | | 593,376 | |
| | | CENTRAL GARDEN + PET CO | | COMMON STOCK USD.01 | | | 7,539 | | | | | | 291,081 | |
| | | CENTRAL GARDEN AND PET CO A | | COMMON STOCK USD.01 | | | 27,700 | | | | | | 1,006,341 | |
| | | CENTRAL PACIFIC FINANCIAL CO | | COMMON STOCK | | | 19,000 | | | | | | 361,190 | |
| | | CENTRAL VALLEY COMM BANCORP | | COMMON STOCK | | | 4,300 | | | | | | 64,027 | |
| | | CENTURY ALUMINUM COMPANY | | COMMON STOCK USD.01 | | | 35,300 | | | | | | 389,359 | |
| | | CENTURY BANCORP INC CL A | | COMMON STOCK USD1.0 | | | 2,300 | | | | | | 177,928 | |
| | | CENTURY CASINOS INC | | COMMON STOCK USD.01 | | | 12,800 | | | | | | 81,792 | |
| | | CENTURY COMMUNITIES INC | | COMMON STOCK USD.01 | | | 20,200 | | | | | | 884,356 | |
| | | CERECOR INC | | COMMON STOCK USD.001 | | | 1,124 | | | | | | 2,967 | |
| | | CERENCE INC | | COMMON STOCK USD.01 | | | 25,600 | | | | | | 2,572,288 | |
| | | CERIDIAN HCM HOLDING INC | | COMMON STOCK USD.01 | | | 81,600 | | | | | | 8,695,296 | |
| | | CERUS CORP | | COMMON STOCK USD.001 | | | 108,500 | | | | | | 750,820 | |
| | | CEVA INC | | COMMON STOCK USD.001 | | | 15,200 | | | | | | 691,600 | |
| | | CHAMPIONX CORP | | COMMON STOCK USD.01 | | | 124,797 | | | | | | 1,909,394 | |
| | | CHANGE HEALTHCARE INC | | COMMON STOCK USD.001 | | | 174,700 | | | | | | 3,258,155 | |
| | | CHANNELADVISOR CORP | | COMMON STOCK USD.001 | | | 19,000 | | | | | | 303,620 | |
| | CHARLES RIVER LABORATORIES | | COMMON STOCK USD.01 | | | 34,591 | | | | | | 8,642,907 | |
| | | CHART INDUSTRIES INC | | COMMON STOCK USD.01 | | | 25,109 | | | | | | 2,957,589 | |
| | | CHASE CORP | | COMMON STOCK USD.1 | | | 5,100 | | | | | | 515,151 | |
| | | CHATHAM LODGING TRUST | | REIT USD.01 | | | 32,100 | | | | | | 346,680 | |
| | | CHECKPOINT THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 9,546 | | | | | | 25,297 | |
| | | CHEESECAKE FACTORY INC/THE | | COMMON STOCK USD.01 | | | 29,326 | | | | | | 1,086,822 | |
| | | CHEFS WAREHOUSE INC/THE | | COMMON STOCK USD.01 | | | 17,964 | | | | | | 543,711 | |
| | | CHEGG INC | | COMMON STOCK USD.001 | | | 85,800 | | | | | | 7,750,314 | |
| | | CHEMED CORP | | COMMON STOCK USD1.0 | | | 11,064 | | | | | | 5,892,797 | |
| | | CHEMOCENTRYX INC | | COMMON STOCK USD.001 | | | 33,333 | | | | | | 2,156,863 | |
| | | CHEMOURS CO/THE | | COMMON STOCK | | | 117,700 | | | | | | 2,917,783 | |
| | | CHEMUNG FINANCIAL CORP | | COMMON STOCK USD.01 | | | 1,612 | | | | | | 54,727 | |
| | | CHENIERE ENERGY INC | | COMMON STOCK USD.003 | | | 163,560 | | | | | | 9,818,507 | |
| | | CHERRY HILL MORTGAGE INVESTM | | REIT USD.01 | | | 13,259 | | | | | | 121,187 | |
| | | CHESAPEAKE UTILITIES CORP | | COMMON STOCK USD.4867 | | | 12,732 | | | | | | 1,377,730 | |
| | | CHIASMA INC | | COMMON STOCK USD.01 | | | 26,298 | | | | | | 114,396 | |
| | | CHICO S FAS INC | | COMMON STOCK USD.01 | | | 91,700 | | | | | | 145,803 | |
| | | CHILDREN S PLACE INC/THE | | COMMON STOCK USD.1 | | | 9,700 | | | | | | 485,970 | |
| | | CHIMERA INVESTMENT CORP | | REIT USD.01 | | | 127,787 | | | | | | 1,309,817 | |
| | | CHIMERIX INC | | COMMON STOCK USD.001 | | | 35,100 | | | | | | 169,533 | |
| | | CHINOOK THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 11,989 | | | | | | 190,146 | |
| | | CHOICE HOTELS INTL INC | | COMMON STOCK USD.01 | | | 24,370 | | | | | | 2,601,010 | |
| | | CHOICEONE FINANCIAL SVCS INC | | COMMON STOCK | | | 8,100 | | | | | | 249,561 | |
| | | CHROMADEX CORP | | COMMON STOCK USD.001 | | | 31,077 | | | | | | 149,170 | |
| | | CHURCHILL DOWNS INC | | COMMON STOCK | | | 26,895 | | | | | | 5,238,877 | |
| | | CHUY S HOLDINGS INC | | COMMON STOCK USD.01 | | | 11,500 | | | | | | 304,635 | |
| | | CIDARA THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 23,600 | | | | | | 47,200 | |
| | | CIENA CORP | | COMMON STOCK USD.01 | | | 108,900 | | | | | | 5,755,365 | |
| | | CIM COMMERCIAL TRUST CORP | | REIT USD.001 | | | 10,367 | | | | | | 147,626 | |
| | | CIMAREX ENERGY CO | | COMMON STOCK USD.01 | | | 70,319 | | | | | | 2,637,666 | |
| | | CIMPRESS PLC | | COMMON STOCK EUR.01 | | | 12,007 | | | | | | 1,053,494 | |
| | | CINCINNATI BELL INC | | COMMON STOCK USD.01 | | | 34,553 | | | | | | 527,970 | |
| | | CINEMARK HOLDINGS INC | | COMMON STOCK USD.001 | | | 74,521 | | | | | | 1,297,411 | |
| | | CIRCOR INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 13,272 | | | | | | 510,176 | |
| | | CIRRUS LOGIC INC | | COMMON STOCK USD.001 | | | 41,600 | | | | | | 3,419,520 | |
| | | CIT GROUP INC | | COMMON STOCK USD.01 | | | 68,697 | | | | | | 2,466,222 | |
| | | CITI TRENDS INC | | COMMON STOCK USD.01 | | | 7,514 | | | | | | 373,296 | |
| | | CITIZENS + NORTHERN CORP | | COMMON STOCK USD1.0 | | | 9,196 | | | | | | 182,449 | |
| | | CITIZENS INC | | COMMON STOCK | | | 38,100 | | | | | | 218,313 | |
| | | CITY HOLDING CO | | COMMON STOCK USD2.5 | | | 10,999 | | | | | | 764,980 | |
| | | CITY OFFICE REIT INC | | REIT USD.01 | | | 28,400 | | | | | | 277,468 | |
| | | CIVISTA BANCSHARES INC | | COMMON STOCK | | | 11,712 | | | | | | 205,311 | |
| | | CLARUS CORP | | COMMON STOCK USD.0001 | | | 16,845 | | | | | | 259,413 | |
| | | CLEAN ENERGY FUELS CORP | | COMMON STOCK USD.0001 | | | 90,500 | | | | | | 711,330 | |
| | | CLEAN HARBORS INC | | COMMON STOCK USD.01 | | | 36,020 | | | | | | 2,741,122 | |
| | | CLEARFIELD INC | | COMMON STOCK USD.01 | | | 6,500 | | | | | | 160,680 | |
| | | CLEARWATER PAPER CORP | | COMMON STOCK USD.0001 | | | 11,116 | | | | | | 419,629 | |
| | | CLEARWAY ENERGY INC A | | COMMON STOCK USD.01 | | | 23,290 | | | | | | 688,220 | |
| | | CLEARWAY ENERGY INC C | | COMMON STOCK | | | 57,012 | | | | | | 1,820,393 | |
| | | CLEVELAND CLIFFS INC | | COMMON STOCK USD.125 | | | 281,519 | | | | | | 4,098,917 | |
| | | CLIPPER REALTY INC | | REIT USD.01 | | | 7,699 | | | | | | 54,278 | |
| | | CLOUDERA INC | | COMMON STOCK USD.00005 | | | 137,602 | | | | | | 2,001,693 | |
| | | CLOUDFLARE INC CLASS A | | COMMON STOCK USD.001 | | | 77,477 | | | | | | 5,887,477 | |
| | | CLOVIS ONCOLOGY INC | | COMMON STOCK USD.001 | | | 55,800 | | | | | | 267,840 | |
| | | CMC MATERIALS INC | | COMMON STOCK USD.001 | | | 20,235 | | | | | | 3,061,556 | |
| | | CNA FINANCIAL CORP | | COMMON STOCK USD2.5 | | | 19,924 | | | | | | 776,239 | |
| | | CNB FINANCIAL CORP/PA | | COMMON STOCK | | | 11,900 | | | | | | 253,351 | |
| | | CNO FINANCIAL GROUP INC | | COMMON STOCK USD.01 | | | 94,958 | | | | | | 2,110,916 | |
| | | CNX RESOURCES CORP | | COMMON STOCK USD.01 | | | 163,149 | | | | | | 1,762,009 | |
| | | CO DIAGNOSTICS INC | | COMMON STOCK USD.001 | | | 18,000 | | | | | | 167,400 | |
| | | COASTAL FINANCIAL CORP/WA | | COMMON STOCK | | | 8,200 | | | | | | 172,200 | |
| | | COCA COLA CONSOLIDATED INC | | COMMON STOCK USD1.0 | | | 3,300 | | | | | | 878,691 | |
| | | CODEXIS INC | | COMMON STOCK USD.0001 | | | 35,727 | | | | | | 779,920 | |
| | | CODIAK BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 3,900 | | | | | | 125,980 | |
| | | CODORUS VALLEY BANCORP INC | | COMMON STOCK USD2.5 | | | 8,334 | | | | | | 141,345 | |
| | | COEUR MINING INC | | COMMON STOCK USD.01 | | | 163,017 | | | | | | 1,687,226 | |
| | | COGENT COMMUNICATIONS HOLDIN | | COMMON STOCK USD.001 | | | 28,268 | | | | | | 1,788,201 | |
| | | COGNEX CORP | | COMMON STOCK USD.002 | | | 118,500 | | | | | | 9,513,773 | |
| | | COHEN + STEERS INC | | COMMON STOCK USD.01 | | | 16,936 | | | | | | 1,258,345 | |
| | | COHERENT INC | | COMMON STOCK USD.01 | | | 16,410 | | | | | | 2,551,842 | |
| | | COHERUS BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 40,946 | | | | | | 711,641 | |
| | | COHU INC | | COMMON STOCK USD1.0 | | | 28,399 | | | | | | 1,084,274 | |
| | | COLFAX CORP | | COMMON STOCK USD.001 | | | 69,400 | | | | | | 2,653,856 | |
| | | COLLECTORS UNIVERSE | | COMMON STOCK USD.001 | | | 7,603 | | | | | | 573,266 | |
| | | COLLEGIUM PHARMACEUTICAL INC | | COMMON STOCK USD.001 | | | 25,400 | | | | | | 508,762 | |
| | | COLONY BANKCORP | | COMMON STOCK USD1.0 | | | 5,400 | | | | | | 80,219 | |
| | | COLONY CAPITAL INC | | REIT USD.01 | | | 334,333 | | | | | | 1,608,142 | |
| | | COLONY CREDIT REAL ESTATE IN | | REIT USD.01 | | | 61,718 | | | | | | 462,885 | |
| | | COLUMBIA BANKING SYSTEM INC | | COMMON STOCK | | | 47,633 | | | | | | 1,810,552 | |
| | | COLUMBIA FINANCIAL INC | | COMMON STOCK USD.01 | | | 33,900 | | | | | | 527,484 | |
| | | COLUMBIA PROPERTY TRUST INC | | REIT USD.01 | | | 75,963 | | | | | | 1,089,309 | |
| | | COLUMBIA SPORTSWEAR CO | | COMMON STOCK | | | 20,177 | | | | | | 1,763,066 | |
| | | COLUMBUS MCKINNON CORP/NY | | COMMON STOCK USD.01 | | | 16,200 | | | | | | 622,728 | |
| | | COMFORT SYSTEMS USA INC | | COMMON STOCK USD.01 | | | 24,194 | | | | | | 1,274,056 | |
| | | COMMERCE BANCSHARES INC | | COMMON STOCK USD5.0 | | | 75,337 | | | | | | 4,949,641 | |
| | | COMMERCIAL METALS CO | | COMMON STOCK USD.01 | | | 79,843 | | | | | | 1,639,975 | |
| | | COMMSCOPE HOLDING CO INC | | COMMON STOCK USD.01 | | | 137,200 | | | | | | 1,838,480 | |
| * | | COMMUNITY BANK SYSTEM INC | | COMMON STOCK USD1.0 | | | 35,776 | | | | | | 2,316,440 | |
| | | COMMUNITY BANKERS TRUST CORP | | COMMON STOCK USD.01 | | | 16,585 | | | | | | 111,949 | |
| | | COMMUNITY FINANCIAL CORP/THE | | COMMON STOCK USD.01 | | | 3,900 | | | | | | 103,272 | |
| | | COMMUNITY HEALTH SYSTEMS INC | | COMMON STOCK USD.01 | | | 58,746 | | | | | | 436,483 | |
| | | COMMUNITY HEALTHCARE TRUST I | | REIT USD.01 | | | 17,416 | | | | | | 820,468 | |
| | | COMMUNITY TRUST BANCORP INC | | COMMON STOCK USD5.0 | | | 11,282 | | | | | | 417,998 | |
| | | COMMVAULT SYSTEMS INC | | COMMON STOCK USD.01 | | | 28,100 | | | | | | 1,644,493 | |
| | | COMPASS MINERALS INTERNATION | | COMMON STOCK USD.01 | | | 22,994 | | | | | | 1,419,190 | |
| | | COMPUTER PROGRAMS + SYSTEMS | | COMMON STOCK USD.001 | | | 8,900 | | | | | | 238,876 | |
| | | COMSCORE INC | | COMMON STOCK USD.001 | | | 47,300 | | | | | | 117,777 | |
| | | COMSTOCK RESOURCES INC | | COMMON STOCK USD.5 | | | 16,200 | | | | | | 70,794 | |
| | | COMTECH TELECOMMUNICATIONS | | COMMON STOCK USD.1 | | | 14,875 | | | | | | 307,764 | |
| | | CONCENTRIX CORP | | COMMON STOCK | | | 29,051 | | | | | | 2,867,334 | |
| | | CONCERT PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 18,500 | | | | | | 233,840 | |
| | | CONDUENT INC | | COMMON STOCK USD.01 | | | 114,939 | | | | | | 551,707 | |
| | | CONMED CORP | | COMMON STOCK USD.01 | | | 18,239 | | | | | | 2,143,570 | |
| | | CONN S INC | | COMMON STOCK USD.01 | | | 13,755 | | | | | | 160,796 | |
| | | CONNECTONE BANCORP INC | | COMMON STOCK | | | 24,900 | | | | | | 492,771 | |
| | | CONSOL ENERGY INC | | COMMON STOCK USD.01 | | | 17,850 | | | | | | 128,699 | |
| | | CONSOLIDATED COMMUNICATIONS | | COMMON STOCK USD.01 | | | 50,683 | | | | | | 247,840 | |
| | | CONSOLIDATED WATER CO ORD SH | | COMMON STOCK USD.6 | | | 9,700 | | | | | | 116,885 | |
| | | CONSTELLATION PHARMACEUTICAL | | COMMON STOCK USD.0001 | | | 19,096 | | | | | | 549,965 | |
| | | CONSTRUCTION PARTNERS INC A | | COMMON STOCK USD.001 | | | 21,723 | | | | | | 632,357 | |
| | | CONTAINER STORE GROUP INC/TH | | COMMON STOCK USD.01 | | | 8,600 | | | | | | 82,044 | |
| | | CONTANGO OIL + GAS | | COMMON STOCK USD.04 | | | 53,100 | | | | | | 121,599 | |
| | | CONTINENTAL RESOURCES INC/OK | | COMMON STOCK USD.01 | | | 52,166 | | | | | | 850,306 | |
| | | CONTRAFECT CORP | | COMMON STOCK USD.0001 | | | 16,400 | | | | | | 82,820 | |
| | | COOPER STANDARD HOLDING | | COMMON STOCK USD.001 | | | 11,600 | | | | | | 402,172 | |
| | | COOPER TIRE + RUBBER | | COMMON STOCK USD1.0 | | | 32,976 | | | | | | 1,432,734 | |
| | | COPA HOLDINGS SA CLASS A | | COMMON STOCK | | | 21,034 | | | | | | 1,709,412 | |
| | | CORBUS PHARMACEUTICALS HOLDI | | COMMON STOCK USD.0001 | | | 45,860 | | | | | | 57,325 | |
| | | CORCEPT THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 67,700 | | | | | | 1,771,032 | |
| | | CORE MARK HOLDING CO INC | | COMMON STOCK USD.01 | | | 31,300 | | | | | | 919,281 | |
| | | CORECIVIC INC | | COMMON STOCK USD.01 | | | 83,556 | | | | | | 547,292 | |
| | | CORELOGIC INC | | COMMON STOCK USD1.0 | | | 53,443 | | | | | | 4,232,732 | |
| | | CORENERGY INFRASTRUCTURE TRU | | REIT USD.001 | | | 11,340 | | | | | | 77,679 | |
| | | COREPOINT LODGING INC | | REIT USD.01 | | | 28,550 | | | | | | 196,424 | |
| | | CORESITE REALTY CORP | | REIT USD.01 | | | 28,900 | | | | | | 3,620,592 | |
| | | CORMEDIX INC | | COMMON STOCK USD.001 | | | 14,589 | | | | | | 108,396 | |
| | | CORNERSTONE BUILDING BRANDS | | COMMON STOCK USD.01 | | | 34,229 | | | | | | 317,645 | |
| | | CORNERSTONE ONDEMAND INC | | COMMON STOCK USD.0001 | | | 42,800 | | | | | | 1,884,912 | |
| | | CORPORATE OFFICE PROPERTIES | | REIT USD.01 | | | 75,873 | | | | | | 2,067,448 | |
| | | CORSAIR GAMING INC | | COMMON STOCK | | | 13,000 | | | | | | 470,860 | |
| | | CORTEXYME INC | | COMMON STOCK USD.001 | | | 11,093 | | | | | | 308,164 | |
| | | CORVEL CORP | | COMMON STOCK USD.0001 | | | 6,200 | | | | | | 657,200 | |
| | | COSTAMARE INC | | COMMON STOCK USD.0001 | | | 33,300 | | | | | | 275,724 | |
| | | COSTAR GROUP INC | | COMMON STOCK USD.01 | | | 27,443 | | | | | | 25,457,444 | |
| | | COTY INC CL A | | COMMON STOCK USD.01 | | | 215,200 | | | | | | 1,510,704 | |
| | | COUNTY BANCORP INC | | COMMON STOCK USD.01 | | | 3,300 | | | | | | 72,864 | |
| | | COUPA SOFTWARE INC | | COMMON STOCK USD.0001 | | | 48,400 | | | | | | 16,403,244 | |
| | | COUSINS PROPERTIES INC | | REIT USD1.0 | | | 106,174 | | | | | | 3,556,829 | |
| | | COVANTA HOLDING CORP | | COMMON STOCK USD.1 | | | 79,210 | | | | | | 1,040,027 | |
| | | COVENANT LOGISTICS GROUP INC | | COMMON STOCK USD.01 | | | 7,800 | | | | | | 115,518 | |
| | | COVETRUS INC | | COMMON STOCK | | | 84,200 | | | | | | 2,419,908 | |
| | | COWEN INC A | | COMMON STOCK USD.01 | | | 18,862 | | | | | | 490,223 | |
| | | CRA INTERNATIONAL INC | | COMMON STOCK | | | 5,200 | | | | | | 264,836 | |
| | | CRACKER BARREL OLD COUNTRY | | COMMON STOCK USD.01 | | | 17,193 | | | | | | 2,268,101 | |
| | | CRANE CO | | COMMON STOCK USD1.0 | | | 34,087 | | | | | | 2,647,196 | |
| | | CRAWFORD + COMPANY CL A | | COMMON STOCK USD1.0 | | | 11,300 | | | | | | 83,507 | |
| | | CREDIT ACCEPTANCE CORP | | COMMON STOCK USD.01 | | | 7,179 | | | | | | 2,484,939 | |
| | | CREE INC | | COMMON STOCK USD.00125 | | | 78,300 | | | | | | 8,291,970 | |
| | | CRINETICS PHARMACEUTICALS IN | | COMMON STOCK USD.001 | | | 19,148 | | | | | | 270,178 | |
| | | CROCS INC | | COMMON STOCK USD.001 | | | 46,500 | | | | | | 2,913,690 | |
| | | CROSS COUNTRY HEALTHCARE INC | | COMMON STOCK USD.0001 | | | 27,871 | | | | | | 247,216 | |
| | | CROSSFIRST BANKSHARES INC | | COMMON STOCK USD.01 | | | 36,000 | | | | | | 387,000 | |
| | | CROWDSTRIKE HOLDINGS INC A | | COMMON STOCK | | | 106,700 | | | | | | 22,707,105 | |
| | | CROWN HOLDINGS INC | | COMMON STOCK USD5.0 | | | 91,750 | | | | | | 9,193,350 | |
| | | CRYOLIFE INC | | COMMON STOCK USD.01 | | | 25,436 | | | | | | 600,544 | |
| | | CRYOPORT INC | | COMMON STOCK USD.001 | | | 23,300 | | | | | | 1,022,404 | |
| | | CSG SYSTEMS INTL INC | | COMMON STOCK USD.01 | | | 21,986 | | | | | | 990,909 | |
| | | CSW INDUSTRIALS INC | | COMMON STOCK USD.01 | | | 9,200 | | | | | | 1,029,572 | |
| | | CTO REALTY GROWTH INC | | COMMON STOCK USD1.0 | | | 4,079 | | | | | | 171,971 | |
| | | CTS CORP | | COMMON STOCK | | | 22,330 | | | | | | 766,589 | |
| | | CUBESMART | | REIT USD.01 | | | 138,000 | | | | | | 4,638,180 | |
| | | CUBIC CORP | | COMMON STOCK | | | 21,205 | | | | | | 1,315,558 | |
| | | CUE BIOPHARMA INC | | COMMON STOCK USD.001 | | | 19,631 | | | | | | 245,584 | |
| | | CULLEN/FROST BANKERS INC | | COMMON STOCK USD.01 | | | 40,227 | | | | | | 3,509,001 | |
| | | CURO GROUP HOLDINGS CORP | | COMMON STOCK | | | 13,393 | | | | | | 191,922 | |
| | | CURTISS WRIGHT CORP | | COMMON STOCK USD1.0 | | | 29,861 | | | | | | 3,474,327 | |
| | | CUSHMAN + WAKEFIELD PLC | | COMMON STOCK USD.01 | | | 74,144 | | | | | | 1,099,556 | |
| | | CUSTOMERS BANCORP INC | | COMMON STOCK USD1.0 | | | 19,870 | | | | | | 361,237 | |
| | | CUTERA INC | | COMMON STOCK USD.001 | | | 12,700 | | | | | | 306,197 | |
| | | CVB FINANCIAL CORP | | COMMON STOCK | | | 86,707 | | | | | | 1,770,747 | |
| | | CVR ENERGY INC | | COMMON STOCK USD.01 | | | 21,800 | | | | | | 324,820 | |
| | | CYBEROPTICS CORP | | COMMON STOCK | | | 5,000 | | | | | | 113,450 | |
| | | CYCLERION THERAPEUTICS INC | | COMMON STOCK USD.00001 | | | 14,479 | | | | | | 44,306 | |
| | | CYMABAY THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 47,744 | | | | | | 274,051 | |
| | | CYRUSONE INC | | REIT USD.01 | | | 85,400 | | | | | | 6,247,010 | |
| | | CYTOKINETICS INC | | COMMON STOCK USD.001 | | | 44,649 | | | | | | 927,806 | |
| | | CYTOMX THERAPEUTICS INC | | COMMON STOCK USD.00001 | | | 36,400 | | | | | | 238,420 | |
| | | CYTOSORBENTS CORP | | COMMON STOCK USD.001 | | | 19,472 | | | | | | 155,192 | |
| | | DAILY JOURNAL CORP | | COMMON STOCK USD.01 | | | 897 | | | | | | 362,388 | |
| | | DAKTRONICS INC | | COMMON STOCK | | | 25,400 | | | | | | 118,872 | |
| | | DANA INC | | COMMON STOCK USD.01 | | | 97,355 | | | | | | 1,984,316 | |
| | | DARLING INGREDIENTS INC | | COMMON STOCK USD.01 | | | 113,678 | | | | | | 6,556,947 | |
| | | DASEKE INC | | COMMON STOCK | | | 35,700 | | | | | | 207,417 | |
| | | DATADOG INC CLASS A | | COMMON STOCK USD.00001 | | | 107,600 | | | | | | 10,592,144 | |
| | | DATTO HOLDING CORP | | COMMON STOCK USD.001 | | | 15,200 | | | | | | 410,400 | |
| | | DAVE + BUSTER S ENTERTAINMEN | | COMMON STOCK USD.01 | | | 34,058 | | | | | | 1,022,421 | |
| | | DECIPHERA PHARMACEUTICALS IN | | COMMON STOCK USD.01 | | | 25,106 | | | | | | 1,529,823 | |
| | | DECKERS OUTDOOR CORP | | COMMON STOCK USD.01 | | | 19,782 | | | | | | 5,673,082 | |
| | | DEL TACO RESTAURANTS INC | | COMMON STOCK | | | 22,600 | | | | | | 204,756 | |
| | | DELEK US HOLDINGS INC | | COMMON STOCK USD.01 | | | 43,308 | | | | | | 695,960 | |
| | | DELL TECHNOLOGIES C | | COMMON STOCK | | | 182,443 | | | | | | 13,371,247 | |
| | | DELUXE CORP | | COMMON STOCK USD1.0 | | | 29,090 | | | | | | 849,428 | |
| | | DENALI THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 44,922 | | | | | | 3,762,667 | |
| | | DENNY S CORP | | COMMON STOCK USD.01 | | | 37,800 | | | | | | 640,063 | |
| | | DERMTECH INC | | COMMON STOCK USD.0001 | | | 5,400 | | | | | | 175,176 | |
| | | DESIGNER BRANDS INC CLASS A | | COMMON STOCK | | | 42,541 | | | | | | 325,439 | |
| | | DHI GROUP INC | | COMMON STOCK USD.01 | | | 42,517 | | | | | | 94,388 | |
| | | DHT HOLDINGS INC | | COMMON STOCK USD.01 | | | 77,500 | | | | | | 405,325 | |
| | | DIAMOND HILL INVESTMENT GRP | | COMMON STOCK | | | 2,200 | | | | | | 328,394 | |
| | | DIAMOND S SHIPPING INC | | COMMON STOCK USD.001 | | | 14,818 | | | | | | 98,688 | |
| | | DIAMONDROCK HOSPITALITY CO | | REIT USD.01 | | | 139,157 | | | | | | 1,148,045 | |
| | | DICERNA PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 44,007 | | | | | | 969,474 | |
| | | DICK S SPORTING GOODS INC | | COMMON STOCK USD.01 | | | 43,139 | | | | | | 2,424,843 | |
| | | DIEBOLD NIXDORF INC | | COMMON STOCK USD1.25 | | | 49,225 | | | | | | 524,739 | |
| | | DIGI INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 19,979 | | | | | | 377,603 | |
| | | DIGIMARC CORP | | COMMON STOCK USD.001 | | | 8,300 | | | | | | 392,092 | |
| | | DIGITAL TURBINE INC | | COMMON STOCK USD.0001 | | | 60,316 | | | | | | 3,411,473 | |
| | | DILLARDS INC CL A | | COMMON STOCK | | | 5,242 | | | | | | 330,508 | |
| | | DIME COMMUNITY BANCSHARES | | COMMON STOCK USD.01 | | | 19,966 | | | | | | 314,864 | |
| | | DINE BRANDS GLOBAL INC | | COMMON STOCK USD.01 | | | 10,752 | | | | | | 623,616 | |
| | | DIODES INC | | COMMON STOCK USD.667 | | | 29,786 | | | | | | 2,099,913 | |
| | | DIVERSIFIED HEALTHCARE TRUST | | REIT USD.01 | | | 165,800 | | | | | | 683,096 | |
| | | DMC GLOBAL INC | | COMMON STOCK USD.05 | | | 10,109 | | | | | | 437,214 | |
| | | DOCUSIGN INC | | COMMON STOCK USD.0001 | | | 125,304 | | | | | | 28,010,691 | |
| | | DOLBY LABORATORIES INC CL A | | COMMON STOCK USD.001 | | | 45,099 | | | | | | 4,380,466 | |
| | | DOMO INC CLASS B | | COMMON STOCK USD.001 | | | 18,000 | | | | | | 1,147,860 | |
| | | DOMTAR CORP | | COMMON STOCK USD.01 | | | 36,518 | | | | | | 1,155,795 | |
| | | DONALDSON CO INC | | COMMON STOCK USD5.0 | | | 90,519 | | | | | | 5,058,202 | |
| | | DONEGAL GROUP INC CL A | | COMMON STOCK USD.01 | | | 3,766 | | | | | | 52,988 | |
| | | DONNELLEY FINANCIAL SOLUTION | | COMMON STOCK USD.01 | | | 20,673 | | | | | | 350,821 | |
| | | DORIAN LPG LTD | | COMMON STOCK USD.01 | | | 21,836 | | | | | | 266,181 | |
| | | DORMAN PRODUCTS INC | | COMMON STOCK USD.01 | | | 17,715 | | | | | | 1,624,839 | |
| | | DOUGLAS DYNAMICS INC | | COMMON STOCK USD.01 | | | 15,786 | | | | | | 675,167 | |
| | | DOUGLAS EMMETT INC | | REIT USD.01 | | | 119,455 | | | | | | 3,485,697 | |
| | | DRIL QUIP INC | | COMMON STOCK USD.01 | | | 24,400 | | | | | | 722,728 | |
| | | DROPBOX INC CLASS A | | COMMON STOCK USD.00001 | | | 175,669 | | | | | | 3,898,095 | |
| | | DSP GROUP INC | | COMMON STOCK USD.001 | | | 15,195 | | | | | | 252,085 | |
| | | DUCK CREEK TECHNOLOGIES INC | | COMMON STOCK USD.01 | | | 18,100 | | | | | | 783,730 | |
| | | DUCOMMUN INC | | COMMON STOCK USD.01 | | | 7,600 | | | | | | 408,120 | |
| | | DULUTH HOLDINGS INC CL B | | COMMON STOCK | | | 8,801 | | | | | | 92,939 | |
| | | DUN + BRADSTREET HOLDINGS IN | | COMMON STOCK | | | 63,500 | | | | | | 1,581,150 | |
| | | DURECT CORPORATION | | COMMON STOCK USD.0001 | | | 137,100 | | | | | | 283,797 | |
| | | DXP ENTERPRISES INC | | COMMON STOCK USD.01 | | | 13,105 | | | | | | 291,324 | |
| | | DYADIC INTERNATIONAL INC | | COMMON STOCK USD.001 | | | 13,600 | | | | | | 73,168 | |
| | | DYCOM INDUSTRIES INC | | COMMON STOCK USD.333 | | | 20,701 | | | | | | 1,563,340 | |
| | | DYNATRACE INC | | COMMON STOCK USD.001 | | | 130,200 | | | | | | 5,633,754 | |
| | | DYNAVAX TECHNOLOGIES CORP | | COMMON STOCK USD.001 | | | 65,726 | | | | | | 292,481 | |
| | | DYNE THERAPEUTICS INC | | COMMON STOCK | | | 14,500 | | | | | | 304,500 | |
| | | DYNEX CAPITAL INC | | REIT USD.01 | | | 13,766 | | | | | | 245,035 | |
| | | DZS INC | | COMMON STOCK USD.001 | | | 8,100 | | | | | | 125,307 | |
| | | E MINI RUSS 2000 MAR21 | | XCME 20210319 | | | 8,950 | | | | | | 290,666 | |
| | | EAGLE BANCORP INC | | COMMON STOCK USD.01 | | | 22,440 | | | | | | 926,772 | |
| | | EAGLE BANCORP MONTANA INC | | COMMON STOCK USD.01 | | | 4,400 | | | | | | 93,368 | |
| | | EAGLE BULK SHIPPING INC | | COMMON STOCK USD.01 | | | 6,000 | | | | | | 114,000 | |
| | | EAGLE MATERIALS INC | | COMMON STOCK USD.01 | | | 29,799 | | | | | | 3,020,129 | |
| | | EAGLE PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 7,300 | | | | | | 339,961 | |
| | | EARGO INC | | COMMON STOCK USD.0001 | | | 4,800 | | | | | | 215,136 | |
| | | EARTHSTONE ENERGY INC A | | COMMON STOCK USD.001 | | | 16,500 | | | | | | 87,986 | |
| | | EAST WEST BANCORP INC | | COMMON STOCK USD.001 | | | 100,590 | | | | | | 5,100,919 | |
| | | EASTERLY GOVERNMENT PROPERTI | | REIT USD.01 | | | 56,791 | | | | | | 1,286,316 | |
| | | EASTERN BANKSHARES INC | | COMMON STOCK USD.01 | | | 121,300 | | | | | | 1,978,403 | |
| | | EASTERN CO/THE | | COMMON STOCK | | | 3,800 | | | | | | 91,580 | |
| | | EASTGROUP PROPERTIES INC | | REIT | | | 27,900 | | | | | | 3,851,874 | |
| | | EASTMAN KODAK CO | | COMMON STOCK USD.01 | | | 10,900 | | | | | | 88,726 | |
| | | EATON VANCE CORP | | COMMON STOCK USD.00390625 | | | 78,888 | | | | | | 5,358,862 | |
| | | EBIX INC | | COMMON STOCK USD.1 | | | 18,231 | | | | | | 692,231 | |
| | | ECHO GLOBAL LOGISTICS INC | | COMMON STOCK USD.0001 | | | 16,100 | | | | | | 431,802 | |
| | | ECHOSTAR CORP A | | COMMON STOCK USD.001 | | | 33,725 | | | | | | 714,633 | |
| | | EDGEWELL PERSONAL CARE CO | | COMMON STOCK USD.01 | | | 36,684 | | | | | | 1,268,533 | |
| | | EDITAS MEDICINE INC | | COMMON STOCK USD.0001 | | | 43,670 | | | | | | 3,061,704 | |
| | | EGAIN CORP | | COMMON STOCK USD.001 | | | 15,600 | | | | | | 184,236 | |
| | | EHEALTH INC | | COMMON STOCK USD.001 | | | 17,591 | | | | | | 1,242,101 | |
| | | EIDOS THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 7,023 | | | | | | 1,016,194 | |
| | | EIGER BIOPHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 18,444 | | | | | | 226,677 | |
| | | EL POLLO LOCO HOLDINGS INC | | COMMON STOCK USD.01 | | | 11,900 | | | | | | 215,390 | |
| | | ELANCO ANIMAL HEALTH INC | | COMMON STOCK | | | 321,269 | | | | | | 9,853,320 | |
| | | ELASTIC NV | | COMMON STOCK EUR.01 | | | 46,894 | | | | | | 6,852,620 | |
| | | ELEMENT SOLUTIONS INC | | COMMON STOCK USD.01 | | | 151,908 | | | | | | 2,693,329 | |
| | | ELF BEAUTY INC | | COMMON STOCK USD.01 | | | 35,645 | | | | | | 897,898 | |
| | | ELLINGTON FINANCIAL INC | | REIT | | | 27,428 | | | | | | 407,032 | |
| | | ELLINGTON RESIDENTIAL MORTGA | | REIT USD.01 | | | 6,000 | | | | | | 78,240 | |
| | | ELOXX PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 19,735 | | | | | | 78,545 | |
| | | EMCOR GROUP INC | | COMMON STOCK USD.01 | | | 37,812 | | | | | | 3,458,286 | |
| | | EMERALD HOLDING INC | | COMMON STOCK USD.01 | | | 18,500 | | | | | | 100,270 | |
| | | EMERGENT BIOSOLUTIONS INC | | COMMON STOCK USD.001 | | | 32,400 | | | | | | 2,903,040 | |
| | | EMPIRE STATE REALTY TRUST A | | REIT USD.01 | | | 96,200 | | | | | | 896,584 | |
| | | EMPLOYERS HOLDINGS INC | | COMMON STOCK USD.01 | | | 18,539 | | | | | | 596,770 | |
| | | ENANTA PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 13,300 | | | | | | 559,930 | |
| | | ENCOMPASS HEALTH CORP | | COMMON STOCK USD.01 | | | 70,000 | | | | | | 5,788,300 | |
| | | ENCORE CAPITAL GROUP INC | | COMMON STOCK USD.01 | | | 21,762 | | | | | | 847,630 | |
| | | ENCORE WIRE CORP | | COMMON STOCK USD.01 | | | 14,300 | | | | | | 866,151 | |
| | | ENDO INTERNATIONAL PLC | | COMMON STOCK USD.0001 | | | 156,850 | | | | | | 1,126,183 | |
| | | ENDURANCE INTERNATIONAL GROU | | COMMON STOCK USD.0001 | | | 45,500 | | | | | | 429,975 | |
| | | ENERGIZER HOLDINGS INC | | COMMON STOCK | | | 41,881 | | | | | | 1,846,687 | |
| | | ENERGY FUELS INC | | COMMON STOCK | | | 82,800 | | | | | | 352,728 | |
| | | ENERGY RECOVERY INC | | COMMON STOCK USD.001 | | | 26,100 | | | | | | 356,004 | |
| | | ENERPAC TOOL GROUP CORP | | COMMON STOCK USD.2 | | | 38,000 | | | | | | 859,180 | |
| | | ENERSYS | | COMMON STOCK USD.01 | | | 29,615 | | | | | | 2,459,822 | |
| | | ENNIS INC | | COMMON STOCK USD2.5 | | | 17,765 | | | | | | 317,105 | |
| | | ENOCHIAN BIOSCIENCES INC | | COMMON STOCK | | | 415 | | | | | | 1,224 | |
| | | ENOVA INTERNATIONAL INC | | COMMON STOCK USD.00001 | | | 24,067 | | | | | | 596,140 | |
| | | ENPHASE ENERGY INC | | COMMON STOCK USD.00001 | | | 74,500 | | | | | | 13,072,515 | |
| | | ENPRO INDUSTRIES INC | | COMMON STOCK USD.01 | | | 14,500 | | | | | | 1,095,040 | |
| | | ENSIGN GROUP INC/THE | | COMMON STOCK USD.001 | | | 37,264 | | | | | | 2,717,291 | |
| | | ENSTAR GROUP LTD | | COMMON STOCK USD1.0 | | | 8,039 | | | | | | 1,729,068 | |
| | | ENTEGRIS INC | | COMMON STOCK USD.01 | | | 94,735 | | | | | | 9,104,034 | |
| | | ENTERPRISE BANCORP INC | | COMMON STOCK USD.01 | | | 6,268 | | | | | | 160,147 | |
| | | ENTERPRISE FINANCIAL SERVICE | | COMMON STOCK USD.01 | | | 16,758 | | | | | | 585,692 | |
| | | ENTRAVISION COMMUNICATIONS A | | COMMON STOCK USD.0001 | | | 50,800 | | | | | | 139,700 | |
| | | ENVESTNET INC | | COMMON STOCK | | | 36,962 | | | | | | 3,041,603 | |
| | | ENVISTA HOLDINGS CORP | | COMMON STOCK USD.01 | | | 114,500 | | | | | | 3,862,085 | |
| | | ENZO BIOCHEM INC | | COMMON STOCK USD.01 | | | 34,900 | | | | | | 87,948 | |
| | | EPAM SYSTEMS INC | | COMMON STOCK USD.001 | | | 37,500 | | | | | | 13,438,125 | |
| | | EPIZYME INC | | COMMON STOCK USD.0001 | | | 58,774 | | | | | | 638,286 | |
| | | EPLUS INC | | COMMON STOCK USD.01 | | | 9,189 | | | | | | 808,173 | |
| | | EPR PROPERTIES | | REIT USD.01 | | | 50,092 | | | | | | 1,627,990 | |
| | | EQT CORP | | COMMON STOCK | | | 199,300 | | | | | | 2,533,103 | |
| | | EQUITABLE HOLDINGS INC | | COMMON STOCK USD.01 | | | 284,496 | | | | | | 7,280,253 | |
| | | EQUITRANS MIDSTREAM CORP | | COMMON STOCK | | | 285,680 | | | | | | 2,296,867 | |
| | | EQUITY BANCSHARES INC CL A | | COMMON STOCK USD.01 | | | 10,900 | | | | | | 235,331 | |
| | | EQUITY COMMONWEALTH | | REIT USD.01 | | | 78,860 | | | | | | 2,249,518 | |
| | | EQUITY LIFESTYLE PROPERTIES | | REIT USD.01 | | | 123,200 | | | | | | 7,805,952 | |
| | | ERIE INDEMNITY COMPANY CL A | | COMMON STOCK | | | 17,998 | | | | | | 4,420,309 | |
| | | EROS STX GLOBAL CORP | | COMMON STOCK GBP.3 | | | 160,929 | | | | | | 292,891 | |
| | | ESCALADE INC | | COMMON STOCK | | | 11,700 | | | | | | 247,689 | |
| | | ESCO TECHNOLOGIES INC | | COMMON STOCK USD.01 | | | 17,000 | | | | | | 1,857,963 | |
| | | ESPERION THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 18,700 | | | | | | 486,200 | |
| | | ESQUIRE FINANCIAL HOLDINGS I | | COMMON STOCK USD.01 | | | 5,175 | | | | | | 99,308 | |
| | | ESSA BANCORP INC | | COMMON STOCK USD.01 | | | 9,522 | | | | | | 142,830 | |
| | | ESSENT GROUP LTD | | COMMON STOCK USD.015 | | | 78,800 | | | | | | 3,404,160 | |
| | | ESSENTIAL PROPERTIES REALTY | | REIT USD.01 | | | 76,700 | | | | | | 1,626,040 | |
| | | ESSENTIAL UTILITIES INC | | COMMON STOCK USD.5 | | | 158,612 | | | | | | 7,500,761 | |
| | | ETHAN ALLEN INTERIORS INC | | COMMON STOCK USD.01 | | | 16,177 | | | | | | 326,937 | |
| | | ETON PHARMACEUTICALS INC | | COMMON STOCK | | | 11,900 | | | | | | 96,747 | |
| | | EURONET WORLDWIDE INC | | COMMON STOCK USD.02 | | | 35,800 | | | | | | 5,188,136 | |
| | | EVANS BANCORP INC | | COMMON STOCK USD.5 | | | 3,700 | | | | | | 101,898 | |
| | | EVELO BIOSCIENCES INC | | COMMON STOCK | | | 8,400 | | | | | | 101,556 | |
| | | EVENTBRITE INC CLASS A | | COMMON STOCK USD.00001 | | | 44,800 | | | | | | 810,880 | |
| | | EVERBRIDGE INC | | COMMON STOCK USD.001 | | | 25,099 | | | | | | 3,741,508 | |
| | | EVERCORE INC A | | COMMON STOCK USD.01 | | | 28,547 | | | | | | 3,129,893 | |
| | | EVERI HOLDINGS INC | | COMMON STOCK USD.001 | | | 51,400 | | | | | | 796,853 | |
| | | EVERQUOTE INC CLASS A | | COMMON STOCK USD.001 | | | 9,900 | | | | | | 369,765 | |
| | | EVERTEC INC | | COMMON STOCK USD.01 | | | 40,500 | | | | | | 1,592,460 | |
| | | EVI INDUSTRIES INC | | COMMON STOCK USD.025 | | | 6,300 | | | | | | 188,496 | |
| | | EVO PAYMENTS INC CLASS A | | COMMON STOCK USD.0001 | | | 27,900 | | | | | | 753,579 | |
| | | EVOFEM BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 51,601 | | | | | | 124,358 | |
| | | EVOLENT HEALTH INC A | | COMMON STOCK USD.01 | | | 52,070 | | | | | | 834,682 | |
| | | EVOLUS INC | | COMMON STOCK USD.00001 | | | 14,600 | | | | | | 49,056 | |
| | | EVOLUTION PETROLEUM CORP | | COMMON STOCK USD.001 | | | 12,900 | | | | | | 36,765 | |
| | | EVOQUA WATER TECHNOLOGIES CO | | COMMON STOCK USD.01 | | | 67,212 | | | | | | 1,813,380 | |
| | | EW SCRIPPS CO/THE A | | COMMON STOCK USD.01 | | | 37,148 | | | | | | 567,993 | |
| | | EXACT SCIENCES CORP | | COMMON STOCK USD.01 | | | 104,732 | | | | | | 13,875,943 | |
| | | EXELIXIS INC | | COMMON STOCK USD.001 | | | 219,805 | | | | | | 4,411,486 | |
| | | EXICURE INC | | COMMON STOCK | | | 41,900 | | | | | | 74,163 | |
| | | EXLSERVICE HOLDINGS INC | | COMMON STOCK USD.001 | | | 22,686 | | | | | | 1,931,259 | |
| | | EXONE CO/THE | | COMMON STOCK USD.01 | | | 9,100 | | | | | | 86,359 | |
| | | EXP WORLD HOLDINGS INC | | COMMON STOCK USD.00001 | | | 16,300 | | | | | | 1,104,603 | |
| | | EXPONENT INC | | COMMON STOCK USD.001 | | | 35,700 | | | | | | 3,214,071 | |
| | | EXPRESS INC | | COMMON STOCK | | | 51,647 | | | | | | 46,999 | |
| | | EXTENDED STAY AMERICA INC | | UNIT USD.01 | | | 118,274 | | | | | | 1,850,882 | |
| | | EXTERRAN CORP | | COMMON STOCK USD.01 | | | 18,018 | | | | | | 79,640 | |
| | | EXTREME NETWORKS INC | | COMMON STOCK USD.001 | | | 81,400 | | | | | | 560,846 | |
| | | EZCORP INC CL A | | COMMON STOCK USD.01 | | | 33,800 | | | | | | 161,902 | |
| | | FABRINET | | COMMON STOCK USD.01 | | | 25,113 | | | | | | 1,948,518 | |
| | | FACTSET RESEARCH SYSTEMS INC | | COMMON STOCK USD.01 | | | 26,270 | | | | | | 8,734,775 | |
| | | FAIR ISAAC CORP | | COMMON STOCK USD.01 | | | 19,804 | | | | | | 10,120,636 | |
| | | FALCON MINERALS CORP | | COMMON STOCK USD.0001 | | | 30,390 | | | | | | 95,729 | |
| | | FARMER BROS CO | | COMMON STOCK USD1.0 | | | 8,300 | | | | | | 38,761 | |
| | | FARMERS + MERCHANTS BANCO/OH | | COMMON STOCK | | | 7,300 | | | | | | 167,900 | |
| | | FARMERS NATL BANC CORP | | COMMON STOCK | | | 16,700 | | | | | | 221,609 | |
| | | FARMLAND PARTNERS INC | | REIT USD.01 | | | 23,400 | | | | | | 203,580 | |
| | | FARO TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 12,300 | | | | | | 868,749 | |
| | | FASTLY INC CLASS A | | COMMON STOCK USD.00002 | | | 56,100 | | | | | | 4,901,457 | |
| | | FATE THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 50,900 | | | | | | 4,628,337 | |
| | | FATHOM HOLDINGS INC | | COMMON STOCK | | | 3,300 | | | | | | 118,932 | |
| | | FB FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 21,353 | | | | | | 741,590 | |
| | | FBL FINANCIAL GROUP INC CL A | | COMMON STOCK | | | 7,047 | | | | | | 370,038 | |
| | | FEDERAL AGRIC MTG CORP CL C | | COMMON STOCK USD1.0 | | | 6,455 | | | | | | 479,284 | |
| | | FEDERAL SIGNAL CORP | | COMMON STOCK USD1.0 | | | 41,150 | | | | | | 1,364,946 | |
| | | FEDERATED HERMES INC | | COMMON STOCK | | | 65,440 | | | | | | 1,890,562 | |
| | | FEDNAT HOLDING CO | | COMMON STOCK USD.01 | | | 10,400 | | | | | | 61,568 | |
| | | FENNEC PHARMACEUTICALS INC | | COMMON STOCK | | | 15,300 | | | | | | 113,985 | |
| | | FERRO CORP | | COMMON STOCK USD1.0 | | | 57,261 | | | | | | 837,728 | |
| | | FERROGLOBE REP + WRNTY INS TRU | | NON TRANSFERABLE BENE INT UNIT | | | 60,200 | | | | | | 0 | |
| | | FIBROGEN INC | | COMMON STOCK USD.01 | | | 60,687 | | | | | | 2,250,881 | |
| | | FIDELITY D+D BANCORP INC | | COMMON STOCK | | | 2,800 | | | | | | 180,208 | |
| | | FIDELITY NATIONAL FINANCIAL | | COMMON STOCK USD.0001 | | | 194,830 | | | | | | 7,615,905 | |
| | | FIESTA RESTAURANT GROUP | | COMMON STOCK USD.01 | | | 12,500 | | | | | | 142,500 | |
| | | FINANCIAL INSTITUTIONS INC | | COMMON STOCK USD.01 | | | 11,400 | | | | | | 256,500 | |
| | | FIREEYE INC | | COMMON STOCK USD.0001 | | | 155,300 | | | | | | 3,581,218 | |
| | | FIRST AMERICAN FINANCIAL | | COMMON STOCK USD.00001 | | | 77,685 | | | | | | 4,010,877 | |
| | | FIRST BANCORP INC/ME | | COMMON STOCK USD.01 | | | 8,700 | | | | | | 220,980 | |
| | | FIRST BANCORP PUERTO RICO | | COMMON STOCK USD.1 | | | 149,800 | | | | | | 1,381,156 | |
| | | FIRST BANCORP/NC | | COMMON STOCK | | | 20,450 | | | | | | 691,824 | |
| | | FIRST BANCSHARES INC/MS | | COMMON STOCK USD1.0 | | | 13,900 | | | | | | 429,232 | |
| | | FIRST BANK/HAMILTON NJ | | COMMON STOCK USD.01 | | | 12,600 | | | | | | 118,188 | |
| | | FIRST BUSEY CORP | | COMMON STOCK USD.001 | | | 35,885 | | | | | | 773,322 | |
| | | FIRST BUSINESS FINANCIAL SER | | COMMON STOCK USD.01 | | | 5,300 | | | | | | 97,573 | |
| | | FIRST CAPITAL INC | | COMMON STOCK USD.01 | | | 2,200 | | | | | | 133,232 | |
| | | FIRST CHOICE BANCORP | | COMMON STOCK | | | 7,000 | | | | | | 129,430 | |
| | | FIRST CITIZENS BCSHS CL A | | COMMON STOCK USD1.0 | | | 4,520 | | | | | | 2,595,700 | |
| | | FIRST COMMONWEALTH FINL CORP | | COMMON STOCK USD1.0 | | | 68,087 | | | | | | 744,872 | |
| | | FIRST COMMUNITY BANKSHARES | | COMMON STOCK USD1.0 | | | 11,790 | | | | | | 254,428 | |
| | | FIRST COMMUNITY CORP | | COMMON STOCK USD1.0 | | | 5,000 | | | | | | 84,950 | |
| | | FIRST FINANCIAL BANCORP | | COMMON STOCK | | | 67,525 | | | | | | 1,183,713 | |
| | | FIRST FINANCIAL CORP/INDIANA | | COMMON STOCK | | | 10,265 | | | | | | 398,795 | |
| | | FIRST FINL BANKSHARES INC | | COMMON STOCK USD.01 | | | 92,396 | | | | | | 3,342,425 | |
| | | FIRST FOUNDATION INC | | COMMON STOCK USD.001 | | | 28,800 | | | | | | 576,000 | |
| | | FIRST GUARANTY BANCSHARES IN | | COMMON STOCK | | | 2,400 | | | | | | 42,648 | |
| | | FIRST HAWAIIAN INC | | COMMON STOCK USD.01 | | | 87,754 | | | | | | 2,158,853 | |
| | | FIRST HORIZON CORP | | COMMON STOCK USD.625 | | | 389,344 | | | | | | 4,968,029 | |
| | | FIRST INDUSTRIAL REALTY TR | | REIT USD.01 | | | 91,854 | | | | | | 3,869,809 | |
| | | FIRST INTERNET BANCORP | | COMMON STOCK | | | 6,300 | | | | | | 181,062 | |
| | | FIRST INTERSTATE BANCSYS A | | COMMON STOCK | | | 28,087 | | | | | | 1,145,107 | |
| | | FIRST MERCHANTS CORP | | COMMON STOCK | | | 37,566 | | | | | | 1,405,344 | |
| | | FIRST MID BANCSHARES INC | | COMMON STOCK USD4.0 | | | 10,100 | | | | | | 339,966 | |
| | | FIRST MIDWEST BANCORP INC/IL | | COMMON STOCK USD.01 | | | 76,765 | | | | | | 1,222,099 | |
| | | FIRST NORTHWEST BANCORP | | COMMON STOCK | | | 2,000 | | | | | | 31,200 | |
| | | FIRST OF LONG ISLAND CORP | | COMMON STOCK USD.1 | | | 17,550 | | | | | | 313,268 | |
| | | FIRST SAVINGS FINANCIAL GRP | | COMMON STOCK USD.01 | | | 1,300 | | | | | | 84,500 | |
| | | FIRST SOLAR INC | | COMMON STOCK USD.001 | | | 65,300 | | | | | | 6,459,476 | |
| | | FIRST UNITED CORP | | COMMON STOCK USD.01 | | | 4,500 | | | | | | 69,750 | |
| | | FIRST WESTERN FINANCIAL INC | | COMMON STOCK | | | 4,200 | | | | | | 82,194 | |
| | | FIRSTCASH INC | | COMMON STOCK USD.01 | | | 28,267 | | | | | | 1,979,821 | |
| | | FITBIT INC A | | COMMON STOCK USD.0001 | | | 167,344 | | | | | | 1,137,939 | |
| | | FIVE BELOW | | COMMON STOCK USD.01 | | | 38,800 | | | | | | 6,789,224 | |
| | | FIVE PRIME THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 17,800 | | | | | | 302,778 | |
| | | FIVE STAR SENIOR LIVING INC | | COMMON STOCK USD.01 | | | 12,700 | | | | | | 87,630 | |
| | | FIVE9 INC | | COMMON STOCK USD.001 | | | 43,700 | | | | | | 7,621,280 | |
| | | FLAGSTAR BANCORP INC | | COMMON STOCK USD.01 | | | 35,816 | | | | | | 1,459,860 | |
| | | FLEXION THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 23,565 | | | | | | 355,046 | |
| | | FLOOR + DECOR HOLDINGS INC A | | COMMON STOCK USD.001 | | | 66,680 | | | | | | 6,191,238 | |
| | | FLOWERS FOODS INC | | COMMON STOCK USD.01 | | | 136,469 | | | | | | 3,088,293 | |
| | | FLUENT INC | | COMMON STOCK | | | 28,100 | | | | | | 149,211 | |
| | | FLUIDIGM CORP | | COMMON STOCK USD.001 | | | 48,823 | | | | | | 292,938 | |
| | | FLUOR CORP | | COMMON STOCK USD.01 | | | 94,586 | | | | | | 1,510,538 | |
| | | FLUSHING FINANCIAL CORP | | COMMON STOCK USD.01 | | | 18,598 | | | | | | 309,471 | |
| | | FNB CORP | | COMMON STOCK USD.01 | | | 217,672 | | | | | | 2,163,859 | |
| | | FNCB BANCORP INC | | COMMON STOCK USD1.25 | | | 12,994 | | | | | | 83,162 | |
| | | FOCUS FINANCIAL PARTNERS A | | COMMON STOCK USD.01 | | | 20,428 | | | | | | 888,618 | |
| | | FOGHORN THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 8,800 | | | | | | 178,376 | |
| | | FONAR CORP | | COMMON STOCK USD.0001 | | | 4,200 | | | | | | 72,912 | |
| | | FOOT LOCKER INC | | COMMON STOCK USD.01 | | | 74,712 | | | | | | 3,021,353 | |
| | | FORESTAR GROUP INC | | COMMON STOCK USD1.0 | | | 11,559 | | | | | | 233,261 | |
| | | FORMA THERAPEUTICS HOLDINGS | | COMMON STOCK | | | 12,000 | | | | | | 418,800 | |
| | | FORMFACTOR INC | | COMMON STOCK USD.001 | | | 55,852 | | | | | | 2,402,753 | |
| | | FORRESTER RESEARCH INC | | COMMON STOCK USD.01 | | | 7,600 | | | | | | 318,440 | |
| | | FORTERRA INC | | COMMON STOCK USD.001 | | | 25,300 | | | | | | 435,034 | |
| | | FORTITUDE GOLD CORP | | COMMON STOCK | | | 10,514 | | | | | | 11,040 | |
| | | FORTRESS BIOTECH INC | | COMMON STOCK USD.001 | | | 41,100 | | | | | | 130,287 | |
| | | FORWARD AIR CORP | | COMMON STOCK USD.01 | | | 18,740 | | | | | | 1,439,982 | |
| | | FOSSIL GROUP INC | | COMMON STOCK USD.01 | | | 31,100 | | | | | | 269,637 | |
| | | FOSTER (LB) CO A | | COMMON STOCK USD.01 | | | 6,977 | | | | | | 105,004 | |
| | | FOUNDATION BUILDING MATERIAL | | COMMON STOCK USD.001 | | | 13,700 | | | | | | 263,177 | |
| | | FOUR CORNERS PROPERTY TRUST | | REIT USD.0001 | | | 54,235 | | | | | | 1,614,576 | |
| | | FOX FACTORY HOLDING CORP | | COMMON STOCK USD.001 | | | 29,700 | | | | | | 3,139,587 | |
| | | FRANCHISE GROUP INC | | COMMON STOCK USD.01 | | | 13,300 | | | | | | 404,985 | |
| | | FRANK S INTERNATIONAL NV | | COMMON STOCK EUR.01 | | | 141,900 | | | | | | 388,806 | |
| | | FRANKLIN COVEY CO | | COMMON STOCK USD.05 | | | 7,840 | | | | | | 174,597 | |
| | | FRANKLIN ELECTRIC CO INC | | COMMON STOCK USD.1 | | | 31,010 | | | | | | 2,236,178 | |
| | | FRANKLIN FINANCIAL SERVICES | | COMMON STOCK USD1.0 | | | 3,225 | | | | | | 87,172 | |
| | | FRANKLIN STREET PROPERTIES C | | REIT USD.0001 | | | 71,700 | | | | | | 313,329 | |
| | | FREQUENCY THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 15,804 | | | | | | 557,249 | |
| | | FRESH DEL MONTE PRODUCE INC | | COMMON STOCK USD.01 | | | 21,683 | | | | | | 521,910 | |
| | | FRESHPET INC | | COMMON STOCK USD.001 | | | 27,600 | | | | | | 3,918,924 | |
| | | FRONT YARD RESIDENTIAL CORP | | REIT USD.01 | | | 34,700 | | | | | | 562,140 | |
| | | FRONTDOOR INC | | COMMON STOCK USD.01 | | | 61,800 | | | | | | 3,102,978 | |
| | | FRONTLINE LTD | | COMMON STOCK USD1.0 | | | 81,800 | | | | | | 508,796 | |
| | | FRP HOLDINGS INC | | COMMON STOCK USD.1 | | | 5,400 | | | | | | 245,970 | |
| | | FS BANCORP INC | | COMMON STOCK | | | 3,070 | | | | | | 168,236 | |
| | | FTI CONSULTING INC | | COMMON STOCK USD.01 | | | 24,251 | | | | | | 2,709,322 | |
| | | FUELCELL ENERGY INC | | COMMON STOCK USD.0001 | | | 197,000 | | | | | | 2,200,490 | |
| | | FULCRUM THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 5,900 | | | | | | 69,089 | |
| | | FULGENT GENETICS INC | | COMMON STOCK USD.0001 | | | 8,500 | | | | | | 442,850 | |
| | | FULTON FINANCIAL CORP | | COMMON STOCK USD2.5 | | | 105,345 | | | | | | 1,418,868 | |
| | | FUNKO INC CLASS A | | COMMON STOCK USD.0001 | | | 14,129 | | | | | | 146,659 | |
| | | FUTUREFUEL CORP | | COMMON STOCK USD.0001 | | | 17,800 | | | | | | 226,060 | |
| | | FVCBANKCORP INC | | COMMON STOCK USD.01 | | | 10,554 | | | | | | 155,144 | |
| | | G III APPAREL GROUP LTD | | COMMON STOCK USD.01 | | | 29,315 | | | | | | 695,938 | |
| | | G1 THERAPEUTICS INC | | COMMON STOCK | | | 23,511 | | | | | | 422,963 | |
| | | GAIA INC | | COMMON STOCK USD.0001 | | | 8,500 | | | | | | 84,115 | |
| | | GALECTIN THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 26,045 | | | | | | 58,341 | |
| | | GALERA THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 5,902 | | | | | | 60,377 | |
| | | GAMCO INVESTORS INC A | | COMMON STOCK USD.001 | | | 1,821 | | | | | | 32,305 | |
| | | GAMESTOP CORP CLASS A | | COMMON STOCK USD.001 | | | 39,302 | | | | | | 740,450 | |
| | | GAMING AND LEISURE PROPERTIE | | REIT | | | 155,617 | | | | | | 6,598,161 | |
| | | GAN LTD | | COMMON STOCK USD.01 | | | 22,000 | | | | | | 446,160 | |
| | | GANNETT CO INC | | COMMON STOCK USD.01 | | | 90,899 | | | | | | 305,421 | |
| | | GATES INDUSTRIAL CORP PLC | | COMMON STOCK USD.01 | | | 31,200 | | | | | | 398,112 | |
| | | GATOS SILVER INC | | COMMON STOCK USD.001 | | | 26,000 | | | | | | 338,780 | |
| | | GATX CORP | | COMMON STOCK USD.625 | | | 23,403 | | | | | | 2,038,162 | |
| | | GCP APPLIED TECHNOLOGIES | | COMMON STOCK USD.01 | | | 34,385 | | | | | | 813,205 | |
| | | GENASYS INC | | COMMON STOCK USD.00001 | | | 18,900 | | | | | | 123,228 | |
| | | GENCO SHIPPING + TRADING LTD | | COMMON STOCK USD.01 | | | 11,900 | | | | | | 87,584 | |
| | | GENCOR INDUSTRIES INC | | COMMON STOCK USD.1 | | | 6,400 | | | | | | 78,720 | |
| | | GENERAC HOLDINGS INC | | COMMON STOCK USD.01 | | | 43,200 | | | | | | 9,824,112 | |
| | | GENERATION BIO CO | | COMMON STOCK USD.0001 | | | 8,300 | | | | | | 235,305 | |
| | | GENESCO INC | | COMMON STOCK USD1.0 | | | 9,791 | | | | | | 294,611 | |
| | | GENIE ENERGY LTD B | | COMMON STOCK | | | 9,131 | | | | | | 65,835 | |
| | | GENMARK DIAGNOSTICS INC | | COMMON STOCK USD.0001 | | | 48,502 | | | | | | 708,129 | |
| | | GENPACT LTD | | COMMON STOCK USD.01 | | | 133,572 | | | | | | 5,524,538 | |
| | | GENPREX INC | | COMMON STOCK USD.001 | | | 20,400 | | | | | | 84,711 | |
| | | GENTEX CORP | | COMMON STOCK USD.06 | | | 174,464 | | | | | | 5,919,564 | |
| | | GENTHERM INC | | COMMON STOCK | | | 21,996 | | | | | | 1,434,579 | |
| | | GENWORTH FINANCIAL INC CL A | | COMMON STOCK USD.001 | | | 338,528 | | | | | | 1,279,636 | |
| | | GEO GROUP INC/THE | | REIT USD.01 | | | 82,552 | | | | | | 731,411 | |
| | | GERMAN AMERICAN BANCORP | | COMMON STOCK | | | 16,930 | | | | | | 560,214 | |
| | | GERON CORP | | COMMON STOCK USD.001 | | | 193,136 | | | | | | 307,086 | |
| | | GETTY REALTY CORP | | REIT USD.01 | | | 23,351 | | | | | | 643,087 | |
| | | GIBRALTAR INDUSTRIES INC | | COMMON STOCK USD.01 | | | 21,900 | | | | | | 1,575,486 | |
| | | GLACIER BANCORP INC | | COMMON STOCK USD.01 | | | 68,619 | | | | | | 3,157,160 | |
| | | GLADSTONE COMMERCIAL CORP | | REIT USD.001 | | | 21,700 | | | | | | 390,600 | |
| | | GLADSTONE LAND CORP | | REIT USD.001 | | | 13,100 | | | | | | 191,784 | |
| | | GLATFELTER CORP | | COMMON STOCK USD.01 | | | 30,188 | | | | | | 494,479 | |
| | | GLAUKOS CORP | | COMMON STOCK USD.001 | | | 28,630 | | | | | | 2,260,061 | |
| | | GLOBAL BLOOD THERAPEUTICS IN | | COMMON STOCK USD.001 | | | 43,705 | | | | | | 1,892,864 | |
| | | GLOBAL MEDICAL REIT INC | | REIT | | | 28,428 | | | | | | 371,270 | |
| | | GLOBAL NET LEASE INC | | REIT USD.01 | | | 59,833 | | | | | | 1,025,538 | |
| | | GLOBAL WATER RESOURCES INC | | COMMON STOCK USD.01 | | | 4,000 | | | | | | 57,640 | |
| | | GLOBANT SA | | COMMON STOCK USD1.2 | | | 27,400 | | | | | | 5,962,514 | |
| | | GLOBUS MEDICAL INC A | | COMMON STOCK USD.001 | | | 54,200 | | | | | | 3,534,924 | |
| | | GLU MOBILE INC | | COMMON STOCK USD.0001 | | | 111,000 | | | | | | 1,000,110 | |
| | | GLYCOMIMETICS INC | | COMMON STOCK USD.001 | | | 27,300 | | | | | | 102,648 | |
| | | GMS INC | | COMMON STOCK USD.01 | | | 29,119 | | | | | | 887,547 | |
| | | GODADDY INC CLASS A | | COMMON STOCK USD.001 | | | 118,800 | | | | | | 9,854,460 | |
| | | GOGO INC | | COMMON STOCK USD.0001 | | | 39,700 | | | | | | 382,311 | |
| | | GOHEALTH INC CLASS A | | COMMON STOCK | | | 23,800 | | | | | | 325,108 | |
| | | GOLAR LNG LTD | | COMMON STOCK USD1.0 | | | 63,434 | | | | | | 611,504 | |
| | | GOLD RESOURCE CORP | | COMMON STOCK USD.001 | | | 36,800 | | | | | | 107,088 | |
| | | GOLDEN ENTERTAINMENT INC | | COMMON STOCK USD.01 | | | 9,200 | | | | | | 182,988 | |
| | | GOODYEAR TIRE + RUBBER CO | | COMMON STOCK | | | 153,600 | | | | | | 1,771,806 | |
| | | GOOSEHEAD INSURANCE INC A | | COMMON STOCK USD.01 | | | 8,900 | | | | | | 1,110,364 | |
| | | GOPRO INC CLASS A | | COMMON STOCK USD.0001 | | | 80,400 | | | | | | 665,712 | |
| | | GORMAN RUPP CO | | COMMON STOCK | | | 13,208 | | | | | | 428,600 | |
| | | GOSSAMER BIO INC | | COMMON STOCK USD.0001 | | | 33,725 | | | | | | 326,121 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 35,173,748 | | | | | | 35,173,748 | |
| | | GP STRATEGIES CORP | | COMMON STOCK USD.01 | | | 9,600 | | | | | | 113,856 | |
| | | GRACO INC | | COMMON STOCK USD1.0 | | | 116,934 | | | | | | 8,460,175 | |
| | | GRAFTECH INTERNATIONAL LTD | | COMMON STOCK USD.01 | | | 50,600 | | | | | | 539,396 | |
| | | GRAHAM CORP | | COMMON STOCK USD.1 | | | 7,900 | | | | | | 119,922 | |
| | | GRAHAM HOLDINGS CO CLASS B | | COMMON STOCK USD1.0 | | | 2,709 | | | | | | 1,444,926 | |
| | | GRAND CANYON EDUCATION INC | | COMMON STOCK USD.01 | | | 33,702 | | | | | | 3,137,993 | |
| | | GRANITE CONSTRUCTION INC | | COMMON STOCK USD.01 | | | 32,557 | | | | | | 869,597 | |
| | | GRANITE POINT MORTGAGE TRUST | | REIT USD.01 | | | 37,656 | | | | | | 376,183 | |
| | | GRAPHIC PACKAGING HOLDING CO | | COMMON STOCK USD.01 | | | 188,475 | | | | | | 3,192,767 | |
| | | GRAY TELEVISION INC | | COMMON STOCK | | | 58,400 | | | | | | 1,044,776 | |
| | | GRAYBUG VISION INC | | COMMON STOCK USD.0001 | | | 3,100 | | | | | | 89,962 | |
| | | GREAT AJAX CORP | | REIT USD.01 | | | 14,357 | | | | | | 150,174 | |
| | | GREAT LAKES DREDGE + DOCK CO | | COMMON STOCK USD.0001 | | | 47,000 | | | | | | 618,990 | |
| | | GREAT SOUTHERN BANCORP INC | | COMMON STOCK USD.01 | | | 7,638 | | | | | | 373,498 | |
| | | GREAT WESTERN BANCORP INC | | COMMON STOCK USD.01 | | | 34,819 | | | | | | 811,327 | |
| | | GREEN BRICK PARTNERS INC | | COMMON STOCK USD.01 | | | 16,600 | | | | | | 381,136 | |
| | | GREEN DOT CORP CLASS A | | COMMON STOCK USD.001 | | | 35,816 | | | | | | 1,998,533 | |
| | | GREEN PLAINS INC | | COMMON STOCK USD.001 | | | 25,836 | | | | | | 340,260 | |
| | | GREENBRIER COMPANIES INC | | COMMON STOCK | | | 21,397 | | | | | | 778,423 | |
| | | GREENHILL + CO INC | | COMMON STOCK USD.01 | | | 9,800 | | | | | | 118,972 | |
| | | GREENLIGHT CAPITAL RE LTD A | | COMMON STOCK USD.01 | | | 25,000 | | | | | | 182,750 | |
| | | GREENSKY INC CLASS A | | COMMON STOCK | | | 26,700 | | | | | | 205,616 | |
| | | GREIF INC CL A | | COMMON STOCK | | | 17,903 | | | | | | 839,293 | |
| | | GREIF INC CL B | | COMMON STOCK | | | 4,500 | | | | | | 217,710 | |
| | | GRID DYNAMICS HOLDINGS INC | | COMMON STOCK USD.0001 | | | 14,600 | | | | | | 183,960 | |
| | | GRIFFIN INDUSTRIAL REALTY IN | | COMMON STOCK USD.01 | | | 3,500 | | | | | | 218,750 | |
| | | GRIFFON CORP | | COMMON STOCK USD.25 | | | 30,361 | | | | | | 618,757 | |
| | | GRITSTONE ONCOLOGY INC | | COMMON STOCK USD.0001 | | | 15,545 | | | | | | 61,247 | |
| | | GROCERY OUTLET HOLDING CORP | | COMMON STOCK USD.001 | | | 50,900 | | | | | | 1,997,825 | |
| | | GROUP 1 AUTOMOTIVE INC | | COMMON STOCK USD.01 | | | 11,700 | | | | | | 1,534,338 | |
| | | GROUPON INC | | COMMON STOCK USD.0001 | | | 15,611 | | | | | | 593,140 | |
| | | GROWGENERATION CORP | | COMMON STOCK USD.001 | | | 23,700 | | | | | | 1,037,681 | |
| | | GRUBHUB INC | | COMMON STOCK USD.0001 | | | 65,700 | | | | | | 4,879,539 | |
| | | GSI TECHNOLOGY INC | | COMMON STOCK USD.001 | | | 16,400 | | | | | | 121,360 | |
| | | GTT COMMUNICATIONS INC | | COMMON STOCK USD.0001 | | | 26,400 | | | | | | 94,248 | |
| | | GTY TECHNOLOGY HOLDINGS INC | | COMMON STOCK USD.0001 | | | 30,836 | | | | | | 159,730 | |
| | | GUARANTY BANCSHARES INC | | COMMON STOCK USD1.0 | | | 4,811 | | | | | | 144,089 | |
| | | GUARDANT HEALTH INC | | COMMON STOCK USD.00001 | | | 58,255 | | | | | | 7,507,904 | |
| | | GUESS? INC | | COMMON STOCK USD.01 | | | 30,450 | | | | | | 688,779 | |
| | | GUIDEWIRE SOFTWARE INC | | COMMON STOCK USD.0001 | | | 59,500 | | | | | | 7,659,435 | |
| | | H.B. FULLER CO. | | COMMON STOCK USD1.0 | | | 34,563 | | | | | | 1,876,140 | |
| | | H+E EQUIPMENT SERVICES INC | | COMMON STOCK USD.01 | | | 22,400 | | | | | | 667,744 | |
| | | H+R BLOCK INC | | COMMON STOCK | | | 140,900 | | | | | | 2,234,674 | |
| | | HACKETT GROUP INC/THE | | COMMON STOCK USD.001 | | | 17,374 | | | | | | 250,012 | |
| | | HAEMONETICS CORP/MASS | | COMMON STOCK USD.01 | | | 35,612 | | | | | | 4,228,925 | |
| | | HAIN CELESTIAL GROUP INC | | COMMON STOCK USD.01 | | | 61,697 | | | | | | 2,477,135 | |
| | | HALOZYME THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 92,531 | | | | | | 3,951,999 | |
| | | HAMILTON BEACH BRAND A | | COMMON STOCK | | | 4,540 | | | | | | 79,495 | |
| | | HAMILTON LANE INC CLASS A | | COMMON STOCK | | | 23,450 | | | | | | 1,830,273 | |
| | | HANCOCK WHITNEY CORP | | COMMON STOCK USD3.33 | | | 60,049 | | | | | | 2,042,867 | |
| | | HANGER INC | | COMMON STOCK USD.01 | | | 25,591 | | | | | | 562,746 | |
| | | HANMI FINANCIAL CORPORATION | | COMMON STOCK USD.001 | | | 24,449 | | | | | | 277,252 | |
| | | HANNON ARMSTRONG SUSTAINABLE | | REIT USD.01 | | | 52,700 | | | | | | 3,342,761 | |
| | | HANOVER INSURANCE GROUP INC/ | | COMMON STOCK USD.01 | | | 26,781 | | | | | | 3,131,235 | |
| | | HARBORONE BANCORP INC | | COMMON STOCK USD.01 | | | 32,661 | | | | | | 354,698 | |
| | | HARLEY DAVIDSON INC | | COMMON STOCK USD.01 | | | 109,600 | | | | | | 4,022,320 | |
| | | HARMONIC INC | | COMMON STOCK USD.001 | | | 68,014 | | | | | | 502,623 | |
| | | HARMONY BIOSCIENCES HOLDINGS | | COMMON STOCK USD.00001 | | | 6,800 | | | | | | 245,820 | |
| | | HARPOON THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 5,659 | | | | | | 93,996 | |
| | | HARROW HEALTH INC | | COMMON STOCK USD.001 | | | 15,000 | | | | | | 102,900 | |
| | | HARSCO CORP | | COMMON STOCK USD1.25 | | | 52,235 | | | | | | 939,185 | |
| | | HARVARD BIOSCIENCE INC | | COMMON STOCK USD.01 | | | 26,700 | | | | | | 114,543 | |
| | | HAVERTY FURNITURE | | COMMON STOCK USD1.0 | | | 11,618 | | | | | | 321,470 | |
| | | HAWAIIAN ELECTRIC INDS | | COMMON STOCK | | | 77,437 | | | | | | 2,740,495 | |
| | | HAWAIIAN HOLDINGS INC | | COMMON STOCK USD.01 | | | 31,589 | | | | | | 559,125 | |
| | | HAWKINS INC | | COMMON STOCK USD.01 | | | 5,700 | | | | | | 298,167 | |
| | | HAWTHORN BANCSHARES INC | | COMMON STOCK USD1.0 | | | 4,472 | | | | | | 97,937 | |
| | | HAYNES INTERNATIONAL INC | | COMMON STOCK USD.001 | | | 9,983 | | | | | | 237,995 | |
| | | HBT FINANCIAL INC/DE | | COMMON STOCK USD.01 | | | 4,198 | | | | | | 63,600 | |
| | | HC2 HOLDINGS INC | | COMMON STOCK USD.001 | | | 65,700 | | | | | | 214,182 | |
| | | HCI GROUP INC | | COMMON STOCK | | | 4,800 | | | | | | 251,040 | |
| | | HEALTH CATALYST INC | | COMMON STOCK USD.001 | | | 22,846 | | | | | | 994,486 | |
| | | HEALTHCARE REALTY TRUST INC | | REIT USD.01 | | | 97,100 | | | | | | 2,874,160 | |
| | | HEALTHCARE SERVICES GROUP | | COMMON STOCK USD.01 | | | 50,307 | | | | | | 1,413,627 | |
| | | HEALTHCARE TRUST OF AME CL A | | REIT USD.01 | | | 155,550 | | | | | | 4,283,847 | |
| | | HEALTHEQUITY INC | | COMMON STOCK USD.0001 | | | 53,855 | | | | | | 3,754,232 | |
| | | HEALTHSTREAM INC | | COMMON STOCK | | | 19,000 | | | | | | 414,960 | |
| | | HEARTLAND EXPRESS INC | | COMMON STOCK USD.01 | | | 31,610 | | | | | | 572,141 | |
| | | HEARTLAND FINANCIAL USA INC | | COMMON STOCK USD1.0 | | | 24,206 | | | | | | 977,196 | |
| | | HECLA MINING CO | | COMMON STOCK USD.25 | | | 350,568 | | | | | | 2,375,401 | |
| | | HEICO CORP | | COMMON STOCK USD.01 | | | 31,934 | | | | | | 4,228,062 | |
| | | HEICO CORP CLASS A | | COMMON STOCK USD.01 | | | 55,225 | | | | | | 6,464,639 | |
| | | HEIDRICK + STRUGGLES INTL | | COMMON STOCK USD.01 | | | 13,800 | | | | | | 405,444 | |
| | | HELEN OF TROY LTD | | COMMON STOCK USD.1 | | | 17,977 | | | | | | 3,994,310 | |
| | | HELIOS TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 20,700 | | | | | | 1,103,103 | |
| | | HELIX ENERGY SOLUTIONS GROUP | | COMMON STOCK | | | 98,791 | | | | | | 414,922 | |
| | | HELMERICH + PAYNE | | COMMON STOCK USD.1 | | | 70,700 | | | | | | 1,637,412 | |
| | | HEMISPHERE MEDIA GROUP INC | | COMMON STOCK USD.0001 | | | 11,282 | | | | | | 116,882 | |
| | | HERBALIFE NUTRITION LTD | | COMMON STOCK USD.002 | | | 64,817 | | | | | | 3,114,457 | |
| | | HERC HOLDINGS INC | | COMMON STOCK USD.01 | | | 16,186 | | | | | | 1,074,912 | |
| | | HERITAGE COMMERCE CORP | | COMMON STOCK | | | 36,000 | | | | | | 319,320 | |
| | | HERITAGE CRYSTAL CLEAN INC | | COMMON STOCK USD.01 | | | 10,500 | | | | | | 221,235 | |
| | | HERITAGE FINANCIAL CORP | | COMMON STOCK | | | 25,657 | | | | | | 600,117 | |
| | | HERITAGE INSURANCE HOLDINGS | | COMMON STOCK USD.0001 | | | 17,400 | | | | | | 176,262 | |
| | | HERMAN MILLER INC | | COMMON STOCK USD.2 | | | 39,688 | | | | | | 1,341,454 | |
| | | HERON THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 60,469 | | | | | | 1,279,826 | |
| | | HERSHA HOSPITALITY TRUST | | REIT USD.01 | | | 27,126 | | | | | | 214,024 | |
| | | HESKA CORP | | COMMON STOCK USD.001 | | | 4,948 | | | | | | 720,676 | |
| | | HEXCEL CORP | | COMMON STOCK USD.01 | | | 58,394 | | | | | | 2,831,525 | |
| | | HF FOODS GROUP INC | | COMMON STOCK | | | 21,100 | | | | �� | | 158,672 | |
| | | HIBBETT SPORTS INC | | COMMON STOCK USD.01 | | | 11,353 | | | | | | 524,282 | |
| | | HIGHWOODS PROPERTIES INC | | REIT USD.01 | | | 74,300 | | | | | | 2,944,509 | |
| | | HILL ROM HOLDINGS INC | | COMMON STOCK | | | 47,560 | | | | | | 4,659,453 | |
| | | HILLENBRAND INC | | COMMON STOCK | | | 49,764 | | | | | | 2,072,153 | |
| | | HILLTOP HOLDINGS INC | | COMMON STOCK USD.01 | | | 53,600 | | | | | | 1,474,536 | |
| | | HILTON GRAND VACATIONS INC | | COMMON STOCK USD.01 | | | 57,193 | | | | | | 1,874,517 | |
| | | HINGHAM INSTITUTION FOR SVGS | | COMMON STOCK USD1.0 | | | 1,000 | | | | | | 216,000 | |
| | | HMS HOLDINGS CORP | | COMMON STOCK USD.01 | | | 59,194 | | | | | | 2,274,611 | |
| | | HNI CORP | | COMMON STOCK USD1.0 | | | 29,678 | | | | | | 1,022,704 | |
| | | HOME BANCORP INC | | COMMON STOCK USD.01 | | | 3,200 | | | | | | 89,568 | |
| | | HOME BANCSHARES INC | | COMMON STOCK USD.01 | | | 102,750 | | | | | | 2,093,138 | |
| | | HOMESTREET INC | | COMMON STOCK | | | 14,853 | | | | | | 501,289 | |
| | | HOMETRUST BANCSHARES INC | | COMMON STOCK | | | 10,816 | | | | | | 208,857 | |
| | | HOMOLOGY MEDICINES INC | | COMMON STOCK USD.0001 | | | 19,066 | | | | | | 215,255 | |
| | | HOOKER FURNITURE CORP | | COMMON STOCK | | | 8,000 | | | | | | 258,000 | |
| | | HOOKIPA PHARMA INC | | COMMON STOCK | | | 8,392 | | | | | | 93,067 | |
| | | HOPE BANCORP INC | | COMMON STOCK USD.001 | | | 80,720 | | | | | | 880,655 | |
| | | HORACE MANN EDUCATORS | | COMMON STOCK USD.001 | | | 27,900 | | | | | | 1,172,916 | |
| | | HORIZON BANCORP INC/IN | | COMMON STOCK | | | 28,800 | | | | | | 456,768 | |
| | | HORIZON THERAPEUTICS PLC | | COMMON STOCK USD.0001 | | | 137,896 | | | | | | 10,087,092 | |
| | | HOSTESS BRANDS INC | | COMMON STOCK USD.0001 | | | 87,267 | | | | | | 1,277,589 | |
| | | HOUGHTON MIFFLIN HARCOURT CO | | COMMON STOCK USD.01 | | | 69,900 | | | | | | 232,767 | |
| | | HOULIHAN LOKEY INC | | COMMON STOCK USD.001 | | | 37,413 | | | | | | 2,515,276 | |
| | | HOWARD BANCORP INC | | COMMON STOCK USD.01 | | | 6,608 | | | | | | 78,040 | |
| | | HOWARD HUGHES CORP/THE | | COMMON STOCK | | | 26,304 | | | | | | 2,170,894 | |
| | | HUB GROUP INC CL A | | COMMON STOCK USD.01 | | | 21,983 | | | | | | 1,253,031 | |
| | | HUBBELL INC | | COMMON STOCK USD.01 | | | 38,422 | | | | | | 6,024,185 | |
| | | HUBSPOT INC | | COMMON STOCK USD.001 | | | 29,200 | | | | | | 11,576,048 | |
| | | HUDSON PACIFIC PROPERTIES IN | | REIT USD.01 | | | 105,100 | | | | | | 2,524,502 | |
| | | HUNTSMAN CORP | | COMMON STOCK USD.01 | | | 143,769 | | | | | | 3,614,353 | |
| | | HURCO COMPANIES INC | | COMMON STOCK | | | 4,300 | | | | | | 129,000 | |
| | | HURON CONSULTING GROUP INC | | COMMON STOCK USD.01 | | | 15,794 | | | | | | 931,056 | |
| | | HYATT HOTELS CORP CL A | | COMMON STOCK USD.01 | | | 23,400 | | | | | | 1,833,978 | |
| | | HYSTER YALE MATERIALS | | COMMON STOCK USD.01 | | | 6,840 | | | | | | 407,322 | |
| | | I3 VERTICALS INC CLASS A | | COMMON STOCK USD.0001 | | | 12,900 | | | | | | 428,280 | |
| | | IAA INC | | COMMON STOCK USD.01 | | | 95,447 | | | | | | 6,202,146 | |
| | | IAC/INTERACTIVECORP | | COMMON STOCK USD.001 | | | 53,127 | | | | | | 10,059,597 | |
| | | IBIO INC | | COMMON STOCK USD.001 | | | 125,400 | | | | | | 131,670 | |
| | | ICAD INC | | COMMON STOCK USD.01 | �� | | 20,499 | | | | | | 270,587 | |
| | | ICF INTERNATIONAL INC | | COMMON STOCK USD.001 | | | 12,700 | | | | | | 943,991 | |
| | | ICHOR HOLDINGS LTD | | COMMON STOCK USD.0001 | | | 15,400 | | | | | | 464,233 | |
| | | ICU MEDICAL INC | | COMMON STOCK USD.1 | | | 14,068 | | | | | | 3,017,445 | |
| | | IDACORP INC | | COMMON STOCK | | | 36,181 | | | | | | 3,474,461 | |
| | | IDEAYA BIOSCIENCES INC | | COMMON STOCK | | | 8,500 | | | | | | 119,000 | |
| | | IDT CORP CLASS B | | COMMON STOCK USD.01 | | | 10,200 | | | | | | 126,072 | |
| | | IES HOLDINGS INC | | COMMON STOCK USD.01 | | | 5,400 | | | | | | 248,616 | |
| | | IGM BIOSCIENCES INC | | COMMON STOCK USD.01 | | | 4,300 | | | | | | 379,647 | |
| | | IHEARTMEDIA INC CLASS A | | COMMON STOCK | | | 41,500 | | | | | | 538,670 | |
| | | II VI INC | | COMMON STOCK | | | 72,706 | | | | | | 5,522,748 | |
| | | IMARA INC | | COMMON STOCK USD.01 | | | 3,500 | | | | | | 77,175 | |
| | | IMAX CORP | | COMMON STOCK | | | 35,680 | | | | | | 642,954 | |
| | | IMMERSION CORPORATION | | COMMON STOCK USD.001 | | | 12,400 | | | | | | 139,996 | |
| | | IMMUNOGEN INC | | COMMON STOCK USD.01 | | | 128,541 | | | | | | 829,089 | |
| | | IMMUNOVANT INC | | COMMON STOCK USD.0001 | | | 27,900 | | | | | | 1,288,701 | |
| | | IMPINJ INC | | COMMON STOCK USD.001 | | | 11,800 | | | | | | 494,066 | |
| | | INARI MEDICAL INC | | COMMON STOCK USD.001 | | | 4,400 | | | | | | 471,369 | |
| | | INDEPENDENCE HOLDING CO | | COMMON STOCK USD1.0 | | | 3,270 | | | | | | 134,070 | |
| | | INDEPENDENCE REALTY TRUST IN | | REIT USD.01 | | | 61,100 | | | | | | 820,573 | |
| | | INDEPENDENT BANK CORP MICH | | COMMON STOCK USD1.0 | | | 14,600 | | | | | | 269,662 | |
| | | INDEPENDENT BANK CORP/MA | | COMMON STOCK USD.01 | | | 22,100 | | | | | | 1,614,184 | |
| | | INDEPENDENT BANK GROUP INC | | COMMON STOCK USD.01 | | | 25,820 | | | | | | 1,614,266 | |
| | | INDUSTRIAL LOGISTICS PROPERT | | REIT USD.01 | | | 43,599 | | | | | | 1,015,421 | |
| | | INFINERA CORP | | COMMON STOCK USD.001 | | | 110,200 | | | | | | 1,154,896 | |
| | | INFORMATION SERVICES GROUP | | COMMON STOCK USD.0001 | | | 25,200 | | | | | | 82,512 | |
| | | INFUSYSTEM HOLDINGS INC | | COMMON STOCK USD.0001 | | | 10,221 | | | | | | 191,950 | |
| | | INGEVITY CORP | | COMMON STOCK USD.01 | | | 27,864 | | | | | | 2,208,593 | |
| | | INGLES MARKETS INC CLASS A | | COMMON STOCK USD.05 | | | 9,931 | | | | | | 423,656 | |
| | | INGREDION INC | | COMMON STOCK USD.01 | | | 48,200 | | | | | | 3,791,894 | |
| | | INHIBRX INC | | COMMON STOCK USD.0001 | | | 7,500 | | | | | | 247,275 | |
| | | INNOSPEC INC | | COMMON STOCK USD.01 | | | 16,265 | | | | | | 1,557,383 | |
| | | INNOVATIVE INDUSTRIAL PROPER | | REIT USD.001 | | | 15,600 | | | | | | 2,856,828 | |
| | | INNOVIVA INC | | COMMON STOCK USD.01 | | | 44,300 | | | | | | 548,877 | |
| | | INOGEN INC | | COMMON STOCK USD.001 | | | 12,698 | | | | | | 567,347 | |
| | | INOVALON HOLDINGS INC A | | COMMON STOCK USD.000005 | | | 51,000 | | | | | | 926,670 | |
| | | INOVIO PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 105,400 | | | | | | 932,790 | |
| | | INOZYME PHARMA INC | | COMMON STOCK | | | 5,691 | | | | | | 117,462 | |
| | | INPHI CORP | | COMMON STOCK | | | 34,100 | | | | | | 5,472,027 | |
| | | INSEEGO CORP | | COMMON STOCK | | | 46,391 | | | | | | 717,669 | |
| | | INSIGHT ENTERPRISES INC | | COMMON STOCK USD.01 | | | 23,286 | | | | | | 1,855,533 | |
| | | INSMED INC | | COMMON STOCK USD.01 | | | 72,857 | | | | | | 2,425,410 | |
| | | INSPERITY INC | | COMMON STOCK USD.01 | | | 24,343 | | | | | | 1,982,007 | |
| | | INSPIRE MEDICAL SYSTEMS INC | | COMMON STOCK USD.001 | | | 18,703 | | | | | | 3,517,847 | |
| | | INSTALLED BUILDING PRODUCTS | | COMMON STOCK USD.01 | | | 15,400 | | | | | | 1,569,722 | |
| | | INSTEEL INDUSTRIES INC | | COMMON STOCK | | | 14,348 | | | | | | 319,530 | |
| | | INSULET CORP | | COMMON STOCK USD.001 | | | 46,300 | | | | | | 11,835,669 | |
| | | INTEGER HOLDINGS CORP | | COMMON STOCK USD.001 | | | 22,031 | | | | | | 1,788,697 | |
| | | INTEGRA LIFESCIENCES HOLDING | | COMMON STOCK USD.01 | | | 51,400 | | | | | | 3,336,888 | |
| | | INTELLIA THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 33,458 | | | | | | 1,912,599 | |
| | | INTELLICHECK INC | | COMMON STOCK USD.001 | | | 22,100 | | | | | | 252,051 | |
| | | INTELLIGENT SYSTEMS CORP | | COMMON STOCK USD.01 | | | 4,935 | | | | | | 197,943 | |
| | | INTER PARFUMS INC | | COMMON STOCK USD.001 | | | 12,262 | | | | | | 741,728 | |
| | | INTERACTIVE BROKERS GRO CL A | | COMMON STOCK USD.01 | | | 52,900 | | | | | | 3,222,668 | |
| | | INTERCEPT PHARMACEUTICALS IN | | COMMON STOCK USD.001 | | | 17,978 | | | | | | 444,057 | |
| | | INTERDIGITAL INC | | COMMON STOCK USD.01 | | | 20,719 | | | | | | 1,257,229 | |
| | | INTERFACE INC | | COMMON STOCK USD.1 | | | 40,125 | | | | | | 421,313 | |
| | | INTERNATIONAL BANCSHARES CRP | | COMMON STOCK USD1.0 | | | 35,931 | | | | | | 1,345,257 | |
| | | INTERNATIONAL GAME TECHNOLOG | | COMMON STOCK USD.1 | | | 68,409 | | | | | | 1,158,848 | |
| | | INTERNATIONAL MONEY EXPRESS | | COMMON STOCK | | | 25,430 | | | | | | 394,674 | |
| | | INTERNATIONAL SEAWAYS INC | | COMMON STOCK | | | 16,765 | | | | | | 273,772 | |
| | | INTERSECT ENT INC | | COMMON STOCK USD.001 | | | 22,400 | | | | | | 512,960 | |
| | | INTEVAC INC | | COMMON STOCK | | | 29,500 | | | | | | 212,695 | |
| | | INTRA CELLULAR THERAPIES INC | | COMMON STOCK USD.0001 | | | 43,946 | | | | | | 1,483,350 | |
| | | INTREPID POTASH INC | | COMMON STOCK USD.001 | | | 8,110 | | | | | | 195,857 | |
| | | INTRICON CORP | | COMMON STOCK USD1.0 | | | 5,900 | | | | | | 106,790 | |
| | | INVACARE CORP | | COMMON STOCK USD.25 | | | 22,410 | | | | | | 200,570 | |
| | | INVESCO MORTGAGE CAPITAL | | REIT USD.01 | | | 124,613 | | | | | | 421,192 | |
| | | INVESTAR HOLDING CORP | | COMMON STOCK USD1.0 | | | 3,320 | | | | | | 54,913 | |
| | | INVESTORS BANCORP INC | | COMMON STOCK USD.01 | | | 153,517 | | | | | | 1,710,921 | |
| | | INVESTORS TITLE CO | | COMMON STOCK | | | 600 | | | | | | 91,800 | |
| | | INVITAE CORP | | COMMON STOCK USD.0001 | | | 82,330 | | | | | | 3,442,217 | |
| | | INVITATION HOMES INC | | REIT USD.01 | | | 396,048 | | | | | | 11,762,626 | |
| | | IONIS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 93,300 | | | | | | 5,275,182 | |
| | | IOVANCE BIOTHERAPEUTICS INC | | COMMON STOCK USD.000041666 | | | 98,500 | | | | | | 4,570,400 | |
| | | IRADIMED CORP | | COMMON STOCK USD.0001 | | | 1,748 | | | | | | 39,854 | |
| | | IRHYTHM TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 20,497 | | | | | | 4,862,093 | |
| | | IRIDIUM COMMUNICATIONS INC | | COMMON STOCK USD.001 | | | 84,400 | | | | | | 3,319,030 | |
| | | IROBOT CORP | | COMMON STOCK USD.01 | | | 18,525 | | | | | | 1,487,372 | |
| | | IRONWOOD PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 105,728 | | | | | | 1,204,242 | |
| | | ISTAR INC | | REIT USD.001 | | | 46,618 | | | | | | 692,277 | |
| | | ITEOS THERAPEUTICS INC | | COMMON STOCK | | | 7,200 | | | | | | 243,504 | |
| | | ITERIS INC | | COMMON STOCK USD.1 | | | 27,947 | | | | | | 157,901 | |
| | | ITRON INC | | COMMON STOCK | | | 28,991 | | | | | | 2,780,237 | |
| | | ITT INC | | COMMON STOCK USD1.0 | | | 61,700 | | | | | | 4,752,134 | |
| | | IVERIC BIO INC | | COMMON STOCK USD.001 | | | 54,000 | | | | | | 373,140 | |
| | | J + J SNACK FOODS CORP | | COMMON STOCK | | | 10,022 | | | | | | 1,557,118 | |
| | | J2 GLOBAL INC | | COMMON STOCK USD.01 | | | 30,035 | | | | | | 2,934,119 | |
| | | JABIL INC | | COMMON STOCK USD.001 | | | 105,036 | | | | | | 4,467,181 | |
| | | JACK IN THE BOX INC | | COMMON STOCK USD.01 | | | 15,622 | | | | | | 1,449,722 | |
| | | JAMES RIVER GROUP HOLDINGS L | | COMMON STOCK USD.0002 | | | 20,826 | | | | | | 1,023,598 | |
| | | JAMF HOLDING CORP | | COMMON STOCK | | | 24,600 | | | | | | 736,032 | |
| | | JAZZ PHARMACEUTICALS PLC | | COMMON STOCK USD.0001 | | | 38,507 | | | | | | 6,355,580 | |
| | | JBG SMITH PROPERTIES | | REIT USD.01 | | | 88,158 | | | | | | 2,756,701 | |
| | | JEFFERIES FINANCIAL GROUP IN | | COMMON STOCK USD1.0 | | | 153,500 | | | | | | 3,776,100 | |
| | | JELD WEN HOLDING INC | | COMMON STOCK USD.01 | | | 47,318 | | | | | | 1,199,984 | |
| | | JETBLUE AIRWAYS CORP | | COMMON STOCK USD.01 | | | 222,592 | | | | | | 3,236,488 | |
| | | JFROG LTD | | COMMON STOCK | | | 10,700 | | | | | | 672,281 | |
| | | JOHN B. SANFILIPPO + SON INC | | COMMON STOCK USD.01 | | | 6,100 | | | | | | 481,046 | |
| | | JOHN BEAN TECHNOLOGIES CORP | | COMMON STOCK USD.01 | | | 21,810 | | | | | | 2,483,505 | |
| | | JOHNSON OUTDOORS INC A | | COMMON STOCK USD.05 | | | 3,887 | | | | | | 437,793 | |
| | | JOINT CORP/THE | | COMMON STOCK USD.001 | | | 10,146 | | | | | | 266,434 | |
| | | JONES LANG LASALLE INC | | COMMON STOCK USD.01 | | | 36,631 | | | | | | 5,434,941 | |
| | | JOUNCE THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 15,200 | | | | | | 106,400 | |
| | | KADANT INC | | COMMON STOCK USD.01 | | | 7,944 | | | | | | 1,119,945 | |
| | | KADMON HOLDINGS INC | | COMMON STOCK USD.001 | | | 111,510 | | | | | | 462,767 | |
| | | KAISER ALUMINUM CORP | | COMMON STOCK USD.01 | | | 10,939 | | | | | | 1,081,867 | |
| | | KALA PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 27,938 | | | | | | 189,420 | |
| | | KALEIDO BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 7,800 | | | | | | 70,980 | |
| | | KALVISTA PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 9,091 | | | | | | 172,638 | |
| | | KAMAN CORP | | COMMON STOCK USD1.0 | | | 18,316 | | | | | | 1,046,393 | |
| | | KAR AUCTION SERVICES INC | | COMMON STOCK USD.01 | | | 85,809 | | | | | | 1,688,107 | |
| | | KARUNA THERAPEUTICS INC | | COMMON STOCK USD.00001 | | | 10,735 | | | | | | 1,090,569 | |
| | | KARYOPHARM THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 46,971 | | | | | | 727,111 | |
| | | KB HOME | | COMMON STOCK USD1.0 | | | 61,390 | | | | | | 2,057,793 | |
| | | KBR INC | | COMMON STOCK USD.001 | | | 99,187 | | | | | | 3,067,854 | |
| | | KEARNY FINANCIAL CORP/MD | | COMMON STOCK USD.01 | | | 55,463 | | | | | | 585,689 | |
| | | KELLY SERVICES INC A | | COMMON STOCK USD1.0 | | | 24,072 | | | | | | 495,161 | |
| | | KEMPER CORP | | COMMON STOCK USD.1 | | | 44,384 | | | | | | 3,410,023 | |
| | | KENNAMETAL INC | | COMMON STOCK USD1.25 | | | 55,725 | | | | | | 2,113,705 | |
| | | KENNEDY WILSON HOLDINGS INC | | COMMON STOCK USD.0001 | | | 82,344 | | | | | | 1,473,134 | |
| | | KEROS THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 10,200 | | | | | | 719,508 | |
| | | KEURIG DR PEPPER INC | | COMMON STOCK USD.01 | | | 315,901 | | | | | | 10,108,832 | |
| | | KEZAR LIFE SCIENCES INC | | COMMON STOCK USD.001 | | | 24,514 | | | | | | 127,963 | |
| | | KFORCE INC | | COMMON STOCK USD.01 | | | 13,690 | | | | | | 576,212 | |
| | | KILROY REALTY CORP | | REIT USD.01 | | | 81,981 | | | | | | 4,705,709 | |
| | | KIMBALL ELECTRONICS INC | | COMMON STOCK | | | 16,700 | | | | | | 267,033 | |
| | | KIMBALL INTERNATIONAL B | | COMMON STOCK USD.05 | | | 25,100 | | | | | | 299,945 | |
| | | KINDRED BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 29,139 | | | | | | 125,589 | |
| | | KINIKSA PHARMACEUTICALS A | | COMMON STOCK USD.000273 | | | 18,017 | | | | | | 318,360 | |
| | | KINSALE CAPITAL GROUP INC | | COMMON STOCK USD.01 | | | 15,091 | | | | | | 3,020,162 | |
| | | KIRBY CORP | | COMMON STOCK USD.1 | | | 40,267 | | | | | | 2,180,337 | |
| | | KITE REALTY GROUP TRUST | | REIT USD.01 | | | 55,218 | | | | | | 826,061 | |
| | | KKR + CO INC | | COMMON STOCK USD.01 | | | 382,900 | | | | | | 15,503,621 | |
| | | KKR REAL ESTATE FINANCE TRUS | | REIT USD.01 | | | 19,492 | | | | | | 349,297 | |
| | | KNIGHT SWIFT TRANSPORTATION | | COMMON STOCK USD.001 | | | 89,746 | | | | | | 3,753,178 | |
| | | KNOLL INC | | COMMON STOCK USD.01 | | | 34,600 | | | | | | 507,928 | |
| | | KNOWLES CORP | | COMMON STOCK USD.01 | | | 61,675 | | | | | | 1,136,670 | |
| | | KODIAK SCIENCES INC | | COMMON STOCK USD.0001 | | | 23,100 | | | | | | 3,393,621 | |
| | | KOHLS CORP | | COMMON STOCK USD.01 | | | 112,500 | | | | | | 4,577,625 | |
| | | KONTOOR BRANDS INC | | COMMON STOCK | | | 35,084 | | | | | | 1,423,007 | |
| | | KOPPERS HOLDINGS INC | | COMMON STOCK USD.01 | | | 14,622 | | | | | | 455,622 | |
| | | KORN FERRY | | COMMON STOCK USD.01 | | | 38,400 | | | | | | 1,670,400 | |
| | | KOSMOS ENERGY LTD | | COMMON STOCK USD.01 | | | 273,900 | | | | | | 643,665 | |
| | | KRATON CORP | | COMMON STOCK USD.01 | | | 22,237 | | | | | | 617,966 | |
| | | KRATOS DEFENSE + SECURITY | | COMMON STOCK USD.001 | | | 88,173 | | | | | | 2,418,585 | |
| | | KRONOS BIO INC | | COMMON STOCK | | | 9,000 | | | | | | 268,830 | |
| | | KRONOS WORLDWIDE INC | | COMMON STOCK USD.01 | | | 17,098 | | | | | | 254,931 | |
| | | KRYSTAL BIOTECH INC | | COMMON STOCK USD.00001 | | | 8,285 | | | | | | 497,100 | |
| | | KURA ONCOLOGY INC | | COMMON STOCK USD.0001 | | | 45,261 | | | | | | 1,478,224 | |
| | | KVH INDUSTRIES INC | | COMMON STOCK USD.01 | | | 15,103 | | | | | | 171,419 | |
| | | KYMERA THERAPEUTICS INC | | COMMON STOCK | | | 6,400 | | | | | | 396,800 | |
| | | LA JOLLA PHARMACEUTICAL CO | | COMMON STOCK USD.01 | | | 17,500 | | | | | | 67,900 | |
| | | LA Z BOY INC | | COMMON STOCK USD1.0 | | | 29,557 | | | | | | 1,177,551 | |
| | | LADDER CAPITAL CORP REIT | | REIT USD.001 | | | 72,967 | | | | | | 713,617 | |
| | | LAIRD SUPERFOOD INC | | COMMON STOCK USD.001 | | | 2,200 | | | | | | 104,104 | |
| | | LAKELAND BANCORP INC | | COMMON STOCK | | | 34,545 | | | | | | 438,722 | |
| | | LAKELAND FINANCIAL CORP | | COMMON STOCK | | | 17,250 | | | | | | 924,255 | |
| | | LAKELAND INDUSTRIES INC | | COMMON STOCK USD.01 | | | 3,500 | | | | | | 95,375 | |
| | | LAMAR ADVERTISING CO A | | REIT USD.001 | | | 61,265 | | | | | | 5,098,473 | |
| | | LANCASTER COLONY CORP | | COMMON STOCK | | | 13,160 | | | | | | 2,417,887 | |
| | | LANDEC CORP | | COMMON STOCK USD.001 | | | 20,543 | | | | | | 222,892 | |
| | | LANDMARK BANCORP INC | | COMMON STOCK USD.01 | | | 2,730 | | | | | | 62,381 | |
| | | LANDS END INC | | COMMON STOCK USD.01 | | | 8,004 | | | | | | 172,646 | |
| | | LANDSTAR SYSTEM INC | | COMMON STOCK USD.01 | | | 27,400 | | | | | | 3,689,684 | |
| | | LANNETT CO INC | | COMMON STOCK USD.001 | | | 23,200 | | | | | | 151,264 | |
| | | LANTHEUS HOLDINGS INC | | COMMON STOCK USD.01 | | | 45,968 | | | | | | 620,108 | |
| | | LATTICE SEMICONDUCTOR CORP | | COMMON STOCK USD.01 | | | 96,700 | | | | | | 4,430,794 | |
| | | LAUREATE EDUCATION INC A | | COMMON STOCK USD.001 | | | 72,196 | | | | | | 1,051,174 | |
| | | LAWSON PRODUCTS INC | | COMMON STOCK USD1.0 | | | 2,000 | | | | | | 101,820 | |
| | | LAZARD LTD CL A | | COMMON STOCK USD.01 | | | 72,900 | | | | | | 3,083,670 | |
| | | LCI INDUSTRIES | | COMMON STOCK USD.01 | | | 17,130 | | | | | | 2,221,418 | |
| | | LCNB CORPORATION | | COMMON STOCK | | | 8,400 | | | | | | 123,396 | |
| | | LEAR CORP | | COMMON STOCK USD.01 | | | 42,500 | | | | | | 6,758,775 | |
| | | LEGACY HOUSING CORP | | COMMON STOCK USD.001 | | | 5,600 | | | | | | 84,616 | |
| | | LEMAITRE VASCULAR INC | | COMMON STOCK USD.01 | | | 11,476 | | | | | | 464,778 | |
| | | LEMONADE INC | | COMMON STOCK USD.00001 | | | 8,500 | | | | | | 1,041,250 | |
| | | LENDINGCLUB CORP | | COMMON STOCK USD.01 | | | 46,912 | | | | | | 495,391 | |
| | | LENDINGTREE INC | | COMMON STOCK USD.01 | | | 7,295 | | | | | | 2,106,815 | |
| | | LENNOX INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 24,534 | | | | | | 6,721,580 | |
| | | LENSAR INC | | COMMON STOCK | | | 6,708 | | | | | | 48,633 | |
| | | LESLIE S INC | | COMMON STOCK USD.001 | | | 36,200 | | | | | | 1,004,550 | |
| | | LEVEL ONE BANCORP INC | | COMMON STOCK | | | 1,805 | | | | | | 36,515 | |
| | | LEXICON PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 35,242 | | | | | | 120,528 | |
| | | LEXINGTON REALTY TRUST | | REIT USD.0001 | | | 198,708 | | | | | | 2,110,279 | |
| | | LGI HOMES INC | | COMMON STOCK USD.01 | | | 15,100 | | | | | | 1,598,335 | |
| | | LHC GROUP INC | | COMMON STOCK USD.01 | | | 21,560 | | | | | | 4,599,179 | |
| | | LIBERTY BROADBAND A | | COMMON STOCK USD.01 | | | 17,321 | | | | | | 2,729,443 | |
| | | LIBERTY BROADBAND C | | COMMON STOCK USD.01 | | | 108,215 | | | | | | 17,882,360 | |
| | | LIBERTY LATIN AMERIC CL A | | COMMON STOCK USD.01 | | | 33,900 | | | | | | 377,307 | |
| | | LIBERTY LATIN AMERIC CL C | | COMMON STOCK USD.01 | | | 104,136 | | | | | | 1,154,868 | |
| | | LIBERTY MEDIA COR SIRIUSXM A | | TRACKING STK USD.01 | | | 58,068 | | | | | | 2,507,957 | |
| | | LIBERTY MEDIA COR SIRIUSXM C | | TRACKING STK USD.01 | | | 123,571 | | | | | | 5,376,574 | |
| | | LIBERTY MEDIA CORP BRAVES A | | TRACKING STK | | | 6,946 | | | | | | 172,747 | |
| | | LIBERTY MEDIA CORP BRAVES C | | TRACKING STK | | | 25,108 | | | | | | 624,687 | |
| | | LIBERTY MEDIA CORP LIBERTY A | | TRACKING STK USD.01 | | | 15,908 | | | | | | 604,345 | |
| | | LIBERTY MEDIA CORP LIBERTY C | | TRACKING STK USD.01 | | | 140,947 | | | | | | 6,004,342 | |
| | | LIBERTY OILFIELD SERVICES A | | COMMON STOCK | | | 60,200 | | | | | | 620,662 | |
| | | LIBERTY TRIPADVISOR HDG A | | COMMON STOCK | | | 50,142 | | | | | | 217,616 | |
| | | LIFE STORAGE INC | | REIT USD.01 | | | 34,602 | | | | | | 4,131,133 | |
| | | LIFETIME BRANDS INC | | COMMON STOCK USD.01 | | | 9,700 | | | | | | 147,440 | |
| | | LIFEVANTAGE CORP | | COMMON STOCK USD.0001 | | | 9,447 | | | | | | 88,046 | |
| | | LIGAND PHARMACEUTICALS | | COMMON STOCK USD.001 | | | 9,982 | | | | | | 992,710 | |
| | | LIMELIGHT NETWORKS INC | | COMMON STOCK USD.001 | | | 81,000 | | | | | | 323,190 | |
| | | LIMESTONE BANCORP INC | | COMMON STOCK | | | 3,500 | | | | | | 43,960 | |
| | | LIMONEIRA CO | | COMMON STOCK USD.01 | | | 9,400 | | | | | | 156,510 | |
| | | LINCOLN ELECTRIC HOLDINGS | | COMMON STOCK | | | 40,753 | | | | | | 4,737,536 | |
| | | LINDBLAD EXPEDITIONS HOLDING | | COMMON STOCK USD.0001 | | | 20,200 | | | | | | 345,824 | |
| | | LINDSAY CORP | | COMMON STOCK USD1.0 | | | 7,533 | | | | | | 967,689 | |
| | | LIONS GATE ENTERTAINMENT A | | COMMON STOCK NPV | | | 41,600 | | | | | | 472,992 | |
| | | LIONS GATE ENTERTAINMENT B | | COMMON STOCK | | | 80,415 | | | | | | 834,708 | |
| | | LIQUIDIA CORP | | COMMON STOCK USD.001 | | | 4,506 | | | | | | 13,293 | |
| | | LIQUIDITY SERVICES INC | | COMMON STOCK USD.001 | | | 22,207 | | | | | | 353,313 | |
| | | LITHIA MOTORS INC CL A | | COMMON STOCK | | | 18,401 | | | | | | 5,385,421 | |
| | | LITTELFUSE INC | | COMMON STOCK USD.01 | | | 16,876 | | | | | | 4,297,642 | |
| | | LIVANOVA PLC | | COMMON STOCK GBP1.0 | | | 32,817 | | | | | | 2,272,132 | |
| | | LIVE OAK BANCSHARES INC | | COMMON STOCK NPV | | | 21,600 | | | | | | 1,025,136 | |
| | | LIVENT CORP | | COMMON STOCK USD.001 | | | 97,479 | | | | | | 1,942,022 | |
| | | LIVEPERSON INC | | COMMON STOCK USD.001 | | | 44,900 | | | | | | 2,794,127 | |
| | | LIVERAMP HOLDINGS INC | | COMMON STOCK USD.1 | | | 45,900 | | | | | | 3,359,421 | |
| | | LIVEXLIVE MEDIA INC | | COMMON STOCK USD.001 | | | 35,000 | | | | | | 114,800 | |
| | | LOGICBIO THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 11,406 | | | | | | 87,028 | |
| | | LORAL SPACE + COMMUNICATIONS | | COMMON STOCK USD.01 | | | 9,595 | | | | | | 201,399 | |
| | | LOUISIANA PACIFIC CORP | | COMMON STOCK USD1.0 | | | 76,031 | | | | | | 2,826,072 | |
| | | LOVESAC CO/THE | | COMMON STOCK USD.00001 | | | 6,200 | | | | | | 267,158 | |
| | | LPL FINANCIAL HOLDINGS INC | | COMMON STOCK | | | 55,900 | | | | | | 5,825,898 | |
| | | LSI INDUSTRIES INC | | COMMON STOCK | | | 17,200 | | | | | | 147,232 | |
| | | LTC PROPERTIES INC | | REIT USD.01 | | | 26,180 | | | | | | 1,018,664 | |
| | | LULULEMON ATHLETICA INC | | COMMON STOCK USD.005 | | | 79,845 | | | | | | 27,962,472 | |
| | | LUMBER LIQUIDATORS HOLDINGS | | COMMON STOCK USD.001 | | | 20,000 | | | | | | 614,800 | |
| | | LUMENTUM HOLDINGS INC | | COMMON STOCK USD.001 | | | 53,418 | | | | | | 5,064,026 | |
| | | LUMINEX CORP | | COMMON STOCK USD.001 | | | 29,866 | | | | | | 690,502 | |
| | | LUNA INNOVATIONS INC | | COMMON STOCK USD.001 | | | 29,900 | | | | | | 295,412 | |
| | | LUTHER BURBANK CORP | | COMMON STOCK | | | 15,600 | | | | | | 152,880 | |
| | | LUXFER HOLDINGS PLC | | COMMON STOCK USD.5 | | | 18,700 | | | | | | 307,054 | |
| | | LYDALL INC | | COMMON STOCK USD.1 | | | 11,900 | | | | | | 357,357 | |
| | | LYFT INC A | | COMMON STOCK USD.00001 | | | 174,800 | | | | | | 8,587,924 | |
| | | M/I HOMES INC | | COMMON STOCK USD.01 | | | 19,442 | | | | | | 861,086 | |
| | | MACATAWA BANK CORP | | COMMON STOCK | | | 23,300 | | | | | | 195,021 | |
| | | MACERICH CO/THE | | REIT USD.01 | | | 99,401 | | | | | | 1,060,609 | |
| | | MACK CALI REALTY CORP | | REIT USD.01 | | | 57,840 | | | | | | 720,686 | |
| | | MACKINAC FINANCIAL CORP | | COMMON STOCK | | | 3,851 | | | | | | 49,139 | |
| | | MACOM TECHNOLOGY SOLUTIONS H | | COMMON STOCK USD.001 | | | 31,677 | | | | | | 1,743,502 | |
| | | MACQUARIE INFRASTRUCTURE COR | | COMMON STOCK USD.001 | | | 51,400 | | | | | | 1,930,070 | |
| | | MACROGENICS INC | | COMMON STOCK USD.01 | | | 38,201 | | | | | | 873,275 | |
| | | MACY S INC | | COMMON STOCK USD.01 | | | 210,200 | | | | | | 2,468,273 | |
| | | MADISON SQUARE GARDEN ENTERT | | COMMON STOCK USD.01 | | | 13,047 | | | | | | 1,370,457 | |
| | | MADISON SQUARE GARDEN SPORTS | | COMMON STOCK USD.01 | | | 13,117 | | | | | | 2,414,840 | |
| | | MADRIGAL PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 6,078 | | | | | | 675,691 | |
| | | MAGELLAN HEALTH INC | | COMMON STOCK USD.01 | | | 16,359 | | | | | | 1,355,180 | |
| | | MAGENTA THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 15,164 | | | | | | 118,886 | |
| | | MAGNITE INC | | COMMON STOCK USD.00001 | | | 74,820 | | | | | | 2,297,722 | |
| | | MAGNOLIA OIL + GAS CORP A | | COMMON STOCK USD.0001 | | | 86,300 | | | | | | 609,278 | |
| | | MAINSTREET BANCSHARES INC | | COMMON STOCK USD4.0 | | | 2,572 | | | | | | 43,493 | |
| | | MALIBU BOATS INC A | | COMMON STOCK USD.01 | | | 14,400 | | | | | | 899,136 | |
| | | MANHATTAN ASSOCIATES INC | | COMMON STOCK USD.01 | | | 45,202 | | | | | | 4,754,346 | |
| | | MANITOWOC COMPANY INC | | COMMON STOCK USD.01 | | | 23,650 | | | | | | 314,782 | |
| | | MANNKIND CORP | | COMMON STOCK USD.01 | | | 146,377 | | | | | | 458,160 | |
| | | MANPOWERGROUP INC | | COMMON STOCK USD.01 | | | 41,500 | | | | | | 3,742,470 | |
| | | MANTECH INTERNATIONAL CORP A | | COMMON STOCK USD.01 | | | 18,242 | | | | | | 1,622,443 | |
| | | MARCUS + MILLICHAP INC | | COMMON STOCK USD.0001 | | | 15,400 | | | | | | 573,342 | |
| | | MARCUS CORPORATION | | COMMON STOCK USD1.0 | | | 16,500 | | | | | | 222,420 | |
| | | MARINE PRODUCTS CORP | | COMMON STOCK USD.1 | | | 4,962 | | | | | | 72,147 | |
| | | MARINEMAX INC | | COMMON STOCK USD.001 | | | 14,462 | | | | | | 506,604 | |
| | | MARINUS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 16,802 | | | | | | 204,984 | |
| | | MARKEL CORP | | COMMON STOCK | | | 9,560 | | | | | | 9,878,348 | |
| | | MARKER THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 20,241 | | | | | | 29,349 | |
| | | MARLIN BUSINESS SERVICES INC | | COMMON STOCK USD.01 | | | 8,800 | | | | | | 107,712 | |
| | | MARRIOTT VACATIONS WORLD | | COMMON STOCK USD.01 | | | 28,910 | | | | | | 3,967,030 | |
| | | MARTEN TRANSPORT LTD | | COMMON STOCK USD.01 | | | 41,409 | | | | | | 713,477 | |
| | | MARVELL TECHNOLOGY GROUP LTD | | COMMON STOCK USD.002 | | | 468,567 | | | | | | 22,389,777 | |
| | | MASIMO CORP | | COMMON STOCK USD.001 | | | 34,600 | | | | | | 9,285,948 | |
| | | MASONITE INTERNATIONAL CORP | | COMMON STOCK | | | 16,425 | | | | | | 1,615,235 | |
| | | MASTEC INC | | COMMON STOCK USD.1 | | | 39,457 | | | | | | 2,690,178 | |
| | | MASTECH DIGITAL INC | | COMMON STOCK USD.01 | | | 2,700 | | | | | | 42,930 | |
| | | MASTERCRAFT BOAT HOLDINGS IN | | COMMON STOCK USD.01 | | | 11,600 | | | | | | 288,144 | |
| | | MATADOR RESOURCES CO | | COMMON STOCK USD.01 | | | 77,037 | | | | | | 929,066 | |
| | | MATCH GROUP INC | | COMMON STOCK | | | 157,427 | | | | | | 23,922,342 | |
| | | MATERION CORP | | COMMON STOCK | | | 14,059 | | | | | | 895,839 | |
| | | MATRIX SERVICE CO | | COMMON STOCK USD.01 | | | 21,900 | | | | | | 241,338 | |
| | | MATSON INC | | COMMON STOCK | | | 28,824 | | | | | | 1,642,103 | |
| | | MATTEL INC | | COMMON STOCK USD1.0 | | | 245,801 | | | | | | 4,289,227 | |
| | | MATTHEWS INTL CORP CLASS A | | COMMON STOCK USD1.0 | | | 21,708 | | | | | | 638,215 | |
| | | MAXAR TECHNOLOGIES INC | | COMMON STOCK | | | 42,100 | | | | | | 1,624,639 | |
| | | MAXEON SOLAR TECHNOLOGIE | | COMMON STOCK | | | 6,660 | | | | | | 188,944 | |
| | | MAXIMUS INC | | COMMON STOCK | | | 42,528 | | | | | | 3,112,624 | |
| | | MAXLINEAR INC | | COMMON STOCK | | | 46,080 | | | | | | 1,839,999 | |
| | | MBIA INC | | COMMON STOCK USD1.0 | | | 35,436 | | | | | | 233,169 | |
| | | MCAFEE CORP CLASS A | | COMMON STOCK USD.001 | | | 31,800 | | | | | | 530,742 | |
| | | MCGRATH RENTCORP | | COMMON STOCK | | | 16,226 | | | | | | 1,088,765 | |
| | | MDC HOLDINGS INC | | COMMON STOCK USD.01 | | | 38,190 | | | | | | 1,856,034 | |
| | | MDU RESOURCES GROUP INC | | COMMON STOCK USD1.0 | | | 143,068 | | | | | | 3,768,411 | |
| | | MEDALLIA INC | | COMMON STOCK | | | 63,600 | | | | | | 2,112,792 | |
| | | MEDIA GEN INC CVR | | COMMON STOCK | | | 96,500 | | | | | | 164,050 | |
| | | MEDIAALPHA INC CLASS A | | COMMON STOCK USD.01 | | | 6,500 | | | | | | 253,955 | |
| | | MEDICAL PROPERTIES TRUST INC | | REIT USD.001 | | | 376,581 | | | | | | 8,205,700 | |
| | | MEDICINOVA INC | | COMMON STOCK USD.001 | | | 30,890 | | | | | | 162,481 | |
| | | MEDIFAST INC | | COMMON STOCK USD.001 | | | 7,612 | | | | | | 1,494,540 | |
| | | MEDNAX INC | | COMMON STOCK USD.01 | | | 55,747 | | | | | | 1,368,031 | |
| | | MEDPACE HOLDINGS INC | | COMMON STOCK USD.01 | | | 19,879 | | | | | | 2,767,157 | |
| | | MEI PHARMA INC | | COMMON STOCK USD.00000002 | | | 71,471 | | | | | | 188,683 | |
| | | MEIRAGTX HOLDINGS PLC | | COMMON STOCK USD.00001 | | | 13,500 | | | | | | 204,390 | |
| | | MERCANTILE BANK CORP | | COMMON STOCK | | | 12,400 | | | | | | 336,908 | |
| | | MERCHANTS BANCORP/IN | | COMMON STOCK | | | 6,705 | | | | | | 185,259 | |
| | | MERCURY GENERAL CORP | | COMMON STOCK | | | 19,200 | | | | | | 1,002,432 | |
| | | MERCURY SYSTEMS INC | | COMMON STOCK USD.01 | | | 38,196 | | | | | | 3,363,540 | |
| | | MEREDITH CORP | | COMMON STOCK USD1.0 | | | 27,400 | | | | | | 526,080 | |
| | | MERIDIAN BANCORP INC | | COMMON STOCK | | | 32,359 | | | | | | 482,473 | |
| | | MERIDIAN BIOSCIENCE INC | | COMMON STOCK | | | 30,540 | | | | | | 570,793 | |
| | | MERIDIAN CORP | | COMMON STOCK | | | 3,600 | | | | | | 74,880 | |
| | | MERIT MEDICAL SYSTEMS INC | | COMMON STOCK | | | 37,730 | | | | | | 2,094,392 | |
| | | MERITAGE HOMES CORP | | COMMON STOCK USD.01 | | | 26,960 | | | | | | 2,232,827 | |
| | | MERITOR INC | | COMMON STOCK USD1.0 | | | 46,726 | | | | | | 1,304,123 | |
| | | MERSANA THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 35,494 | | | | | | 944,495 | |
| | | MESA AIR GROUP INC | | COMMON STOCK | | | 19,600 | | | | | | 131,124 | |
| | | MESA LABORATORIES INC | | COMMON STOCK | | | 3,600 | | | | | | 1,031,904 | |
| | | META FINANCIAL GROUP INC | | COMMON STOCK USD.01 | | | 23,316 | | | | | | 852,433 | |
| | | METHODE ELECTRONICS INC | | COMMON STOCK USD.5 | | | 25,360 | | | | | | 970,781 | |
| | | METROCITY BANKSHARES INC | | COMMON STOCK | | | 12,500 | | | | | | 180,250 | |
| | | METROPOLITAN BANK HOLDING CO | | COMMON STOCK | | | 5,500 | | | | | | 199,485 | |
| | | MFA FINANCIAL INC | | REIT USD.01 | | | 301,500 | | | | | | 1,172,835 | |
| | | MGE ENERGY INC | | COMMON STOCK USD1.0 | | | 25,350 | | | | | | 1,775,261 | |
| | | MGIC INVESTMENT CORP | | COMMON STOCK USD1.0 | | | 243,800 | | | | | | 3,059,690 | |
| | | MGP INGREDIENTS INC | | COMMON STOCK | | | 9,774 | | | | | | 459,964 | |
| | | MICHAELS COS INC/THE | | COMMON STOCK USD.06775 | | | 52,164 | | | | | | 678,654 | |
| | | MICROSTRATEGY INC CL A | | COMMON STOCK USD.001 | | | 5,180 | | | | | | 2,012,689 | |
| | | MID PENN BANCORP INC | | COMMON STOCK USD1.0 | | | 5,000 | | | | | | 109,500 | |
| | | MIDDLEBY CORP | | COMMON STOCK USD.01 | | | 39,282 | | | | | | 5,064,235 | |
| | | MIDDLEFIELD BANC CORP | | COMMON STOCK | | | 4,000 | | | | | | 90,000 | |
| | | MIDDLESEX WATER CO | | COMMON STOCK | | | 11,392 | | | | | | 825,578 | |
| | | MIDLAND STATES BANCORP INC | | COMMON STOCK USD.01 | | | 16,599 | | | | | | 296,624 | |
| | | MIDWESTONE FINANCIAL GROUP I | | COMMON STOCK USD.01 | | | 9,000 | | | | | | 220,500 | |
| | | MILLER INDUSTRIES INC/TENN | | COMMON STOCK USD.01 | | | 8,600 | | | | | | 326,972 | |
| | | MIMECAST LTD | | COMMON STOCK USD.01 | | | 39,800 | | | | | | 2,262,232 | |
| | | MINERALS TECHNOLOGIES INC | | COMMON STOCK USD.1 | | | 22,910 | | | | | | 1,423,169 | |
| | | MINERVA NEUROSCIENCES INC | | COMMON STOCK USD.0001 | | | 23,326 | | | | | | 54,583 | |
| | | MIRATI THERAPEUTICS INC | | COMMON STOCK | | | 30,182 | | | | | | 6,629,174 | |
| | | MIRUM PHARMACEUTICALS INC | | COMMON STOCK | | | 475 | | | | | | 8,294 | |
| | | MISONIX INC | | COMMON STOCK USD.0001 | | | 5,793 | | | | | | 72,413 | |
| | | MISTRAS GROUP INC | | COMMON STOCK USD.01 | | | 20,600 | | | | | | 159,856 | |
| | | MITEK SYSTEMS INC | | COMMON STOCK USD.001 | | | 24,900 | | | | | | 442,722 | |
| | | MKS INSTRUMENTS INC | | COMMON STOCK | | | 38,803 | | | | | | 5,837,911 | |
| | | MMA CAPITAL HOLDINGS INC | | COMMON STOCK | | | 4,900 | | | | | | 120,540 | |
| | | MODEL N INC | | COMMON STOCK USD.00015 | | | 23,757 | | | | | | 847,650 | |
| | | MODERNA INC | | COMMON STOCK USD.0001 | | | 200,600 | | | | | | 21,082,049 | |
| | | MODINE MANUFACTURING CO | | COMMON STOCK USD.625 | | | 34,500 | | | | | | 433,320 | |
| | | MOELIS + CO CLASS A | | COMMON STOCK USD.01 | | | 35,700 | | | | | | 1,669,332 | |
| | | MOLECULAR TEMPLATES INC | | COMMON STOCK USD.001 | | | 13,318 | | | | | | 125,056 | |
| | | MOLINA HEALTHCARE INC | | COMMON STOCK USD.001 | | | 41,650 | | | | | | 8,858,122 | |
| | | MONARCH CASINO + RESORT INC | | COMMON STOCK USD.01 | | | 9,225 | | | | | | 564,755 | |
| | | MONEYGRAM INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 56,000 | | | | | | 306,040 | |
| | | MONGODB INC | | COMMON STOCK USD.001 | | | 35,900 | | | | | | 12,889,536 | |
| | | MONMOUTH REAL ESTATE INV COR | | REIT USD.01 | | | 66,200 | | | | | | 1,146,584 | |
| | | MONOLITHIC POWER SYSTEMS INC | | COMMON STOCK USD.001 | | | 30,700 | | | | | | 11,243,261 | |
| | | MONRO INC | | COMMON STOCK USD.01 | | | 22,108 | | | | | | 1,178,356 | |
| | | MONTROSE ENVIRONMENTAL GROUP | | COMMON STOCK | | | 10,800 | | | | | | 334,368 | |
| | | MOOG INC CLASS A | | COMMON STOCK USD1.0 | | | 19,999 | | | | | | 1,585,921 | |
| | | MORNINGSTAR INC | | COMMON STOCK | | | 15,595 | | | | | | 3,611,334 | |
| | | MORPHIC HOLDING INC | | COMMON STOCK USD.0001 | | | 8,078 | | | | | | 271,017 | |
| | | MOTORCAR PARTS OF AMERICA IN | | COMMON STOCK USD.01 | | | 12,989 | | | | | | 254,844 | |
| | | MOVADO GROUP INC | | COMMON STOCK USD.01 | | | 10,400 | | | | | | 172,848 | |
| | | MR COOPER GROUP INC | | COMMON STOCK USD.01 | | | 52,401 | | | | | | 1,626,003 | |
| | | MRC GLOBAL INC | | COMMON STOCK USD.01 | | | 54,452 | | | | | | 361,017 | |
| | | MSA SAFETY INC | | COMMON STOCK | | | 26,115 | | | | | | 3,901,320 | |
| | | MSC INDUSTRIAL DIRECT CO A | | COMMON STOCK USD.001 | | | 31,301 | | | | | | 2,641,491 | |
| | | MSG NETWORKS INC A | | COMMON STOCK USD.01 | | | 27,583 | | | | | | 406,573 | |
| | | MTS SYSTEMS CORP | | COMMON STOCK USD.25 | | | 12,840 | | | | | | 746,774 | |
| | | MUELLER INDUSTRIES INC | | COMMON STOCK USD.01 | | | 37,540 | | | | | | 1,318,029 | |
| | | MUELLER WATER PRODUCTS INC A | | COMMON STOCK USD.01 | | | 105,500 | | | | | | 1,306,090 | |
| | | MURPHY OIL CORP | | COMMON STOCK USD1.0 | | | 97,009 | | | | | | 1,173,809 | |
| | | MURPHY USA INC | | COMMON STOCK | | | 19,502 | | | | | | 2,552,227 | |
| | | MUSTANG BIO INC | | COMMON STOCK USD.0001 | | | 21,867 | | | | | | 82,767 | |
| | | MVB FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 7,600 | | | | | | 172,368 | |
| | | MYERS INDUSTRIES INC | | COMMON STOCK | | | 25,743 | | | | | | 534,940 | |
| | | MYR GROUP INC/DELAWARE | | COMMON STOCK USD.01 | | | 11,300 | | | | | | 679,130 | |
| | | MYRIAD GENETICS INC | | COMMON STOCK USD.01 | | | 49,200 | | | | | | 972,930 | |
| | | N B T BANCORP INC | | COMMON STOCK USD.01 | | | 28,578 | | | | | | 917,354 | |
| | | NABORS INDUSTRIES LTD | | COMMON STOCK USD.001 | | | 4,882 | | | | | | 284,279 | |
| | | NACCO INDUSTRIES CL A | | COMMON STOCK USD1.0 | | | 3,354 | | | | | | 88,210 | |
| | | NANOSTRING TECHNOLOGIES INC | | COMMON STOCK USD.0001 | | | 32,109 | | | | | | 2,147,450 | |
| | | NAPCO SECURITY TECHNOLOGIES | | COMMON STOCK USD.01 | | | 9,195 | | | | | | 241,093 | |
| | | NATERA INC | | COMMON STOCK USD.0001 | | | 53,531 | | | | | | 5,327,405 | |
| | | NATHAN S FAMOUS INC | | COMMON STOCK USD.01 | | | 2,396 | | | | | | 132,307 | |
| | | NATIONAL BANK HOLD CL A | | COMMON STOCK | | | 20,200 | | | | | | 661,752 | |
| | | NATIONAL BANKSHARES INC/VA | | COMMON STOCK USD1.25 | | | 4,900 | | | | | | 153,419 | |
| | | NATIONAL BEVERAGE CORP | | COMMON STOCK USD.01 | | | 7,860 | | | | | | 667,314 | |
| | | NATIONAL CINEMEDIA INC | | COMMON STOCK USD.01 | | | 49,400 | | | | | | 183,768 | |
| | | NATIONAL ENERGY SERVICES REU | | COMMON STOCK | | | 14,400 | | | | | | 142,992 | |
| | | NATIONAL FUEL GAS CO | | COMMON STOCK USD1.0 | | | 63,010 | | | | | | 2,591,601 | |
| | | NATIONAL GENERAL HLDGS | | COMMON STOCK USD.01 | | | 45,800 | | | | | | 1,565,444 | |
| | | NATIONAL HEALTHCARE CORP | | COMMON STOCK USD.01 | | | 8,697 | | | | | | 577,568 | |
| | | NATIONAL INSTRUMENTS CORP | | COMMON STOCK USD.01 | | | 92,425 | | | | | | 4,061,155 | |
| | | NATIONAL PRESTO INDS INC | | COMMON STOCK USD1.0 | | | 3,500 | | | | | | 309,505 | |
| | | NATIONAL RESEARCH CORP | | COMMON STOCK USD.001 | | | 9,027 | | | | | | 385,904 | |
| | | NATIONAL RETAIL PROPERTIES | | REIT USD.01 | | | 123,356 | | | | | | 5,047,728 | |
| | | NATIONAL STORAGE AFFILIATES | | REIT USD.01 | | | 42,900 | | | | | | 1,545,687 | |
| | | NATIONAL VISION HOLDINGS INC | | COMMON STOCK USD.01 | | | 55,955 | | | | | | 2,534,202 | |
| | | NATIONAL WESTERN LIFE GROU A | | COMMON STOCK USD.01 | | | 1,881 | | | | | | 388,314 | |
| | | NATL HEALTH INVESTORS INC | | REIT USD.01 | | | 28,917 | | | | | | 2,090,113 | |
| | | NATURAL GROCERS BY VITAMIN C | | COMMON STOCK USD.001 | | | 6,300 | | | | | | 86,562 | |
| | | NATURES SUNSHINE PRODS INC | | COMMON STOCK | | | 6,129 | | | | | | 91,629 | |
| | | NATUS MEDICAL INC | | COMMON STOCK USD.001 | | | 23,098 | | | | | | 462,884 | |
| | | NAUTILUS INC | | COMMON STOCK | | | 18,900 | | | | | | 342,846 | |
| | | NAVIENT CORP | | COMMON STOCK USD.01 | | | 128,800 | | | | | | 1,264,816 | |
| | | NAVISTAR INTERNATIONAL CORP | | COMMON STOCK USD.1 | | | 33,600 | | | | | | 1,477,056 | |
| | | NCINO INC | | COMMON STOCK USD.0005 | | | 11,500 | | | | | | 832,715 | |
| | | NCR CORPORATION | | COMMON STOCK USD.01 | | | 88,982 | | | | | | 3,343,054 | |
| | | NEENAH INC | | COMMON STOCK USD.01 | | | 11,700 | | | | | | 647,244 | |
| | | NEKTAR THERAPEUTICS | | COMMON STOCK USD.0001 | | | 117,100 | | | | | | 2,080,813 | |
| | | NELNET INC CL A | | COMMON STOCK USD.01 | | | 11,500 | | | | | | 819,260 | |
| | | NEOGEN CORP | | COMMON STOCK USD.16 | | | 37,861 | | | | | | 3,002,377 | |
| | | NEOGENOMICS INC | | COMMON STOCK USD.001 | | | 74,683 | | | | | | 4,020,933 | |
| | | NEOLEUKIN THERAPEUTICS INC | | COMMON STOCK USD.000001 | | | 20,600 | | | | | | 290,460 | |
| | | NEOPHOTONICS CORP | | COMMON STOCK USD.0025 | | | 25,400 | | | | | | 317,265 | |
| | | NETGEAR INC | | COMMON STOCK USD.001 | | | 20,400 | | | | | | 828,852 | |
| | | NETSCOUT SYSTEMS INC | | COMMON STOCK USD.001 | | | 46,829 | | | | | | 1,284,051 | |
| | | NETSTREIT CORP | | REIT USD.01 | | | 14,200 | | | | | | 276,758 | |
| | | NEUBASE THERAPEUTICS INC | | COMMON STOCK | | | 12,200 | | | | | | 85,278 | |
| | | NEUROCRINE BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 65,350 | | | | | | 6,263,798 | |
| | | NEVRO CORP | | COMMON STOCK USD.001 | | | 24,200 | | | | | | 4,189,020 | |
| | | NEW JERSEY RESOURCES CORP | | COMMON STOCK USD2.5 | | | 64,030 | | | | | | 2,379,369 | |
| | | NEW RELIC INC | | COMMON STOCK USD.001 | | | 36,300 | | | | | | 2,374,020 | |
| | | NEW RESIDENTIAL INVESTMENT | | REIT USD.01 | | | 299,267 | | | | | | 2,974,714 | |
| | | NEW SENIOR INVESTMENT GROUP | | REIT | | | 56,793 | | | | | | 294,188 | |
| | | NEW YORK COMMUNITY BANCORP | | COMMON STOCK USD.01 | | | 323,838 | | | | | | 3,416,491 | |
| | | NEW YORK MORTGAGE TRUST INC | | REIT USD.02 | | | 262,000 | | | | | | 966,780 | |
| | | NEW YORK TIMES CO A | | COMMON STOCK USD.1 | | | 115,800 | | | | | | 5,994,966 | |
| | | NEWAGE INC | | COMMON STOCK USD.001 | | | 59,317 | | | | | | 156,004 | |
| | | NEWMARK GROUP INC CLASS A | | COMMON STOCK USD.01 | | | 99,450 | | | | | | 724,991 | |
| | | NEWMARKET CORP | | COMMON STOCK | | | 4,859 | | | | | | 1,935,291 | |
| | | NEWPARK RESOURCES INC | | COMMON STOCK USD.01 | | | 70,800 | | | | | | 135,936 | |
| | | NEXPOINT RESIDENTIAL | | REIT USD.01 | | | 15,000 | | | | | | 634,650 | |
| | | NEXSTAR MEDIA GROUP INC CL A | | COMMON STOCK USD.01 | | | 29,305 | | | | | | 3,287,167 | |
| | | NEXTCURE INC | | COMMON STOCK USD.001 | | | 10,952 | | | | | | 119,377 | |
| | | NEXTGEN HEALTHCARE INC | | COMMON STOCK USD.01 | | | 38,000 | | | | | | 693,120 | |
| | | NEXTIER OILFIELD SOLUTIONS I | | COMMON STOCK USD.01 | | | 107,380 | | | | | | 369,387 | |
| | | NGM BIOPHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 16,184 | | | | | | 490,294 | |
| | | NI HOLDINGS INC | | COMMON STOCK USD.01 | | | 6,400 | | | | | | 105,088 | |
| | | NIC INC | | COMMON STOCK | | | 45,400 | | | | | | 1,172,682 | |
| | | NICOLET BANKSHARES INC | | COMMON STOCK | | | 6,500 | | | | | | 431,275 | |
| | | NKARTA INC | | COMMON STOCK | | | 10,900 | | | | | | 670,023 | |
| | | NL INDUSTRIES | | COMMON STOCK USD.125 | | | 12,400 | | | | | | 59,272 | |
| | | NLIGHT INC | | COMMON STOCK | | | 23,886 | | | | | | 779,878 | |
| | | NMI HOLDINGS INC CLASS A | | COMMON STOCK USD.01 | | | 61,100 | | | | | | 1,383,915 | |
| | | NN INC | | COMMON STOCK USD.01 | | | 28,200 | | | | | | 185,274 | |
| | | NOODLES + CO | | COMMON STOCK USD.01 | | | 20,100 | | | | | | 158,790 | |
| | | NORDIC AMERICAN TANKERS LTD | | COMMON STOCK USD.01 | | | 100,200 | | | | | | 295,590 | |
| | | NORDSON CORP | | COMMON STOCK | | | 40,648 | | | | | | 8,168,216 | |
| | | NORDSTROM INC | | COMMON STOCK | | | 73,700 | | | | | | 2,406,300 | |
| | | NORTHEAST BANK | | COMMON STOCK USD1.0 | | | 5,300 | | | | | | 119,356 | |
| | | NORTHFIELD BANCORP INC | | COMMON STOCK USD.01 | | | 30,653 | | | | | | 377,951 | |
| | | NORTHRIM BANCORP INC | | COMMON STOCK USD1.0 | | | 4,900 | | | | | | 166,355 | |
| | | NORTHWEST BANCSHARES INC | | COMMON STOCK USD.01 | | | 80,595 | | | | | | 1,026,780 | |
| | | NORTHWEST NATURAL HOLDING CO | | COMMON STOCK | | | 20,316 | | | | | | 934,333 | |
| | | NORTHWEST PIPE CO | | COMMON STOCK USD.01 | | | 7,644 | | | | | | 216,325 | |
| | | NORTHWESTERN CORP | | COMMON STOCK USD.01 | | | 34,095 | | | | | | 2,081,379 | |
| | | NORWOOD FINANCIAL CORP | | COMMON STOCK USD.1 | | | 2,300 | | | | | | 60,191 | |
| | | NOVAGOLD RESOURCES INC | | COMMON STOCK | | | 165,400 | | | | | | 1,599,418 | |
| | | NOVANTA INC | | COMMON STOCK | | | 24,600 | | | | | | 2,908,212 | |
| | | NOVAVAX INC | | COMMON STOCK USD.01 | | | 43,560 | | | | | | 4,857,376 | |
| | | NOVOCURE LTD | | COMMON STOCK | | | 71,071 | | | | | | 12,298,126 | |
| | | NOW INC | | COMMON STOCK USD.01 | | | 77,100 | | | | | | 553,578 | |
| | | NU SKIN ENTERPRISES INC A | | COMMON STOCK USD.001 | | | 34,691 | | | | | | 1,895,169 | |
| | | NUANCE COMMUNICATIONS INC | | COMMON STOCK USD.001 | | | 199,004 | | | | | | 8,774,086 | |
| | | NURIX THERAPEUTICS INC | | COMMON STOCK | | | 7,500 | | | | | | 246,600 | |
| | | NUTANIX INC A | | COMMON STOCK USD.000025 | | | 138,085 | | | | | | 4,400,769 | |
| | | NUVASIVE INC | | COMMON STOCK USD.001 | | | 34,501 | | | | | | 2,033,573 | |
| | | NV5 GLOBAL INC | | COMMON STOCK USD.01 | | | 7,300 | | | | | | 575,094 | |
| | | NVE CORP | | COMMON STOCK USD.01 | | | 3,617 | | | | | | 203,203 | |
| | | NVENT ELECTRIC PLC | | COMMON STOCK USD.01 | | | 108,830 | | | | | | 2,534,651 | |
| | | NYMOX PHARMACEUTICAL CORP | | COMMON STOCK | | | 27,900 | | | | | | 69,192 | |
| | | O I GLASS INC | | COMMON STOCK | | | 105,240 | | | | | | 1,252,356 | |
| | | OAK STREET HEALTH INC | | COMMON STOCK USD.001 | | | 17,600 | | | | | | 1,076,416 | |
| | | OAK VALLEY BANCORP | | COMMON STOCK | | | 4,586 | | | | | | 76,219 | |
| | | OCEANEERING INTL INC | | COMMON STOCK USD.25 | | | 65,903 | | | | | | 523,929 | |
| | | OCEANFIRST FINANCIAL CORP | | COMMON STOCK USD.01 | | | 41,332 | | | | | | 770,015 | |
| | | OCULAR THERAPEUTIX INC | | COMMON STOCK USD.0001 | | | 52,050 | | | | | | 1,077,435 | |
| | | ODONATE THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 7,315 | | | | | | 140,448 | |
| | | ODP CORP/THE | | COMMON STOCK USD.01 | | | 35,924 | | | | | | 1,052,573 | |
| | | OFFICE PROPERTIES INCOME TRU | | REIT USD.01 | | | 33,476 | | | | | | 760,575 | |
| | | OFG BANCORP | | COMMON STOCK USD1.0 | | | 36,418 | | | | | | 675,190 | |
| | | OGE ENERGY CORP | | COMMON STOCK USD.01 | | | 142,800 | | | | | | 4,549,608 | |
| | | OHIO VALLEY BANC CORP | | COMMON STOCK USD1.0 | | | 4,400 | | | | | | 103,840 | |
| | | OIL DRI CORP OF AMERICA | | COMMON STOCK USD.1 | | | 3,600 | | | | | | 122,688 | |
| | | OIL STATES INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 45,600 | | | | | | 228,912 | |
| | | OKTA INC | | COMMON STOCK | | | 80,900 | | | | | | 20,671,339 | |
| | | OLD NATIONAL BANCORP | | COMMON STOCK | | | 110,078 | | | | | | 1,907,360 | |
| | | OLD REPUBLIC INTL CORP | | COMMON STOCK USD1.0 | | | 203,070 | | | | | | 4,002,510 | |
| | | OLD SECOND BANCORP INC | | COMMON STOCK USD1.0 | | | 16,300 | | | | | | 164,630 | |
| | | OLIN CORP | | COMMON STOCK USD1.0 | | | 99,835 | | | | | | 2,451,948 | |
| | | OLLIE S BARGAIN OUTLET HOLDI | | COMMON STOCK USD.001 | | | 39,429 | | | | | | 3,224,109 | |
| | | OLYMPIC STEEL INC | | COMMON STOCK | | | 9,189 | | | | | | 122,489 | |
| | | OMEGA FLEX INC | | COMMON STOCK USD.01 | | | 2,100 | | | | | | 306,600 | |
| | | OMEGA HEALTHCARE INVESTORS | | REIT USD.1 | | | 159,896 | | | | | | 5,807,423 | |
| | | OMEROS CORP | | COMMON STOCK USD.01 | | | 36,100 | | | | | | 592,841 | |
| | | OMNICELL INC | | COMMON STOCK USD.001 | | | 30,400 | | | | | | 3,648,608 | |
| | | ON SEMICONDUCTOR CORP | | COMMON STOCK USD.01 | | | 287,021 | | | | | | 9,394,197 | |
| | | ONCOCYTE CORP | | COMMON STOCK | | | 16,945 | | | | | | 40,499 | |
| | | ONCORUS INC | | COMMON STOCK | | | 3,200 | | | | | | 103,456 | |
| | | ONE GAS INC | | COMMON STOCK | | | 37,600 | | | | | | 2,886,552 | |
| | | ONE LIBERTY PROPERTIES INC | | REIT USD1.0 | | | 11,095 | | | | | | 222,677 | |
| | | ONEMAIN HOLDINGS INC | | COMMON STOCK USD.01 | | | 43,900 | | | | | | 2,210,549 | |
| | | ONESPAN INC | | COMMON STOCK USD.001 | | | 23,297 | | | | | | 481,782 | |
| | | ONESPAWORLD HOLDINGS LTD | | COMMON STOCK USD.0001 | | | 31,500 | | | | | | 319,410 | |
| | | ONEWATER MARINE INC CL A | | COMMON STOCK USD.01 | | | 9,200 | | | | | | 267,628 | |
| | | ONTO INNOVATION INC | | COMMON STOCK | | | 31,890 | | | | | | 1,516,370 | |
| | | ONTRAK INC | | COMMON STOCK USD.0001 | | | 4,946 | | | | | | 305,613 | |
| | | OOMA INC | | COMMON STOCK USD.0001 | | | 14,300 | | | | | | 205,920 | |
| | | OP BANCORP | | COMMON STOCK | | | 10,000 | | | | | | 77,000 | |
| | | OPKO HEALTH INC | | COMMON STOCK USD.01 | | | 267,722 | | | | | | 1,057,502 | |
| | | OPORTUN FINANCIAL CORP | | COMMON STOCK USD.0001 | | | 12,300 | | | | | | 238,251 | |
| | | OPPENHEIMER HOLDINGS CL A | | COMMON STOCK USD.001 | | | 6,500 | | | | | | 204,295 | |
| | | OPTIMIZERX CORP | | COMMON STOCK USD.001 | | | 8,995 | | | | | | 280,284 | |
| | | OPTINOSE INC | | COMMON STOCK USD.001 | | | 13,292 | | | | | | 55,029 | |
| | | OPTION CARE HEALTH INC | | COMMON STOCK USD.0001 | | | 25,875 | | | | | | 482,898 | |
| | | ORASURE TECHNOLOGIES INC | | COMMON STOCK USD.000001 | | | 43,410 | | | | | | 459,495 | |
| | | ORBCOMM INC | | COMMON STOCK USD.001 | | | 49,900 | | | | | | 370,258 | |
| | | ORCHID ISLAND CAPITAL INC | | REIT USD.01 | | | 39,400 | | | | | | 205,668 | |
| | | ORGANOGENESIS HOLDINGS INC | | COMMON STOCK | | | 13,600 | | | | | | 102,408 | |
| | | ORIC PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 18,000 | | | | | | 609,300 | |
| | | ORIGIN BANCORP INC | | COMMON STOCK | | | 14,800 | | | | | | 410,996 | |
| | | ORION ENERGY SYSTEMS INC | | COMMON STOCK | | | 18,800 | | | | | | 185,556 | |
| | | ORION ENGINEERED CARBONS SA | | COMMON STOCK | | | 39,900 | | | | | | 683,886 | |
| | | ORMAT TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 27,855 | | | | | | 2,514,749 | |
| | | ORRSTOWN FINL SERVICES INC | | COMMON STOCK | | | 7,622 | | | | | | 126,144 | |
| | | ORTHOFIX MEDICAL INC | | COMMON STOCK USD.1 | | | 12,900 | | | | | | 554,442 | |
| | | ORTHOPEDIATRICS CORP | | COMMON STOCK USD.00025 | | | 8,846 | | | | | | 364,898 | |
| | | OSHKOSH CORP | | COMMON STOCK USD.01 | | | 48,525 | | | | | | 4,176,547 | |
| | | OSI SYSTEMS INC | | COMMON STOCK | | | 11,400 | | | | | | 1,062,708 | |
| | | OSMOTICA PHARMACEUTICALS PLC | | COMMON STOCK USD.01 | | | 4,752 | | | | | | 19,578 | |
| | | OTTER TAIL CORP | | COMMON STOCK USD5.0 | | | 27,900 | | | | | | 1,188,819 | |
| | | OUTFRONT MEDIA INC | | REIT USD.01 | | | 100,622 | | | | | | 1,968,166 | |
| | | OUTSET MEDICAL INC | | COMMON STOCK USD.001 | | | 8,600 | | | | | | 488,824 | |
| | | OVERSEAS SHIPHOLDING GROUP A | | COMMON STOCK | | | 30,200 | | | | | | 64,628 | |
| | | OVERSTOCK.COM INC | | COMMON STOCK USD.0001 | | | 31,000 | | | | | | 1,487,070 | |
| | | OVID THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 30,300 | | | | | | 69,993 | |
| | | OVINTIV INC | | COMMON STOCK | | | 182,200 | | | | | | 2,616,392 | |
| | | OWENS + MINOR INC | | COMMON STOCK USD2.0 | | | 53,871 | | | | | | 1,457,211 | |
| | | OWENS CORNING | | COMMON STOCK USD.001 | | | 75,996 | | | | | | 5,757,457 | |
| | | OXFORD INDUSTRIES INC | | COMMON STOCK USD1.0 | | | 11,391 | | | | | | 746,224 | |
| | | OYSTER POINT PHARMA INC | | COMMON STOCK USD.001 | | | 5,200 | | | | | | 97,864 | |
| | | P G + E CORP | | COMMON STOCK | | | 934,798 | | | | | | 11,647,583 | |
| | | PACIFIC BIOSCIENCES OF CALIF | | COMMON STOCK USD.0001 | | | 121,912 | | | | | | 3,162,397 | |
| | | PACIFIC PREMIER BANCORP INC | | COMMON STOCK USD.01 | | | 58,728 | | | | | | 1,839,948 | |
| | | PACIRA BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 28,400 | | | | | | 1,789,220 | |
| | | PACTIV EVERGREEN INC | | COMMON STOCK | | | 32,800 | | | | | | 594,992 | |
| | | PACWEST BANCORP | | COMMON STOCK | | | 78,816 | | | | | | 2,093,375 | |
| | | PAE INC | | COMMON STOCK USD.0001 | | | 41,000 | | | | | | 376,380 | |
| | | PAGERDUTY INC | | COMMON STOCK USD.000005 | | | 48,663 | | | | | | 2,029,247 | |
| | | PALO ALTO NETWORKS INC | | COMMON STOCK USD.0001 | | | 65,500 | | | | | | 23,384,663 | |
| | | PALOMAR HOLDINGS INC | | COMMON STOCK USD.0001 | | | 13,500 | | | | | | 1,199,340 | |
| | | PANDION THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 5,300 | | | | | | 78,718 | |
| | | PAPA JOHN S INTL INC | | COMMON STOCK USD.01 | | | 22,750 | | | | | | 1,930,338 | |
| | | PAR PACIFIC HOLDINGS INC | | COMMON STOCK USD.01 | | | 27,190 | | | | | | 380,116 | |
| | | PAR TECHNOLOGY CORP/DEL | | COMMON STOCK USD.02 | | | 14,600 | | | | | | 916,734 | |
| | | PARAMOUNT GROUP INC | | REIT USD.01 | | | 126,400 | | | | | | 1,142,656 | |
| | | PARATEK PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 30,400 | | | | | | 190,304 | |
| | | PARK AEROSPACE CORP | | COMMON STOCK USD.1 | | | 14,550 | | | | | | 195,116 | |
| | | PARK HOTELS + RESORTS INC | | REIT USD.01 | | | 169,873 | | | | | | 2,913,322 | |
| | | PARK NATIONAL CORP | | COMMON STOCK | | | 9,317 | | | | | | 1,062,388 | |
| | | PARK OHIO HOLDINGS CORP | | COMMON STOCK USD1.0 | | | 6,000 | | | | | | 185,400 | |
| | | PARKE BANCORP INC | | COMMON STOCK USD.1 | | | 7,810 | | | | | | 121,836 | |
| | | PARSLEY ENERGY INC CLASS A | | COMMON STOCK USD.01 | | | 210,710 | | | | | | 2,992,082 | |
| | | PARSONS CORP | | COMMON STOCK USD1.0 | | | 14,900 | | | | | | 542,509 | |
| | | PASSAGE BIO INC | | COMMON STOCK USD.0001 | | | 20,600 | | | | | | 526,742 | |
| | | PATRICK INDUSTRIES INC | | COMMON STOCK | | | 14,970 | | | | | | 1,023,200 | |
| | | PATTERSON COS INC | | COMMON STOCK USD.01 | | | 57,063 | | | | | | 1,690,777 | |
| | | PATTERSON UTI ENERGY INC | | COMMON STOCK USD.01 | | | 128,112 | | | | | | 673,869 | |
| | | PAVMED INC | | COMMON STOCK USD.001 | | | 24,500 | | | | | | 51,940 | |
| | | PAYLOCITY HOLDING CORP | | COMMON STOCK USD.001 | | | 27,231 | | | | | | 5,607,135 | |
| | | PAYSIGN INC | | COMMON STOCK | | | 23,369 | | | | | | 108,432 | |
| | | PBF ENERGY INC CLASS A | | COMMON STOCK USD.001 | | | 68,351 | | | | | | 485,292 | |
| | | PC CONNECTION INC | | COMMON STOCK USD.01 | | | 7,600 | | | | | | 359,404 | |
| | | PCB BANCORP | | COMMON STOCK | | | 5,162 | | | | | | 52,188 | |
| | | PCSB FINANCIAL CORP | | COMMON STOCK USD.01 | | | 12,300 | | | | | | 196,062 | |
| | | PCTEL INC | | COMMON STOCK USD.001 | | | 12,400 | | | | | | 81,468 | |
| | | PDC ENERGY INC | | COMMON STOCK USD.01 | | | 66,239 | | | | | | 1,437,910 | |
| | | PDF SOLUTIONS INC | | COMMON STOCK USD.00015 | | | 20,200 | | | | | | 436,320 | |
| | | PEABODY ENERGY CORP | | COMMON STOCK | | | 37,800 | | | | | | 91,098 | |
| | | PEAPACK GLADSTONE FINL CORP | | COMMON STOCK | | | 10,805 | | | | | | 245,922 | |
| | | PEBBLEBROOK HOTEL TRUST | | REIT USD.01 | | | 87,355 | | | | | | 1,642,274 | |
| | | PEGASYSTEMS INC | | COMMON STOCK USD.01 | | | 28,261 | | | | | | 3,766,061 | |
| | | PELOTON INTERACTIVE INC A | | COMMON STOCK USD.000025 | | | 178,600 | | | | | | 27,248,915 | |
| | | PENN NATIONAL GAMING INC | | COMMON STOCK USD.01 | | | 109,492 | | | | | | 9,456,824 | |
| | | PENN VIRGINIA CORP | | COMMON STOCK | | | 11,600 | | | | | | 117,740 | |
| | | PENNANT GROUP INC/THE | | COMMON STOCK USD.001 | | | 16,882 | | | | | | 980,169 | |
| | | PENNS WOODS BANCORP INC | | COMMON STOCK USD5.55 | | | 4,700 | | | | | | 122,247 | |
| | | PENNYMAC FINANCIAL SERVICES | | COMMON STOCK USD.0001 | | | 28,658 | | | | | | 1,880,538 | |
| | | PENNYMAC MORTGAGE INVESTMENT | | REIT USD.01 | | | 66,742 | | | | | | 1,173,992 | |
| | | PENSKE AUTOMOTIVE GROUP INC | | COMMON STOCK USD.0001 | | | 21,600 | | | | | | 1,282,824 | |
| | | PENUMBRA INC | | COMMON STOCK USD.001 | | | 23,600 | | | | | | 4,130,000 | |
| | | PEOPLES BANCORP INC | | COMMON STOCK | | | 12,795 | | | | | | 346,617 | |
| | | PEOPLES BANCORP OF NC | | COMMON STOCK | | | 517 | | | | | | 11,901 | |
| | | PEOPLES FINANCIAL SERVICES | | COMMON STOCK USD2.0 | | | 5,800 | | | | | | 213,208 | |
| | | PERDOCEO EDUCATION CORP | | COMMON STOCK USD.01 | | | 47,882 | | | | | | 604,750 | |
| | | PERFICIENT INC | | COMMON STOCK USD.001 | | | 22,700 | | | | | | 1,081,655 | |
| | | PERFORMANCE FOOD GROUP CO | | COMMON STOCK USD.01 | | | 93,112 | | | | | | 4,433,062 | |
| | | PERSONALIS INC | | COMMON STOCK | | | 15,714 | | | | | | 575,290 | |
| | | PERSPECTA INC | | COMMON STOCK USD.01 | | | 93,498 | | | | | | 2,354,987 | |
| | | PETIQ INC | | COMMON STOCK USD.001 | | | 14,798 | | | | | | 568,983 | |
| | | PETMED EXPRESS INC | | COMMON STOCK USD.001 | | | 13,500 | | | | | | 432,810 | |
| | | PFSWEB INC | | COMMON STOCK USD.001 | | | 11,100 | | | | | | 74,703 | |
| | | PGT INNOVATIONS INC | | COMMON STOCK USD.01 | | | 39,300 | | | | | | 799,362 | |
| | | PHASEBIO PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 10,720 | | | | | | 36,019 | |
| | | PHATHOM PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 7,400 | | | | | | 245,828 | |
| | | PHIBRO ANIMAL HEALTH CORP A | | COMMON STOCK USD.001 | | | 14,113 | | | | | | 274,074 | |
| | | PHOTRONICS INC | | COMMON STOCK USD.01 | | | 44,142 | | | | | | 492,625 | |
| | | PHREESIA INC | | COMMON STOCK USD.01 | | | 24,694 | | | | | | 1,339,896 | |
| | | PHYSICIANS REALTY TRUST | | REIT USD.01 | | | 145,300 | | | | | | 2,586,340 | |
| | | PIEDMONT OFFICE REALTY TRU A | | REIT USD.01 | | | 85,000 | | | | | | 1,379,550 | |
| | | PIERIS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 42,300 | | | | | | 105,750 | |
| | | PILGRIM S PRIDE CORP | | COMMON STOCK USD.01 | | | 37,042 | | | | | | 726,394 | |
| | | PING IDENTITY HOLDING CORP | | COMMON STOCK USD.001 | | | 25,800 | | | | | | 738,912 | |
| | | PINNACLE FINANCIAL PARTNERS | | COMMON STOCK USD1.0 | | | 53,197 | | | | | | 3,425,887 | |
| | | PINTEREST INC CLASS A | | COMMON STOCK USD.00001 | | | 282,686 | | | | | | 18,714,681 | |
| | | PIONEER BANCORP INC/NY | | COMMON STOCK USD.01 | | | 11,800 | | | | | | 124,726 | |
| | | PIPER SANDLER COS | | COMMON STOCK USD.01 | | | 13,041 | | | | | | 1,315,837 | |
| | | PITNEY BOWES INC | | COMMON STOCK USD1.0 | | | 120,700 | | | | | | 743,512 | |
| | | PIXELWORKS INC | | COMMON STOCK USD.001 | | | 26,200 | | | | | | 73,884 | |
| | | PJT PARTNERS INC A | | COMMON STOCK | | | 15,600 | | | | | | 1,173,900 | |
| | | PLANET FITNESS INC CL A | | COMMON STOCK USD.0001 | | | 58,700 | | | | | | 4,556,881 | |
| | | PLANTRONICS INC | | COMMON STOCK USD.01 | | | 23,400 | | | | | | 632,502 | |
| | | PLAYAGS INC | | COMMON STOCK USD.01 | | | 13,100 | | | | | | 94,320 | |
| | | PLEXUS CORP | | COMMON STOCK USD.01 | | | 19,354 | | | | | | 1,513,676 | |
| | | PLIANT THERAPEUTICS INC | | COMMON STOCK | | | 10,700 | | | | | | 243,104 | |
| | | PLUG POWER INC | | COMMON STOCK USD.01 | | | 263,800 | | | | | | 8,945,458 | |
| | | PLUMAS BANCORP | | COMMON STOCK | | | 3,100 | | | | | | 72,850 | |
| | | PLURALSIGHT INC A | | COMMON STOCK USD.0001 | | | 65,500 | | | | | | 1,372,880 | |
| | | PLYMOUTH INDUSTRIAL REIT INC | | REIT USD.01 | | | 23,300 | | | | | | 349,500 | |
| | | PMV PHARMACEUTICALS INC | | COMMON STOCK | | | 8,700 | | | | | | 535,137 | |
| | | PNM RESOURCES INC | | COMMON STOCK | | | 57,132 | | | | | | 2,772,616 | |
| | | POLARIS INC | | COMMON STOCK USD.01 | | | 41,668 | | | | | | 3,970,127 | |
| | | POPULAR INC | | COMMON STOCK USD.01 | | | 59,684 | | | | | | 3,361,403 | |
| | | PORTLAND GENERAL ELECTRIC CO | | COMMON STOCK | | | 64,826 | | | | | | 2,772,608 | |
| | | POSEIDA THERAPEUTICS INC | | COMMON STOCK | | | 9,000 | | | | | | 98,730 | |
| | | POST HOLDINGS INC | | COMMON STOCK USD.01 | | | 45,514 | | | | | | 4,597,369 | |
| | | POTLATCHDELTIC CORP | | REIT USD1.0 | | | 47,455 | | | | | | 2,373,699 | |
| | | POWELL INDUSTRIES INC | | COMMON STOCK USD.01 | | | 6,900 | | | | | | 203,481 | |
| | | POWER INTEGRATIONS INC | | COMMON STOCK USD.001 | | | 42,250 | | | | | | 3,458,585 | |
| | | POWERFLEET INC | | COMMON STOCK USD.01 | | | 32,900 | | | | | | 244,447 | |
| | | PPD INC | | COMMON STOCK USD.01 | | | 114,500 | | | | | | 3,918,190 | |
| | | PQ GROUP HOLDINGS INC | | COMMON STOCK | | | 26,400 | | | | | | 376,464 | |
| | | PRA GROUP INC | | COMMON STOCK USD.01 | | | 31,181 | | | | | | 1,236,638 | |
| | | PRA HEALTH SCIENCES INC | | COMMON STOCK USD.01 | | | 44,938 | | | | | | 5,637,023 | |
| | | PRAXIS PRECISION MEDICINES I | | COMMON STOCK USD.0001 | | | 6,800 | | | | | | 374,136 | |
| | | PRECIGEN INC | | COMMON STOCK | | | 45,900 | | | | | | 468,180 | |
| | | PRECISION BIOSCIENCES INC | | COMMON STOCK | | | 28,348 | | | | | | 236,422 | |
| | | PREFERRED APARTMENT COMMUN A | | REIT USD.01 | | | 25,900 | | | | | | 191,660 | |
| | | PREFERRED BANK/LOS ANGELES | | COMMON STOCK | | | 9,500 | | | | | | 479,465 | |
| | | PREFORMED LINE PRODUCTS CO | | COMMON STOCK USD2.0 | | | 2,100 | | | | | | 143,724 | |
| | | PRELUDE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 7,600 | | | | | | 543,780 | |
| | | PREMIER FINANCIAL BANCORP | | COMMON STOCK | | | 8,074 | | | | | | 107,303 | |
| | | PREMIER FINANCIAL CORP | | COMMON STOCK USD.01 | | | 24,524 | | | | | | 564,052 | |
| | | PREMIER INC CLASS A | | COMMON STOCK USD.01 | | | 87,800 | | | | | | 3,081,780 | |
| | | PRESTIGE CONSUMER HEALTHCARE | | COMMON STOCK USD.01 | | | 33,886 | | | | | | 1,181,605 | |
| | | PREVAIL THERAPEUTICS INC | | COMMON STOCK | | | 12,714 | | | | | | 293,312 | |
| | | PRICESMART INC | | COMMON STOCK USD.0001 | | | 15,391 | | | | | | 1,401,966 | |
| | | PRIMERICA INC | | COMMON STOCK | | | 28,163 | | | | | | 3,771,871 | |
| | | PRIMO WATER CORP | | COMMON STOCK | | | 106,855 | | | | | | 1,675,486 | |
| | | PRIMORIS SERVICES CORP | | COMMON STOCK USD.0001 | | | 33,100 | | | | | | 913,891 | |
| | | PROASSURANCE CORP | | COMMON STOCK USD.01 | | | 37,335 | | | | | | 664,190 | |
| | | PROFESSIONAL HOLDING CORP A | | COMMON STOCK | | | 13,500 | | | | | | 208,305 | |
| | | PROG HOLDINGS INC | | COMMON STOCK USD.5 | | | 48,718 | | | | | | 2,624,439 | |
| | | PROGENIC PHARMACEUTICALS INC. | | COMMON STOCK | | | 68,286 | | | | | | 25,703 | |
| | | PROGRESS SOFTWARE CORP | | COMMON STOCK USD.01 | | | 30,185 | | | | | | 1,364,060 | |
| | | PROGYNY INC | | COMMON STOCK USD.0001 | | | 18,700 | | | | | | 792,693 | |
| | | PROOFPOINT INC | | COMMON STOCK USD.0001 | | | 40,418 | | | | | | 5,513,419 | |
| | | PROPETRO HOLDING CORP | | COMMON STOCK | | | 51,297 | | | | | | 379,085 | |
| | | PROS HOLDINGS INC | | COMMON STOCK USD.001 | | | 26,000 | | | | | | 1,401,256 | |
| | | PROSIGHT GLOBAL INC | | COMMON STOCK USD.01 | | | 6,500 | | | | | | 84,286 | |
| | | PROSPERITY BANCSHARES INC | | COMMON STOCK USD1.0 | | | 63,865 | | | | | | 4,429,676 | |
| | | PROTAGONIST THERAPEUTICS INC | | COMMON STOCK USD.00001 | | | 20,353 | | | | | | 410,316 | |
| | | PROTECTIVE INSURANCE CORP B | | COMMON STOCK | | | 7,150 | | | | | | 98,027 | |
| | | PROTHENA CORP PLC | | COMMON STOCK USD.01 | | | 21,700 | | | | | | 260,617 | |
| | | PROTO LABS INC | | COMMON STOCK USD.001 | | | 18,600 | | | | | | 2,853,240 | |
| | | PROVENTION BIO INC | | COMMON STOCK | | | 29,400 | | | | | | 498,036 | |
| | | PROVIDENCE SERVICE CORP | | COMMON STOCK USD.001 | | | 7,855 | | | | | | 1,172,118 | |
| | | PROVIDENT BANCORP INC | | COMMON STOCK USD.01 | | | 19,600 | | | | | | 235,200 | |
| | | PROVIDENT FINANCIAL HLDGS | | COMMON STOCK USD.01 | | | 4,000 | | | | | | 62,840 | |
| | | PROVIDENT FINANCIAL SERVICES | | COMMON STOCK USD.01 | | | 49,664 | | | | | | 891,965 | |
| | | PRUDENTIAL BANCORP INC | | COMMON STOCK USD.01 | | | 7,822 | | | | | | 108,335 | |
| | | PS BUSINESS PARKS INC/CA | | REIT USD.01 | | | 14,040 | | | | | | 1,865,495 | |
| | | PTC INC | | COMMON STOCK USD.01 | | | 73,867 | | | | | | 8,835,232 | |
| | | PTC THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 44,390 | | | | | | 2,709,122 | |
| | | PULMONX CORP | | COMMON STOCK | | | 7,300 | | | | | | 503,846 | |
| | | PULSE BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 7,495 | | | | | | 178,831 | |
| | | PULSE BIOSCIENCES INC | | CALL EXP 14MAY25 | | | 191 | | | | | | 3,218 | |
| | | PUMA BIOTECHNOLOGY INC | | COMMON STOCK USD.0001 | | | 21,000 | | | | | | 215,460 | |
| | | PURE CYCLE CORP | | COMMON STOCK USD.0033 | | | 13,491 | | | | | | 151,504 | |
| | | PURE STORAGE INC CLASS A | | COMMON STOCK USD.0001 | | | 173,200 | | | | | | 3,916,052 | |
| | | PURPLE INNOVATION INC | | COMMON STOCK | | | 8,900 | | | | | | 382,111 | |
| | | PZENA INVESTMENT MANAGM CL A | | COMMON STOCK USD.01 | | | 14,100 | | | | | | 102,930 | |
| | | Q2 HOLDINGS INC | | COMMON STOCK USD.0001 | | | 35,764 | | | | | | 4,525,219 | |
| | | QAD INC A | | COMMON STOCK | | | 8,052 | | | | | | 508,725 | |
| | | QCR HOLDINGS INC | | COMMON STOCK USD1.0 | | | 10,600 | | | | | | 419,654 | |
| | | QIAGEN N.V. | | COMMON STOCK EUR.01 | | | 159,227 | | | | | | 8,415,147 | |
| | | QTS REALTY TRUST INC CL A | | REIT USD.01 | | | 46,100 | | | | | | 2,852,668 | |
| | | QUAD GRAPHICS INC | | COMMON STOCK USD.025 | | | 28,000 | | | | | | 106,960 | |
| | | QUAKER CHEMICAL CORP | | COMMON STOCK USD1.0 | | | 9,300 | | | | | | 2,356,527 | |
| | | QUALYS INC | | COMMON STOCK USD.001 | | | 24,546 | | | | | | 2,991,421 | |
| | | QUANEX BUILDING PRODUCTS | | COMMON STOCK USD.01 | | | 22,955 | | | | | | 508,912 | |
| | | QUANTERIX CORP | | COMMON STOCK USD.001 | | | 14,180 | | | | | | 659,370 | |
| | | QUANTUM CORP | | COMMON STOCK USD.01 | | | 35,400 | | | | | | 216,648 | |
| | | QUIDEL CORP | | COMMON STOCK USD.001 | | | 26,535 | | | | | | 4,767,013 | |
| | | QUINSTREET INC | | COMMON STOCK USD.001 | | | 31,500 | | | | | | 675,360 | |
| | | QUOTIENT LTD | | COMMON STOCK | | | 41,900 | | | | | | 218,299 | |
| | | QUOTIENT TECHNOLOGY INC | | COMMON STOCK USD.00001 | | | 59,367 | | | | | | 559,237 | |
| | | QURATE RETAIL INC SERIES A | | COMMON STOCK USD.01 | | | 266,620 | | | | | | 2,924,821 | |
| | | R1 RCM INC | | COMMON STOCK USD.01 | | | 75,493 | | | | | | 1,813,342 | |
| | | RACKSPACE TECHNOLOGY INC | | COMMON STOCK USD.01 | | | 19,700 | | | | | | 453,638 | |
| | | RADIAN GROUP INC | | COMMON STOCK USD.001 | | | 133,280 | | | | | | 2,698,920 | |
| | | RADIANT LOGISTICS INC | | COMMON STOCK USD.001 | | | 18,600 | | | | | | 107,880 | |
| | | RADIUS HEALTH INC | | COMMON STOCK USD.0001 | | | 31,382 | | | | | | 560,483 | |
| | | RADNET INC | | COMMON STOCK USD.0001 | | | 31,436 | | | | | | 615,203 | |
| | | RAFAEL HOLDINGS INC CLASS B | | COMMON STOCK USD.01 | | | 6,404 | | | | | | 149,341 | |
| | | RAMBUS INC | | COMMON STOCK USD.001 | | | 76,100 | | | | | | 1,328,706 | |
| | | RANGE RESOURCES CORP | | COMMON STOCK USD.01 | | | 144,092 | | | | | | 965,416 | |
| | | RANPAK HOLDINGS CORP | | COMMON STOCK USD.0001 | | | 27,500 | | | | | | 369,600 | |
| | | RAPID7 INC | | COMMON STOCK USD.01 | | | 37,200 | | | | | | 3,353,952 | |
| | | RAPT THERAPEUTICS INC | | COMMON STOCK | | | 7,800 | | | | | | 154,050 | |
| | | RAVEN INDUSTRIES INC | | COMMON STOCK USD1.0 | | | 24,782 | | | | | | 820,036 | |
| | | RAYONIER ADVANCED MATERIALS | | COMMON STOCK USD.01 | | | 37,627 | | | | | | 245,328 | |
| | | RAYONIER INC | | REIT | | | 95,367 | | | | | | 2,801,882 | |
| | | RBB BANCORP | | COMMON STOCK | | | 8,600 | | | | | | 132,268 | |
| | | RBC BEARINGS INC | | COMMON STOCK USD.01 | | | 17,140 | | | | | | 3,068,746 | |
| | | RCI HOSPITALITY HOLDINGS INC | | COMMON STOCK USD.01 | | | 7,300 | | | | | | 287,912 | |
| | | RE/MAX HOLDINGS INC CL A | | COMMON STOCK USD.0001 | | | 13,300 | | | | | | 483,189 | |
| | | READY CAPITAL CORP | | REIT USD.0001 | | | 36,539 | | | | | | 454,911 | |
| | | REALOGY HOLDINGS CORP | | COMMON STOCK USD.01 | | | 76,138 | | | | | | 998,931 | |
| | | REALPAGE INC | | COMMON STOCK USD.001 | | | 62,881 | | | | | | 5,485,738 | |
| | | REALREAL INC/THE | | COMMON STOCK USD.00001 | | | 41,687 | | | | | | 814,564 | |
| | | REATA PHARMACEUTICALS INC A | | COMMON STOCK USD.001 | | | 16,245 | | | | | | 2,094,743 | |
| | | RECRO PHARMA INC | | COMMON STOCK USD.01 | | | 15,360 | | | | | | 43,776 | |
| | | RED RIVER BANCSHARES INC | | COMMON STOCK | | | 3,900 | | | | | | 193,245 | |
| | | RED ROBIN GOURMET BURGERS | | COMMON STOCK USD.001 | | | 10,095 | | | | | | 194,127 | |
| | | RED ROCK RESORTS INC CLASS A | | COMMON STOCK USD.01 | | | 43,600 | | | | | | 1,091,744 | |
| | | RED VIOLET INC | | COMMON STOCK USD.001 | | | 4,600 | | | | | | 120,106 | |
| | | REDFIN CORP | | COMMON STOCK | | | 70,600 | | | | | | 4,845,278 | |
| | | REDWOOD TRUST INC | | REIT USD.01 | | | 79,100 | | | | | | 694,498 | |
| | | REGAL BELOIT CORP | | COMMON STOCK USD.01 | | | 29,121 | | | | | | 3,576,350 | |
| | | REGENXBIO INC | | COMMON STOCK USD.0001 | | | 23,497 | | | | | | 1,065,824 | |
| | | REGIONAL MANAGEMENT CORP | | COMMON STOCK USD.1 | | | 5,800 | | | | | | 173,188 | |
| | | REGIS CORP | | COMMON STOCK USD.05 | | | 18,945 | | | | | | 174,105 | |
| | | REINSURANCE GROUP OF AMERICA | | COMMON STOCK USD.01 | | | 48,175 | | | | | | 5,583,483 | |
| | | RELAY THERAPEUTICS INC | | COMMON STOCK | | | 22,400 | | | | | | 930,944 | |
| | | RELIANCE STEEL + ALUMINUM | | COMMON STOCK | | | 45,186 | | | | | | 5,411,024 | |
| | | RELIANT BANCORP INC | | COMMON STOCK USD.001 | | | 9,800 | | | | | | 182,476 | |
| | | RELMADA THERAPEUTICS INC | | COMMON STOCK | | | 9,700 | | | | | | 311,079 | |
| | | RENAISSANCERE HOLDINGS LTD | | COMMON STOCK USD1.0 | | | 35,997 | | | | | | 5,969,023 | |
| | | RENASANT CORP | | COMMON STOCK USD5.0 | | | 37,875 | | | | | | 1,275,630 | |
| | | RENEWABLE ENERGY GROUP INC | | COMMON STOCK USD.0001 | | | 25,700 | | | | | | 1,905,061 | |
| | | RENT A CENTER INC | | COMMON STOCK USD.01 | | | 33,750 | | | | | | 1,292,288 | |
| | | REPAY HOLDINGS CORP | | COMMON STOCK USD.0001 | | | 46,100 | | | | | | 1,256,225 | |
| | | REPLIGEN CORP | | COMMON STOCK USD.01 | | | 37,088 | | | | | | 7,107,173 | |
| | | REPLIMUNE GROUP INC | | COMMON STOCK USD.001 | | | 16,518 | | | | | | 630,162 | |
| | | REPRO MEDSYSTEMS INC | | COMMON STOCK USD.01 | | | 18,800 | | | | | | 113,176 | |
| | | REPUBLIC BANCORP INC CLASS A | | COMMON STOCK | | | 5,790 | | | | | | 208,845 | |
| | | REPUBLIC FIRST BANCORP INC | | COMMON STOCK USD.01 | | | 41,250 | | | | | | 117,563 | |
| | | RESIDEO TECHNOLOGIES INC | | COMMON STOCK USD.001 | | | 102,966 | | | | | | 2,189,057 | |
| | | RESONANT INC | | COMMON STOCK USD.001 | | | 33,600 | | | | | | 89,040 | |
| | | RESOURCES CONNECTION INC | | COMMON STOCK USD.01 | | | 22,500 | | | | | | 282,825 | |
| | | RETAIL OPPORTUNITY INVESTMEN | | REIT USD.0001 | | | 78,300 | | | | | | 1,048,437 | |
| | | RETAIL PROPERTIES OF AME A | | REIT USD.001 | | | 142,369 | | | | | | 1,218,679 | |
| | | RETAIL VALUE INC | | REIT USD.1 | | | 13,539 | | | | | | 201,325 | |
| | | RETRACTABLE TECHNOLOGIES INC | | COMMON STOCK | | | 16,900 | | | | | | 181,506 | |
| | | REV GROUP INC | | COMMON STOCK USD.001 | | | 21,100 | | | | | | 185,891 | |
| | | REVANCE THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 42,324 | | | | | | 1,199,462 | |
| | | REVLON INC CLASS A | | COMMON STOCK USD.01 | | | 5,402 | | | | | | 64,176 | |
| | | REVOLUTION MEDICINES INC | | COMMON STOCK | | | 25,900 | | | | | | 1,025,381 | |
| | | REX AMERICAN RESOURCES CORP | | COMMON STOCK USD.01 | | | 3,909 | | | | | | 287,194 | |
| | | REXFORD INDUSTRIAL REALTY IN | | REIT USD.01 | | | 88,343 | | | | | | 4,338,525 | |
| | | REXNORD CORP | | COMMON STOCK USD.01 | | | 86,279 | | | | | | 3,407,158 | |
| | | REYNOLDS CONSUMER PRODUCTS I | | COMMON STOCK USD.001 | | | 33,134 | | | | | | 995,345 | |
| | | RGC RESOURCES INC | | COMMON STOCK USD5.0 | | | 5,200 | | | | | | 123,656 | |
| | | RH | | COMMON STOCK USD.0001 | | | 11,227 | | | | | | 5,024,307 | |
| | | RHYTHM PHARMACEUTICALS INC | | COMMON STOCK | | | 23,166 | | | | | | 688,725 | |
| | RIBBON COMMUNICATIONS INC | | COMMON STOCK USD.001 | | | 42,563 | | | | | | 279,213 | |
| | | RICHMOND MUTUAL BANCORPORATI | | COMMON STOCK USD.01 | | | 9,200 | | | | | | 125,672 | |
| | | RIGEL PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 129,363 | | | | | | 452,771 | |
| | | RINGCENTRAL INC CLASS A | | COMMON STOCK USD.0001 | | | 55,400 | | | | | | 21,070,733 | |
| | | RITE AID CORP | | COMMON STOCK USD1.0 | | | 38,140 | | | | | | 603,756 | |
| | | RIVERVIEW BANCORP INC | | COMMON STOCK USD.01 | | | 17,301 | | | | | | 91,003 | |
| | | RLI CORP | | COMMON STOCK USD1.0 | | | 28,445 | | | | | | 2,962,547 | |
| | | RLJ LODGING TRUST | | REIT | | | 110,518 | | | | | | 1,563,830 | |
| | | RMR GROUP INC/THE A | | COMMON STOCK | | | 10,426 | | | | | | 402,652 | |
| | | ROCKET COS INC CLASS A | | COMMON STOCK USD.00001 | | | 80,900 | | | | | | 1,635,798 | |
| | | ROCKET PHARMACEUTICALS INC | | COMMON STOCK USD.01 | | | 23,684 | | | | | | 1,298,831 | |
| | | ROCKWELL MEDICAL INC | | COMMON STOCK | | | 55,100 | | | | | | 55,651 | |
| | | ROCKY BRANDS INC | | COMMON STOCK | | | 3,600 | | | | | | 101,052 | |
| | | ROGERS CORP | | COMMON STOCK USD1.0 | | | 12,521 | | | | | | 2,037,562 | |
| | | ROKU INC | | COMMON STOCK USD.0001 | | | 76,600 | | | | | | 25,565,541 | |
| | | ROYAL GOLD INC | | COMMON STOCK USD.01 | | | 46,700 | | | | | | 4,967,012 | |
| | | ROYALTY PHARMA PLC CL A | | COMMON STOCK | | | 78,300 | | | | | | 3,918,915 | |
| | | RPC INC | | COMMON STOCK USD.1 | | | 39,493 | | | | | | 124,403 | |
| | | RPM INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 90,547 | | | | | | 8,219,857 | |
| | | RPT REALTY | | REIT USD.01 | | | 55,527 | | | | | | 480,309 | |
| | | RUBIUS THERAPEUTICS INC | | COMMON STOCK | | | 25,996 | | | | | | 197,310 | |
| | | RUSH ENTERPRISES INC CL B | | COMMON STOCK USD.01 | | | 5,100 | | | | | | 193,239 | |
| | | RUSH ENTERPRISES INC CL A | | COMMON STOCK USD.01 | | | 28,071 | | | | | | 1,162,701 | |
| | | RUTH S HOSPITALITY GROUP INC | | COMMON STOCK USD.01 | | | 18,364 | | | | | | 325,594 | |
| | | RYDER SYSTEM INC | | COMMON STOCK USD.5 | | | 35,404 | | | | | | 2,285,371 | |
| | | RYERSON HOLDING CORP | | COMMON STOCK USD.01 | | | 11,200 | | | | | | 152,768 | |
| | | RYMAN HOSPITALITY PROPERTIES | | REIT USD.01 | | | 35,078 | | | | | | 2,376,885 | |
| | | S + T BANCORP INC | | COMMON STOCK USD2.5 | | | 26,800 | | | | | | 665,712 | |
| | | S+P MID 400 EMINI MAR21 | | XCME 20210319 | | | 10,700 | | | | | | 432,220 | |
| | | SABRA HEALTH CARE REIT INC | | REIT USD.01 | | | 143,018 | | | | | | 2,484,223 | |
| | | SABRE CORP | | COMMON STOCK USD.01 | | | 230,263 | | | | | | 2,767,761 | |
| | | SAFEGUARD SCIENTIFICS INC | | COMMON STOCK USD.1 | | | 15,806 | | | | | | 100,842 | |
| | | SAFEHOLD INC | | REIT USD.01 | | | 13,792 | | | | | | 999,782 | |
| | | SAFETY INSURANCE GROUP INC | | COMMON STOCK USD.01 | | | 10,188 | | | | | | 793,645 | |
| | | SAGA COMMUNICATIONS INC CL A | | COMMON STOCK USD.01 | | | 2,300 | | | | | | 55,246 | |
| | | SAGE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 35,800 | | | | | | 3,097,058 | |
| | | SAIA INC | | COMMON STOCK USD.001 | | | 18,294 | | | | | | 3,307,555 | |
| | | SAILPOINT TECHNOLOGIES HOLDI | | COMMON STOCK USD.0001 | | | 62,987 | | | | | | 3,353,428 | |
| | | SALISBURY BANCORP INC | | COMMON STOCK USD.1 | | | 1,700 | | | | | | 63,359 | |
| | | SALLY BEAUTY HOLDINGS INC | | COMMON STOCK USD.01 | | | 79,617 | | | | | | 1,038,206 | |
| | | SANDERSON FARMS INC | | COMMON STOCK USD1.0 | | | 13,550 | | | | | | 1,870,632 | |
| | | SANDY SPRING BANCORP INC | | COMMON STOCK USD1.0 | | | 34,865 | | | | | | 1,122,304 | |
| | | SANGAMO THERAPEUTICS INC | | COMMON STOCK USD.01 | | | 80,310 | | | | | | 1,253,238 | |
| | | SANMINA CORP | | COMMON STOCK USD.01 | | | 45,220 | | | | | | 1,442,066 | |
| | | SANTANDER CONSUMER USA HOLDI | | COMMON STOCK USD.01 | | | 50,114 | | | | | | 1,103,510 | |
| | | SAPIENS INTERNATIONAL CORP | | COMMON STOCK EUR.01 | | | 17,800 | | | | | | 544,858 | |
| | | SAREPTA THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 53,286 | | | | | | 9,084,730 | |
| | | SATSUMA PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 6,500 | | | | | | 29,965 | |
| | | SAUL CENTERS INC | | REIT USD.01 | | | 8,835 | | | | | | 279,893 | |
| | | SAVARA INC | | COMMON STOCK USD.001 | | | 27,386 | | | | | | 31,494 | |
| | | SB FINANCIAL GROUP INC | | COMMON STOCK | | | 4,800 | | | | | | 87,744 | |
| | | SCANSOURCE INC | | COMMON STOCK | | | 17,500 | | | | | | 461,650 | |
| | | SCHNEIDER NATIONAL INC CL B | | COMMON STOCK | | | 41,200 | | | | | | 852,840 | |
| | | SCHNITZER STEEL INDS INC A | | COMMON STOCK USD1.0 | | | 17,894 | | | | | | 570,998 | |
| | | SCHOLAR ROCK HOLDING CORP | | COMMON STOCK USD.001 | | | 19,700 | | | | | | 956,041 | |
| | | SCHOLASTIC CORP | | COMMON STOCK USD.01 | | | 20,100 | | | | | | 502,500 | |
| | | SCHRODINGER INC | | COMMON STOCK USD.01 | | | 22,100 | | | | | | 1,749,878 | |
| | | SCHWEITZER MAUDUIT INTL INC | | COMMON STOCK USD.1 | | | 21,710 | | | | | | 872,959 | |
| | | SCIENCE APPLICATIONS INTE | | COMMON STOCK USD.0001 | | | 41,560 | | | | | | 3,933,238 | |
| | | SCIENTIFIC GAMES CORP | | COMMON STOCK USD.001 | | | 38,380 | | | | | | 1,592,386 | |
| | | SCORPIO BULKERS INC | | COMMON STOCK USD.01 | | | 4,978 | | | | | | 84,278 | |
| | | SCORPIO TANKERS INC | | COMMON STOCK USD.01 | | | 33,157 | | | | | | 371,027 | |
| | | SCOTTS MIRACLE GRO CO | | COMMON STOCK USD.01 | | | 28,830 | | | | | | 5,741,206 | |
| | | SCULPTOR CAPITAL MANAGEMENT | | COMMON STOCK | | | 13,300 | | | | | | 202,160 | |
| | | SEABOARD CORP | | COMMON STOCK USD1.0 | | | 177 | | | | | | 536,487 | |
| | | SEACOAST BANKING CORP/FL | | COMMON STOCK USD.1 | | | 34,340 | | | | | | 1,011,313 | |
| | | SEACOR HOLDINGS INC | | COMMON STOCK USD.01 | | | 14,062 | | | | | | 582,870 | |
| | | SEAGEN INC | | COMMON STOCK USD.001 | | | 89,233 | | | | | | 15,628,268 | |
| | | SEASPINE HOLDINGS CORP | | COMMON STOCK USD.01 | | | 14,915 | | | | | | 260,267 | |
| | | SEAWORLD ENTERTAINMENT INC | | COMMON STOCK USD.01 | | | 35,015 | | | | | | 1,106,124 | |
| | | SECUREWORKS CORP A | | COMMON STOCK USD.01 | | | 5,000 | | | | | | 71,100 | |
| | | SEI INVESTMENTS COMPANY | | COMMON STOCK USD.01 | | | 78,944 | | | | | | 4,536,912 | |
| | | SELECT BANCORP INC | | COMMON STOCK USD1.0 | | | 6,900 | | | | | | 65,343 | |
| | | SELECT ENERGY SERVICES INC A | | COMMON STOCK USD.01 | | | 46,520 | | | | | | 190,732 | |
| | | SELECT MEDICAL HOLDINGS CORP | | COMMON STOCK USD.001 | | | 72,931 | | | | | | 2,111,324 | |
| | | SELECTA BIOSCIENCES INC | | COMMON STOCK USD.0001 | | | 47,900 | | | | | | 145,137 | |
| | | SELECTIVE INSURANCE GROUP | | COMMON STOCK USD2.0 | | | 41,170 | | | | | | 2,757,567 | |
| | | SELECTQUOTE INC | | COMMON STOCK USD.01 | | | 18,800 | | | | | | 390,100 | |
| | | SEMTECH CORP | | COMMON STOCK USD.01 | | | 46,271 | | | | | | 3,335,676 | |
| | | SENECA FOODS CORP CL A | | COMMON STOCK USD.25 | | | 5,200 | | | | | | 207,480 | |
| | | SENSATA TECHNOLOGIES HOLDING | | COMMON STOCK EUR.01 | | | 109,800 | | | | | | 5,790,852 | |
| | | SENSIENT TECHNOLOGIES CORP | | COMMON STOCK USD.1 | | | 29,508 | | | | | | 2,176,805 | |
| | | SERES THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 42,208 | | | | | | 1,034,096 | |
| | | SERITAGE GROWTH PROP A REIT | | REIT USD.01 | | | 23,500 | | | | | | 344,980 | |
| | | SERVICE CORP INTERNATIONAL | | COMMON STOCK USD1.0 | | | 119,909 | | | | | | 5,887,532 | |
| | | SERVICE PROPERTIES TRUST | | REIT USD.01 | | | 108,780 | | | | | | 1,249,882 | |
| | | SERVICESOURCE INTERNATIONAL | | COMMON STOCK USD.0001 | | | 58,300 | | | | | | 102,608 | |
| | | SERVISFIRST BANCSHARES INC | | COMMON STOCK USD.001 | | | 32,083 | | | | | | 1,377,238 | |
| | | SFL CORP LTD | | COMMON STOCK USD.01 | | | 64,429 | | | | | | 404,614 | |
| | | SHAKE SHACK INC CLASS A | | COMMON STOCK USD.01 | | | 25,415 | | | | | | 2,154,684 | |
| | | SHARPS COMPLIANCE CORP | | COMMON STOCK USD.01 | | | 9,900 | | | | | | 93,555 | |
| | | SHATTUCK LABS INC | | COMMON STOCK | | | 8,300 | | | | | | 435,003 | |
| | | SHENANDOAH TELECOMMUNICATION | | COMMON STOCK | | | 33,200 | | | | | | 1,435,900 | |
| �� | | SHOCKWAVE MEDICAL INC | | COMMON STOCK USD.001 | | | 19,200 | | | | | | 2,074,402 | |
| | | SHOE CARNIVAL INC | | COMMON STOCK USD.01 | | | 6,900 | | | | | | 270,342 | |
| | | SHORE BANCSHARES INC | | COMMON STOCK USD.01 | | | 11,200 | | | | | | 163,520 | |
| | | SHOTSPOTTER INC | | COMMON STOCK | | | 6,294 | | | | | | 237,284 | |
| | | SHUTTERSTOCK INC | | COMMON STOCK USD.01 | | | 16,595 | | | | | | 1,189,862 | |
| | | SHYFT GROUP INC/THE | | COMMON STOCK USD.01 | | | 23,800 | | | | | | 675,444 | |
| | | SI BONE INC | | COMMON STOCK USD.0001 | | | 20,139 | | | | | | 602,156 | |
| | | SIENTRA INC | | COMMON STOCK USD.01 | | | 30,436 | | | | | | 118,396 | |
| | | SIERRA BANCORP | | COMMON STOCK | | | 8,500 | | | | | | 203,320 | |
| | | SIGA TECHNOLOGIES INC | | COMMON STOCK USD.0001 | | | 42,300 | | | | | | 307,521 | |
| | | SIGNATURE BANK | | COMMON STOCK USD.01 | | | 37,100 | | | | | | 5,019,259 | |
| | | SIGNET JEWELERS LTD | | COMMON STOCK USD.18 | | | 36,109 | | | | | | 984,692 | |
| | | SILGAN HOLDINGS INC | | COMMON STOCK USD.01 | | | 53,143 | | | | | | 2,059,540 | |
| | | SILICON LABORATORIES INC | | COMMON STOCK USD.0001 | | | 30,900 | | | | | | 3,934,806 | |
| | | SILK ROAD MEDICAL INC | | COMMON STOCK USD.001 | | | 18,977 | | | | | | 1,195,171 | |
| | | SILVERCREST ASSET MANAGEME A | | COMMON STOCK USD.01 | | | 6,600 | | | | | | 91,674 | |
| | | SILVERGATE CAPITAL CORP CL A | | COMMON STOCK | | | 9,300 | | | | | | 817,414 | |
| | | SIMMONS FIRST NATL CORP CL A | | COMMON STOCK USD.01 | | | 79,704 | | | | | | 1,720,809 | |
| | | SIMPLY GOOD FOODS CO/THE | | COMMON STOCK USD.0001 | | | 57,866 | | | | | | 1,814,678 | |
| | | SIMPSON MANUFACTURING CO INC | | COMMON STOCK USD.01 | | | 30,300 | | | | | | 2,831,535 | |
| | | SIMULATIONS PLUS INC | | COMMON STOCK USD.001 | | | 9,000 | | | | | | 647,280 | |
| | | SINCLAIR BROADCAST GROUP A | | COMMON STOCK USD.01 | | | 29,396 | | | | | | 936,263 | |
| | | SIRIUS XM HOLDINGS INC | | COMMON STOCK USD.001 | | | 801,258 | | | | | | 5,104,013 | |
| | | SITE CENTERS CORP | | REIT USD.1 | | | 105,405 | | | | | | 1,066,699 | |
| | | SITEONE LANDSCAPE SUPPLY INC | | COMMON STOCK USD.01 | | | 31,200 | | | | | | 4,949,256 | |
| | | SITIME CORP | | COMMON STOCK USD.0001 | | | 7,200 | | | | | | 805,896 | |
| | | SIX FLAGS ENTERTAINMENT CORP | | COMMON STOCK | | | 51,144 | | | | | | 1,839,497 | |
| | | SJW GROUP | | COMMON STOCK USD.001 | | | 17,781 | | | | | | 1,233,290 | |
| | | SKECHERS USA INC CL A | | COMMON STOCK USD.001 | | | 96,194 | | | | | | 3,457,212 | |
| | | SKYLINE CHAMPION CORP | | COMMON STOCK USD.028 | | | 35,374 | | | | | | 1,094,472 | |
| | | SKYWEST INC | | COMMON STOCK | | | 32,766 | | | | | | 1,320,797 | |
| | | SLACK TECHNOLOGIES INC CL A | | COMMON STOCK USD.0001 | | | 269,100 | | | | | | 11,366,784 | |
| | | SLEEP NUMBER CORP | | COMMON STOCK USD.01 | | | 18,224 | | | | | | 1,491,817 | |
| | | SLM CORP | | COMMON STOCK USD.2 | | | 269,445 | | | | | | 3,338,424 | |
| | | SM ENERGY CO | | COMMON STOCK USD.01 | | | 77,700 | | | | | | 475,524 | |
| | | SMART GLOBAL HOLDINGS INC | | COMMON STOCK USD.01 | | | 10,663 | | | | | | 401,249 | |
| | | SMARTFINANCIAL INC | | COMMON STOCK USD1.0 | | | 9,684 | | | | | | 175,668 | |
| | | SMARTSHEET INC CLASS A | | COMMON STOCK | | | 79,400 | | | | | | 5,501,626 | |
| | | SMITH + WESSON BRANDS INC | | COMMON STOCK USD.001 | | | 38,200 | | | | | | 678,050 | |
| | | SMITH MICRO SOFTWARE INC | | COMMON STOCK USD.001 | | | 18,700 | | | | | | 101,354 | |
| | | SOLAREDGE TECHNOLOGIES INC | | COMMON STOCK USD.0001 | | | 34,500 | | | | | | 11,009,640 | |
| | | SOLARIS OILFIELD INFRAST A | | COMMON STOCK USD.01 | | | 15,500 | | | | | | 126,170 | |
| | | SOLARWINDS CORP | | COMMON STOCK USD.001 | | | 30,222 | | | | | | 451,819 | |
| | | SOLENO THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 40,000 | | | | | | 77,200 | |
| | | SOLID BIOSCIENCES INC | | COMMON STOCK USD.001 | | | 15,375 | | | | | | 116,543 | |
| | | SOLITON INC | | COMMON STOCK USD.001 | | | 4,174 | | | | | | 32,056 | |
| | | SONIC AUTOMOTIVE INC CLASS A | | COMMON STOCK USD.01 | | | 16,740 | | | | | | 645,662 | |
| | | SONOCO PRODUCTS CO | | COMMON STOCK | | | 71,620 | | | | | | 4,243,485 | |
| | | SONOS INC | | COMMON STOCK USD.001 | | | 53,500 | | | | | | 1,251,365 | |
| | | SORRENTO THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 187,000 | | | | | | 1,276,275 | |
| | | SOUTH JERSEY INDUSTRIES | | COMMON STOCK USD1.25 | | | 74,200 | | | | | | 1,599,010 | |
| | | SOUTH PLAINS FINANCIAL INC | | COMMON STOCK USD1.0 | | | 7,650 | | | | | | 144,968 | |
| | | SOUTH STATE CORP | | COMMON STOCK USD2.5 | | | 49,968 | | | | | | 3,612,686 | |
| | | SOUTHERN COPPER CORP | | COMMON STOCK USD.01 | | | 59,262 | | | | | | 3,859,141 | |
| | | SOUTHERN FIRST BANCSHARES | | COMMON STOCK USD.01 | | | 5,372 | | | | | | 189,900 | |
| | | SOUTHERN MISSOURI BANCORP | | COMMON STOCK USD.01 | | | 5,300 | | | | | | 161,332 | |
| | | SOUTHERN NATL BANCORP OF VA | | COMMON STOCK USD.01 | | | 15,700 | | | | | | 190,127 | |
| | | SOUTHSIDE BANCSHARES INC | | COMMON STOCK USD1.25 | | | 22,168 | | | | | | 687,873 | |
| | | SOUTHWEST GAS HOLDINGS INC | | COMMON STOCK USD1.0 | | | 39,000 | | | | | | 2,369,250 | |
| | | SOUTHWESTERN ENERGY CO | | COMMON STOCK USD.01 | | | 450,529 | | | | | | 1,342,576 | |
| | | SP PLUS CORP | | COMMON STOCK USD.001 | | | 15,800 | | | | | | 455,514 | |
| | | SPARK ENERGY INC CLASS A | | COMMON STOCK USD.01 | | | 8,400 | | | | | | 80,409 | |
| | | SPARTANNASH CO | | COMMON STOCK | | | 22,758 | | | | | | 396,217 | |
| | | SPECTRUM BRANDS HOLDINGS INC | | COMMON STOCK USD.01 | | | 28,613 | | | | | | 2,362,532 | |
| | | SPECTRUM PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 82,428 | | | | | | 281,079 | |
| | | SPERO THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 12,502 | | | | | | 242,414 | |
| | | SPIRE INC | | COMMON STOCK USD1.0 | | | 33,703 | | | | | | 2,260,808 | |
| | | SPIRIT AEROSYSTEMS HOLD CL A | | COMMON STOCK USD.01 | | | 75,965 | | | | | | 2,969,472 | |
| | | SPIRIT AIRLINES INC | | COMMON STOCK USD.0001 | | | 71,808 | | | | | | 1,755,706 | |
| | | SPIRIT OF TEXAS BANCSHARES I | | COMMON STOCK NPV | | | 9,100 | | | | | | 152,880 | |
| | | SPIRIT REALTY CAPITAL INC | | REIT USD.05 | | | 78,335 | | | | | | 3,146,717 | |
| | | SPLUNK INC | | COMMON STOCK USD.001 | | | 111,878 | | | | | | 19,091,900 | |
| | | SPOK HOLDINGS INC | | COMMON STOCK USD.0001 | | | 7,660 | | | | | | 85,256 | |
| | | SPORTSMAN S WAREHOUSE HOLDIN | | COMMON STOCK USD.01 | | | 29,800 | | | | | | 522,990 | |
| | | SPOTIFY TECHNOLOGY SA | | COMMON STOCK EUR.000625 | | | 91,975 | | | | | | 29,129,651 | |
| | | SPRINGWORKS THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 17,900 | | | | | | 1,298,108 | |
| | | SPROUT SOCIAL INC CLASS A | | COMMON STOCK USD.0001 | | | 21,100 | | | | | | 958,151 | |
| | | SPROUTS FARMERS MARKET INC | | COMMON STOCK USD.001 | | | 79,668 | | | | | | 1,601,327 | |
| | | SPRUCE BIOSCIENCES INC | | COMMON STOCK | | | 4,800 | | | | | | 116,688 | |
| | | SPS COMMERCE INC | | COMMON STOCK USD.001 | | | 25,596 | | | | | | 2,779,470 | |
| | | SPX CORP | | COMMON STOCK USD.01 | | | 29,494 | | | | | | 1,608,603 | |
| | | SPX FLOW INC | | COMMON STOCK USD.01 | | | 28,719 | | | | | | 1,664,553 | |
| | | SQUARE INC A | | COMMON STOCK USD.0000001 | | | 259,422 | | | | | | 56,895,889 | |
| | | SQZ BIOTECHNOLOGIES CO | | COMMON STOCK USD.001 | | | 3,100 | | | | | | 89,846 | |
| | | SS+C TECHNOLOGIES HOLDINGS | | COMMON STOCK USD.01 | | | 158,608 | | | | | | 11,538,732 | |
| | | ST JOE CO/THE | | COMMON STOCK | | | 22,797 | | | | | | 967,733 | |
| | | STAAR SURGICAL CO | | COMMON STOCK USD.01 | | | 31,000 | | | | | | 2,550,887 | |
| | | STAG INDUSTRIAL INC | | REIT USD.01 | | | 104,390 | | | | | | 3,269,495 | |
| | | STAMPS.COM INC | | COMMON STOCK USD.001 | | | 11,845 | | | | | | 2,323,871 | |
| | | STANDARD AVB FINANCIAL CORP | | COMMON STOCK USD.01 | | | 2,600 | | | | | | 84,734 | |
| | | STANDARD MOTOR PRODS | | COMMON STOCK USD2.0 | | | 14,700 | | | | | | 594,762 | |
| | | STANDEX INTERNATIONAL CORP | | COMMON STOCK USD1.5 | | | 8,500 | | | | | | 658,920 | |
| | | STARTEK INC | | COMMON STOCK USD.01 | | | 12,100 | | | | | | 90,992 | |
| | | STARWOOD PROPERTY TRUST INC | | REIT USD.01 | | | 196,090 | | | | | | 3,784,537 | |
| | | STATE AUTO FINANCIAL CORP | | COMMON STOCK | | | 13,300 | | | | | | 235,942 | |
| | | STEEL DYNAMICS INC | | COMMON STOCK USD.005 | | | 142,779 | | | | | | 5,264,262 | |
| | | STEELCASE INC CL A | | COMMON STOCK | | | 60,190 | | | | | | 815,575 | |
| | | STEPAN CO | | COMMON STOCK USD1.0 | | | 15,032 | | | | | | 1,793,618 | |
| | | STEPSTONE GROUP INC CLASS A | | COMMON STOCK USD.001 | | | 16,300 | | | | | | 648,740 | |
| | | STEREOTAXIS INC | | COMMON STOCK USD.001 | | | 29,700 | | | | | | 151,173 | |
| | | STERICYCLE INC | | COMMON STOCK USD.01 | | | 65,300 | | | | | | 4,527,249 | |
| | | STERLING BANCORP INC/MI | | COMMON STOCK | | | 12,845 | | | | | | 58,316 | |
| | | STERLING BANCORP/DE | | COMMON STOCK USD.01 | | | 135,358 | | | | | | 2,433,737 | |
| | | STERLING CONSTRUCTION CO | | COMMON STOCK USD.01 | | | 19,000 | | | | | | 353,590 | |
| | | STEVEN MADDEN LTD | | COMMON STOCK USD.0001 | | | 55,430 | | | | | | 2,042,562 | |
| | | STEWART INFORMATION SERVICES | | COMMON STOCK USD1.0 | | | 20,190 | | | | | | 976,388 | |
| | | STIFEL FINANCIAL CORP | | COMMON STOCK USD.15 | | | 69,599 | | | | | | 3,511,966 | |
| | | STITCH FIX INC CLASS A | | COMMON STOCK USD.00002 | | | 43,400 | | | | | | 2,548,448 | |
| | | STOCK YARDS BANCORP INC | | COMMON STOCK | | | 12,865 | | | | | | 520,775 | |
| | | STOKE THERAPEUTICS INC | | COMMON STOCK | | | 8,642 | | | | | | 535,199 | |
| | | STONECO LTD A | | COMMON STOCK USD.000079365 | | | 142,300 | | | | | | 11,941,816 | |
| | | STONERIDGE INC | | COMMON STOCK | | | 17,985 | | | | | | 543,687 | |
| | | STONEX GROUP INC | | COMMON STOCK USD.01 | | | 10,677 | | | | | | 618,198 | |
| | | STORE CAPITAL CORP | | REIT USD.01 | | | 171,763 | | | | | | 5,836,507 | |
| | | STRATEGIC EDUCATION INC | | COMMON STOCK USD.01 | | | 17,787 | | | | | | 1,695,635 | |
| | | STRATUS PROPERTIES INC | | COMMON STOCK USD.01 | | | 1,500 | | | | | | 38,250 | |
| | | STRIDE INC | | COMMON STOCK USD.0001 | | | 28,100 | | | | | | 596,563 | |
| | | STRONGBRIDGE BIOPHARMA PLC | | COMMON STOCK USD.01 | | | 27,864 | | | | | | 67,710 | |
| | | STURM RUGER + CO INC | | COMMON STOCK USD1.0 | | | 11,800 | | | | | | 767,826 | |
| | | SUMMIT FINANCIAL GROUP INC | | COMMON STOCK USD2.5 | | | 6,584 | | | | | | 145,375 | |
| | | SUMMIT HOTEL PROPERTIES INC | | REIT | | | 71,789 | | | | | | 646,819 | |
| | | SUMMIT MATERIALS INC CL A | | COMMON STOCK USD.01 | | | 77,157 | | | | | | 1,549,313 | |
| | | SUMO LOGIC INC | | COMMON STOCK USD.0001 | | | 8,500 | | | | | | 242,930 | |
| | | SUN COMMUNITIES INC | | REIT USD.01 | | | 74,683 | | | | | | 11,348,082 | |
| | | SUNCOKE ENERGY INC | | COMMON STOCK USD.01 | | | 55,065 | | | | | | 239,533 | |
| | | SUNNOVA ENERGY INTERNATIONAL | | COMMON STOCK USD.001 | | | 39,200 | | | | | | 1,769,096 | |
| | | SUNPOWER CORP | | COMMON STOCK USD.001 | | | 53,285 | | | | | | 1,366,227 | |
| | | SUNRUN INC | | COMMON STOCK USD.0001 | | | 106,135 | | | | | | 7,363,646 | |
| | | SUNSTONE HOTEL INVESTORS INC | | REIT USD.01 | | | 144,268 | | | | | | 1,634,556 | |
| | | SUPER MICRO COMPUTER INC | | COMMON STOCK USD.001 | | | 30,800 | | | | | | 975,128 | |
| | | SUPERIOR GROUP OF COS INC | | COMMON STOCK | | | 5,889 | | | | | | 136,860 | |
| | | SUPERNUS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 34,400 | | | | | | 865,504 | |
| | | SURGALIGN HOLDINGS INC | | COMMON STOCK USD.001 | | | 55,300 | | | | | | 121,107 | |
| | | SURGERY PARTNERS INC | | COMMON STOCK USD.01 | | | 15,490 | | | | | | 449,365 | |
| | | SURMODICS INC | | COMMON STOCK USD.05 | | | 9,225 | | | | | | 401,472 | |
| | | SUTRO BIOPHARMA INC | | COMMON STOCK USD.001 | | | 17,412 | | | | | | 378,015 | |
| | | SVMK INC | | COMMON STOCK USD.00001 | | | 82,700 | | | | | | 2,204,974 | |
| | | SWITCH INC A | | COMMON STOCK USD.001 | | | 52,100 | | | | | | 852,877 | |
| | | SYKES ENTERPRISES INC | | COMMON STOCK USD.01 | | | 25,999 | | | | | | 979,382 | |
| | | SYNAPTICS INC | | COMMON STOCK USD.001 | | | 24,000 | | | | | | 2,313,600 | |
| | | SYNCHRONOSS TECHNOLOGIES INC | | COMMON STOCK USD.0001 | | | 23,876 | | | | | | 112,217 | |
| | | SYNDAX PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 18,069 | | | | | | 401,855 | |
| | | SYNEOS HEALTH INC | | COMMON STOCK USD.01 | | | 53,900 | | | | | | 3,672,207 | |
| | | SYNNEX CORP | | COMMON STOCK USD.001 | | | 28,151 | | | | | | 2,390,348 | |
| | | SYNOVUS FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 105,222 | | | | | | 3,406,036 | |
| | | SYROS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 27,346 | | | | | | 296,704 | |
| | | SYSTEMAX INC | | COMMON STOCK USD.01 | | | 8,600 | | | | | | 308,654 | |
| | | TABULA RASA HEALTHCARE INC | | COMMON STOCK USD.0001 | | | 14,515 | | | | | | 621,823 | |
| | | TACTILE SYSTEMS TECHNOLOGY I | | COMMON STOCK USD.001 | | | 12,700 | | | | | | 570,738 | |
| | | TALOS ENERGY INC | | COMMON STOCK | | | 616 | | | | | | 5,076 | |
| | | TANDEM DIABETES CARE INC | | COMMON STOCK | | | 43,412 | | | | | | 4,153,660 | |
| | | TANGER FACTORY OUTLET CENTER | | REIT USD.01 | | | 63,892 | | | | | | 636,364 | |
| | | TARGA RESOURCES CORP | | COMMON STOCK USD.001 | | | 161,800 | | | | | | 4,268,284 | |
| | | TARGET HOSPITALITY CORP | | COMMON STOCK USD.0001 | | | 14,040 | | | | | | 22,183 | |
| | | TARSUS PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 6,300 | | | | | | 260,379 | |
| | | TAYLOR MORRISON HOME CORP | | COMMON STOCK USD.00001 | | | 87,900 | | | | | | 2,254,635 | |
| | | TAYSHA GENE THERAPIES INC | | COMMON STOCK | | | 4,100 | | | | | | 108,814 | |
| | | TCF FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 108,145 | | | | | | 4,003,528 | |
| | | TCR2 THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 17,130 | | | | | | 529,831 | |
| | | TEAM INC | | COMMON STOCK USD.3 | | | 20,646 | | | | | | 225,041 | |
| | | TECHTARGET | | COMMON STOCK USD.001 | | | 16,300 | | | | | | 963,493 | |
| | | TEGNA INC | | COMMON STOCK USD1.0 | | | 147,251 | | | | | | 2,149,028 | |
| | | TEJON RANCH CO | | COMMON STOCK USD.5 | | | 14,460 | | | | | | 208,947 | |
| | | TELADOC HEALTH INC | | COMMON STOCK USD.001 | | | 75,839 | | | | | | 15,164,766 | |
| | | TELENAV INC | | COMMON STOCK USD.001 | | | 23,400 | | | | | | 109,980 | |
| | | TELEPHONE AND DATA SYSTEMS | | COMMON STOCK USD.01 | | | 69,595 | | | | | | 1,292,379 | |
| | | TELLURIAN INC | | COMMON STOCK USD.01 | | | 75,300 | | | | | | 96,384 | |
| | | TEMPUR SEALY INTERNATIONAL I | | COMMON STOCK USD.01 | | | 135,692 | | | | | | 3,663,684 | |
| | | TENABLE HOLDINGS INC | | COMMON STOCK USD.01 | | | 48,900 | | | | | | 2,555,514 | |
| | | TENET HEALTHCARE CORP | | COMMON STOCK USD.05 | | | 72,737 | | | | | | 2,904,388 | |
| | | TENNANT CO | | COMMON STOCK USD.375 | | | 12,743 | | | | | | 894,176 | |
| | | TENNECO INC CLASS A | | COMMON STOCK USD.01 | | | 33,912 | | | | | | 359,467 | |
| | | TERADATA CORP | | COMMON STOCK USD.01 | | | 73,177 | | | | | | 1,644,287 | |
| | | TEREX CORP | | COMMON STOCK USD.01 | | | 45,301 | | | | | | 1,580,552 | |
| | | TERMINIX GLOBAL HOLDINGS INC | | COMMON STOCK USD.01 | | | 94,426 | | | | | | 4,816,670 | |
| | | TERRENO REALTY CORP | | REIT USD.01 | | | 46,400 | | | | | | 2,714,864 | |
| | | TERRITORIAL BANCORP INC | | COMMON STOCK USD.01 | | | 6,400 | | | | | | 153,792 | |
| | | TETRA TECH INC | | COMMON STOCK USD.01 | | | 38,285 | | | | | | 4,432,637 | |
| | | TEXAS CAPITAL BANCSHARES INC | | COMMON STOCK USD.01 | | | 36,804 | | | | | | 2,189,838 | |
| | | TEXAS ROADHOUSE INC | | COMMON STOCK USD.001 | | | 46,841 | | | | | | 3,661,093 | |
| | | TEXTAINER GROUP HOLDINGS LTD | | COMMON STOCK USD.01 | | | 37,000 | | | | | | 709,660 | |
| | | TFS FINANCIAL CORP | | COMMON STOCK USD.01 | | | 34,000 | | | | | | 599,420 | |
| | | TG THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 82,000 | | | | | | 4,265,640 | |
| | | THE BANK OF PRINCETON | | COMMON STOCK USD5.0 | | | 4,300 | | | | | | 100,663 | |
| | | THERAPEUTICSMD INC | | COMMON STOCK USD.001 | | | 155,575 | | | | | | 188,246 | |
| | | THERAVANCE BIOPHARMA INC | | COMMON STOCK USD.00001 | | | 32,128 | | | | | | 570,915 | |
| | | THERMON GROUP HOLDINGS INC | | COMMON STOCK USD.001 | | | 22,600 | | | | | | 353,238 | |
| | | THIRD POINT REINSURANCE LTD | | COMMON STOCK USD.1 | | | 57,743 | | | | | | 549,713 | |
| | | THOR INDUSTRIES INC | | COMMON STOCK USD.1 | | | 37,267 | | | | | | 3,465,458 | |
| | | TIDEWATER INC | | COMMON STOCK | | | 29,632 | | | | | | 256,020 | |
| | | TILLY S INC CLASS A SHRS | | COMMON STOCK USD.001 | | | 7,900 | | | | | | 64,464 | |
| | | TIMBERLAND BANCORP INC | | COMMON STOCK USD.01 | | | 2,324 | | | | | | 56,380 | |
| | | TIMKEN CO | | COMMON STOCK | | | 45,503 | | | | | | 3,520,112 | |
| | | TIMKENSTEEL CORP | | COMMON STOCK | | | 31,900 | | | | | | 148,973 | |
| | | TIPTREE INC | | COMMON STOCK USD.001 | | | 16,400 | | | | | | 82,328 | |
| | | TITAN MACHINERY INC | | COMMON STOCK USD.00001 | | | 13,831 | | | | | | 270,396 | |
| | | TIVITY HEALTH INC | | COMMON STOCK USD.001 | | | 30,393 | | | | | | 595,399 | |
| | | TOBIRA THERAPEUTICS IN | | COMMON STOCK | | | 7,800 | | | | | | 107,172 | |
| | | TOLL BROTHERS INC | | COMMON STOCK USD.01 | | | 83,044 | | | | | | 3,609,923 | |
| | | TOMPKINS FINANCIAL CORP | | COMMON STOCK USD.1 | | | 10,287 | | | | | | 726,262 | |
| | | TOOTSIE ROLL INDS | | COMMON STOCK USD.694 | | | 11,060 | | | | | | 328,482 | |
| | | TOPBUILD CORP | | COMMON STOCK | | | 23,474 | | | | | | 4,321,094 | |
| | | TORO CO | | COMMON STOCK USD1.0 | | | 75,812 | | | | | | 7,190,010 | |
| | | TOWNE BANK | | COMMON STOCK USD1.667 | | | 46,590 | | | | | | 1,093,933 | |
| | | TPG RE FINANCE TRUST INC | | REIT USD.001 | | | 38,985 | | | | | | 414,021 | |
| | | TPI COMPOSITES INC | | COMMON STOCK USD.01 | | | 21,089 | | | | | | 1,113,077 | |
| | | TRADE DESK INC/THE CLASS A | | COMMON STOCK | | | 29,050 | | | | | | 23,429,251 | |
| | | TRADEWEB MARKETS INC CLASS A | | COMMON STOCK USD.01 | | | 59,993 | | | | | | 3,746,563 | |
| | | TRANSCAT INC | | COMMON STOCK USD.5 | | | 4,800 | | | | | | 166,464 | |
| | | TRANSLATE BIO INC | | COMMON STOCK USD.001 | | | 45,857 | | | | | | 845,145 | |
| | | TRANSMEDICS GROUP INC | | COMMON STOCK | | | 17,529 | | | | | | 348,827 | |
| | | TRANSOCEAN LTD | | COMMON STOCK CHF.1 | | | 404,948 | | | | | | 935,430 | |
| | | TRANSUNION | | COMMON STOCK USD.01 | | | 134,000 | | | | | | 13,295,480 | |
| | | TRAVERE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 32,900 | | | | | | 896,690 | |
| | | TREAN INSURANCE GROUP INC | | COMMON STOCK | | | 8,200 | | | | | | 107,420 | |
| | | TRECORA RESOURCES | | COMMON STOCK USD.1 | | | 21,400 | | | | | | 149,586 | |
| | | TREDEGAR CORP | | COMMON STOCK | | | 18,146 | | | | | | 303,038 | |
| | | TREEHOUSE FOODS INC | | COMMON STOCK USD.01 | | | 37,484 | | | | | | 1,686,179 | |
| | | TREX COMPANY INC | | COMMON STOCK USD.01 | | | 82,130 | | | | | | 6,875,924 | |
| | | TRI POINTE HOMES INC | | COMMON STOCK USD.01 | | | 89,030 | | | | | | 1,535,768 | |
| | | TRIBUNE PUBLISHING CO | | COMMON STOCK USD.01 | | | 12,402 | | | | | | 169,907 | |
| | | TRICIDA INC | | COMMON STOCK | | | 17,040 | | | | | | 120,132 | |
| | | TRICO BANCSHARES | | COMMON STOCK | | | 17,500 | | | | | | 617,400 | |
| | | TRIMAS CORP | | COMMON STOCK USD.01 | | | 30,300 | | | | | | 959,601 | |
| | | TRIMBLE INC | | COMMON STOCK | | | 176,070 | | | | | | 11,756,194 | |
| | | TRINET GROUP INC | | COMMON STOCK USD.000025 | | | 27,700 | | | | | | 2,329,343 | |
| | | TRINITY INDUSTRIES INC | | COMMON STOCK USD.01 | | | 61,297 | | | | | | 1,617,628 | |
| | | TRINSEO SA | | COMMON STOCK USD.01 | | | 25,375 | | | | | | 1,376,273 | |
| | | TRIPADVISOR INC | | COMMON STOCK USD.001 | | | 70,400 | | | | | | 2,026,112 | |
| | | TRIPLE S MANAGEMENT CORP B | | COMMON STOCK USD1.0 | | | 15,058 | | | | | | 321,488 | |
| | | TRISTATE CAPITAL HLDGS INC | | COMMON STOCK | | | 19,500 | | | | | | 339,300 | |
| | | TRITON INTERNATIONAL LTD | | COMMON STOCK USD.01 | | | 43,919 | | | | | | 2,130,511 | |
| | | TRIUMPH BANCORP INC | | COMMON STOCK USD.01 | | | 15,400 | | | | | | 747,670 | |
| | | TRIUMPH GROUP INC | | COMMON STOCK USD.001 | | | 34,200 | | | | | | 429,552 | |
| | | TRONOX HOLDINGS PLC A | | COMMON STOCK USD.01 | | | 62,300 | | | | | | 910,826 | |
| | | TRUEBLUE INC | | COMMON STOCK | | | 25,028 | | | | | | 467,773 | |
| | | TRUECAR INC | | COMMON STOCK USD.0001 | | | 75,257 | | | | | | 316,079 | |
| | | TRUPANION INC | | COMMON STOCK USD.00001 | | | 21,800 | | | | | | 2,609,678 | |
| | | TRUSTCO BANK CORP NY | | COMMON STOCK USD1.0 | | | 62,438 | | | | | | 416,461 | |
| | | TRUSTMARK CORP | | COMMON STOCK | | | 41,045 | | | | | | 1,208,339 | |
| | | TTEC HOLDINGS INC | | COMMON STOCK USD.01 | | | 11,700 | | | | | | 853,281 | |
| | | TTM TECHNOLOGIES | | COMMON STOCK USD.001 | | | 67,103 | | | | | | 925,686 | |
| | | TUCOWS INC CLASS A | | COMMON STOCK | | | 6,500 | | | | | | 480,285 | |
| | | TUPPERWARE BRANDS CORP | | COMMON STOCK USD.01 | | | 32,600 | | | | | | 1,055,914 | |
| | | TURNING POINT BRANDS INC | | COMMON STOCK USD.01 | | | 7,700 | | | | | | 343,112 | |
| | | TURNING POINT THERAPEUTICS I | | COMMON STOCK USD.0001 | | | 26,758 | | | | | | 3,260,462 | |
| | | TURTLE BEACH CORP | | COMMON STOCK | | | 13,400 | | | | | | 288,770 | |
| | | TUTOR PERINI CORP | | COMMON STOCK USD1.0 | | | 28,349 | | | | | | 367,120 | |
| | | TWILIO INC A | | COMMON STOCK USD.001 | | | 98,297 | | | | | | 33,510,486 | |
| | | TWIST BIOSCIENCE CORP | | COMMON STOCK USD.00001 | | | 22,733 | | | | | | 3,211,946 | |
| | | TWO HARBORS INVESTMENT CORP | | REIT CNY1.0 | | | 181,753 | | | | | | 1,157,767 | |
| | | TYME TECHNOLOGIES INC | | COMMON STOCK | | | 45,500 | | | | | | 55,510 | |
| | | U.S. PHYSICAL THERAPY INC | | COMMON STOCK USD.01 | | | 8,900 | | | | | | 1,070,225 | |
| | | UBER TECHNOLOGIES INC | | COMMON STOCK USD.00001 | | | 968,501 | | | | | | 49,755,669 | |
| | | UBIQUITI INC | | COMMON STOCK USD.001 | | | 5,600 | | | | | | 1,643,210 | |
| | | UFP INDUSTRIES INC | | COMMON STOCK | | | 41,600 | | | | | | 2,310,880 | |
| | | UFP TECHNOLOGIES INC | | COMMON STOCK USD.01 | | | 5,300 | | | | | | 246,980 | |
| | | UGI CORP | | COMMON STOCK | | | 148,200 | | | | | | 5,181,072 | |
| | | ULTRA CLEAN HOLDINGS INC | | COMMON STOCK USD.001 | | | 26,600 | | | | | | 828,590 | |
| | | ULTRAGENYX PHARMACEUTICAL IN | | COMMON STOCK USD.001 | | | 44,109 | | | | | | 6,106,009 | |
| | | ULTRALIFE CORP | | COMMON STOCK USD.1 | | | 6,100 | | | | | | 39,467 | |
| | | UMB FINANCIAL CORP | | COMMON STOCK USD1.0 | | | 29,267 | | | | | | 2,115,720 | |
| | | UMH PROPERTIES INC | | REIT USD.1 | | | 22,900 | | | | | | 339,149 | |
| | | UMPQUA HOLDINGS CORP | | COMMON STOCK | | | 153,977 | | | | | | 2,331,212 | |
| | | UNIFI INC | | COMMON STOCK USD.1 | | | 11,194 | | | | | | 198,582 | |
| | | UNIFIRST CORP/MA | | COMMON STOCK USD.1 | | | 10,500 | | | | | | 2,222,745 | |
| | | UNISYS CORP | | COMMON STOCK USD.01 | | | 39,740 | | | | | | 782,083 | |
| | | UNITED BANKSHARES INC | | COMMON STOCK USD2.5 | | | 86,154 | | | | | | 2,791,390 | |
| | | UNITED COMMUNITY BANKS/GA | | COMMON STOCK USD1.0 | | | 54,362 | | | | | | 1,546,055 | |
| | | UNITED FIRE GROUP INC | | COMMON STOCK USD.001 | | | 14,600 | | | | | | 366,460 | |
| | | UNITED INSURANCE HOLDINGS CO | | COMMON STOCK USD.0001 | | | 14,900 | | | | | | 85,228 | |
| | | UNITED NATURAL FOODS INC | | COMMON STOCK USD.01 | | | 36,500 | | | | | | 582,905 | |
| | | UNITED SECURITY BANCSHARE/CA | | COMMON STOCK | | | 7,379 | | | | | | 52,022 | |
| | | UNITED STATES LIME + MINERAL | | COMMON STOCK USD.1 | | | 1,600 | | | | | | 182,400 | |
| | | UNITED STATES STEEL CORP | | COMMON STOCK USD1.0 | | | 157,516 | | | | | | 2,641,543 | |
| | | UNITED THERAPEUTICS CORP | | COMMON STOCK USD.01 | | | 31,010 | | | | | | 4,707,008 | |
| | | UNITI GROUP INC | | REIT USD.0001 | | | 128,309 | | | | | | 1,591,885 | |
| | | UNITIL CORP | | COMMON STOCK | | | 9,900 | | | | | | 438,273 | |
| | | UNITY BANCORP INC | | COMMON STOCK | | | 8,200 | | | | | | 143,910 | |
| | | UNITY BIOTECHNOLOGY INC | | COMMON STOCK USD.0001 | | | 20,400 | | | | | | 106,896 | |
| | | UNITY SOFTWARE INC | | COMMON STOCK | | | 20,800 | | | | | | 3,192,176 | |
| | | UNIVAR SOLUTIONS INC | | COMMON STOCK USD.01 | | | 112,685 | | | | | | 2,239,106 | |
| | | UNIVERSAL CORP/VA | | COMMON STOCK | | | 16,766 | | | | | | 814,995 | |
| | | UNIVERSAL DISPLAY CORP | | COMMON STOCK USD.01 | | | 30,395 | | | | | | 6,984,771 | |
| | | UNIVERSAL ELECTRONICS INC | | COMMON STOCK USD.01 | | | 9,321 | | | | | | 488,980 | |
| | | UNIVERSAL HEALTH RLTY INCOME | | REIT USD.01 | | | 8,920 | | | | | | 573,288 | |
| | | UNIVERSAL INSURANCE HOLDINGS | | COMMON STOCK USD.01 | | | 17,939 | | | | | | 271,058 | |
| | | UNIVERSAL LOGISTICS HOLDINGS | | COMMON STOCK | | | 5,300 | | | | | | 109,127 | |
| | | UNIVERSAL TECHNICAL INSTITUT | | COMMON STOCK USD.0001 | | | 34,700 | | | | | | 224,162 | |
| | | UNIVEST FINANCIAL CORP | | COMMON STOCK USD5.0 | | | 19,916 | | | | | | 409,871 | |
| | | UPLAND SOFTWARE INC | | COMMON STOCK USD.0001 | | | 20,500 | | | | | | 940,745 | |
| | | UPWORK INC | | COMMON STOCK USD.0001 | | | 67,000 | | | | | | 2,312,840 | |
| | | URANIUM ENERGY CORP | | COMMON STOCK USD.001 | | | 135,700 | | | | | | 238,832 | |
| | | URBAN EDGE PROPERTIES | | REIT USD.01 | | | 81,100 | | | | | | 1,049,434 | |
| | | URBAN OUTFITTERS INC | | COMMON STOCK USD.0001 | | | 45,955 | | | | | | 1,176,448 | |
| | | UROGEN PHARMA LTD | | COMMON STOCK USD.01 | | | 14,797 | | | | | | 266,642 | |
| | | URSTADT BIDDLE CLASS A | | REIT USD.01 | | | 17,300 | | | | | | 244,449 | |
| | | US CELLULAR CORP | | COMMON STOCK USD1.0 | | | 10,050 | | | | | | 308,435 | |
| | | US CONCRETE INC | | COMMON STOCK USD.001 | | | 12,100 | | | | | | 483,637 | |
| | | US DOLLAR | | | | | 2,237,140 | | | | | | 2,237,140 | |
| | | US ECOLOGY INC | | COMMON STOCK USD.01 | | | 24,600 | | | | | | 893,718 | |
| | | US FOODS HOLDING CORP | | COMMON STOCK USD.01 | | | 156,542 | | | | | | 5,214,414 | |
| | | US SILICA HOLDINGS INC | | COMMON STOCK USD.01 | | | 58,077 | | | | | | 407,701 | |
| | | US XPRESS ENTERPRISES INC A | | COMMON STOCK USD.01 | | | 15,400 | | | | | | 105,336 | |
| | | USANA HEALTH SCIENCES INC | | COMMON STOCK USD.001 | | | 8,180 | | | | | | 630,678 | |
| | | UTAH MEDICAL PRODUCTS INC | | COMMON STOCK USD.01 | | | 2,600 | | | | | | 219,180 | |
| | | VAIL RESORTS INC | | COMMON STOCK USD.01 | | | 28,300 | | | | | | 7,894,568 | |
| | | VALLEY NATIONAL BANCORP | | COMMON STOCK | | | 277,317 | | | | | | 2,703,841 | |
| | | VALMONT INDUSTRIES | | COMMON STOCK USD1.0 | | | 14,640 | | | | | | 2,560,975 | |
| | | VALVOLINE INC | | COMMON STOCK USD.01 | | | 133,705 | | | | | | 3,093,934 | |
| | | VANDA PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 35,800 | | | | | | 470,412 | |
| | | VAPOTHERM INC | | COMMON STOCK USD.001 | | | 11,050 | | | | | | 296,803 | |
| | | VAREX IMAGING CORP | | COMMON STOCK USD.01 | | | 26,200 | | | | | | 437,016 | |
| | | VARONIS SYSTEMS INC | | COMMON STOCK USD.001 | | | 22,312 | | | | | | 3,650,466 | |
| | | VAXART INC | | COMMON STOCK USD.1 | | | 31,500 | | | | | | 179,865 | |
| | | VAXCYTE INC | | COMMON STOCK USD.001 | | | 11,100 | | | | | | 294,927 | |
| | | VBI VACCINES INC | | COMMON STOCK | | | 120,868 | | | | | | 332,387 | |
| | | VECTOR GROUP LTD | | COMMON STOCK USD.1 | | | 104,407 | | | | | | 1,216,342 | |
| | | VECTRUS INC | | COMMON STOCK USD.01 | | | 7,972 | | | | | | 396,368 | |
| | | VEECO INSTRUMENTS INC | | COMMON STOCK USD.01 | | | 33,709 | | | | | | 585,188 | |
| | | VEEVA SYSTEMS INC CLASS A | | COMMON STOCK USD.00001 | | | 95,078 | | | | | | 26,021,112 | |
| | | VERA BRADLEY INC | | COMMON STOCK | | | 19,100 | | | | | | 152,036 | |
| | | VERACYTE INC | | COMMON STOCK USD.001 | | | 38,491 | | | | | | 1,966,952 | |
| | | VERASTEM INC | | COMMON STOCK USD.0001 | | | 115,600 | | | | | | 246,228 | |
| | | VEREIT INC | | REIT USD.01 | | | 143,939 | | | | | | 5,840,055 | |
| | | VERICEL CORP | | COMMON STOCK | | | 31,048 | | | | | | 958,762 | |
| | | VERINT SYSTEMS INC | | COMMON STOCK USD.001 | | | 46,727 | | | | | | 3,139,120 | |
| | | VERITEX HOLDINGS INC | | COMMON STOCK USD.01 | | | 33,602 | | | | | | 862,227 | |
| | | VERITIV CORP | | COMMON STOCK USD.01 | | | 7,500 | | | | | | 155,925 | |
| | | VERITONE INC | | COMMON STOCK USD.001 | | | 15,900 | | | | | | 452,355 | |
| | | VERRA MOBILITY CORP | | COMMON STOCK USD.0001 | | | 92,275 | | | | | | 1,238,331 | |
| | | VERRICA PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 10,120 | | | | | | 116,481 | |
| | | VERSO CORP A | | COMMON STOCK | | | 24,300 | | | | | | 292,086 | |
| | | VERTIV HOLDINGS CO | | COMMON STOCK USD.0001 | | | 158,400 | | | | | | 2,957,328 | |
| | | VERU INC | | COMMON STOCK USD.01 | | | 46,900 | | | | | | 405,685 | |
| | | VIAD CORP | | COMMON STOCK USD1.5 | | | 13,929 | | | | | | 503,812 | |
| | | VIASAT INC | | COMMON STOCK USD.0001 | | | 39,401 | | | | | | 1,286,443 | |
| | | VIAVI SOLUTIONS INC | | COMMON STOCK USD.001 | | | 153,476 | | | | | | 2,403,146 | |
| | | VICI PROPERTIES INC | | REIT USD.01 | | | 377,800 | | | | | | 9,633,900 | |
| | | VICOR CORP | | COMMON STOCK USD.01 | | | 13,400 | | | | | | 1,235,748 | |
| | | VIELA BIO INC | | COMMON STOCK | | | 13,845 | | | | | | 498,005 | |
| | | VIEMED HEALTHCARE INC | | COMMON STOCK | | | 23,800 | | | | | | 184,688 | |
| | | VIEWRAY INC | | COMMON STOCK USD.001 | | | 100,003 | | | | | | 382,011 | |
| | | VIKING THERAPEUTICS INC | | COMMON STOCK USD.00001 | | | 45,244 | | | | | | 254,724 | |
| | | VILLAGE SUPER MARKET CLASS A | | COMMON STOCK | | | 6,800 | | | | | | 150,008 | |
| | | VIR BIOTECHNOLOGY INC | | COMMON STOCK | | | 35,981 | | | | | | 963,571 | |
| | | VIRGIN GALACTIC HOLDINGS INC | | COMMON STOCK USD.0001 | | | 50,500 | | | | | | 1,198,365 | |
| | | VIRNETX HOLDING CORP | | COMMON STOCK USD.0001 | | | 41,600 | | | | | | 209,664 | |
| | | VIRTU FINANCIAL INC CLASS A | | COMMON STOCK USD.00001 | | | 48,120 | | | | | | 1,211,180 | |
| | | VIRTUS INVESTMENT PARTNERS | | COMMON STOCK USD.01 | | | 4,955 | | | | | | 1,075,235 | |
| | | VIRTUSA CORP | | COMMON STOCK USD.01 | | | 20,068 | | | | | | 1,026,077 | |
| | | VISHAY INTERTECHNOLOGY INC | | COMMON STOCK USD.1 | | | 89,224 | | | | | | 1,932,750 | |
| | | VISHAY PRECISION GROUP | | COMMON STOCK | | | 8,577 | | | | | | 270,004 | |
| | | VISTA OUTDOOR INC | | COMMON STOCK USD.01 | | | 40,768 | | | | | | 968,648 | |
| | | VISTEON CORP | | COMMON STOCK | | | 20,000 | | | | | | 2,510,400 | |
| | | VISTRA CORP | | COMMON STOCK USD.01 | | | 346,777 | | | | | | 6,817,636 | |
| | | VITAL FARMS INC | | COMMON STOCK USD.0001 | | | 5,500 | | | | | | 139,205 | |
| | | VIVINT SMART HOME INC | | COMMON STOCK | | | 58,300 | | | | | | 1,209,725 | |
| | | VMWARE INC CLASS A | | COMMON STOCK USD.01 | | | 57,036 | | | | | | 7,999,869 | |
| | | VOCERA COMMUNICATIONS INC | | COMMON STOCK USD.0003 | | | 22,200 | | | | | | 921,966 | |
| | | VONAGE HOLDINGS CORP | | COMMON STOCK USD.001 | | | 170,000 | | | | | | 2,188,750 | |
| | | VOXX INTERNATIONAL CORP | | COMMON STOCK USD.01 | | | 13,300 | | | | | | 169,708 | |
| * | | VOYA FINANCIAL INC | | COMMON STOCK USD.01 | | | 89,600 | | | | | | 5,269,376 | |
| | | VOYAGER THERAPEUTICS INC | | COMMON STOCK USD.001 | | | 18,836 | | | | | | 134,677 | |
| | | VROOM INC | | COMMON STOCK | | | 17,800 | | | | | | 729,266 | |
| | | VSE CORP | | COMMON STOCK USD.05 | | | 6,200 | | | | | | 238,638 | |
| | | VYNE THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 75,335 | | | | | | 119,029 | |
| | | W+T OFFSHORE INC | | COMMON STOCK USD.00001 | | | 78,567 | | | | | | 170,490 | |
| | | WABASH NATIONAL CORP | | COMMON STOCK USD.01 | | | 36,757 | | | | | | 633,323 | |
| | | WADDELL + REED FINANCIAL A | | COMMON STOCK USD.01 | | | 42,786 | | | | | | 1,089,759 | |
| | | WAITR HOLDINGS INC | | COMMON STOCK USD.0001 | | | 56,400 | | | | | | 156,792 | |
| | | WALKER + DUNLOP INC | | COMMON STOCK | | | 18,873 | | | | | | 1,828,716 | |
| | | WARRIOR MET COAL INC | | COMMON STOCK USD.01 | | | 35,300 | | | | | | 752,596 | |
| | | WASHINGTON FEDERAL INC | | COMMON STOCK USD1.0 | | | 50,794 | | | | | | 1,307,438 | |
| | | WASHINGTON REIT | | REIT USD.01 | | | 55,443 | | | | | | 1,199,232 | |
| | | WASHINGTON TRUST BANCORP | | COMMON STOCK USD.0625 | | | 11,800 | | | | | | 528,640 | |
| | | WATERSTONE FINANCIAL INC | | COMMON STOCK USD.01 | | | 15,842 | | | | | | 298,146 | |
| | | WATFORD HOLDINGS LTD | | COMMON STOCK USD.01 | | | 12,554 | | | | | | 434,368 | |
| | | WATSCO INC | | COMMON STOCK USD.5 | | | 23,200 | | | | | | 5,255,960 | |
| | | WATTS WATER TECHNOLOGIES A | | COMMON STOCK USD.1 | | | 18,444 | | | | | | 2,341,997 | |
| | | WAVE LIFE SCIENCES LTD | | COMMON STOCK | | | 14,120 | | | | | | 111,124 | |
| | | WAYFAIR INC CLASS A | | COMMON STOCK USD.001 | | | 49,955 | | | | | | 11,280,339 | |
| | | WD 40 CO | | COMMON STOCK USD.001 | | | 9,200 | | | | | | 2,550,529 | |
| | | WEBSTER FINANCIAL CORP | | COMMON STOCK USD.01 | | | 62,641 | | | | | | 2,640,318 | |
| | | WEINGARTEN REALTY INVESTORS | | REIT USD.03 | | | 84,899 | | | | | | 1,839,761 | |
| | | WEIS MARKETS INC | | COMMON STOCK | | | 6,600 | | | | | | 315,546 | |
| | | WELBILT INC | | COMMON STOCK USD.01 | | | 91,300 | | | | | | 1,205,160 | |
| | | WENDY S CO/THE | | COMMON STOCK USD.1 | | | 125,577 | | | | | | 2,752,648 | |
| | | WERNER ENTERPRISES INC | | COMMON STOCK USD.01 | | | 41,032 | | | | | | 1,609,275 | |
| | | WESBANCO INC | | COMMON STOCK USD2.0833 | | | 45,358 | | | | | | 1,358,926 | |
| | | WESCO INTERNATIONAL INC | | COMMON STOCK USD.01 | | | 34,172 | | | | | | 2,682,502 | |
| | | WEST BANCORPORATION | | COMMON STOCK | | | 13,000 | | | | | | 250,900 | |
| | | WESTAMERICA BANCORPORATION | | COMMON STOCK | | | 17,085 | | | | | | 944,630 | |
| | | WESTERN ALLIANCE BANCORP | | COMMON STOCK USD.0001 | | | 69,982 | | | | | | 4,195,421 | |
| | | WESTERN ASSET MORTGAGE CAPIT | | REIT USD.01 | | | 30,574 | | | | | | 99,671 | |
| | | WESTERN NEW ENGLAND BANCORP | | COMMON STOCK USD.01 | | | 22,100 | | | | | | 152,269 | |
| | | WESTLAKE CHEMICAL CORP | | COMMON STOCK USD.01 | | | 22,903 | | | | | | 1,950,487 | |
| | | WESTWOOD HOLDINGS GROUP INC | | COMMON STOCK USD.01 | | | 6,929 | | | | | | 100,471 | |
| | | WEX INC | | COMMON STOCK USD.01 | | | 31,281 | | | | | | 6,366,622 | |
| | | WEYCO GROUP INC | | COMMON STOCK USD1.0 | | | 4,586 | | | | | | 72,642 | |
| | | WHITE MOUNTAINS INSURANCE GP | | COMMON STOCK USD1.0 | | | 2,186 | | | | | | 2,187,443 | |
| | | WHITESTONE REIT | | REIT USD.001 | | | 31,700 | | | | | | 252,649 | |
| | | WIDEOPENWEST INC | | COMMON STOCK USD.01 | | | 31,900 | | | | | | 340,373 | |
| | | WILEY (JOHN) + SONS CLASS A | | COMMON STOCK USD1.0 | | | 29,190 | | | | | | 1,332,815 | |
| | | WILLDAN GROUP INC | | COMMON STOCK USD.01 | | | 6,900 | | | | | | 287,730 | |
| | | WILLIAMS SONOMA INC | | COMMON STOCK USD.01 | | | 54,644 | | | | | | 5,564,945 | |
| | | WILLSCOT MOBILE MINI HOLDING | | COMMON STOCK USD.0001 | | | 111,563 | | | | | | 2,584,915 | |
| | | WINGSTOP INC | | COMMON STOCK USD.01 | | | 21,267 | | | | | | 2,818,941 | |
| | | WINMARK CORP | | COMMON STOCK | | | 1,878 | | | | | | 348,932 | |
| | | WINNEBAGO INDUSTRIES | | COMMON STOCK USD.5 | | | 21,000 | | | | | | 1,258,740 | |
| | | WINTRUST FINANCIAL CORP | | COMMON STOCK | | | 39,938 | | | | | | 2,439,812 | |
| | | WISDOMTREE INVESTMENTS INC | | COMMON STOCK USD.01 | | | 98,785 | | | | | | 528,500 | |
| | | WOLVERINE WORLD WIDE INC | | COMMON STOCK USD1.0 | | | 53,526 | | | | | | 1,772,696 | |
| | | WOODWARD INC | | COMMON STOCK USD.00292 | | | 39,775 | | | | | | 4,833,856 | |
| | | WORKDAY INC CLASS A | | COMMON STOCK USD.001 | | | 123,721 | | | | | | 29,836,479 | |
| | | WORKHORSE GROUP INC | | COMMON STOCK USD.001 | | | 65,600 | | | | | | 1,297,568 | |
| | | WORKIVA INC | | COMMON STOCK USD.001 | | | 28,712 | | | | | | 2,630,593 | |
| | | WORLD ACCEPTANCE CORP | | COMMON STOCK | | | 3,500 | | | | | | 357,770 | |
| | | WORLD FUEL SERVICES CORP | | COMMON STOCK USD.01 | | | 42,013 | | | | | | 1,309,125 | |
| | | WORLD WRESTLING ENTERTAIN A | | COMMON STOCK USD.01 | | | 31,300 | | | | | | 1,503,965 | |
| | | WORTHINGTON INDUSTRIES | | COMMON STOCK | | | 27,236 | | | | | | 1,398,296 | |
| | | WP CAREY INC | | REIT USD.001 | | | 123,129 | | | | | | 8,690,445 | |
| | | WPX ENERGY INC | | COMMON STOCK USD.01 | | | 281,556 | | | | | | 2,294,681 | |
| | | WR GRACE + CO | | COMMON STOCK USD.01 | | | 37,923 | | | | | | 2,177,619 | |
| | | WSFS FINANCIAL CORP | | COMMON STOCK USD.01 | | | 33,787 | | | | | | 1,516,361 | |
| | | WW INTERNATIONAL INC | | COMMON STOCK | | | 31,419 | | | | | | 766,624 | |
| | | WYNDHAM HOTELS + RESORTS INC | | COMMON STOCK USD.01 | | | 65,790 | | | | | | 3,910,558 | |
| | | X4 PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 3,912 | | | | | | 25,154 | |
| | | XBIOTECH INC | | COMMON STOCK | | | 9,962 | | | | | | 155,905 | |
| | | XENCOR INC | | COMMON STOCK USD.01 | | | 37,925 | | | | | | 1,654,668 | |
| | | XENIA HOTELS + RESORTS INC | | REIT USD.01 | | | 75,300 | | | | | | 1,144,560 | |
| | | XERIS PHARMACEUTICALS INC | | COMMON STOCK USD.0001 | | | 30,914 | | | | | | 152,097 | |
| | | XOMA CORP | | COMMON STOCK USD.0005 | | | 4,100 | | | | | | 180,933 | |
| | | XPERI HOLDING CORP | | COMMON STOCK | | | 71,491 | | | | | | 1,494,162 | |
| | | XPO LOGISTICS INC | | COMMON STOCK USD.001 | | | 64,349 | | | | | | 7,670,401 | |
| | | Y MABS THERAPEUTICS INC | | COMMON STOCK USD.0001 | | | 19,888 | | | | | | 984,655 | |
| | | YELP INC | | COMMON STOCK USD.000001 | | | 47,345 | | | | | | 1,654,580 | |
| | | YETI HOLDINGS INC | | COMMON STOCK USD.01 | | | 56,973 | | | | | | 3,900,941 | |
| | | YEXT INC | | COMMON STOCK USD.001 | | | 67,951 | | | | | | 1,068,190 | |
| | | YORK WATER CO | | COMMON STOCK | | | 8,700 | | | | | | 405,420 | |
| | | YUM CHINA HOLDINGS INC | | COMMON STOCK USD.01 | | | 282,135 | | | | | | 16,107,087 | |
| | | ZENDESK INC | | COMMON STOCK USD.01 | | | 81,500 | | | | | | 11,664,280 | |
| | | ZENTALIS PHARMACEUTICALS INC | | COMMON STOCK USD.001 | | | 21,800 | | | | | | 1,132,292 | |
| | | ZILLOW GROUP INC A | | COMMON STOCK USD.0001 | | | 41,661 | | | | | | 5,663,396 | |
| | | ZILLOW GROUP INC C | | COMMON STOCK USD.0001 | | | 102,073 | | | | | | 13,249,075 | |
| | | ZIOPHARM ONCOLOGY INC | | COMMON STOCK USD.001 | | | 125,744 | | | | | | 316,875 | |
| | | ZIX CORP | | COMMON STOCK USD.01 | | | 42,900 | | | | | | 370,227 | |
| | | ZOGENIX INC | | COMMON STOCK USD.001 | | | 43,237 | | | | | | 864,308 | |
| | | ZOOM VIDEO COMMUNICATIONS A | | COMMON STOCK USD.001 | | | 117,400 | | | | | | 39,871,226 | |
| | | ZSCALER INC | | COMMON STOCK USD.001 | | | 51,100 | | | | | | 10,205,181 | |
| | | ZUMIEZ INC | | COMMON STOCK | | | 15,262 | | | | | | 561,336 | |
| | | ZUORA INC CLASS A | | COMMON STOCK | | | 69,900 | | | | | | 973,707 | |
| | | ZYNEX INC | | COMMON STOCK USD.001 | | | 11,005 | | | | | | 148,127 | |
| | | ZYNGA INC CL A | | COMMON STOCK USD.00000625 | | | 630,759 | | | | | | 6,225,591 | |
| | | NANTKWEST INC | | COMMON STOCK USD.0001 | | | 20,400 | | | | | | 271,932 | |
| | | NESCO HOLDINGS INC | | COMMON STOCK USD.0001 | | | 8,900 | | | | | | 65,593 | |
| | | BG STAFFING INC | | COMMON STOCK USD.01 | | | 7,500 | | | | | | 101,175 | |
| | | BRIDGE BANCORP INC | | COMMON STOCK USD.01 | | | 11,600 | | | | | | 280,488 | |
| | | ENTERCOM COMMUNICATIONS CL A | | COMMON STOCK USD.01 | | | 80,900 | | | | | | 199,823 | |
| | | PICO HOLDINGS INC | | COMMON STOCK USD.001 | | | 13,984 | | | | | | 130,750 | |
| | | WYNDHAM DESTINATIONS INC | | COMMON STOCK USD.01 | | | 58,800 | | | | | | 2,637,768 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT B - Small/Mid-Cap Stock Index Fund | | | | | $ | 4,679,882,554 | |
n / a - Cost is not applicable
EXHIBIT C - Total International Stock Market Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | Par Value | | | | | | |
| | 21VIANET GROUP INC ADR | | ADR USD.00001 | | | 20,800 | | | | | $ | 721,552 | |
| | | 360 DIGITECH INC | | ADR USD.00001 | | | 7,900 | | | | | | 93,141 | |
| | | 360 SECURITY TECHNOLOGY IN A | | COMMON STOCK CNY1.0 | | | 32,200 | | | | | | 77,468 | |
| | | 3I GROUP PLC | | COMMON STOCK GBP.738636 | | | 166,025 | | | | | | 2,651,424 | |
| | | 3SBIO INC | | COMMON STOCK USD.00001 | | | 209,000 | | | | | | 190,628 | |
| | | 51JOB INC ADR | | ADR USD.0001 | | | 5,800 | | | | | | 406,000 | |
| | | 77 BANK LTD/THE | | COMMON STOCK | | | 9,800 | | | | | | 134,406 | |
| | | 888 HOLDINGS PLC | | COMMON STOCK GBP.005 | | | 63,281 | | | | | | 246,963 | |
| | | A LIVING SMART CITY SERVICES | | COMMON STOCK CNY1.0 | | | 70,750 | | | | | | 315,167 | |
| | | A.G. BARR PLC | | COMMON STOCK GBP.04167 | | | 17,303 | | | | | | 122,768 | |
| | | A2 MILK CO LTD | | COMMON STOCK | | | 144,761 | | | | | | 1,256,348 | |
| | | A2A SPA | | COMMON STOCK EUR.52 | | | 306,853 | | | | | | 489,328 | |
| | | AAC TECHNOLOGIES HOLDINGS IN | | COMMON STOCK USD.01 | | | 141,000 | | | | | | 793,293 | |
| | | AAK AB | | COMMON STOCK | | | 28,303 | | | | | | 571,824 | |
| | | AALBERTS NV | | COMMON STOCK EUR.25 | | | 19,538 | | | | | | 867,307 | |
| | | AAREAL BANK AG | | COMMON STOCK | | | 10,174 | | | | | | 243,673 | |
| | | AB DYNAMICS PLC | | COMMON STOCK | | | 2,499 | | | | | | 71,752 | |
| | | AB SCIENCE SA | | COMMON STOCK EUR.01 | | | 4,947 | | | | | | 118,417 | |
| | | ABACUS PROPERTY GROUP | | REIT | | | 72,495 | | | | | | 160,674 | |
| | | ABB LTD REG | | COMMON STOCK CHF.12 | | | 313,232 | | | | | | 8,774,900 | |
| | | ABC ARBITRAGE | | COMMON STOCK EUR.016 | | | 6,478 | | | | | | 57,607 | |
| | | ABC MART INC | | COMMON STOCK | | | 5,600 | | | | | | 311,624 | |
| | | ABCAM PLC | | COMMON STOCK GBP.002 | | | 35,240 | | | | | | 746,621 | |
| | | ABDULLAH AL OTHAIM MARKETS | | COMMON STOCK SAR10. | | | 7,480 | | | | | | 244,841 | |
| | | ABLBIO LNC | | COMMON STOCK KRW500.0 | | | 4,716 | | | | | | 135,364 | |
| | | ABN AMRO BANK NV CVA | | DUTCH CERT EUR1.0 | | | 66,758 | | | | | | 655,887 | |
| | | ABOITIZ EQUITY VENTURES INC | | COMMON STOCK PHP1. | | | 342,380 | | | | | | 337,070 | |
| | | ABOITIZ POWER CORP | | COMMON STOCK PHP1. | | | 482,100 | | | | | | 266,837 | |
| | | ABSA GROUP LTD | | COMMON STOCK ZAR2.0 | | | 131,550 | | | | | | 1,079,410 | |
| | | ABSOLUTE SOFTWARE CORPORATIO | | COMMON STOCK | | | 6,900 | | | | | | 82,091 | |
| | | ABU DHABI COMMERCIAL BANK | | COMMON STOCK AED1. | | | 431,483 | | | | | | 729,019 | |
| | | ACADEMEDIA AB | | COMMON STOCK SEK1.0 | | | 18,243 | | | | | | 188,762 | |
| | | ACBEL POLYTECH INC | | COMMON STOCK TWD10. | | | 71,095 | | | | | | 73,104 | |
| | | ACCENT GROUP LTD | | COMMON STOCK | | | 31,219 | | | | | | 55,681 | |
| | | ACCIONA SA | | COMMON STOCK EUR1. | | | 2,947 | | | | | | 537,220 | |
| | | ACCOR SA | | COMMON STOCK EUR3.0 | | | 31,838 | | | | | | 1,161,700 | |
| | | ACCTON TECHNOLOGY CORP | | COMMON STOCK TWD10.0 | | | 91,685 | | | | | | 1,035,283 | |
| | | ACE HARDWARE INDONESIA | | COMMON STOCK IDR10. | | | 819,700 | | | | | | 100,161 | |
| | | ACE TECHNOLOGIES CORP | | COMMON STOCK KRW500. | | | 5,221 | | | | | | 130,021 | |
| | | ACEA SPA | | COMMON STOCK EUR5.16 | | | 9,661 | | | | | | 202,172 | |
| | | ACER INC | | COMMON STOCK TWD10. | | | 606,953 | | | | | | 512,763 | |
| | | ACERINOX SA | | COMMON STOCK EUR.25 | | | 18,170 | | | | | | 306,613 | |
| | | ACKERMANS + VAN HAAREN | | COMMON STOCK | | | 4,191 | | | | | | 631,228 | |
| | | ACOM CO LTD | | COMMON STOCK | | | 68,700 | | | | | | 293,997 | |
| | | ACS ACTIVIDADES CONS Y SERV | | COMMON STOCK EUR.5 | | | 42,957 | | | | | | 1,518,404 | |
| | | ACTIVIA PROPERTIES INC | | REIT | | | 116 | | | | | | 489,721 | |
| | | ADAPTEO OYJ | | COMMON STOCK | | | 16,352 | | | | | | 189,021 | |
| | | ADARO ENERGY TBK PT | | COMMON STOCK IDR100. | | | 4,647,500 | | | | | | 473,221 | |
| | | ADASTRIA CO LTD | | COMMON STOCK | | | 4,900 | | | | | | 98,373 | |
| | | ADBRI LTD | | COMMON STOCK | | | 71,856 | | | | | | 186,129 | |
| | | ADCOCK INGRAM HOLDINGS LTD | | COMMON STOCK ZAR.001 | | | 32,881 | | | | | | 103,117 | |
| | | ADDCN TECHNOLOGY CO LTD | | COMMON STOCK TWD10.0 | | | 5,000 | | | | | | 37,932 | |
| | | ADDTECH AB B SHARES | | COMMON STOCK SEK.75 | | | 38,904 | | | | | | 516,034 | |
| | | ADECCO GROUP AG REG | | COMMON STOCK CHF.1 | | | 26,339 | | | | | | 1,768,791 | |
| | | ADECOAGRO SA | | COMMON STOCK USD1.5 | | | 19,400 | | | | | | 131,920 | |
| | | ADEKA CORP | | COMMON STOCK | | | 14,800 | | | | | | 259,548 | |
| | | ADESSO SE | | COMMON STOCK | | | 473 | | | | | | 56,243 | |
| | | ADEVINTA ASA | | COMMON STOCK NOK.2 | | | 36,574 | | | | | | 614,954 | |
| | | ADIDAS AG | | COMMON STOCK | | | 32,360 | | | | | | 11,798,342 | |
| | | ADIMMUNE CORP | | COMMON STOCK TWD10.0 | | | 51,000 | | | | | | 101,866 | |
| | | ADLER GROUP SA | | COMMON STOCK | | | 11,697 | | | | | | 415,038 | |
| | | ADMIRAL GROUP PLC | | COMMON STOCK GBP.001 | | | 30,705 | | | | | | 1,296,653 | |
| | | ADP | | COMMON STOCK EUR3.0 | | | 5,489 | | | | | | 713,638 | |
| | | ADVA OPTICAL NETWORKING SE | | COMMON STOCK | | | 7,251 | | | | | | 62,646 | |
| | | ADVAN CO LTD | | COMMON STOCK | | | 7,200 | | | | | | 83,993 | |
| | | ADVANCE RESIDENCE INVESTMENT | | REIT | | | 222 | | | | | | 665,542 | |
| | | ADVANCED CERAMIC X CORP | | COMMON STOCK TWD10.0 | | | 8,000 | | | | | | 144,668 | |
| | | ADVANCED INFO SERVICE FOR RG | | FOREIGN SH. THB1.0 A | | | 203,298 | | | | | | 1,194,274 | |
| | | ADVANCED MEDICAL SOLUTIONS | | COMMON STOCK GBP.05 | | | 35,493 | | | | | | 117,502 | |
| | | ADVANCED PETROCHEMICALS CO | | COMMON STOCK SAR10. | | | 17,991 | | | | | | 321,302 | |
| | | ADVANCED WIRELESS SEMICONDUC | | COMMON STOCK TWD10. | | | 24,000 | | | | | | 115,357 | |
| | | ADVANTAGE OIL + GAS LTD | | COMMON STOCK | | | 32,400 | | | | | | 43,488 | |
| | | ADVANTECH CO LTD | | COMMON STOCK TWD10. | | | 70,519 | | | | | | 880,714 | |
| | | ADVANTEST CORP | | COMMON STOCK | | | 33,900 | | | | | | 2,545,355 | |
| | | ADYEN NV | | COMMON STOCK EUR.01 | | | 3,113 | | | | | | 7,254,930 | |
| | | AECC AVIATION POWER CO A | | COMMON STOCK CNY1.0 | | | 24,500 | | | | | | 222,714 | |
| | | AECI LTD | | COMMON STOCK ZAR1.0 | | | 34,989 | | | | | | 206,450 | |
| | | AECON GROUP INC | | COMMON STOCK | | | 12,600 | | | | | | 161,802 | |
| | | AEDAS HOMES SA | | COMMON STOCK EUR1.0 | | | 3,835 | | | | | | 98,766 | |
| | | AEDIFICA | | REIT | | | 5,276 | | | | | | 634,936 | |
| | | AEGON NV | | COMMON STOCK EUR.12 | | | 302,268 | | | | | | 1,209,000 | |
| | | AENA SME SA | | COMMON STOCK | | | 11,081 | | | | | | 1,950,833 | |
| | | AEON CO LTD | | COMMON STOCK | | | 110,600 | | | | | | 3,630,859 | |
| | | AEON DELIGHT CO LTD | | COMMON STOCK | | | 3,900 | | | | | | 101,600 | |
| | | AEON FINANCIAL SERVICE CO LT | | COMMON STOCK | | | 18,600 | | | | | | 225,134 | |
| | | AEON MALL CO LTD | | COMMON STOCK | | | 19,800 | | | | | | 327,966 | |
| | | AEON REIT INVESTMENT CORP | | REIT | | | 268 | | | | | | 342,813 | |
| | | AERCAP HOLDINGS NV | | COMMON STOCK EUR.01 | | | 24,133 | | | | | | 1,099,982 | |
| | | AEROFLOT PJSC | | COMMON STOCK RUB1.0 | | | 102,600 | | | | | | 99,098 | |
| | | AES GENER SA | | EXP 27JAN21 | | | 92,787 | | | | | | 1,016 | |
| | | AF POYRY AB | | COMMON STOCK SEK2.5 | | | 16,685 | | | | | | 511,173 | |
| | | AFI PROPERTIES LTD | | COMMON STOCK ILS1.0 | | | 7,173 | | | | | | 293,837 | |
| | | AFRICAN RAINBOW MINERALS LTD | | COMMON STOCK ZAR.05 | | | 28,114 | | | | | | 501,624 | |
| | | AFTERPAY LTD | | COMMON STOCK | | | 38,186 | | | | | | 3,503,907 | |
| | | AG GROWTH INTERNATIONAL INC | | COMMON STOCK | | | 3,400 | | | | | | 79,556 | |
| | | AGC INC | | COMMON STOCK | | | 32,600 | | | | | | 1,138,623 | |
| | | AGEAS | | COMMON STOCK | | | 31,910 | | | | | | 1,703,363 | |
| | | AGFA GEVAERT NV | | COMMON STOCK | | | 26,108 | | | | | | 124,583 | |
| | | AGGREKO PLC | | COMMON STOCK GBP.04832911 | | | 43,956 | | | | | | 376,438 | |
| | | AGILE GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 351,000 | | | | | | 468,210 | |
| | | AGILITY | | COMMON STOCK KWD.1 | | | 189,128 | | | | | | 420,284 | |
| | | AGL ENERGY LTD | | COMMON STOCK | | | 101,008 | | | | | | 932,189 | |
| | | AGNICO EAGLE MINES LTD | | COMMON STOCK | | | 41,489 | | | | | | 2,917,582 | |
| | | AGRICULTURAL BANK OF CHINA A | | COMMON STOCK CNY1.0 | | | 1,172,993 | | | | | | 563,250 | |
| | | AGRICULTURAL BANK OF CHINA H | | COMMON STOCK CNY1.0 | | | 5,320,000 | | | | | | 1,949,478 | |
| | | AGUAS ANDINAS SA A | | COMMON STOCK | | | 413,779 | | | | | | 133,535 | |
| | | AI HOLDINGS CORP | | COMMON STOCK | | | 7,400 | | | | | | 149,067 | |
| | | AI INSIDE INC | | COMMON STOCK | | | 100 | | | | | | 70,719 | |
| | | AIA GROUP LTD | | COMMON STOCK | | | 2,073,600 | | | | | | 25,537,303 | |
| | | AIB GROUP PLC | | COMMON STOCK EUR.625 | | | 152,200 | | | | | | 313,585 | |
| | | AICA KOGYO CO LTD | | COMMON STOCK | | | 9,200 | | | | | | 318,806 | |
| | | AICHI BANK LTD/THE | | COMMON STOCK | | | 800 | | | | | | 22,849 | |
| | | AIDA ENGINEERING LTD | | COMMON STOCK | | | 8,200 | | | | | | 76,901 | |
| | | AIER EYE HOSPITAL GROUP CO A | | COMMON STOCK CNY1.0 | | | 47,450 | | | | | | 543,458 | |
| | | AIFUL CORP | | COMMON STOCK | | | 56,300 | | | | | | 135,584 | |
| | | AIN HOLDINGS INC | | COMMON STOCK | | | 4,400 | | | | | | 272,021 | |
| | | AIR ARABIA PJSC | | COMMON STOCK AED1. | | | 336,344 | | | | | | 117,231 | |
| | | AIR CANADA | | COMMON STOCK | | | 24,200 | | | | | | 432,523 | |
| | | AIR CHINA LTD H | | COMMON STOCK CNY1.0 | | | 438,000 | | | | | | 344,897 | |
| | | AIR FRANCE KLM | | COMMON STOCK EUR1.0 | | | 27,694 | | | | | | 173,734 | |
| | | AIR LIQUIDE SA | | COMMON STOCK EUR5.5 | | | 79,782 | | | | | | 13,289,162 | |
| | | AIR NEW ZEALAND LTD | | COMMON STOCK | | | 175,431 | | | | | | 227,255 | |
| | | AIR WATER INC | | COMMON STOCK | | | 33,000 | | | | | | 588,839 | |
| | | AIRASIA GROUP BHD | | COMMON STOCK MYR.1 | | | 360,400 | | | | | | 79,580 | |
| | | AIRBUS SE | | COMMON STOCK EUR1.0 | | | 99,081 | | | | | | 11,045,699 | |
| | | AIRPORT CITY LTD | | COMMON STOCK ILS.01 | | | 13,110 | | | | | | 199,239 | |
| | | AIRPORTS OF THAILAND PCL FOR | | FOREIGN SH. THB1.0 A | | | 820,000 | | | | | | 1,710,614 | |
| | | AIRTAC INTERNATIONAL GROUP | | COMMON STOCK TWD10.0 | | | 27,161 | | | | | | 870,357 | |
| | | AIRTEL AFRICA PLC | | COMMON STOCK USD.5 | | | 128,328 | | | | | | 133,236 | |
| | | AISIN CORP | | COMMON STOCK | | | 28,700 | | | | | | 862,597 | |
| | | AIXTRON SE | | COMMON STOCK NPV | | | 19,194 | | | | | | 335,089 | |
| | | AJ BELL PLC | | COMMON STOCK GBP.000125 | | | 35,221 | | | | | | 291,685 | |
| | | AJINOMOTO CO INC | | COMMON STOCK | | | 78,800 | | | | | | 1,785,909 | |
| | | AK MEDICAL HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 56,000 | | | | | | 97,256 | |
| | | AKATSUKI INC | | COMMON STOCK | | | 1,200 | | | | | | 48,135 | |
| | | AKBANK T.A.S. | | COMMON STOCK TRY1. | | | 644,151 | | | | | | 602,738 | |
| | | AKER ASA A SHARES | | COMMON STOCK NOK28. | | | 4,119 | | | | | | 269,345 | |
| | | AKKA TECHNOLOGIES | | COMMON STOCK EUR1.53 | | | 2,315 | | | | | | 73,073 | |
| | | AKR CORPORINDO TBK PT | | COMMON STOCK IDR100. | | | 250,200 | | | | | | 56,731 | |
| | | AKSA AKRILIK KIMYA SANAYII | | COMMON STOCK TRY1. | | | 157,431 | | | | | | 309,120 | |
| | | AKTIA BANK OYJ | | COMMON STOCK NPV | | | 9,038 | | | | | | 108,232 | |
| | | AKZO NOBEL N.V. | | COMMON STOCK EUR.5 | | | 33,170 | | | | | | 3,568,639 | |
| | | AL AHLI BANK OF KUWAIT | | COMMON STOCK KWD.1 | | | 123,584 | | | | | | 84,908 | |
| | | AL HAMMADI CO FOR DEVELOPMEN | | COMMON STOCK SAR10.0 | | | 9,973 | | | | | | 76,826 | |
| | | AL RAJHI BANK | | COMMON STOCK SAR10. | | | 207,776 | | | | | | 4,076,211 | |
| | | AL RAJHI CO FOR CO OPERATIVE | | COMMON STOCK QAR10. | | | 2,714 | | | | | | 58,525 | |
| | | ALAMOS GOLD INC CLASS A | | COMMON STOCK | | | 67,729 | | | | | | 591,167 | |
| | | ALBIOMA SA | | COMMON STOCK EUR.0385 | | | 4,844 | | | | | | 278,756 | |
| | | ALCHIP TECHNOLOGIES LTD | | COMMON STOCK TWD10.0 | | | 10,000 | | | | | | 221,101 | |
| | | ALCON INC | | COMMON STOCK CHF.04 | | | 83,715 | | | | | | 5,597,319 | |
| | | ALD SA | | COMMON STOCK EUR1.5 | | | 17,366 | | | | | | 244,500 | |
| | | ALDAR PROPERTIES PJSC | | COMMON STOCK AED1.0 | | | 1,119,028 | | | | | | 960,514 | |
| | | ALDREES PETROLEUM AND TRANSP | | COMMON STOCK SAR10. | | | 4,987 | | | | | | 86,272 | |
| | | ALEXANDER FORBES GROUP HOLDI | | COMMON STOCK | | | 159,178 | | | | | | 42,345 | |
| | | ALFA FINANCIAL SOFTWARE HOLD | | COMMON STOCK GBP.001 | | | 15,445 | | | | | | 27,937 | |
| | | ALFA LAVAL AB | | COMMON STOCK SEK2.84 | | | 57,841 | | | | | | 1,592,559 | |
| | | ALFA S.A.B. A | | COMMON STOCK | | | 508,800 | | | | | | 365,663 | |
| | | ALFRESA HOLDINGS CORP | | COMMON STOCK | | | 32,400 | | | | | | 594,152 | |
| | | ALGONQUIN POWER + UTILITIES | | COMMON STOCK | | | 98,336 | | | | | | 1,663,108 | |
| | | ALIANSCE SONAE SHOPPING CENT | | COMMON STOCK | | | 35,700 | | | | | | 202,041 | |
| | | ALIBABA GROUP HOLDING SP ADR | | ADR USD.000025 | | | 319,600 | | | | | | 76,056,164 | |
| | | ALIBABA HEALTH INFORMATION T | | COMMON STOCK HKD.01 | | | 694,200 | | | | | | 2,059,555 | |
| | | ALIBABA PICTURES GROUP LTD | | COMMON STOCK HKD.25 | | | 2,420,000 | | | | | | 299,827 | |
| | | ALIMAK GROUP AB | | COMMON STOCK SEK.02 | | | 8,775 | | | | | | 139,924 | |
| | | ALIMENTATION COUCHE TARD B | | COMMON STOCK | | | 147,700 | | | | | | 5,029,220 | |
| | | ALIMTIAZ INVESTMENT GROUP | | COMMON STOCK KWD.1 | | | 124,980 | | | | | | 46,015 | |
| | | ALINMA BANK | | COMMON STOCK SAR10.0 | | | 166,221 | | | | | | 716,882 | |
| | | ALIOR BANK SA | | COMMON STOCK PLN10.0 | | | 20,990 | | | | | | 95,881 | |
| | | ALK ABELLO A/S | | COMMON STOCK DKK10. | | | 1,130 | | | | | | 465,231 | |
| | | ALLEGRO.EU SA | | COMMON STOCK PLN.01 | | | 43,173 | | | | | | 983,584 | |
| | | ALLGEIER SE | | COMMON STOCK | | | 1,247 | | | | | | 28,458 | |
| | | ALLIANCE BANK MALAYSIA BHD | | COMMON STOCK | | | 315,700 | | | | | | 229,013 | |
| | | ALLIANCE GLOBAL GROUP INC | | COMMON STOCK PHP1. | | | 1,349,200 | | | | | | 297,954 | |
| | | ALLIANCE PHARMA PLC | | COMMON STOCK GBP.01 | | | 3,561 | | | | | | 4,291 | |
| * | | ALLIANZ SE REG | | COMMON STOCK | | | 70,905 | | | | | | 17,375,447 | |
| | | ALLIED PROPERTIES REAL ESTAT | | REIT | | | 11,300 | | | | | | 335,541 | |
| | | ALLREAL HOLDING AG REG | | COMMON STOCK CHF50.0 | | | 2,439 | | | | | | 561,373 | |
| | | ALM. BRAND A/S | | COMMON STOCK DKK10.0 | | | 10,823 | | | | | | 130,241 | |
| | | ALMARAI CO | | COMMON STOCK SAR10.0 | | | 42,403 | | | | | | 620,515 | |
| | | ALMIRALL SA | | COMMON STOCK EUR.12 | | | 11,822 | | | | | | 157,621 | |
| | | ALONY HETZ PROPERTIES + INV | | COMMON STOCK ILS1.0 | | | 21,868 | | | | | | 306,663 | |
| | | ALPHA FX GROUP PLC | | COMMON STOCK | | | 4,453 | | | | | | 80,062 | |
| | | ALPHA SERVICES AND HOLDINGS | | COMMON STOCK EUR.3 | | | 238,431 | | | | | | 278,905 | |
| | | ALPS ALPINE CO LTD | | COMMON STOCK | | | 35,400 | | | | | | 467,307 | |
| | | ALROSA PJSC | | COMMON STOCK RUB.5 | | | 471,798 | | | | | | 630,090 | |
| | | ALS LTD | | COMMON STOCK | | | 88,650 | | | | | | 657,947 | |
| | | ALSEA SAB DE CV | | COMMON STOCK | | | 76,900 | | | | | | 99,611 | |
| | | ALSO HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 1,140 | | | | | | 326,154 | |
| | | ALSTOM | | COMMON STOCK EUR7.0 | | | 43,086 | | | | | | 2,447,160 | |
| | | ALSTRIA OFFICE REIT AG | | REIT | | | 28,173 | | | | | | 509,526 | |
| | | ALTAGAS LTD | | COMMON STOCK | | | 49,000 | | | | | | 720,000 | |
| | | ALTECH CORP | | COMMON STOCK | | | 5,500 | | | | | | 111,914 | |
| | | ALTEN SA | | COMMON STOCK EUR1.016399 | | | 4,135 | | | | | | 562,985 | |
| | | ALTEOGEN INC | | COMMON STOCK KRW500.0 | | | 3,071 | | | | | | 509,851 | |
| | | ALTICE EUROPE NV | | COMMON STOCK EUR.01 | | | 90,805 | | | | | | 592,111 | |
| | | ALTIUM LTD | | COMMON STOCK | | | 17,332 | | | | | | 495,948 | |
| | | ALTIUS MINERALS CORPORATION | | COMMON STOCK | | | 6,700 | | | | | | 72,046 | |
| | | ALTRI SGPS SA | | COMMON STOCK EUR.125 | | | 46,857 | | | | | | 295,961 | |
| | | ALTUS GROUP LTD | | COMMON STOCK | | | 7,200 | | | | | | 277,714 | |
| | | ALUJAIN HOLDING | | COMMON STOCK SAR10.0 | | | 5,751 | | | | | | 72,125 | |
| | | ALUMINA LTD | | COMMON STOCK | | | 462,800 | | | | | | 656,089 | |
| | | ALUMINUM CORP OF CHINA LTD A | | COMMON STOCK CNY1.0 | | | 142,300 | | | | | | 79,065 | |
| | | ALUMINUM CORP OF CHINA LTD H | | COMMON STOCK CNY1.0 | | | 860,000 | | | | | | 304,127 | |
| | | ALUPAR INVESTIMENTO SA UNIT | | UNIT | | | 40,900 | | | | | | 214,518 | |
| | | AMADA CO LTD | | COMMON STOCK | | | 59,200 | | | | | | 653,932 | |
| | | AMADEUS FIRE AG | | COMMON STOCK | | | 970 | | | | | | 142,704 | |
| | | AMADEUS IT GROUP SA | | COMMON STOCK EUR.01 | | | 76,623 | | | | | | 5,555,959 | |
| | | AMANAT HOLDINGS PJSC | | COMMON STOCK AED1.0 | | | 129,435 | | | | | | 28,895 | |
| | | AMANO CORP | | COMMON STOCK | | | 9,900 | | | | | | 237,178 | |
| | | AMATA CORP PUBLIC CO LTD FOR | | FOREIGN SH. THB1.0 A | | | 508,228 | | | | | | 276,506 | |
| | | AMBEA AB | | COMMON STOCK SEK.024968 | | | 5,628 | | | | | | 44,596 | |
| | | AMBEV SA | | COMMON STOCK | | | 877,925 | | | | | | 2,652,904 | |
| | | AMBU A/S B | | COMMON STOCK DKK.5 | | | 28,047 | | | | | | 1,212,778 | |
| | | AMERICA MOVIL SAB DE C SER L | | COMMON STOCK | | | 5,792,962 | | | | | | 4,212,693 | |
| | | AMG ADVANCED METALLURGICAL | | COMMON STOCK EUR.02 | | | 858 | | | | | | 25,570 | |
| | | AMLAK INTERNATIONAL FOR REAL | | COMMON STOCK | | | 5,378 | | | | | | 31,394 | |
| | | AMMB HOLDINGS BHD | | COMMON STOCK | | | 336,125 | | | | | | 305,130 | |
| | | AMOREPACIFIC CORP | | COMMON STOCK KRW500.0 | | | 6,270 | | | | | | 1,191,865 | |
| | | AMOREPACIFIC GROUP | | COMMON STOCK KRW500.0 | | | 5,409 | | | | | | 273,586 | |
| | | AMOT INVESTMENTS LTD | | COMMON STOCK ILS1.0 | | | 30,410 | | | | | | 170,826 | |
| | | AMP LTD | | COMMON STOCK | | | 631,508 | | | | | | 760,749 | |
| | | AMPLIFON SPA | | COMMON STOCK EUR.02 | | | 20,388 | | | | | | 846,175 | |
| | | AMPOL LTD | | COMMON STOCK | | | 38,500 | | | | | | 896,768 | |
| | | AMREST HOLDINGS SE | | COMMON STOCK EUR.1 | | | 26,626 | | | | | | 197,847 | |
| | | AMS AG | | COMMON STOCK | | | 46,181 | | | | | | 1,010,402 | |
| | | AMUNDI SA | | COMMON STOCK EUR2.5 | | | 10,066 | | | | | | 823,217 | |
| | | AMUSE INC | | COMMON STOCK | | | 2,000 | | | | | | 50,045 | |
| | | ANA HOLDINGS INC | | COMMON STOCK | | | 26,500 | | | | | | 585,948 | |
| | | ANADOLU EFES BIRACILIK VE | | COMMON STOCK TRY1. | | | 47,720 | | | | | | 148,997 | |
| | | ANDLAUER HEALTHCARE GROUP IN | | COMMON STOCK | | | 1,900 | | | | | | 61,067 | |
| | | ANDRITZ AG | | COMMON STOCK | | | 13,070 | | | | | | 599,677 | |
| | | ANEKA TAMBANG TBK | | COMMON STOCK IDR100.0 | | | 5,505,526 | | | | | | 758,326 | |
| | | ANEST IWATA CORP | | COMMON STOCK | | | 4,400 | | | | | | 45,180 | |
| | | ANGES INC | | COMMON STOCK | | | 19,500 | | | | | | 236,111 | |
| | | ANGLO AMERICAN PLATINUM LTD | | COMMON STOCK ZAR.1 | | | 11,485 | | | | | | 1,120,454 | |
| | | ANGLO AMERICAN PLC | | COMMON STOCK USD.54945 | | | 210,531 | | | | | | 7,009,393 | |
| | | ANGLOGOLD ASHANTI LTD | | COMMON STOCK ZAR.25 | | | 74,543 | | | | | | 1,704,826 | |
| | | ANHEUSER BUSCH INBEV SA/NV | | COMMON STOCK | | | 136,187 | | | | | | 9,531,890 | |
| | | ANHUI CONCH CEMENT CO LTD A | | COMMON STOCK CNY1.0 | | | 43,500 | | | | | | 344,001 | |
| | | ANHUI CONCH CEMENT CO LTD H | | COMMON STOCK CNY1.0 | | | 228,000 | | | | | | 1,428,103 | |
| | | ANHUI GUJING DISTILLERY CO A | | COMMON STOCK CNY1.0 | | | 4,200 | | | | | | 174,981 | |
| | | ANICOM HOLDINGS INC | | COMMON STOCK | | | 10,000 | | | | | | 104,542 | |
| | | ANIMA HOLDING SA | | COMMON STOCK | | | 70,349 | | | | | | 488,047 | |
| | | ANIMA HOLDING SPA | | COMMON STOCK NPV | | | 57,265 | | | | | | 270,586 | |
| | | ANRITSU CORP | | COMMON STOCK | | | 25,100 | | | | | | 558,809 | |
| | | ANSELL LTD | | COMMON STOCK | | | 23,991 | | | | | | 645,070 | |
| | | ANTA SPORTS PRODUCTS LTD | | COMMON STOCK HKD.1 | | | 203,000 | | | | | | 3,220,697 | |
| | | ANTOFAGASTA PLC | | COMMON STOCK GBP.05 | | | 64,069 | | | | | | 1,326,657 | |
| | | AO WORLD PLC | | COMMON STOCK GBP.0025 | | | 49,213 | | | | | | 277,104 | |
| | | AOKI HOLDINGS INC | | COMMON STOCK | | | 15,200 | | | | | | 76,150 | |
| | | AOMORI BANK LTD/THE | | COMMON STOCK | | | 4,500 | | | | | | 104,831 | |
| | | AOZORA BANK LTD | | COMMON STOCK | | | 22,000 | | | | | | 406,470 | |
| | | AP MEMORY TECHNOLOGY CORP | | COMMON STOCK TWD10.0 | | | 7,000 | | | | | | 106,046 | |
| | | AP MOLLER MAERSK A/S A | | COMMON STOCK DKK1000.0 | | | 554 | | | | | | 1,151,298 | |
| | | AP MOLLER MAERSK A/S B | | COMMON STOCK DKK1000.0 | | | 1,122 | | | | | | 2,505,646 | |
| | | APA GROUP | | STAPLED SECURITY | | | 212,562 | | | | | | 1,584,088 | |
| | | APERAM | | COMMON STOCK | | | 6,438 | | | | | | 358,344 | |
| | | APG SGA SA | | COMMON STOCK CHF2.6 | | | 246 | | | | | | 55,016 | |
| | | APHRIA INC | | COMMON STOCK | | | 39,900 | | | | | | 322,612 | |
| | | APPEN LTD | | COMMON STOCK | | | 19,927 | | | | | | 381,789 | |
| | | APPLUS SERVICES SA | | COMMON STOCK EUR.1 | | | 25,099 | | | | | | 277,244 | |
| | | ARA LOGOS LOGISTICS TRUST | | REIT | | | 185,500 | | | | | | 84,217 | |
| | | ARA LOGOS LOGISTICS TRUST RGT | | EXP 15JAN21 | | | 14,283 | | | | | | 513 | |
| | | ARAB NATIONAL BANK | | COMMON STOCK SAR10. | | | 101,768 | | | | | | 545,244 | |
| | | ARABIAN CEMENT | | COMMON STOCK SAR10. | | | 8,311 | | | | | | 81,635 | |
| | | ARATA CORP | | COMMON STOCK | | | 2,300 | | | | | | 109,305 | |
| | | ARB CORP LTD | | COMMON STOCK | | | 13,545 | | | | | | 322,104 | |
| | | ARBONIA AG | | COMMON STOCK CHF4.2 | | | 8,856 | | | | | | 141,779 | |
| | | ARC RESOURCES LTD | | COMMON STOCK | | | 66,100 | | | | | | 311,303 | |
| | | ARCA CONTINENTAL SAB DE CV | | COMMON STOCK | | | 76,000 | | | | | | 362,960 | |
| | | ARCADIS NV | | COMMON STOCK EUR.02 | | | 13,788 | | | | | | 456,555 | |
| | | ARCELORMITTAL | | COMMON STOCK | | | 124,458 | | | | | | 2,860,573 | |
| | | ARCLAND SAKAMOTO CO LTD | | COMMON STOCK | | | 4,900 | | | | | | 81,319 | |
| | | ARCLAND SERVICE HOLDINGS CO | | COMMON STOCK | | | 1,100 | | | | | | 23,059 | |
| | | ARCOS DORADOS HOLDINGS INC A | | COMMON STOCK | | | 34,858 | | | | | | 175,336 | |
| | | ARCS CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 152,932 | |
| | | ARGENTINE PESO | | FOREIGN CURRENCY | | | 1,346 | | | | | | 16 | |
| | | ARGENX SE | | COMMON STOCK | | | 7,643 | | | | | | 2,256,479 | |
| | | ARGO GRAPHICS INC | | COMMON STOCK | | | 1,600 | | | | | | 50,229 | |
| | | ARGONAUT GOLD INC | | COMMON STOCK | | | 49,500 | | | | | | 106,732 | |
| | | ARIAKE JAPAN CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 237,433 | |
| | | ARISTOCRAT LEISURE LTD | | COMMON STOCK | | | 95,994 | | | | | | 2,299,289 | |
| | | ARITZIA INC SUBORDINATE VOTI | | COMMON STOCK | | | 15,600 | | | | | | 315,796 | |
| | | ARJO AB B SHARES | | COMMON STOCK SEK.33 | | | 23,065 | | | | | | 176,447 | |
| | | ARKEMA | | COMMON STOCK EUR10.0 | | | 11,872 | | | | | | 1,359,115 | |
| | | ARNOLDO MONDADORI EDITORE | | COMMON STOCK EUR.26 | | | 34,111 | | | | | | 62,962 | |
| | | AROUNDTOWN SA | | COMMON STOCK EUR.01 | | | 169,806 | | | | | | 1,271,780 | |
| | | ARRIYADH DEVELOPMENT COMPANY | | COMMON STOCK SAR10.0 | | | 14,775 | | | | | | 67,660 | |
| | | ARTERIA NETWORKS CORP | | COMMON STOCK | | | 4,200 | | | | | | 60,819 | |
| | | ARTIS REAL ESTATE INVESTMENT | | REIT | | | 14,000 | | | | | | 117,143 | |
| | | ARUHI CORP | | COMMON STOCK | | | 5,800 | | | | | | 102,308 | |
| | | ARYZTA AG | | COMMON STOCK CHF.02 | | | 194,127 | | | | | | 149,535 | |
| | | AS ONE CORP | | COMMON STOCK | | | 2,400 | | | | | | 410,398 | |
| | | ASAHI GROUP HOLDINGS LTD | | COMMON STOCK | | | 76,600 | | | | | | 3,157,636 | |
| | | ASAHI HOLDINGS INC | | COMMON STOCK | | | 6,600 | | | | | | 234,894 | |
| | | ASAHI INTECC CO LTD | | COMMON STOCK | | | 33,000 | | | | | | 1,204,808 | |
| | | ASAHI KASEI CORP | | COMMON STOCK | | | 211,700 | | | | | | 2,177,679 | |
| | | ASCENDAS REAL ESTATE INV TRT | | REIT | | | 519,825 | | | | | | 1,170,489 | |
| | | ASCENTIAL PLC | | COMMON STOCK GBP.01 | | | 69,112 | | | | | | 364,179 | |
| | | ASCOM HOLDING AG REG | | COMMON STOCK CHF.5 | | | 10,658 | | | | | | 157,843 | |
| | | ASCOPIAVE SPA | | COMMON STOCK EUR1. | | | 17,014 | | | | | | 75,634 | |
| | | ASCOTT RESIDENCE TRUST | | UNIT | | | 372,945 | | | | | | 305,214 | |
| | | ASE TECHNOLOGY HOLDING CO LT | | COMMON STOCK TWD10.0 | | | 652,128 | | | | | | 1,887,077 | |
| | | ASEER TRADING TOURISM + MANU | | COMMON STOCK SAR10.0 | | | 10,504 | | | | | | 45,918 | |
| | | ASELSAN ELEKTRONIK SANAYI | | COMMON STOCK TRY1. | | | 127,398 | | | | | | 313,280 | |
| | | ASHMORE GROUP PLC | | COMMON STOCK GBP.0001 | | | 73,391 | | | | | | 433,001 | |
| | | ASHTEAD GROUP PLC | | COMMON STOCK GBP.1 | | | 75,550 | | | | | | 3,608,553 | |
| | | ASHTROM GROUP LTD | | COMMON STOCK | | | 11,743 | | | | | | 232,771 | |
| | | ASIA CEMENT CHINA HOLDINGS | | COMMON STOCK HKD.1 | | | 86,500 | | | | | | 78,922 | |
| | | ASIA CEMENT CORP | | COMMON STOCK TWD10. | | | 386,924 | | | | | | 596,155 | |
| | | ASIA OPTICAL CO INC | | COMMON STOCK TWD10.0 | | | 41,931 | | | | | | 109,956 | |
| | | ASIA PACIFIC TELECOM CO LTD | | COMMON STOCK TWD10. | | | 260,206 | | | | | | 93,480 | |
| | | ASIA VITAL COMPONENTS | | COMMON STOCK TWD10. | | | 48,000 | | | | | | 112,964 | |
| | | ASIANA AIRLINES | | COMMON STOCK KRW5000. | | | 32,524 | | | | | | 126,048 | |
| | | ASICS CORP | | COMMON STOCK | | | 26,100 | | | | | | 499,179 | |
| | | ASKUL CORP | | COMMON STOCK | | | 3,600 | | | | | | 134,267 | |
| | | ASM INTERNATIONAL NV | | COMMON STOCK EUR.04 | | | 7,909 | | | | | | 1,731,774 | |
| | | ASM PACIFIC TECHNOLOGY | | COMMON STOCK HKD.1 | | | 43,900 | | | | | | 579,394 | |
| | | ASMEDIA TECHNOLOGY INC | | COMMON STOCK TWD10.0 | | | 4,000 | | | | | | 224,835 | |
| | | ASML HOLDING NV | | COMMON STOCK EUR.09 | | | 71,837 | | | | | | 35,557,109 | |
| | | ASOS PLC | | COMMON STOCK GBP.035 | | | 12,839 | | | | | | 840,911 | |
| | | ASPEED TECHNOLOGY INC | | COMMON STOCK TWD10.0 | | | 3,000 | | | | | | 183,055 | |
| | | ASPEN PHARMACARE HOLDINGS LT | | COMMON STOCK ZAR.1390607 | | | 71,163 | | | | | | 607,831 | |
| | | ASR NEDERLAND NV | | COMMON STOCK EUR.16 | | | 22,768 | | | | | | 922,263 | |
| | | ASSA ABLOY AB B | | COMMON STOCK SEK1.0 | | | 172,184 | | | | | | 4,242,873 | |
| | | ASSECO POLAND SA | | COMMON STOCK PLN1. | | | 17,316 | | | | | | 315,914 | |
| | | ASSICURAZIONI GENERALI | | COMMON STOCK EUR1.0 | | | 201,745 | | | | | | 3,516,698 | |
| | | ASSOCIATED BRITISH FOODS PLC | | COMMON STOCK GBP.0568 | | | 59,218 | | | | | | 1,883,735 | |
| | | ASSURA PLC | | REIT GBP.1 | | | 464,601 | | | | | | 487,961 | |
| | | ASTELLAS PHARMA INC | | COMMON STOCK | | | 314,200 | | | | | | 4,857,838 | |
| | | ASTM SPA | | COMMON STOCK | | | 9,555 | | | | | | 240,625 | |
| | | ASTON MARTIN LAGONDA GLOBAL | | COMMON STOCK GBP.1 | | | 1,424 | | | | | | 324,909 | |
| | | ASTRA INTERNATIONAL TBK PT | | COMMON STOCK IDR50. | | | 3,486,680 | | | | | | 1,497,536 | |
| | | ASTRAL FOODS LTD | | COMMON STOCK ZAR.01 | | | 16,039 | | | | | | 151,777 | |
| | | ASTRAZENECA PLC | | COMMON STOCK USD.25 | | | 220,775 | | | | | | 22,376,371 | |
| | | ASUSTEK COMPUTER INC | | COMMON STOCK TWD10. | | | 136,172 | | | | | | 1,217,265 | |
| | | ASX LTD | | COMMON STOCK | | | 33,286 | | | | | | 1,850,671 | |
| | | ASYMCHEM LABORATORIES TIAN A | | COMMON STOCK CNY1.0 | | | 9,300 | | | | | | 425,516 | |
| | | ATACADAO SA | | COMMON STOCK | | | 88,400 | | | | | | 330,687 | |
| | | ATCO LTD CLASS I | | COMMON STOCK | | | 11,500 | | | | | | 372,347 | |
| | | ATEA ASA | | COMMON STOCK NOK1.0 | | | 22,903 | | | | | | 322,268 | |
| | | ATEN INTERNATION CO LTD | | COMMON STOCK TWD10. | | | 22,000 | | | | | | 66,312 | |
| | | ATHENS WATER SUPPLY + SEWAGE | | COMMON STOCK EUR.6 | | | 7,311 | | | | | | 61,592 | |
| | | ATLANTIA SPA | | COMMON STOCK NPV | | | 88,706 | | | | | | 1,595,034 | |
| | | ATLAS ARTERIA | | STAPLED SECURITY | | | 161,529 | | | | | | 811,110 | |
| | | ATLAS COPCO AB A SHS | | COMMON STOCK SEK.639 | | | 118,276 | | | | | | 6,059,808 | |
| | | ATLAS COPCO AB B SHS | | COMMON STOCK SEK.639 | | | 69,718 | | | | | | 3,137,967 | |
| | | ATLAS CORP | | COMMON STOCK USD.01 | | | 12,400 | | | | | | 134,416 | |
| | | ATOM CORP | | COMMON STOCK | | | 17,000 | | | | | | 143,429 | |
| | | ATOS SE | | COMMON STOCK EUR1.0 | | | 16,144 | | | | | | 1,547,817 | |
| | | ATRESMEDIA CORP DE MEDIOS DE | | COMMON STOCK EUR.75 | | | 16,042 | | | | | | 56,749 | |
| | | ATRIUM LJUNGBERG AB B SHS | | COMMON STOCK SEK2.5 | | | 14,228 | | | | | | 300,165 | |
| | | ATS AUTOMATION TOOLING SYS | | COMMON STOCK | | | 13,600 | | | | | | 238,587 | |
| | | ATTENDO AB | | COMMON STOCK | | | 19,242 | | | | | | 103,960 | |
| | | AU OPTRONICS CORP | | COMMON STOCK TWD10.0 | | | 1,634,552 | | | | | | 817,973 | |
| | | AUB GROUP LTD | | COMMON STOCK | | | 7,203 | | | | | | 90,005 | |
| | | AUBAY | | COMMON STOCK EUR.5 | | | 1,431 | | | | | | 60,138 | |
| | | AUCKLAND INTL AIRPORT LTD | | COMMON STOCK | | | 233,503 | | | | | | 1,277,037 | |
| | | AURELIUS EQUITY OPPORTUNITIE | | COMMON STOCK | | | 3,861 | | | | | | 82,210 | |
| | | AURINIA PHARMACEUTICALS INC | | COMMON STOCK | | | 14,800 | | | | | | 252,162 | |
| | | AURIZON HOLDINGS LTD | | COMMON STOCK | | | 306,337 | | | | | | 958,110 | |
| | | AURORA CANNABIS INC | | COMMON STOCK | | | 14,934 | | | | | | 256,634 | |
| | | AURUBIS AG | | COMMON STOCK | | | 6,044 | | | | | | 470,870 | |
| | | AUSNET SERVICES | | COMMON STOCK | | | 366,435 | | | | | | 498,572 | |
| | | AUST AND NZ BANKING GROUP | | COMMON STOCK | | | 487,595 | | | | | | 8,551,990 | |
| | | AUSTAL LTD | | COMMON STOCK | | | 18,869 | | | | | | 81,676 | |
| | | AUSTEVOLL SEAFOOD ASA | | COMMON STOCK NOK.5 | | | 19,322 | | | | | | 197,889 | |
| | | AUSTRALIAN AGRICULTURAL CO | | COMMON STOCK | | | 55,556 | | | | | | 47,185 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | | 1,353,957 | | | | | | 1,044,781 | |
| | | AUSTRALIAN PHARMA INDUS LTD | | COMMON STOCK | | | 75,475 | | | | | | 71,654 | |
| | | AUSTRIA TECHNOLOGIE + SYSTEM | | COMMON STOCK | | | 4,736 | | | | | | 151,662 | |
| | | AUTO TRADER GROUP PLC | | COMMON STOCK GBP.01 | | | 166,388 | | | | | | 1,356,447 | |
| | | AUTOBACS SEVEN CO LTD | | COMMON STOCK | | | 12,000 | | | | | | 166,021 | |
| | | AUTOBIO DIAGNOSTICS CO LTD A | | COMMON STOCK CNY1.0 | | | 1,000 | | | | | | 22,222 | |
| | | AUTOGRILL SPA | | COMMON STOCK | | | 23,081 | | | | | | 154,197 | |
| | | AUTOHOME INC ADR | | ADR USD.01 | | | 10,800 | | | | | | 1,075,896 | |
| | | AUTONEUM HOLDING AG | | COMMON STOCK CHF.05 | | | 476 | | | | | | 86,622 | |
| | | AVACTA GROUP PLC | | COMMON STOCK GBP.1 | | | 43,136 | | | | | | 67,382 | |
| | | AVANZA BANK HOLDING AB | | COMMON STOCK SEK2.5 | | | 14,982 | | | | | | 422,640 | |
| | | AVAST PLC | | COMMON STOCK GBP.1 | | | 109,066 | | | | | | 801,959 | |
| | | AVENTUS GROUP | | REIT | | | 57,135 | | | | | | 120,853 | |
| | | AVEVA GROUP PLC | | COMMON STOCK GBP.0355556 | | | 17,603 | | | | | | 856,031 | |
| | | AVEX INC | | COMMON STOCK | | | 5,700 | | | | | | 63,252 | |
| | | AVI LTD | | COMMON STOCK ZAR.05 | | | 64,450 | | | | | | 319,950 | |
| | | AVIC CAPITAL CO LTD A | | COMMON STOCK CNY1.0 | | | 97,700 | | | | | | 65,555 | |
| | | AVIC JONHON OPTRONIC TECH A | | COMMON STOCK CNY1.0 | | | 11,400 | | | | | | 136,672 | |
| | | AVIC XI AN AIRCRAFT INDUST A | | COMMON STOCK CNY1.0 | | | 30,100 | | | | | | 169,283 | |
| | | AVICHINA INDUSTRY + TECH H | | COMMON STOCK CNY1.0 | | | 600,000 | | | | | | 418,907 | |
| | | AVIVA PLC | | COMMON STOCK GBP.25 | | | 676,094 | | | | | | 3,031,180 | |
| | | AVON RUBBER PLC | | COMMON STOCK GBP1.0 | | | 5,297 | | | | | | 231,132 | |
| | | AWA BANK LTD/THE | | COMMON STOCK | | | 6,000 | | | | | | 136,702 | |
| | | AXA SA | | COMMON STOCK EUR2.29 | | | 334,017 | | | | | | 8,025,820 | |
| | | AXFOOD AB | | COMMON STOCK SEK5.0 | | | 15,835 | | | | | | 369,770 | |
| | | AXIAL RETAILING INC | | COMMON STOCK | | | 3,900 | | | | | | 189,902 | |
| | | AXIATA GROUP BERHAD | | COMMON STOCK | | | 472,726 | | | | | | 440,227 | |
| | | AYALA CORPORATION | | COMMON STOCK PHP50. | | | 40,342 | | | | | | 694,845 | |
| | | AYALA LAND INC | | COMMON STOCK PHP1.0 | | | 1,639,190 | | | | | | 1,396,078 | |
| | | AYGAZ AS | | COMMON STOCK TRY1. | | | 73,826 | | | | | | 145,894 | |
| | | AZ. BGP HOLDINGS | | COMMON STOCK | | | 818,748 | | | | | | 14 | |
| | | AZBIL CORP | | COMMON STOCK | | | 21,300 | | | | | | 1,165,176 | |
| | | AZIMUT HOLDING SPA | | COMMON STOCK | | | 19,496 | | | | | | 423,401 | |
| | | AZRIELI GROUP LTD | | COMMON STOCK ILS.1 | | | 9,105 | | | | | | 579,965 | |
| | | AZUL SA | | PREFERENCE | | | 51,100 | | | | | | 388,629 | |
| | | B GRIMM POWER PCL NVDR | | NVDR THB2.0 | | | 225,100 | | | | | | 366,368 | |
| | | B+M EUROPEAN VALUE RETAIL SA | | COMMON STOCK GBP.1 | | | 145,507 | | | | | | 1,085,274 | |
| | | B2GOLD CORP | | COMMON STOCK | | | 179,900 | | | | | | 1,006,819 | |
| | | B2W CIA DIGITAL | | COMMON STOCK | | | 42,068 | | | | | | 612,999 | |
| | | B3 SA BRASIL BOLSA BALCAO | | COMMON STOCK | | | 375,978 | | | | | | 4,509,832 | |
| | | BABCOCK INTL GROUP PLC | | COMMON STOCK GBP.6 | | | 43,384 | | | | | | 166,601 | |
| | | BACHEM HOLDING AG REG B | | COMMON STOCK CHF.05 | | | 892 | | | | | | 397,022 | |
| | | BADGER DAYLIGHTING LTD | | COMMON STOCK | | | 6,000 | | | | | | 179,105 | |
| | | BAE SYSTEMS PLC | | COMMON STOCK GBP.025 | | | 542,645 | | | | | | 3,671,701 | |
| | | BAIDU INC SPON ADR | | ADR USD.00005 | | | 48,800 | | | | | | 10,552,512 | |
| | | BAKKAFROST P/F | | COMMON STOCK DKK1.0 | | | 10,020 | | | | | | 716,688 | |
| | | BALFOUR BEATTY PLC | | COMMON STOCK GBP.5 | | | 118,370 | | | | | | 437,715 | |
| | | BALLARD POWER SYSTEMS INC | | COMMON STOCK | | | 24,600 | | | | | | 682,581 | |
| | | BALOISE HOLDING AG REG | | COMMON STOCK CHF.1 | | | 8,228 | | | | | | 1,471,743 | |
| | | BANCA GENERALI SPA | | COMMON STOCK EUR1. | | | 10,602 | | | | | | 352,984 | |
| | | BANCA IFIS SPA | | COMMON STOCK EUR1.0 | | | 3,906 | | | | | | 43,568 | |
| | | BANCA MEDIOLANUM SPA | | COMMON STOCK EUR.1 | | | 26,883 | | | | | | 233,199 | |
| | | BANCA MONTE DEI PASCHI SIENA | | COMMON STOCK | | | 50,359 | | | | | | 64,090 | |
| | | BANCA POPOLARE DI SONDRIO | | COMMON STOCK EUR3. | | | 82,270 | | | | | | 219,580 | |
| | | BANCO ABC BRASIL SA | | PREFERENCE | | | 53,471 | | | | | | 162,527 | |
| | | BANCO BILBAO VIZCAYA ARGENTA | | COMMON STOCK EUR.49 | | | 1,121,878 | | | | | | 5,589,796 | |
| | | BANCO BPM SPA | | COMMON STOCK NPV | | | 281,187 | | | | | | 618,308 | |
| | | BANCO BRADESCO S.A. | | COMMON STOCK | | | 218,735 | | | | | | 1,033,762 | |
| | | BANCO BRADESCO SA PREF | | PREFERENCE | | | 838,071 | | | | | | 4,389,427 | |
| | | BANCO BTG PACTUAL SA UNIT | | UNIT | | | 40,788 | | | | | | 742,273 | |
| | | BANCO COMERCIAL PORTUGUES R | | COMMON STOCK | | | 2,689,154 | | | | | | 401,323 | |
| | | BANCO DE CHILE | | COMMON STOCK | | | 5,841,607 | | | | | | 595,466 | |
| | | BANCO DE CREDITO E INVERSION | | COMMON STOCK | | | 9,366 | | | | | | 369,630 | |
| | | BANCO DE SABADELL SA | | COMMON STOCK EUR.125 | | | 726,134 | | | | | | 421,809 | |
| | | BANCO DEL BAJIO SA | | COMMON STOCK | | | 123,000 | | | | | | 170,807 | |
| | | BANCO DO BRASIL S.A. | | COMMON STOCK | | | 165,189 | | | | | | 1,245,446 | |
| | | BANCO ESTADO RIO GRAN PREF B | | PREFERENCE | | | 49,732 | | | | | | 140,631 | |
| | | BANCO INTER SA UNITS | | UNIT | | | 12,827 | | | | | | 245,099 | |
| | | BANCO MACRO SA ADR | | ADR | | | 11,300 | | | | | | 175,941 | |
| | | BANCO SANTANDER BRASIL UNIT | | UNIT | | | 69,300 | | | | | | 601,613 | |
| | | BANCO SANTANDER CHILE ADR | | ADR | | | 30,341 | | | | | | 576,176 | |
| | | BANCO SANTANDER SA | | COMMON STOCK EUR.5 | | | 2,806,310 | | | | | | 8,726,802 | |
| | | BANCO SANTANDER SA | | COMMON STOCK EUR.5 | | | 153,531 | | | | | | 452,761 | |
| | | BANDAI NAMCO HOLDINGS INC | | COMMON STOCK | | | 33,700 | | | | | | 2,917,032 | |
| | | BANGCHAK CORP PCL NVDR | | NVDR THB1.0 | | | 289,900 | | | | | | 199,183 | |
| | | BANGKOK BANK PCL FOREIGN REG | | FOREIGN SH. THB10.0 A | | | 50,600 | | | | | | 201,307 | |
| | | BANGKOK BANK PUBLIC CO NVDR | | NVDR THB10.0 | | | 37,400 | | | | | | 147,944 | |
| | | BANGKOK CHAIN HOSPITAL NVDR | | NVDR THB1.0 | | | 226,300 | | | | | | 102,733 | |
| | | BANGKOK DUSIT MED SERVI NVDR | | NVDR THB.1 | | | 1,807,900 | | | | | | 1,255,323 | |
| | | BANGKOK EXPRESSWAY AND METRO | | FOREIGN SH. THB1.0 A | | | 1,385,375 | | | | | | 388,423 | |
| | | BANK AL JAZIRA | | COMMON STOCK SAR10. | | | 68,151 | | | | | | 248,146 | |
| | | BANK ALBILAD | | COMMON STOCK SAR10. | | | 62,333 | | | | | | 471,037 | |
| | | BANK BTPN SYARIAH TBK PT | | COMMON STOCK IDR100.0 | | | 404,400 | | | | | | 108,107 | |
| | | BANK CENTRAL ASIA TBK PT | | COMMON STOCK IDR62.5 | | | 1,690,600 | | | | | | 4,073,400 | |
| | | BANK HAPOALIM BM | | COMMON STOCK ILS1. | | | 201,074 | | | | | | 1,381,021 | |
| | | BANK LEUMI LE ISRAEL | | COMMON STOCK ILS.1 | | | 276,298 | | | | | | 1,632,188 | |
| | | BANK MANDIRI PERSERO TBK PT | | COMMON STOCK IDR250.0 | | | 3,324,598 | | | | | | 1,500,292 | |
| | | BANK MILLENNIUM SA | | COMMON STOCK PLN1. | | | 105,003 | | | | | | 92,337 | |
| | | BANK NEGARA INDONESIA PERSER | | COMMON STOCK IDR7500. | | | 1,417,700 | | | | | | 624,707 | |
| | | BANK OF BEIJING CO LTD A | | COMMON STOCK CNY1.0 | | | 230,082 | | | | | | 170,303 | |
| | | BANK OF CHINA LTD A | | COMMON STOCK CNY1.0 | | | 559,700 | | | | | | 272,180 | |
| | | BANK OF CHINA LTD H | | COMMON STOCK CNY1.0 | | | 13,684,400 | | | | | | 4,679,299 | |
| | | BANK OF COMMUNICATIONS CO A | | COMMON STOCK CNY1.0 | | | 496,000 | | | | | | 339,804 | |
| | | BANK OF COMMUNICATIONS CO H | | COMMON STOCK CNY1.0 | | | 1,651,140 | | | | | | 873,289 | |
| | | BANK OF EAST ASIA LTD | | COMMON STOCK | | | 232,216 | | | | | | 497,641 | |
| | | BANK OF GEORGIA GROUP PLC | | COMMON STOCK GBP.01 | | | 7,202 | | | | | | 120,181 | |
| | | BANK OF HANGZHOU CO LTD A | | COMMON STOCK CNY1.0 | | | 55,800 | | | | | | 127,336 | |
| | | BANK OF IRELAND GROUP PLC | | COMMON STOCK EUR1.0 | | | 188,623 | | | | | | 767,437 | |
| | | BANK OF IWATE LTD/THE | | COMMON STOCK | | | 2,500 | | | | | | 48,732 | |
| | | BANK OF JIANGSU CO LTD A | | COMMON STOCK CNY1.0 | | | 124,410 | | | | | | 103,885 | |
| | | BANK OF KAOHSIUNG | | COMMON STOCK TWD10. | | | 116,000 | | | | | | 43,167 | |
| | | BANK OF KYOTO LTD/THE | | COMMON STOCK | | | 10,200 | | | | | | 534,085 | |
| | | BANK OF MONTREAL | | COMMON STOCK | | | 110,391 | | | | | | 8,385,903 | |
| | | BANK OF NAGOYA LTD/THE | | COMMON STOCK | | | 2,000 | | | | | | 49,819 | |
| | | BANK OF NANJING CO LTD A | | COMMON STOCK CNY1.0 | | | 70,300 | | | | | | 87,016 | |
| | | BANK OF NINGBO CO LTD A | | COMMON STOCK CNY1.0 | | | 61,300 | | | | | | 331,314 | |
| | | BANK OF NOVA SCOTIA | | COMMON STOCK | | | 210,100 | | | | | | 11,346,060 | |
| | | BANK OF OKINAWA LTD/THE | | COMMON STOCK | | | 4,700 | | | | | | 125,620 | |
| | | BANK OF QUEENSLAND LTD | | COMMON STOCK | | | 80,481 | | | | | | 481,004 | |
| | | BANK OF SHANGHAI CO LTD A | | COMMON STOCK CNY1.0 | | | 190,920 | | | | | | 229,081 | |
| | | BANK OF THE PHILIPPINE ISLAN | | COMMON STOCK PHP10. | | | 318,126 | | | | | | 540,017 | |
| | | BANK OF THE RYUKYUS LTD | | COMMON STOCK | | | 7,500 | | | | | | 55,770 | |
| | | BANK PEKAO SA | | COMMON STOCK PLN1.0 | | | 31,286 | | | | | | 512,704 | |
| | | BANK RAKYAT INDONESIA PERSER | | COMMON STOCK IDR50.0 | | | 10,600,000 | | | | | | 3,146,443 | |
| | | BANK TABUNGAN NEGARA PERSERO | | COMMON STOCK IDR500. | | | 826,900 | | | | | | 101,806 | |
| | | BANKIA SA | | COMMON STOCK EUR1.0 | | | 149,998 | | | | | | 371,964 | |
| | | BANKINTER SA | | COMMON STOCK EUR.3 | | | 96,456 | | | | | | 623,693 | |
| | | BANPU PUBLIC CO LTD FOR REG | | FOREIGN SH. THB1.0 A | | | 795,800 | | | | | | 292,183 | |
| | | BANQUE CANTONALE VAUDOIS REG | | COMMON STOCK CHF10.0 | | | 5,346 | | | | | | 582,220 | |
| | | BANQUE SAUDI FRANSI | | COMMON STOCK SAR10. | | | 100,148 | | | | | | 843,554 | |
| | | BAOSHAN IRON + STEEL CO A | | COMMON STOCK CNY1.0 | | | 202,000 | | | | | | 183,915 | |
| | | BAOZUN INC SPN ADR | | ADR USD.0001 | | | 6,700 | | | | | | 230,145 | |
| | | BAPCOR LTD | | COMMON STOCK | | | 53,000 | | | | | | 319,283 | |
| | | BARCLAYS PLC | | COMMON STOCK GBP.25 | | | 2,975,413 | | | | | | 5,969,267 | |
| | | BARCO N.V. | | COMMON STOCK | | | 9,380 | | | | | | 204,726 | |
| | | BARITO PACIFIC TBK PT | | COMMON STOCK IDR100.0 | | | 4,924,500 | | | | | | 386,052 | |
| | | BARLOWORLD LTD | | COMMON STOCK ZAR.05 | | | 45,954 | | | | | | 285,885 | |
| | | BARRATT DEVELOPMENTS PLC | | COMMON STOCK GBP.1 | | | 174,755 | | | | | | 1,602,575 | |
| | | BARRICK GOLD CORP | | COMMON STOCK | | | 98,934 | | | | | | 2,336,548 | |
| | | BARRICK GOLD CORP | | COMMON STOCK | | | 209,175 | | | | | | 4,761,440 | |
| | | BARRY CALLEBAUT AG REG | | COMMON STOCK CHF.02 | | | 513 | | | | | | 1,220,413 | |
| | | BASE INC | | COMMON STOCK | | | 2,600 | | | | | | 243,745 | |
| | | BASF SE | | COMMON STOCK NPV | | | 156,109 | | | | | | 12,346,308 | |
| | | BASIC FIT NV | | COMMON STOCK EUR.06 | | | 3,701 | | | | | | 135,430 | |
| | | BASILEA PHARMACEUTICA REG | | COMMON STOCK CHF1.0 | | | 2,077 | | | | | | 124,823 | |
| | | BASLER AG | | COMMON STOCK | | | 625 | | | | | | 54,817 | |
| | | BAUSCH HEALTH COS INC | | COMMON STOCK | | | 55,277 | | | | | | 1,145,891 | |
| | | BAVARIAN NORDIC A/S | | COMMON STOCK DKK10. | | | 10,031 | | | | | | 308,144 | |
| | | BAWAG GROUP AG | | COMMON STOCK | | | 7,028 | | | | | | 330,238 | |
| | | BAYCURRENT CONSULTING INC | | COMMON STOCK | | | 2,400 | | | | | | 421,910 | |
| | | BAYER AG REG | | COMMON STOCK | | | 166,977 | | | | | | 9,829,792 | |
| | | BAYERISCHE MOTOREN WERKE AG | | COMMON STOCK EUR1.0 | | | 56,275 | | | | | | 4,974,898 | |
| | | BAYERISCHE MOTOREN WERKE PRF | | PREFERENCE | | | 10,193 | | | | | | 688,480 | |
| | | BAYSIDE LAND CORPORATION LTD | | COMMON STOCK ILS1.0 | | | 32,400 | | | | | | 264,667 | |
| | | BAYWA BAYERISCHE WARENVERMIT | | COMMON STOCK | | | 2,698 | | | | | | 109,116.78 | |
| | | BB SEGURIDADE PARTICIPACOES | | COMMON STOCK | | | 122,200 | | | | | | 699,796 | |
| | | BBVA ARGENTINA SA ADR | | ADR | | | 26,000 | | | | | | 83,460 | |
| | | BCE INC | | COMMON STOCK | | | 26,567 | | | | | | 1,135,041 | |
| | | BCPG PCL FOREIGN | | FOREIGN SH. THB5.0 A | | | 45,000 | | | | | | 21,328 | |
| | | BDO UNIBANK INC | | COMMON STOCK PHP10.0 | | | 340,974 | | | | | | 759,086 | |
| | | BE SEMICONDUCTOR INDUSTRIES | | COMMON STOCK EUR.01 | | | 13,797 | | | | | | 832,451 | |
| | | BEACH ENERGY LTD | | COMMON STOCK | | | 222,108 | | | | | | 365,263 | |
| | | BEAZLEY PLC | | COMMON STOCK GBP.05 | | | 99,026 | | | | | | 490,826 | |
| | | BECHTLE AG | | COMMON STOCK | | | 5,270 | | | | | | 1,151,074 | |
| | | BEFESA SA | | COMMON STOCK | | | 6,106 | | | | | | 386,320 | |
| | | BEFIMMO | | REIT | | | 4,067 | | | | | | 181,092 | |
| | | BEGA CHEESE LTD | | COMMON STOCK | | | 32,921 | | | | | | 171,755 | |
| | | BEIERSDORF AG | | COMMON STOCK | | | 18,068 | | | | | | 2,086,352 | |
| | | BEIGENE LTD ADR | | ADR USD.0001 | | | 6,000 | | | | | | 1,989,605 | |
| | | BEIJER REF AB | | COMMON STOCK SEK2.92 | | | 14,472 | | | | | | 663,177 | |
| | | BEIJING CAPITAL INTL AIRPO H | | COMMON STOCK CNY1.0 | | | 468,000 | | | | | | 390,754 | |
| | | BEIJING CAPITAL LAND LTD H | | COMMON STOCK CNY1.0 | | | 166,000 | | | | | | 28,054 | |
| | | BEIJING CHUNLIZHENGDA MEDI H | | COMMON STOCK CNY1.0 | | | 14,000 | | | | | | 39,638 | |
| | | BEIJING DABEINONG TECHNOLO A | | COMMON STOCK CNY1.0 | | | 16,000 | | | | | | 23,638 | |
| | | BEIJING ENLIGHT MEDIA CO L A | | COMMON STOCK CNY1.0 | | | 31,600 | | | | | | 58,342 | |
| | | BEIJING ENTERPRISES HLDGS | | COMMON STOCK | | | 96,500 | | | | | | 315,011 | |
| | | BEIJING ENTERPRISES WATER GR | | COMMON STOCK HKD.1 | | | 968,000 | | | | | | 388,788 | |
| | | BEIJING NEW BUILDING MATER A | | COMMON STOCK CNY1.0 | | | 18,400 | | | | | | 112,968 | |
| | | BEIJING ORIENTAL YUHONG A | | COMMON STOCK CNY1.0 | | | 24,300 | | | | | | 144,224 | |
| | | BEIJING SHIJI INFORMATION A | | COMMON STOCK CNY1.0 | | | 14,500 | | | | | | 68,955 | |
| | | BEIJING SHUNXIN AGRICULT A | | COMMON STOCK CNY1.0 | | | 8,100 | | | | | | 90,085 | |
| | | BEIJING TIANTAN BIOLOGICAL A | | COMMON STOCK CNY1.0 | | | 27,480 | | | | | | 175,264 | |
| | | BEIJING TONG REN TANG CHINES | | COMMON STOCK | | | 46,000 | | | | | | 48,303 | |
| | | BEKAERT NV | | COMMON STOCK | | | 6,136 | | | | | | 204,407 | |
| | | BELC CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 108,878 | |
| | | BELIMO HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 89 | | | | | | 774,201 | |
| | | BELL FOOD GROUP AG REG | | COMMON STOCK CHF.5 | | | 374 | | | | | | 100,715 | |
| | | BELLEVUE GOLD LTD | | COMMON STOCK | | | 69,661 | | | | | | 60,883 | |
| | | BELLSYSTEM24 HOLDINGS INC | | COMMON STOCK | | | 5,600 | | | | | | 87,892 | |
| | | BELLUNA CO LTD | | COMMON STOCK | | | 9,000 | | | | | | 99,149 | |
| | | BELLWAY PLC | | COMMON STOCK GBP.125 | | | 21,167 | | | | | | 856,285 | |
| | | BENDIGO AND ADELAIDE BANK | | COMMON STOCK | | | 96,540 | | | | | | 694,764 | |
| | | BENEFIT ONE INC | | COMMON STOCK | | | 13,300 | | | | | | 393,926 | |
| | | BENESSE HOLDINGS INC | | COMMON STOCK | | | 13,200 | | | | | | 257,716 | |
| | | BENETEAU | | COMMON STOCK EUR.1 | | | 7,507 | | | | | | 87,104 | |
| | | BENEXT YUMESHIN GROUP CO | | COMMON STOCK | | | 3,900 | | | | | | 48,352 | |
| | | BENGO4.COM INC | | COMMON STOCK | | | 1,200 | | | | | | 119,381 | |
| | | BERJAYA SPORTS TOTO BHD | | COMMON STOCK | | | 301,557 | | | | | | 164,234 | |
| | | BERKELEY GROUP HOLDINGS/THE | | COMMON STOCK | | | 20,185 | | | | | | 1,392,597 | |
| | | BERLI JUCKER PUBLIC CO NVDR | | NVDR THB1.0 | | | 250,700 | | | | | | 288,702 | |
| | | BERTRANDT AG | | COMMON STOCK | | | 948 | | | | | | 45,895 | |
| | | BEST INC ADR | | ADR USD.01 | | | 35,600 | | | | | | 72,624 | |
| | | BEST WORLD INTERNATIONAL LTD | | COMMON STOCK | | | 45,800 | | | | | | 47,129 | |
| | | BET AT HOME.COM AG | | COMMON STOCK | | | 596 | | | | | | 23,220 | |
| | | BETSSON AB | | COMMON STOCK SEK.67 | | | 29,561 | | | | | | 265,168 | |
| | | BEZEQ THE ISRAELI TELECOM CO | | COMMON STOCK ILS1. | | | 396,397 | | | | | | 398,433 | |
| | | BGF CO LTD | | COMMON STOCK KRW1000.0 | | | 4,668 | | | | | | 21,005 | |
| | | BGF RETAIL CO LTD | | COMMON STOCK KRW1000.0 | | | 1,417 | | | | | | 176,950 | |
| | | BGI GENOMICS CO LTD A | | COMMON STOCK CNY1.0 | | | 6,800 | | | | | | 133,947 | |
| | | BHP GROUP LTD | | COMMON STOCK | | | 510,305 | | | | | | 16,640,272 | |
| | | BHP GROUP PLC | | COMMON STOCK USD.5 | | | 362,465 | | | | | | 9,548,486 | |
| | | BIC CAMERA INC | | COMMON STOCK | | | 17,100 | | | | | | 189,933 | |
| | | BID CORP LTD | | COMMON STOCK | | | 59,449 | | | | | | 1,068,103 | |
| | | BIDVEST GROUP LTD | | COMMON STOCK ZAR.05 | | | 61,450 | | | | | | 660,548 | |
| | | BIFFA PLC | | COMMON STOCK GBP.0001 | | | 45,452 | | | | | | 141,976 | |
| | | BIG SHOPPING CENTERS 2004 LT | | COMMON STOCK ILS.01 | | | 1,933 | | | | | | 215,116 | |
| | | BIG YELLOW GROUP PLC | | REIT GBP.1 | | | 28,578 | | | | | | 428,690 | |
| | | BILFINGER SE | | COMMON STOCK | | | 5,151 | | | | | | 163,005 | |
| | | BILIA AB A SHS | | COMMON STOCK SEK2.5 | | | 5,163 | | | | | | 63,710 | |
| | | BILIBILI INC SPONSORED ADR | | ADR USD.0001 | | | 17,900 | | | | | | 1,722,972 | |
| | | BILLERUDKORSNAS AB | | COMMON STOCK SEK7.38 | | | 33,200 | | | | | | 589,254 | |
| | | BIM BIRLESIK MAGAZALAR AS | | COMMON STOCK TRY1. | | | 92,731 | | | | | | 942,156 | |
| | | BINGO INDUSTRIES LTD | | COMMON STOCK | | | 67,058 | | | | | | 126,373 | |
| | | BIOARCTIC AB | | COMMON STOCK SEK.02 | | | 11,068 | | | | | | 128,386 | |
| | | BIOGAIA AB B SHS | | COMMON STOCK SEK1.0 | | | 1,387 | | | | | | 90,693 | |
| | | BIOMERIEUX | | COMMON STOCK | | | 7,606 | | | | | | 1,074,276 | |
| | | BIOTAGE AB | | COMMON STOCK SEK1.28 | | | 8,298 | | | | | | 140,696 | |
| | | BIRCHCLIFF ENERGY LTD | | COMMON STOCK | | | 47,700 | | | | | | 66,271 | |
| | | BIZLINK HOLDING INC | | COMMON STOCK TWD10. | | | 17,000 | | | | | | 147,864 | |
| | | BK BRASIL OPERACAO E ASSESSO | | COMMON STOCK | | | 20,540 | | | | | | 43,347 | |
| | | BKW AG | | COMMON STOCK CHF2.5 | | | 3,749 | | | | | | 421,483 | |
| | | BLACKBERRY LTD | | COMMON STOCK | | | 90,700 | | | | | | 600,870 | |
| | | BLACKMORES LTD | | COMMON STOCK | | | 2,397 | | | | | | 139,796 | |
| | | BLOOMBERRY RESORTS CORP | | COMMON STOCK PHP1. | | | 636,300 | | | | | | 107,492 | |
| | | BLUE PRISM GROUP PLC | | COMMON STOCK GBP.01 | | | 10,848 | | | | | | 319,921 | |
| | | BLUESCOPE STEEL LTD | | COMMON STOCK | | | 93,212 | | | | | | 1,260,647 | |
| | | BML INC | | COMMON STOCK | | | 5,700 | | | | | | 177,247 | |
| | | BMO COMMERCIAL PROPERTY TRUS | | REIT | | | 21,848 | | | | | | 23,859 | |
| | | BNK FINANCIAL GROUP INC | | COMMON STOCK KRW5000.0 | | | 52,751 | | | | | | 276,029 | |
| | | BNP PARIBAS | | COMMON STOCK EUR2.0 | | | 189,522 | | | | | | 10,144,695 | |
| | | BOARDWALK REAL ESTATE INVEST | | REIT | | | 4,200 | | | | | | 111,231 | |
| | | BOBST GROUP SA REG | | COMMON STOCK CHF1.0 | | | 1,833 | | | | | | 110,800 | |
| | | BOC AVIATION LTD | | COMMON STOCK | | | 37,900 | | | | | | 327,731 | |
| | | BOC HONG KONG HOLDINGS LTD | | COMMON STOCK | | | 606,500 | | | | | | 1,842,829 | |
| | | BODYCOTE PLC | | COMMON STOCK GBP.17273 | | | 32,857 | | | | | | 337,180 | |
| | | BOE TECHNOLOGY GROUP CO LT A | | COMMON STOCK CNY1.0 | | | 368,500 | | | | | | 339,138 | |
| | | BOIRON SA | | COMMON STOCK EUR1.0 | | | 1,685 | | | | | | 85,187 | |
| | | BOLIDEN AB | | COMMON STOCK SEK2.11 | | | 44,724 | | | | | | 1,585,588 | |
| | | BOLLORE | | COMMON STOCK EUR.16 | | | 135,839 | | | | | | 624,943 | |
| | | BOLSA MEXICANA DE VALORES SA | | COMMON STOCK | | | 75,800 | | | | | | 180,432 | |
| | | BOMBARDIER INC B | | COMMON STOCK | | | 392,399 | | | | | | 147,843 | |
| | | BONAVA AB B SHARES | | COMMON STOCK SEK4.0 | | | 25,093 | | | | | | 240,358 | |
| | | BONDUELLE SCA | | COMMON STOCK EUR1.75 | | | 487 | | | | | | 70,562 | |
| | | BOOHOO GROUP PLC | | COMMON STOCK GBP.01 | | | 168,409 | | | | | | 793,811 | |
| | | BOOZT AB | | COMMON STOCK SEK.0833 | | | 15,986 | | | | | | 363,379 | |
| | | BORAL LTD | | COMMON STOCK | | | 225,335 | | | | | | 861,461 | |
| | | BORALEX INC A | | COMMON STOCK | | | 11,100 | | | | | | 515,428 | |
| | | BORREGAARD ASA | | COMMON STOCK NOK1.0 | | | 22,628 | | | | | | 374,920 | |
| | | BORUSSIA DORTMUND GMBH + CO | | COMMON STOCK | | | 11,160 | | | | | | 73,937 | |
| | | BOSIDENG INTL HLDGS LTD | | COMMON STOCK USD.00001 | | | 604,000 | | | | | | 308,087 | |
| | | BOSKALIS WESTMINSTER | | COMMON STOCK EUR.01 | | | 10,037 | | | | | | 277,009 | |
| | | BOSSARD HOLDING AG REG A | | COMMON STOCK CHF5.0 | | | 1,107 | | | | | | 223,858 | |
| | | BOUBYAN BANK K.S.C | | COMMON STOCK KWD.1 | | | 179,773 | | | | | | 335,671 | |
| | | BOUBYAN PETROCHEMICALS CO | | COMMON STOCK KWD.1 | | | 68,035 | | | | | | 143,137 | |
| | | BOUYGUES SA | | COMMON STOCK EUR1.0 | | | 40,983 | | | | | | 1,688,727 | |
| | | BOYD GROUP SERVICES INC | | COMMON STOCK | | | 3,700 | | | | | | 637,655 | |
| | | BP PLC | | COMMON STOCK USD.25 | | | 3,476,975 | | | | | | 11,972,526 | |
| | | BPD JAWA TIMUR TBK PT | | COMMON STOCK IDR250.0 | | | 1,132,300 | | | | | | 54,806 | |
| | | BPER BANCA | | COMMON STOCK EUR3.0 | | | 244,730 | | | | | | 443,877 | |
| | | BPOST SA | | COMMON STOCK | | | 18,956 | | | | | | 197,034 | |
| | | BR MALLS PARTICIPACOES SA | | COMMON STOCK | | | 148,908 | | | | | | 286,117 | |
| | | BRADESPAR SA PREF | | PREFERENCE | | | 52,700 | | | | | | 647,620 | |
| | | BRAIT SE | | COMMON STOCK | | | 192,598 | | | | | | 48,632 | |
| | | BRAMBLES LTD | | COMMON STOCK | | | 253,184 | | | | | | 2,076,164 | |
| | | BRAVIDA HOLDING AB | | COMMON STOCK SEK.02 | | | 27,174 | | | | | | 362,813 | |
| | | BRAVURA SOLUTIONS LTD | | COMMON STOCK | | | 53,997 | | | | | | 134,305 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | | 2,460,248 | | | | | | 473,653 | |
| | | BREEDON GROUP PLC | | COMMON STOCK | | | 46,379 | | | | | | 55,308 | |
| | | BREMBO SPA | | COMMON STOCK NPV | | | 30,220 | | | | | | 397,241 | |
| | | BRENNTAG SE | | COMMON STOCK | | | 27,593 | | | | | | 2,138,713 | |
| | | BREVILLE GROUP LTD | | COMMON STOCK | | | 12,631 | | | | | | 292,006 | |
| | | BREWIN DOLPHIN HOLDINGS PLC | | COMMON STOCK GBP.01 | | | 53,397 | | | | | | 224,032 | |
| | | BRF SA | | COMMON STOCK | | | 93,232 | | | | | | 389,522 | |
| | | BRICKWORKS LTD | | COMMON STOCK | | | 10,457 | | | | | | 155,077 | |
| | | BRIDGESTONE CORP | | COMMON STOCK | | | 90,700 | | | | | | 2,979,696 | |
| | | BRIGHTON BEST INTERNATIONAL | | COMMON STOCK TWD10.0 | | | 97,000 | | | | | | 95,234 | |
| | | BRILLIANCE CHINA AUTOMOTIVE | | COMMON STOCK USD.01 | | | 560,000 | | | | | | 510,859 | |
| | | BRITISH AMERICAN TOB SP ADR | | ADR | | | 29,614 | | | | | | 1,110,229 | |
| | | BRITISH AMERICAN TOBACCO BHD | | COMMON STOCK | | | 29,719 | | | | | | 104,224 | |
| | | BRITISH AMERICAN TOBACCO PLC | | COMMON STOCK GBP.25 | | | 356,242 | | | | | | 13,460,782 | |
| | | BRITISH LAND CO PLC | | REIT GBP.25 | | | 151,082 | | | | | | 1,010,648 | |
| | | BRITVIC PLC | | COMMON STOCK GBP.2 | | | 45,789 | | | | | | 508,497 | |
| | | BROADLEAF CO LTD | | COMMON STOCK | | | 15,000 | | | | | | 98,974 | |
| | | BRONCO BILLY CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 69,013 | |
| | | BROOKFIELD ASSET MANAGE CL A | | COMMON STOCK | | | 216,862 | | | | | | 9,060,307 | |
| | | BROOKFIELD INFRASTRUCTURE A | | COMMON STOCK | | | 6,500 | | | | | | 470,357 | |
| | | BROOKFIELD RENEWABLE COR A | | COMMON STOCK USD.01 | | | 20,400 | | | | | | 1,189,093 | |
| | | BROTHER INDUSTRIES LTD | | COMMON STOCK | | | 37,600 | | | | | | 776,280 | |
| | | BRP INC/CA SUB VOTING | | COMMON STOCK | | | 7,200 | | | | | | 475,234 | |
| | | BRUNEL INTERNATIONAL | | COMMON STOCK EUR.03 | | | 10,065 | | | | | | 89,922 | |
| | | BRUNELLO CUCINELLI SPA | | COMMON STOCK NPV | | | 7,566 | | | | | | 328,992 | |
| | | BT GROUP PLC | | COMMON STOCK GBP.05 | | | 1,523,601 | | | | | | 2,756,697 | |
| | | BTS GROUP HOLDINGS PCL | | CALL EXP 16FEB21 | | | 64,360 | | | | | | 21 | |
| | | BTS GROUP HOLDINGS PCL FORGN | | FOREIGN SH. THB4.0 A | | | 643,600 | | | | | | 199,782 | |
| | | BUCHER INDUSTRIES AG REG | | COMMON STOCK CHF.2 | | | 1,132 | | | | | | 517,686 | |
| | | BUDWEISER BREWING CO APAC LT | | COMMON STOCK USD.00001 | | | 220,500 | | | | | | 728,795 | |
| | | BUFAB AB | | COMMON STOCK SEK.01 | | | 5,162 | | | | | | 122,147 | |
| | | BUKIT ASAM TBK PT | | COMMON STOCK IDR100.0 | | | 502,400 | | | | | | 100,489 | |
| | | BUKWANG PHARMACEUTICAL CO | | COMMON STOCK KRW500. | | | 7,366 | | | | | | 191,091 | |
| | | BUMRUNGRAD HOSPITAL FOREIGN | | FOREIGN SH. THB1.0 A | | | 66,100 | | | | | | 264,753 | |
| | | BUNKA SHUTTER CO LTD | | COMMON STOCK | | | 9,300 | | | | | | 87,775 | |
| | | BUNZL PLC | | COMMON STOCK GBP.3214286 | | | 57,894 | | | | | | 1,934,420 | |
| | | BUPA ARABIA FOR COOPERATIVE | | COMMON STOCK SAR10. | | | 10,177 | | | | | | 331,493 | |
| | | BURBERRY GROUP PLC | | COMMON STOCK GBP.0005 | | | 66,971 | | | | | | 1,691,802 | |
| | | BURCKHARDT COMPRESSION HOLDI | | COMMON STOCK CHF2.5 | | | 513 | | | | | | 178,759 | |
| | | BURE EQUITY AB | | COMMON STOCK SEK6.6 | | | 4,702 | | | | | | 168,695 | |
| | | BUREAU VERITAS SA | | COMMON STOCK EUR.12 | | | 50,019 | | | | | | 1,332,526 | |
| | | BURFORD CAPITAL LTD | | COMMON STOCK | | | 33,833 | | | | | | 329,042 | |
| | | BURKHALTER HOLDING AG | | COMMON STOCK CHF.04 | | | 714 | | | | | | 53,402 | |
| | | BURSA MALAYSIA BHD | | COMMON STOCK | | | 282,000 | | | | | | 582,167 | |
| | | BUZZI UNICEM SPA | | COMMON STOCK NPV | | | 13,502 | | | | | | 323,000 | |
| | | BW LPG LTD | | COMMON STOCK USD.01 | | | 14,421 | | | | | | 99,135 | |
| | | BW OFFSHORE LTD | | COMMON STOCK USD.5 | | | 17,083 | | | | | | 74,341 | |
| | | BWP TRUST | | REIT | | | 96,958 | | | | | | 330,855 | |
| | | BWX LTD | | COMMON STOCK | | | 12,254 | | | | | | 39,419 | |
| | | BYD CO LTD A | | COMMON STOCK CNY1.0 | | | 15,000 | | | | | | 448,118 | |
| | | BYD CO LTD H | | COMMON STOCK CNY1.0 | | | 110,200 | | | | | | 2,906,485 | |
| | | BYD ELECTRONIC INTL CO LTD | | COMMON STOCK | | | 155,000 | | | | | | 811,068 | |
| | | BYTES TECHNOLOGY GROUP PLC | | COMMON STOCK | | | 28,490 | | | | | | 131,750 | |
| | | C+C GROUP PLC | | COMMON STOCK EUR.01 | | | 53,282 | | | | | | 165,815 | |
| | | C+D INTERNATIONAL INVESTMENT | | COMMON STOCK HKD.1 | | | 42,000 | | | | | | 65,163 | |
| | | C+D PROPERTY MANAGEMENT GROU | | COMMON STOCK HKD.01 | | | 42,000 | | | | | | 16,792 | |
| | | CA IMMOBILIEN ANLAGEN AG | | COMMON STOCK | | | 12,270 | | | | | | 468,356 | |
| | | CAE INC | | COMMON STOCK | | | 46,051 | | | | | | 1,330,269 | |
| | | CAESARSTONE LTD | | COMMON STOCK | | | 7,600 | | | | | | 97,964 | |
| | | CAFE DE CORAL HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 62,000 | | | | | | 133,574 | |
| | | CAFE24 CORP | | COMMON STOCK KRW500.0 | | | 1,051 | | | | | | 61,611 | |
| | | CAHYA MATA SARAWAK BHD | | COMMON STOCK | | | 71,600 | | | | | | 37,829 | |
| | | CAIRN ENERGY PLC | | COMMON STOCK GBP.013669 | | | 101,177 | | | | | | 290,982 | |
| | | CAIRN HOMES PLC | | COMMON STOCK EUR.001 | | | 150,122 | | | | | | 179,322 | |
| | | CAITONG SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 39,100 | | | | | | 75,812 | |
| | | CAIXABANK SA | | COMMON STOCK EUR1.0 | | | 576,561 | | | | | | 1,576,947 | |
| | | CAJA DE AHORROS DEL MEDITERR | | COMMON STOCK EUR2.0 | | | 23,863 | | | | | | 39,125 | |
| | | CALBEE INC | | COMMON STOCK | | | 14,100 | | | | | | 424,734 | |
| | | CALIBRE MINING CORP | | COMMON STOCK | | | 36,400 | | | | | | 69,471 | |
| | | CALISEN PLC | | COMMON STOCK GBP.01 | | | 28,067 | | | | | | 99,624 | |
| | | CAMECO CORP | | COMMON STOCK | | | 68,468 | | | | | | 916,310 | |
| | | CAN APARTMENT PROP REAL ESTA | | REIT | | | 14,900 | | | | | | 584,655 | |
| | | CAN IMPERIAL BK OF COMMERCE | | COMMON STOCK | | | 76,715 | | | | | | 6,546,668 | |
| | | CANACCORD GENUITY GROUP INC | | COMMON STOCK | | | 21,400 | | | | | | 187,460 | |
| | | CANACOL ENERGY LTD | | COMMON STOCK | | | 34,200 | | | | | | 100,667 | |
| | | CANADA GOOSE HOLDINGS INC | | COMMON STOCK | | | 10,200 | | | | | | 302,958 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 2,150,951 | | | | | | 1,688,344 | |
| | | CANADIAN NATL RAILWAY CO | | COMMON STOCK | | | 122,984 | | | | | | 13,508,933 | |
| | | CANADIAN NATURAL RESOURCES | | COMMON STOCK | | | 204,440 | | | | | | 4,908,807 | |
| | | CANADIAN PACIFIC RAILWAY LTD | | COMMON STOCK | | | 23,452 | | | | | | 8,127,756 | |
| | | CANADIAN TIRE CORP CLASS A | | COMMON STOCK | | | 9,962 | | | | | | 1,308,431 | |
| | | CANADIAN UTILITIES LTD A | | COMMON STOCK | | | 22,500 | | | | | | 549,078 | |
| | | CANADIAN WESTERN BANK | | COMMON STOCK | | | 16,100 | | | | | | 361,681 | |
| | | CANCOM SE | | COMMON STOCK | | | 6,552 | | | | | | 361,496 | |
| | | CANFOR CORP | | COMMON STOCK | | | 11,600 | | | | | | 209,237 | |
| | | CANON INC | | COMMON STOCK | | | 168,800 | | | | | | 3,241,846 | |
| | | CANON MARKETING JAPAN INC | | COMMON STOCK | | | 9,500 | | | | | | 216,895 | |
| | | CANOPY GROWTH CORP | | COMMON STOCK | | | 37,800 | | | | | | 929,275 | |
| | | CANSINO BIOLOGICS INC H | | COMMON STOCK CNY1.0 | | | 9,600 | | | | | | 219,678 | |
| | | CANVEST ENVIRONMENTAL PROTEC | | COMMON STOCK HKD.01 | | | 111,000 | | | | | | 47,532 | |
| | | CAPCOM CO LTD | | COMMON STOCK | | | 14,900 | | | | | | 968,828 | |
| | | CAPGEMINI SE | | COMMON STOCK EUR8.0 | | | 27,521 | | | | | | 4,274,350 | |
| | | CAPITA PLC | | COMMON STOCK GBP.020667 | | | 286,407 | | | | | | 153,661 | |
| | | CAPITAL + COUNTIES PROPERTIE | | REIT GBP.25 | | | 124,127 | | | | | | 247,700 | |
| | | CAPITAL POWER CORP | | COMMON STOCK | | | 18,200 | | | | | | 499,714 | |
| | | CAPITAL SECURITIES CORP | | COMMON STOCK TWD10. | | | 322,000 | | | | | | 155,667 | |
| | | CAPITALAND CHINA TRUST | | REIT | | | 63,848 | | | | | | 67,188 | |
| | | CAPITALAND INTEGRATED COMMER | | REIT | | | 816,295 | | | | | | 1,332,145 | |
| | | CAPITALAND LTD | | COMMON STOCK | | | 492,990 | | | | | | 1,221,924 | |
| | | CAPITEC BANK HOLDINGS LTD | | COMMON STOCK ZAR.01 | | | 11,259 | | | | | | 1,097,632 | |
| | | CAR INC | | COMMON STOCK USD.00001 | | | 137,000 | | | | | | 66,304 | |
| | | CAREER TECHNOLOGY CO LTD | | COMMON STOCK TWD10. | | | 51,479 | | | | | | 64,321 | |
| | | CAREL INDUSTRIES SPA | | COMMON STOCK NPV | | | 5,540 | | | | | | 130,123 | |
| | | CARGOTEC OYJ B SHARE | | COMMON STOCK | | | 7,103 | | | | | | 293,751 | |
| | | CARL ZEISS MEDITEC AG BR | | COMMON STOCK | | | 6,841 | | | | | | 911,709 | |
| | | CARLSBERG AS B | | COMMON STOCK DKK20. | | | 17,678 | | | | | | 2,838,250 | |
| | | CARLSBERG BREWERY MALAYSIA B | | COMMON STOCK | | | 48,000 | | | | | | 279,564 | |
| | | CARMILA | | REIT EUR6.0 | | | 3,070 | | | | | | 68,804 | |
| | | CARNIVAL PLC | | COMMON STOCK USD1.66 | | | 26,921 | | | | | | 501,168 | |
| | | CARREFOUR SA | | COMMON STOCK EUR2.5 | | | 103,385 | | | | | | 1,775,468 | |
| | | CARSALES.COM LTD | | COMMON STOCK | | | 42,807 | | | | | | 661,430 | |
| | | CASCADES INC | | COMMON STOCK | | | 13,000 | | | | | | 148,469 | |
| | | CASETEK HOLDINGS LTD | | COMMON STOCK TWD10.0 | | | 30,000 | | | | | | 93,212 | |
| | | CASINO GUICHARD PERRACHON | | COMMON STOCK EUR1.53 | | | 9,486 | | | | | | 292,588 | |
| | | CASIO COMPUTER CO LTD | | COMMON STOCK | | | 32,800 | | | | | | 600,904 | |
| | | CASTELLUM AB | | COMMON STOCK SEK.5 | | | 44,886 | | | | | | 1,140,185 | |
| | | CATCHER TECHNOLOGY CO LTD | | COMMON STOCK TWD10. | | | 118,134 | | | | | | 868,890 | |
| | | CATENA AB | | COMMON STOCK SEK4.4 | | | 7,046 | | | | | | 330,474 | |
| | | CATHAY FINANCIAL HOLDING CO | | COMMON STOCK TWD10.0 | | | 1,400,302 | | | | | | 2,101,202 | |
| | | CATHAY REAL ESTATE DEVELOPME | | COMMON STOCK TWD10.0 | | | 182,834 | | | | | | 129,541 | |
| | | CATTOLICA ASSICURAZIONI SC | | COMMON STOCK EUR3.0 | | | 27,095 | | | | | | 151,919 | |
| | | CAVERION OYJ | | COMMON STOCK | | | 16,689 | | | | | | 118,632 | |
| | | CAWACHI LTD | | COMMON STOCK | | | 2,300 | | | | | | 65,522 | |
| | | CCC SA | | COMMON STOCK PLN.1 | | | 5,911 | | | | | | 138,734 | |
| | | CCL INDUSTRIES INC CL B | | COMMON STOCK | | | 26,000 | | | | | | 1,179,388 | |
| | | CCR SA | | COMMON STOCK | | | 214,200 | | | | | | 558,337 | |
| | | CD PROJEKT SA | | COMMON STOCK PLN1.0 | | | 15,073 | | | | | | 1,110,880 | |
| | | CDL HOSPITALITY TRUSTS | | STAPLED SECURITY | | | 142,300 | | | | | | 136,522 | |
| | | CECONOMY AG | | COMMON STOCK | | | 28,775 | | | | | | 199,541 | |
| | | CELESTICA INC | | COMMON STOCK | | | 20,216 | | | | | | 162,966 | |
| | | CELLAVISION AB | | COMMON STOCK SEK.15 | | | 3,516 | | | | | | 131,229 | |
| | | CELLCOM ISRAEL LTD | | COMMON STOCK ILS.01 | | | 34,102 | | | | | | 165,395 | |
| | | CELLECTIS | | COMMON STOCK EUR.05 | | | 1,091 | | | | | | 160,642 | |
| | | CELLNEX TELECOM SA | | COMMON STOCK EUR.25 | | | 53,021 | | | | | | 3,247,767 | |
| | | CELLTRION HEALTHCARE CO LTD | | COMMON STOCK KRW1000.0 | | | 10,271 | | | | | | 1,535,992 | |
| | | CELLTRION INC | | COMMON STOCK KRW1000.0 | | | 17,191 | | | | | | 5,665,470 | |
| | | CELLTRION PHARM INC | | COMMON STOCK KRW500. | | | 4,397 | | | | | | 961,914 | |
| | | CEMBRA MONEY BANK AG | | COMMON STOCK CHF1.0 | | | 5,099 | | | | | | 621,037 | |
| | | CEMEX SAB CPO | | UNIT | | | 2,607,547 | | | | | | 1,346,599 | |
| | | CENCOSUD SA | | COMMON STOCK | | | 280,877 | | | | | | 501,196 | |
| | | CENOVUS ENERGY INC | | COMMON STOCK | | | 180,692 | | | | | | 1,099,186 | |
| | | CENTAMIN PLC | | COMMON STOCK | | | 198,380 | | | | | | 332,007 | |
| | | CENTER LABORATORIES INC | | COMMON STOCK TWD10. | | | 49,389 | | | | | | 121,494 | |
| | | CENTERRA GOLD INC | | COMMON STOCK | | | 40,600 | | | | | | 469,736 | |
| | | CENTRAIS ELETRICAS BRAS PR B | | PREFERENCE | | | 72,105 | | | | | | 516,698 | |
| | | CENTRAIS ELETRICAS BRASILIER | | COMMON STOCK | | | 53,900 | | | | | | 374,966 | |
| | | CENTRAL ASIA METALS PLC | | COMMON STOCK | | | 29,991 | | | | | | 98,622 | |
| | | CENTRAL CHINA REAL ESTATE | | COMMON STOCK HKD.1 | | | 151,000 | | | | | | 70,142 | |
| | | CENTRAL GLASS CO LTD | | COMMON STOCK | | | 8,200 | | | | | | 179,134 | |
| | | CENTRAL JAPAN RAILWAY CO | | COMMON STOCK | | | 24,800 | | | | | | 3,522,872 | |
| | | CENTRAL PATTANA PCL NVDR | | NVDR THB.5 | | | 413,900 | | | | | | 659,355 | |
| | | CENTRAL PUERTO SPONSORED ADR | | ADR | | | 32,400 | | | | | | 87,480 | |
| | | CENTRAL RETAIL CORP FOREIGN | | FOREIGN SH. THB1.0 A | | | 119,383 | | | | | | 122,531 | |
| | | CENTRICA PLC | | COMMON STOCK GBP.061728 | | | 1,001,890 | | | | | | 638,851 | |
| | | CENTURIA CAPITAL GROUP | | STAPLED SECURITY | | | 39,113 | | | | | | 79,393 | |
| | | CENTURIA INDUSTRIAL REIT | | REIT | | | 66,434 | | | | | | 158,405 | |
| | | CENTURIA OFFICE REIT | | REIT | | | 70,734 | | | | | | 116,805 | |
| | | CERES POWER HOLDINGS PLC | | COMMON STOCK GBP.1 | | | 14,634 | | | | | | 263,804 | |
| | | CERVED GROUP SPA | | COMMON STOCK NPV | | | 33,662 | | | | | | 307,690 | |
| | | CEWE STIFTUNG + CO KGAA | | COMMON STOCK | | | 1,036 | | | | | | 117,378 | |
| | | CEZ AS | | COMMON STOCK CZK100. | | | 28,874 | | | | | | 690,737 | |
| | | CFE | | COMMON STOCK | | | 1,300 | | | | | | 133,214 | |
| | | CGG SA | | COMMON STOCK EUR.01 | | | 137,911 | | | | | | 136,764 | |
| | | CGI INC | | COMMON STOCK | | | 39,030 | | | | | | 3,093,909 | |
| | | CGN POWER CO LTD H | | COMMON STOCK CNY1.0 | | | 1,938,000 | | | | | | 418,131 | |
| | | CHABIOTECH CO LTD | | COMMON STOCK KRW500.0 | | | 6,692 | | | | | | 123,809 | |
| | | CHAILEASE HOLDING CO LTD | | COMMON STOCK TWD10. | | | 237,010 | | | | | | 1,421,024 | |
| | | CHALICE MINING LTD | | COMMON STOCK | | | 27,106 | | | | | | 81,590 | |
| | | CHALLENGER LTD | | COMMON STOCK | | | 101,466 | | | | | | 504,801 | |
| | | CHAMPION IRON LTD | | COMMON STOCK | | | 30,008 | | | | | | 109,991 | |
| | | CHAMPION REIT | | REIT | | | 365,000 | | | | | | 213,342 | |
| | | CHANG HWA COMMERCIAL BANK | | COMMON STOCK TWD10. | | | 1,168,347 | | | | | | 748,164 | |
| | | CHANGCHUN HIGH + NEW TECH A | | COMMON STOCK CNY1.0 | | | 3,800 | | | | | | 261,677 | |
| | | CHANGE INC | | COMMON STOCK | | | 4,800 | | | | | | 163,093 | |
| | | CHANGJIANG SECURITIES CO L A | | COMMON STOCK CNY1.0 | | | 60,200 | | | | | | 77,474 | |
| | | CHAOZHOU THREE CIRCLE GROU A | | COMMON STOCK CNY1.0 | | | 70,000 | | | | | | 399,526 | |
| | | CHARGEURS SA | | COMMON STOCK EUR.16 | | | 2,308 | | | | | | 49,826 | |
| | | CHARLOTTES WEB HOLDINGS INC | | COMMON STOCK USD.001 | | | 11,800 | | | | | | 38,808 | |
| | | CHAROEN POKPHAND FOODS NVDR | | NVDR THB1.0 | | | 890,500 | | | | | | 796,815 | |
| | | CHAROEN POKPHAND INDONESI PT | | COMMON STOCK IDR10. | | | 1,293,000 | | | | | | 601,610 | |
| | | CHARTER HALL GROUP | | REIT | | | 85,591 | | | | | | 972,356 | |
| | | CHARTER HALL LONG WALE REIT | | REIT | | | 66,875 | | | | | | 283,039 | |
| | | CHARTER HALL RETAIL REIT | | REIT | | | 69,123 | | | | | | 195,914 | |
| | | CHARTER HALL SOCIAL INFRASTR | | REIT | | | 50,227 | | | | | | 126,427 | |
| | | CHECK POINT SOFTWARE TECH | | COMMON STOCK USD.01 | | | 20,651 | | | | | | 2,744,724 | |
| | | CHEIL WORLDWIDE INC | | COMMON STOCK KRW200. | | | 20,740 | | | | | | 392,998 | |
| | | CHENG LOONG CORP | | COMMON STOCK TWD10. | | | 123,000 | | | | | | 149,257 | |
| | | CHENG SHIN RUBBER IND CO LTD | | COMMON STOCK TWD10. | | | 441,088 | | | | | | 689,486 | |
| | | CHENG UEI PRECISION INDUSTRY | | COMMON STOCK TWD10. | | | 192,919 | | | | | | 323,319 | |
| | | CHENGDU KANGHONG PHARMACEU A | | COMMON STOCK CNY1.0 | | | 9,900 | | | | | | 73,038 | |
| | | CHIBA BANK LTD/THE | | COMMON STOCK | | | 89,500 | | | | | | 493,635 | |
| | | CHICONY ELECTRONICS CO LTD | | COMMON STOCK TWD10. | | | 138,690 | | | | | | 426,426 | |
| | | CHILEAN PESO | | FOREIGN CURRENCY | | | 30,208,024 | | | | | | 42,517 | |
| | | CHILISIN ELECTRONICS CORP | | COMMON STOCK TWD10. | | | 23,916 | | | | | | 95,388 | |
| | | CHINA AIRCRAFT LEASING GROUP | | COMMON STOCK HKD.1 | | | 49,500 | | | | | | 42,920 | |
| | | CHINA AIRLINES LTD | | COMMON STOCK TWD10. | | | 846,278 | | | | | | 363,050 | |
| | | CHINA AOYUAN GROUP LTD | | COMMON STOCK HKD.01 | | | 196,884 | | | | | | 191,576 | |
| | | CHINA AVIATION OIL SINGAPORE | | COMMON STOCK | | | 80,300 | | | | | | 64,414 | |
| | | CHINA BLUECHEMICAL LTD H | | COMMON STOCK CNY1.0 | | | 712,000 | | | | | | 112,980 | |
| | | CHINA BOHAI BANK CO LTD H | | COMMON STOCK CNY1.0 | | | 423,500 | | | | | | 278,159 | |
| | | CHINA CINDA ASSET MANAGEME H | | COMMON STOCK CNY1.0 | | | 2,046,908 | | | | | | 388,713 | |
| | | CHINA CITIC BANK CORP LTD H | | COMMON STOCK CNY1.0 | | | 1,755,200 | | | | | | 745,184 | |
| | | CHINA COM RICH RENE ENE INVEST | | COMMON STOCK CNY1.0 | | | 2,242,000 | | | | | | 570,403 | |
| | | CHINA COMMUNICATIONS CONST H | | COMMON STOCK CNY1.0 | | | 828,000 | | | | | | 286,187 | |
| | | CHINA COMMUNICATIONS SERVI H | | COMMON STOCK CNY1.0 | | | 518,352 | | | | | | 228,722 | |
| | | CHINA CONCH VENTURE HOLDINGS | | COMMON STOCK HKD.01 | | | 298,900 | | | | | | 1,453,955 | |
| | | CHINA CONSTRUCTION BANK A | | COMMON STOCK CNY1.0 | | | 79,500 | | | | | | 76,353 | |
| | | CHINA CONSTRUCTION BANK H | | COMMON STOCK CNY1.0 | | | 16,530,400 | | | | | | 12,577,332 | |
| | | CHINA DEVELOPMENT FINANCIAL | | COMMON STOCK TWD10. | | | 2,540,020 | | | | | | 839,297 | |
| | | CHINA DONGXIANG GROUP CO | | COMMON STOCK HKD.01 | | | 915,000 | | | | | | 95,876 | |
| | | CHINA EAST EDUCATION HOLDING | | COMMON STOCK HKD.0001 | | | 79,500 | | | | | | 191,302 | |
| | | CHINA EASTERN AIRLINES CO A | | COMMON STOCK CNY1.0 | | | 101,600 | | | | | | 72,735 | |
| | | CHINA EDUCATION GROUP HOLDIN | | COMMON STOCK HKD.00001 | | | 112,000 | | | | | | 215,794 | |
| | | CHINA EVERBRIGHT BANK CO A | | COMMON STOCK CNY1.0 | | | 433,300 | | | | | | 264,416 | |
| | | CHINA EVERBRIGHT BANK CO L H | | COMMON STOCK CNY1.0 | | | 636,000 | | | | | | 242,550 | |
| | | CHINA EVERBRIGHT ENVIRONMENT | | COMMON STOCK | | | 852,370 | | | | | | 482,523 | |
| | | CHINA EVERBRIGHT GREENTECH L | | COMMON STOCK USD.1 | | | 94,000 | | | | | | 41,486 | |
| | | CHINA EVERBRIGHT LTD | | COMMON STOCK | | | 194,000 | | | | | | 260,316 | |
| | | CHINA EVERGRANDE GROUP | | COMMON STOCK USD.01 | | | 338,000 | | | | | | 649,926 | |
| | | CHINA FEIHE LTD | | COMMON STOCK USD.000000025 | | | 198,000 | | | | | | 464,321 | |
| | | CHINA FILM CO LTD A | | COMMON STOCK CNY1.0 | | | 51,200 | | | | | | 97,582 | |
| | | CHINA FOODS LTD | | COMMON STOCK HKD.1 | | | 154,000 | | | | | | 50,440 | |
| | | CHINA FORTUNE LAND DEVELOP A | | COMMON STOCK CNY1.0 | | | 32,370 | | | | | | 64,080 | |
| | | CHINA GALAXY SECURITIES CO H | | COMMON STOCK CNY1.0 | | | 626,000 | | | | | | 392,642 | |
| | | CHINA GAS HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 480,800 | | | | | | 1,916,707 | |
| | | CHINA GRAND PHARMACEUTICAL A | | COMMON STOCK HKD.01 | | | 148,000 | | | | | | 131,280 | |
| | | CHINA GREATWALL TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 31,900 | | | | | | 92,920 | |
| | | CHINA HARMONY AUTO HOLDING L | | COMMON STOCK HKD.01 | | | 139,000 | | | | | | 66,130 | |
| | | CHINA HIGH SPEED TRANSMISSIO | | COMMON STOCK USD.01 | | | 90,000 | | | | | | 88,241 | |
| | | CHINA HONGQIAO GROUP LTD | | COMMON STOCK USD.01 | | | 360,500 | | | | | | 330,146 | |
| | | CHINA HUARONG ASSET MANAGE H | | COMMON STOCK CNY1.0 | | | 1,663,000 | | | | | | 184,849 | |
| | | CHINA HUIYUAN JUICE GROUP | | COMMON STOCK USD.00001 | | | 462,000 | | | | | | 120,358 | |
| | | CHINA INTERNATIONAL CAPITA H | | COMMON STOCK CNY1.0 | | | 272,000 | | | | | | 737,254 | |
| | | CHINA JINMAO HOLDINGS GROUP | | COMMON STOCK | | | 1,102,000 | | | | | | 507,545 | |
| | | CHINA LESSO GROUP HOLDINGS L | | COMMON STOCK HKD.05 | | | 197,000 | | | | | | 309,221 | |
| | | CHINA LIFE INSURANCE CO A | | COMMON STOCK CNY1.0 | | | 43,600 | | | | | | 256,616 | |
| | | CHINA LIFE INSURANCE CO H | | COMMON STOCK CNY1.0 | | | 1,382,000 | | | | | | 3,056,613 | |
| | | CHINA LIFE INSURANCE CO LTD | | COMMON STOCK TWD10. | | | 600,558 | | | | | | 474,568 | |
| | | CHINA LILANG LTD | | COMMON STOCK HKD.1 | | | 76,000 | | | | | | 51,878 | |
| | | CHINA LITERATURE LTD | | COMMON STOCK USD.0001 | | | 46,400 | | | | | | 365,534 | |
| | | CHINA LOGISTICS PROPERTY HOL | | COMMON STOCK USD.0000625 | | | 147,000 | | | | | | 86,067 | |
| | | CHINA LONGYUAN POWER GROUP H | | COMMON STOCK CNY1.0 | | | 1,006,000 | | | | | | 1,006,252 | |
| | | CHINA MAPLE LEAF EDUCATIONAL | | COMMON STOCK USD.0005 | | | 272,000 | | | | | | 71,555 | |
| | | CHINA MEDICAL SYSTEM HOLDING | | COMMON STOCK USD.005 | | | 326,000 | | | | | | 365,281 | |
| | | CHINA MEIDONG AUTO HOLDINGS | | COMMON STOCK HKD.1 | | | 74,000 | | | | | | 300,807 | |
| | | CHINA MENGNIU DAIRY CO | | COMMON STOCK HKD.1 | | | 531,000 | | | | | | 3,213,603 | |
| | | CHINA MERCHANTS BANK A | | COMMON STOCK CNY1.0 | | | 224,499 | | | | | | 1,509,211 | |
| | | CHINA MERCHANTS BANK H | | COMMON STOCK CNY1.0 | | | 690,005 | | | | | | 4,381,302 | |
| | | CHINA MERCHANTS ENERGY A | | COMMON STOCK CNY1.0 | | | 66,000 | | | | | | 57,032 | |
| | | CHINA MERCHANTS PORT HOLDING | | COMMON STOCK | | | 310,452 | | | | | | 380,165 | |
| | | CHINA MERCHANTS SECURITIES A | | COMMON STOCK CNY1.0 | | | 61,620 | | | | | | 219,970 | |
| | | CHINA MERCHANTS SHEKOU IND A | | COMMON STOCK CNY1.0 | | | 86,100 | | | | | | 175,122 | |
| | | CHINA METAL RECYCLING | | COMMON STOCK HKD.0001 | | | 190,245 | | | | | | 245 | |
| | | CHINA MINSHENG BANKING A | | COMMON STOCK CNY1.0 | | | 385,900 | | | | | | 306,858 | |
| | | CHINA MINSHENG BANKING COR H | | COMMON STOCK CNY1.0 | | | 1,349,856 | | | | | | 769,667 | |
| | | CHINA MOBILE LTD | | COMMON STOCK | | | 1,092,000 | | | | | | 6,239,241 | |
| | | CHINA MODERN DAIRY HOLDINGS | | COMMON STOCK HKD.1 | | | 445,000 | | | | | | 106,804 | |
| | | CHINA MOLYBDENUM CO LTD A | | COMMON STOCK CNY.2 | | | 146,500 | | | | | | 140,349 | |
| | | CHINA MOLYBDENUM CO LTD H | | COMMON STOCK CNY.2 | | | 660,000 | | | | | | 431,045 | |
| | | CHINA MOTOR CORP | | COMMON STOCK TWD10. | | | 76,759 | | | | | | 138,243 | |
| | | CHINA NATIONAL ACCORD MEDI A | | COMMON STOCK CNY1.0 | | | 6,000 | | | | | | 42,146 | |
| | | CHINA NATIONAL BUILDING MA H | | COMMON STOCK CNY1.0 | | | 796,958 | | | | | | 961,024 | |
| | | CHINA NATIONAL MEDICINES A | | COMMON STOCK CNY1.0 | | | 12,000 | | | | | | 90,709 | |
| | | CHINA NATIONAL NUCLEAR POW A | | COMMON STOCK CNY1.0 | | | 107,600 | | | | | | 81,080 | |
| | | CHINA NATIONAL SOFTWARE A | | COMMON STOCK CNY1.0 | | | 5,400 | | | | | | 65,223 | |
| | | CHINA NORTHERN RARE EARTH A | | COMMON STOCK CNY1.0 | | | 39,500 | | | | | | 79,224 | |
| | | CHINA OILFIELD SERVICES H | | COMMON STOCK CNY1.0 | | | 366,000 | | | | | | 309,871 | |
| | | CHINA ORIENTAL GROUP CO LTD | | COMMON STOCK HKD.1 | | | 210,000 | | | | | | 55,809 | |
| | | CHINA OVERSEAS GRAND OCEANS | | COMMON STOCK | | | 404,000 | | | | | | 216,837 | |
| | | CHINA OVERSEAS LAND + INVEST | | COMMON STOCK | | | 698,880 | | | | | | 1,520,039 | |
| | | CHINA OVERSEAS PROPERTY HOLD | | COMMON STOCK HKD.001 | | | 240,000 | | | | | | 125,286 | |
| | | CHINA PACIFIC INSURANCE GR A | | COMMON STOCK CNY1.0 | | | 68,400 | | | | | | 402,380 | |
| | | CHINA PACIFIC INSURANCE GR H | | COMMON STOCK CNY1.0 | | | 479,400 | | | | | | 1,882,589 | |
| | | CHINA PETROCHEMICAL DEV CORP | | COMMON STOCK TWD10. | | | 501,873 | | | | | | 208,146 | |
| | | CHINA PETROLEUM + CHEMICAL A | | COMMON STOCK CNY1.0 | | | 446,000 | | | | | | 274,835 | |
| | | CHINA PETROLEUM + CHEMICAL H | | COMMON STOCK CNY1.0 | | | 4,737,500 | | | | | | 2,105,275 | |
| | | CHINA POWER INTERNATIONAL | | COMMON STOCK | | | 1,110,000 | | | | | | 237,714 | |
| | | CHINA RAILWAY CONSTRUCTION A | | COMMON STOCK CNY1.0 | | | 100,200 | | | | | | 121,171 | |
| | | CHINA RAILWAY CONSTRUCTION H | | COMMON STOCK CNY1.0 | | | 388,000 | | | | | | 169,856 | |
| | | CHINA RAILWAY GROUP LTD A | | COMMON STOCK CNY1.0 | | | 154,500 | | | | | | 124,529 | |
| | | CHINA RAILWAY GROUP LTD H | | COMMON STOCK CNY1.0 | | | 785,000 | | | | | | 346,388 | |
| | | CHINA RESOURCES BEER HOLDING | | COMMON STOCK | | | 260,893 | | | | | | 2,404,017 | |
| | | CHINA RESOURCES CEMENT | | COMMON STOCK HKD.1 | | | 450,000 | | | | | | 502,862 | |
| | | CHINA RESOURCES GAS GROUP LT | | COMMON STOCK HKD.1 | | | 178,000 | | | | | | 946,573 | |
| | | CHINA RESOURCES LAND LTD | | COMMON STOCK HKD.1 | | | 585,777 | | | | | | 2,426,738 | |
| | | CHINA RESOURCES MEDICAL HOLD | | COMMON STOCK HKD.00025 | | | 177,500 | | | | | | 152,728 | |
| | | CHINA RESOURCES PHARMACEUTIC | | COMMON STOCK | | | 320,500 | | | | | | 164,564 | |
| | | CHINA RESOURCES POWER HOLDIN | | COMMON STOCK | | | 373,465 | | | | | | 403,367 | |
| | | CHINA RESOURCES SANJIU MED A | | COMMON STOCK CNY1.0 | | | 5,200 | | | | | | 19,854 | |
| | | CHINA SCE GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 500,000 | | | | | | 206,448 | |
| | | CHINA SHENHUA ENERGY CO A | | COMMON STOCK CNY1.0 | | | 80,800 | | | | | | 222,845 | |
| | | CHINA SHENHUA ENERGY CO H | | COMMON STOCK CNY1.0 | | | 641,000 | | | | | | 1,207,612 | |
| | | CHINA SHINEWAY PHARMACEUTICA | | COMMON STOCK HKD.1 | | | 241,000 | | | | | | 165,148 | |
| | | CHINA SHIPBUILDING INDUSTR A | | COMMON STOCK CNY1.0 | | | 249,000 | | | | | | 159,701 | |
| | | CHINA SOUTH CITY HOLDINGS | | COMMON STOCK | | | 822,000 | | | | | | 121,951 | |
| | | CHINA SOUTH PUBLISHING A | | COMMON STOCK CNY1.0 | | | 59,428 | | | | | | 86,708 | |
| | | CHINA SOUTHERN AIRLINES CO A | | COMMON STOCK CNY1.0 | | | 71,285 | | | | | | 64,998 | |
| | | CHINA SOUTHERN AIRLINES CO H | | COMMON STOCK CNY1.0 | | | 408,000 | | | | | | 241,652 | |
| | | CHINA STATE CONSTRUCTION A | | COMMON STOCK CNY1.0 | | | 456,900 | | | | | | 347,598 | |
| | | CHINA STATE CONSTRUCTION INT | | COMMON STOCK HKD.025 | | | 439,110 | | | | | | 250,386 | |
| | | CHINA STEEL CHEMICAL CORP | | COMMON STOCK TWD10. | | | 26,000 | | | | | | 100,264 | |
| | | CHINA STEEL CORP | | COMMON STOCK TWD10. | | | 2,090,895 | | | | | | 1,838,151 | |
| | | CHINA SUNTIEN GREEN ENERGY H | | COMMON STOCK CNY1. | | | 271,000 | | | | | | 83,166 | |
| | | CHINA TAIPING INSURANCE HOLD | | COMMON STOCK | | | 290,366 | | | | | | 525,065 | |
| | | CHINA TELECOM CORP LTD H | | COMMON STOCK CNY1.0 | | | 2,618,000 | | | | | | 722,967 | |
| | | CHINA TOURISM GROUP DUTY F A | | COMMON STOCK CNY1.0 | | | 21,200 | | | | | | 917,434 | |
| | | CHINA TOWER CORP LTD H | | COMMON STOCK CNY1.0 | | | 7,732,000 | | | | | | 1,138,022 | |
| | | CHINA TRADITIONAL CHINESE ME | | COMMON STOCK | | | 522,000 | | | | | | 258,848 | |
| | | CHINA TRANSINFO TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 61,000 | | | | | | 178,778 | |
| | | CHINA TRAVEL INTL INV HK | | COMMON STOCK | | | 1,184,000 | | | | | | 161,970 | |
| | | CHINA UNICOM HONG KONG LTD | | COMMON STOCK | | | 1,117,250 | | | | | | 637,301 | |
| | | CHINA UNITED NETWORK A | | COMMON STOCK CNY1.0 | | | 337,800 | | | | | | 230,690 | |
| | | CHINA VANKE CO LTD A | | COMMON STOCK CNY1.0 | | | 105,786 | | | | | | 464,943 | |
| | | CHINA VANKE CO LTD H | | COMMON STOCK CNY1.0 | | | 276,000 | | | | | | 954,152 | |
| | | CHINA WATER AFFAIRS GROUP | | COMMON STOCK HKD.01 | | | 148,000 | | | | | | 115,688 | |
| | | CHINA YANGTZE POWER CO LTD A | | COMMON STOCK CNY1.0 | | | 281,624 | | | | | | 825,886 | |
| | | CHINA YOUZAN LTD | | COMMON STOCK HKD.01 | | | 1,836,000 | | | | | | 705,156 | |
| | | CHINA YUHUA EDUCATION CORP L | | COMMON STOCK HKD.00001 | | | 208,000 | | | | | | 181,423 | |
| | | CHINA ZHENGTONG AUTO SERVICE | | COMMON STOCK HKD.1 | | | 281,000 | | | | | | 31,341 | |
| | | CHINA ZHONGWANG HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 298,000 | | | | | | 56,217 | |
| | | CHINASOFT INTERNATIONAL LTD | | COMMON STOCK HKD.05 | | | 486,000 | | | | | | 541,968 | |
| | | CHIPBOND TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 165,000 | | | | | | 390,080 | |
| | | CHIPMOS TECHNOLOGIES INC | | COMMON STOCK TWD10.0 | | | 99,000 | | | | | | 121,303 | |
| | | CHIYODA CO LTD | | COMMON STOCK | | | 7,100 | | | | | | 62,995 | |
| | | CHIYODA CORP | | COMMON STOCK | | | 33,000 | | | | | | 90,676 | |
| | | CHOCOLADEFABRIKEN LINDT PC | | COMMON STOCK CHF10.0 | | | 178 | | | | | | 1,737,500 | |
| | | CHOCOLADEFABRIKEN LINDT REG | | COMMON STOCK CHF100.0 | | | 18 | | | | | | 1,801,497 | |
| | | CHOFU SEISAKUSHO CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 66,651 | |
| | | CHONG KUN DANG PHARMACEUTICA | | COMMON STOCK KRW2500.0 | | | 1,212 | | | | | | 253,481 | |
| | | CHONGQING CHANGAN AUTOMOB A | | COMMON STOCK CNY1.0 | | | 45,700 | | | | | | 152,990 | |
| | | CHONGQING RURAL COMMERCIAL H | | COMMON STOCK CNY1.0 | | | 570,000 | | | | | | 232,836 | |
| | | CHONGQING ZHIFEI BIOLOGICA A | | COMMON STOCK CNY1.0 | | | 25,700 | | | | | | 581,490 | |
| | | CHORI CO LTD | | COMMON STOCK | | | 2,500 | | | | | | 37,982 | |
| | | CHORUS AVIATION INC | | COMMON STOCK | | | 13,700 | | | | | | 39,788 | |
| | | CHORUS LTD | | COMMON STOCK | | | 110,033 | | | | | | 626,592 | |
| | | CHOW SANG SANG HLDG | | COMMON STOCK HKD.25 | | | 57,000 | | | | | | 64,713 | |
| | | CHR HANSEN HOLDING A/S | | COMMON STOCK DKK10. | | | 18,102 | | | | | | 1,865,216 | |
| | | CHROMA ATE INC | | COMMON STOCK TWD10. | | | 62,000 | | | | | | 371,270 | |
| | | CHUBU ELECTRIC POWER CO INC | | COMMON STOCK | | | 105,500 | | | | | | 1,270,400 | |
| | | CHUDENKO CORP | | COMMON STOCK | | | 4,900 | | | | | | 104,997 | |
| | | CHUGAI PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 113,300 | | | | | | 6,049,546 | |
| | | CHUGOKU BANK LTD/THE | | COMMON STOCK | | | 24,900 | | | | | | 200,947 | |
| | | CHUGOKU ELECTRIC POWER CO | | COMMON STOCK | | | 50,200 | | | | | | 591,478 | |
| | | CHUGOKU MARINE PAINTS LTD | | COMMON STOCK | | | 3,900 | | | | | | 39,404 | |
| | | CHUKYO BANK LTD/THE | | COMMON STOCK | | | 3,500 | | | | | | 66,337 | |
| | | CHULARAT HOSPITAL PCL F | | FOREIGN SH. THB.1 A | | | 483,800 | | | | | | 39,725 | |
| | | CHUNBO CO LTD | | COMMON STOCK KRW500.0 | | | 680 | | | | | | 114,650 | |
| | | CHUNG HSIN ELECTRIC + MACHIN | | COMMON STOCK TWD10.0 | | | 54,000 | | | | | | 103,052 | |
| | | CHUNG HWA PULP | | COMMON STOCK TWD10. | | | 238,000 | | | | | | 103,574 | |
| | | CHUNGHWA PRECISION TEST TECH | | COMMON STOCK TWD10.0 | | | 3,000 | | | | | | 81,269 | |
| | | CHUNGHWA TELECOM CO LTD | | COMMON STOCK TWD10. | | | 702,473 | | | | | | 2,725,089 | |
| | | CI TAKIRON CORP | | COMMON STOCK | | | 7,200 | | | | | | 48,182 | |
| | | CI FINANCIAL CORP | | COMMON STOCK | | | 36,119 | | | | | | 447,377 | |
| | | CIA BRASILEIRA DE DISTRIBUIC | | COMMON STOCK | | | 27,124 | | | | | | 390,078 | |
| | | CIA CERVECERIAS UNI SPON ADR | | ADR | | | 16,633 | | | | | | 244,505 | |
| | | CIA DE DISTRIBUCION INTEGRAL | | COMMON STOCK EUR.2 | | | 9,809 | | | | | | 190,457 | |
| | | CIA DE MINAS BUENAVENTUR ADR | | ADR | | | 31,930 | | | | | | 389,227 | |
| | | CIA DE MINAS BUENAVENTUR COM | | COMMON STOCK PEN10. | | | 8,119 | | | | | | 98,309 | |
| | | CIA DE SANEAMENTO DO PA UNIT | | UNIT | | | 36,900 | | | | | | 185,319 | |
| | | CIA ENERGETICA DE SP PREF B | | PREFERENCE | | | 57,166 | | | | | | 319,668 | |
| | | CIA ENERGETICA MINAS GER PRF | | PREFERENCE | | | 161,671 | | | | | | 453,941 | |
| | | CIA HERING | | COMMON STOCK | | | 37,100 | | | | | | 123,359 | |
| | | CIA PARANAENSE DE ENERGI PFB | | PREFERENCE | | | 25,907 | | | | | | 369,697 | |
| | | CIA SANEAMENTO BASICO DE SP | | COMMON STOCK | | | 64,720 | | | | | | 555,901 | |
| | | CIA SANEAMENTO DO PARANA PRF | | PREFERENCE | | | 84,000 | | | | | | 82,699 | |
| | | CIA SANEAMENTO MINAS GERAIS | | COMMON STOCK | | | 50,400 | | | | | | 159,861 | |
| | | CIA SIDERURGICA NACIONAL SA | | COMMON STOCK | | | 122,188 | | | | | | 732,669 | |
| | | CIE AUTOMOTIVE SA | | COMMON STOCK EUR.25 | | | 8,076 | | | | | | 327,339 | |
| | | CIE FINANCIERE RICHEMO A REG | | COMMON STOCK CHF1.0 | | | 88,722 | | | | | | 8,029,369 | |
| | | CIE FINANCIERE RICHEMO A REG | | CIE FINANCIERE RICHEMO CW | | | 178,314 | | | | | | 46,397 | |
| | | CIELO SA | | COMMON STOCK | | | 226,881 | | | | | | 175,105 | |
| | | CIFI HOLDINGS GROUP CO LTD | | COMMON STOCK HKD.1 | | | 628,049 | | | | | | 532,458 | |
| | | CIMB GROUP HOLDINGS BHD | | COMMON STOCK | | | 1,155,807 | | | | | | 1,240,144 | |
| | | CIMC ENRIC HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 222,000 | | | | | | 132,913 | |
| | | CIMIC GROUP LTD | | COMMON STOCK | | | 17,846 | | | | | | 335,983 | |
| | | CINEPLEX INC | | COMMON STOCK | | | 13,600 | | | | | | 98,958 | |
| | | CINEWORLD GROUP PLC | | COMMON STOCK GBP.01 | | | 157,686 | | | | | | 136,651 | |
| | | CIPUTRA DEVELOPMENT TBK PT | | COMMON STOCK IDR250.0 | | | 4,732,962 | | | | | | 331,848 | |
| | | CITIC LTD | | COMMON STOCK | | | 1,080,000 | | | | | | 766,529 | |
| | | CITIC RESOURCES HOLDINGS LTD | | COMMON STOCK HKD.05 | | | 1,147,110 | | | | | | 43,636 | |
| | | CITIC SECURITIES CO A | | COMMON STOCK CNY1.0 | | | 107,100 | | | | | | 482,579 | |
| | | CITIC SECURITIES CO LTD H | | COMMON STOCK CNY1.0 | | | 380,000 | | | | | | 860,214 | |
| | | CITIC TELECOM INTERNATIONAL | | COMMON STOCK | | | 265,625 | | | | | | 83,610 | |
| | | CITIZEN WATCH CO LTD | | COMMON STOCK | | | 58,100 | | | | | | 165,931 | |
| | | CITY CEMENT CO | | COMMON STOCK SAR10. | | | 11,635 | | | | | | 79,394 | |
| | | CITY DEVELOPMENTS LTD | | COMMON STOCK | | | 89,000 | | | | | | 537,023 | |
| | | CITYCON OYJ | | COMMON STOCK | | | 10,692 | | | | | | 103,903 | |
| | | CIVITAS SOCIAL HOUSING PLC | | REIT GBP.01 | | | 106,684 | | | | | | 152,892 | |
| | | CJ CGV CO LTD | | COMMON STOCK KRW500. | | | 10,093 | | | | | | 234,264 | |
| | | CJ CHEILJEDANG CORP | | COMMON STOCK KRW5000.0 | | | 1,532 | | | | | | 536,932 | |
| | | CJ CORP | | COMMON STOCK KRW5000. | | | 3,084 | | | | | | 261,769 | |
| | | CJ ENM CO LTD | | COMMON STOCK KRW5000.0 | | | 1,884 | | | | | | 242,627 | |
| | | CJ LOGISTICS | | COMMON STOCK KRW5000.0 | | | 1,860 | | | | | | 283,488 | |
| | | CK ASSET HOLDINGS LTD | | COMMON STOCK HKD1.0 | | | 426,736 | | | | | | 2,194,559 | |
| | | CK HUTCHISON HOLDINGS LTD | | COMMON STOCK HKD1.0 | | | 450,736 | | | | | | 3,147,020 | |
| | | CK INFRASTRUCTURE HOLDINGS L | | COMMON STOCK HKD1.0 | | | 96,000 | | | | | | 515,866 | |
| | | CK POWER LTD NVDR | | NVDR THB1.0 | | | 1,179,500 | | | | | | 174,819 | |
| | | CKD CORP | | COMMON STOCK | | | 8,000 | | | | | | 171,480 | |
| | | CLAL INSURANCE ENTERPR HLDGS | | COMMON STOCK ILS1.0 | | | 17,074 | | | | | | 267,459 | |
| | | CLARIANT AG REG | | COMMON STOCK CHF3.7 | | | 37,261 | | | | | | 792,874 | |
| | | CLEANAWAY WASTE MANAGEMENT L | | COMMON STOCK | | | 358,119 | | | | | | 651,519 | |
| | | CLEVO COMPANY | | COMMON STOCK TWD10. | | | 18,000 | | | | | | 19,306 | |
| | | CLICKS GROUP LTD | | COMMON STOCK ZAR.01 | | | 58,516 | | | | | | 1,007,278 | |
| | | CLINIGEN GROUP PLC | | COMMON STOCK GBP.001 | | | 19,116 | | | | | | 176,381 | |
| | | CLINUVEL PHARMACEUTICALS LTD | | COMMON STOCK | | | 1,486 | | | | | | 77,427 | |
| | | CLIPPER LOGISTICS PLC | | COMMON STOCK GBP.0005 | | | 11,286 | | | | | | 89,428 | |
| | | CLOETTA AB B SHS | | COMMON STOCK SEK5.0 | | | 39,701 | | | | | | 118,489 | |
| | | CLOSE BROTHERS GROUP PLC | | COMMON STOCK GBP.25 | | | 22,776 | | | | | | 488,614 | |
| | | CLP HOLDINGS LTD | | COMMON STOCK | | | 273,000 | | | | | | 2,526,781 | |
| | | CMBC CAPITAL HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 2,850,000 | | | | | | 49,280 | |
| | | CMC MAGNETICS CORP | | COMMON STOCK TWD10. | | | 409,372 | | | | | | 137,959 | |
| | | CMC MARKETS PLC | | COMMON STOCK GBP.25 | | | 19,324 | | | | | | 103,324 | |
| | | CNH INDUSTRIAL NV | | COMMON STOCK EUR.01 | | | 183,505 | | | | | | 2,328,978 | |
| | | CNOOC LTD | | COMMON STOCK | | | 3,316,500 | | | | | | 3,048,024 | |
| | | CNP ASSURANCES | | COMMON STOCK EUR1.0 | | | 27,022 | | | | | | 436,264 | |
| | | CO FOR COOPERATIVE INSURANCE | | COMMON STOCK SAR10. | | | 10,389 | | | | | | 220,707 | |
| | | COATS GROUP PLC | | COMMON STOCK GBP.05 | | | 248,165 | | | | | | 229,655 | |
| | | COCA COLA AMATIL LTD | | COMMON STOCK | | | 93,988 | | | | | | 938,203 | |
| | | COCA COLA BOTTLERS JAPAN HOL | | COMMON STOCK | | | 20,875 | | | | | | 326,184 | |
| | | COCA COLA EUROPEAN PARTNERS | | COMMON STOCK EUR.01 | | | 28,680 | | | | | | 1,386,938 | |
| | | COCA COLA EUROPEAN PARTNERS | | COMMON STOCK EUR.01 | | | 6,000 | | | | | | 298,980 | |
| | | COCA COLA FEMSA SAB DE CV | | UNIT | | | 90,470 | | | | | | 416,129 | |
| | | COCA COLA HBC AG DI | | COMMON STOCK CHF6.7 | | | 32,361 | | | | | | 1,111,619 | |
| | | COCA COLA ICECEK AS | | COMMON STOCK TRY1.0 | | | 3,628 | | | | | | 32,143 | |
| | | COCHLEAR LTD | | COMMON STOCK | | | 10,627 | | | | | | 1,600,786 | |
| | | COCOKARA FINE INC | | COMMON STOCK | | | 4,000 | | | | | | 295,944 | |
| | | CODAN LTD | | COMMON STOCK | | | 9,687 | | | | | | 84,056 | |
| | | COFACE SA | | COMMON STOCK EUR2.0 | | | 17,748 | | | | | | 179,618 | |
| | | COFCO JOYCOME FOODS LTD | | COMMON STOCK USD.000001 | | | 251,000 | | | | | | 87,135 | |
| | | COFINIMMO | | REIT | | | 4,389 | | | | | | 654,368 | |
| | | COGECO COMMUNICATIONS INC | | COMMON STOCK | | | 3,100 | | | | | | 238,121 | |
| | | COGECO INC | | COMMON STOCK | | | 1,000 | | | | | | 64,349 | |
| | | COGNA EDUCACAO | | COMMON STOCK | | | 306,491 | | | | | | 273,371 | |
| | | COLBUN SA | | COMMON STOCK | | | 1,304,608 | | | | | | 232,005 | |
| | | COLES GROUP LTD | | COMMON STOCK | | | 217,863 | | | | | | 3,130,096 | |
| | | COLLECTOR AB | | COMMON STOCK SEK.1 | | | 32,141 | | | | | | 93,865 | |
| | | COLLIERS INTERNATIONAL GROUP | | COMMON STOCK | | | 5,300 | | | | | | 471,259 | |
| | | COLLINS FOODS LTD | | COMMON STOCK | | | 19,281 | | | | | | 143,547 | |
| | | COLOPL INC | | COMMON STOCK | | | 9,900 | | | | | | 98,218 | |
| | | COLOPLAST B | | COMMON STOCK DKK1. | | | 20,388 | | | | | | 3,119,066 | |
| | | COLOWIDE CO LTD | | COMMON STOCK | | | 10,800 | | | | | | 171,195 | |
| | | COLRUYT SA | | COMMON STOCK | | | 9,897 | | | | | | 587,309 | |
| | | COLTENE HOLDING AG REG | | COMMON STOCK CHF.1 | | | 813 | | | | | | 79,093 | |
| | | COM2US CORP | | COMMON STOCK KRW500. | | | 2,421 | | | | | | 354,183 | |
| | | COMBA TELECOM SYSTEMS HOLDIN | | COMMON STOCK HKD.1 | | | 269,845 | | | | | | 78,616 | |
| | | COMET HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 1,306 | | | | | | 292,741 | |
| | | COMFORIA RESIDENTIAL REIT IN | | REIT | | | 102 | | | | | | 293,879 | |
| | | COMFORTDELGRO CORP LTD | | COMMON STOCK | | | 336,500 | | | | | | 425,595 | |
| | | COMINAR REAL ESTATE INV TR U | | REIT | | | 16,500 | | | | | | 105,035 | |
| | | COMMERCIAL INTERNATIONAL BAN | | COMMON STOCK EGP10. | | | 247,733 | | | | | | 932,356 | |
| | | COMMERZBANK AG | | COMMON STOCK | | | 179,585 | | | | | | 1,157,410 | |
| | | COMMONWEALTH BANK OF AUSTRAL | | COMMON STOCK | | | 306,779 | | | | | | 19,457,987 | |
| | | COMPAGNIE DE SAINT GOBAIN | | COMMON STOCK EUR4.0 | | | 88,948 | | | | | | 4,084,881 | |
| | | COMPAGNIE DES ALPES | | COMMON STOCK | | | 3,244 | | | | | | 75,051 | |
| | | COMPAL ELECTRONICS | | COMMON STOCK TWD10. | | | 648,092 | | | | | | 476,685 | |
| | | COMPANHIA DE LOCACAO DAS AME | | COMMON STOCK | | | 53,700 | | | | | | 303,542 | |
| | | COMPASS GROUP PLC | | COMMON STOCK GBP.1105 | | | 290,373 | | | | | | 5,680,658 | |
| | | COMPEQ MANUFACTURING CO LTD | | COMMON STOCK TWD10. | | | 157,000 | | | | | | 244,172 | |
| | | COMPUGEN LTD | | COMMON STOCK | | | 9,200 | | | | | | 111,412 | |
| | | COMPUGROUP MEDICAL SE + CO K | | COMMON STOCK | | | 4,110 | | | | | | 395,313 | |
| | | COMPUTACENTER PLC | | COMMON STOCK GBP.075555 | | | 11,443 | | | | | | 424,530 | |
| | | COMPUTER ENGINEER + CONSULT | | COMMON STOCK | | | 5,900 | | | | | | 86,804 | |
| | | COMPUTER MODELLING GROUP LTD | | COMMON STOCK | | | 14,800 | | | | | | 56,691 | |
| | | COMPUTERSHARE LTD | | COMMON STOCK | | | 87,297 | | | | | | 983,842 | |
| | | COMSYS HOLDINGS CORP | | COMMON STOCK | | | 21,100 | | | | | | 657,871 | |
| | | COMTURE CORP | | COMMON STOCK | | | 2,800 | | | | | | 79,361 | |
| | | CONCENTRADORA FIBRA DANHOS S | | REIT | | | 50,600 | | | | | | 62,217 | |
| | | CONCORD NEW ENERGY GROUP LTD | | COMMON STOCK HKD.01 | | | 2,890,000 | | | | | | 175,531 | |
| | | CONCORDIA FINANCIAL GROUP LT | | COMMON STOCK | | | 173,500 | | | | | | 615,451 | |
| | | CONEXIO CORP | | COMMON STOCK | | | 2,600 | | | | | | 36,043 | |
| | | CONSTELLATION SOFTWARE INC | | COMMON STOCK | | | 3,400 | | | | | | 4,411,246 | |
| | | CONSTRUCC Y AUX DE FERROCARR | | COMMON STOCK EUR.301 | | | 3,538 | | | | | | 170,011 | |
| | | CONTACT ENERGY LTD | | COMMON STOCK | | | 130,548 | | | | | | 838,563 | |
| | | CONTEMPORARY AMPEREX TECHN A | | COMMON STOCK CNY1.0 | | | 23,900 | | | | | | 1,289,358 | |
| | | CONTINENTAL AG | | COMMON STOCK | | | 18,697 | | | | | | 2,774,811 | |
| | | CONTOURGLOBAL PLC | | COMMON STOCK GBP.01 | | | 9,144 | | | | | | 26,846 | |
| | | CONTROLADORA NEMAK SAB DE CV | | COMMON STOCK | | | 508,800 | | | | | | 67,413 | |
| | | CONTROLADORA VUELA CIA DE A | | COMMON STOCK | | | 119,400 | | | | | | 147,591 | |
| | | CONVATEC GROUP PLC | | COMMON STOCK GBP.1 | | | 237,324 | | | | | | 695,827 | |
| | | CONZZETA AG A REG | | COMMON STOCK CHF2.0 | | | 258 | | | | | | 317,982 | |
| | | COOPER ENERGY LTD | | COMMON STOCK | | | 502,913 | | | | | | 151,465 | |
| | | CORBION NV | | COMMON STOCK EUR.25 | | | 10,746 | | | | | | 605,431 | |
| | | CORESTATE CAPITAL HOLDING S. | | COMMON STOCK | | | 3,708 | | | | | | 66,239 | |
| | | CORETRONIC CORP | | COMMON STOCK TWD10.0 | | | 24,000 | | | | | | 34,692 | |
| | | CORONADO GLOBAL RESOURCE CDI | | CDI | | | 59,955 | | | | | | 52,520 | |
| | | CORONATION FUND MANAGERS LTD | | COMMON STOCK ZAR.0001 | | | 48,730 | | | | | | 142,340 | |
| | | CORP INMOBILIARIA VESTA SAB | | COMMON STOCK | | | 99,200 | | | | | | 194,163 | |
| | | CORPORACION FINANCIERA ALBA | | COMMON STOCK EUR1. | | | 3,104 | | | | | | 147,985 | |
| | | CORPORATE TRAVEL MANAGEMENT | | COMMON STOCK | | | 15,006 | | | | | | 202,933 | |
| | | CORTICEIRA AMORIM SA | | COMMON STOCK EUR1. | | | 11,544 | | | | | | 163,147 | |
| | | CORUS ENTERTAINMENT INC B SH | | COMMON STOCK | | | 26,500 | | | | | | 89,027 | |
| | | COSAN LOGISTICA SA | | COMMON STOCK | | | 13,700 | | | | | | 49,022 | |
| | | COSAN SA | | COMMON STOCK | | | 38,149 | | | | | | 558,952 | |
| | | COSCO SHIPPING ENERGY TRAN A | | COMMON STOCK CNY1.0 | | | 27,700 | | | | | | 28,301 | |
| | | COSCO SHIPPING HOLDINGS CO A | | COMMON STOCK CNY1.0 | | | 99,200 | | | | | | 185,322 | |
| | | COSCO SHIPPING HOLDINGS CO H | | COMMON STOCK CNY1.0 | | | 470,000 | | | | | | 564,131 | |
| | | COSCO SHIPPING INTERNATIONAL | | COMMON STOCK | | | 617,500 | | | | | | 130,666 | |
| | | COSCO SHIPPING PORTS LTD | | COMMON STOCK HKD.1 | | | 433,798 | | | | | | 301,723 | |
| | | COSEL CO LTD | | COMMON STOCK | | | 8,700 | | | | | | 106,130 | |
| | | COSMAX INC | | COMMON STOCK KRW500.0 | | | 2,107 | | | | | | 193,356 | |
| | | COSMO ENERGY HOLDINGS CO LTD | | COMMON STOCK | | | 12,400 | | | | | | 221,276 | |
| | | COSMO PHARMACEUTICALS NV | | COMMON STOCK | | | 1,335 | | | | | | 128,323 | |
| | | COSMOS PHARMACEUTICAL CORP | | COMMON STOCK | | | 3,600 | | | | | | 581,643 | |
| | | COSTA GROUP HOLDINGS LTD | | COMMON STOCK | | | 49,367 | | | | | | 155,548 | |
| | | COUNTRY GARDEN HOLDINGS CO | | COMMON STOCK HKD.1 | | | 1,473,938 | | | | | | 2,039,109 | |
| | | COUNTRY GARDEN SERVICES HOLD | | COMMON STOCK USD.0001 | | | 239,000 | | | | | | 1,620,774 | |
| | | COUNTRYSIDE PROPERTIES PLC | | COMMON STOCK GBP.01 | | | 62,400 | | | | | | 453,401 | |
| | | COVESTRO AG | | COMMON STOCK | | | 29,845 | | | | | | 1,843,783 | |
| | | COVIVIO | | REIT EUR3.0 | | | 7,651 | | | | | | 818,617 | |
| | | COWAY CO LTD | | COMMON STOCK KRW500.0 | | | 10,890 | | | | | | 728,910 | |
| | | CP ALL PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 1,066,900 | | | | | | 2,074,330 | |
| | | CRANEWARE PLC | | COMMON STOCK GBP.01 | | | 2,912 | | | | | | 91,603 | |
| | | CRANSWICK PLC | | COMMON STOCK GBP.1 | | | 7,641 | | | | | | 431,402 | |
| | | CRE LOGISTICS REIT INC | | REIT | | | 65 | | | | | | 98,913 | |
| | | CREATE RESTAURANTS HOLDINGS | | COMMON STOCK | | | 15,700 | | | | | | 94,567 | |
| | | CREATE SD HOLDINGS CO | | COMMON STOCK | | | 4,900 | | | | | | 184,148 | |
| | | CREDICORP LTD | | COMMON STOCK USD5. | | | 4,752 | | | | | | 763,171 | |
| | | CREDICORP LTD | | COMMON STOCK USD5.0 | | | 8,685 | | | | | | 1,424,514 | |
| | | CREDIT AGRICOLE SA | | COMMON STOCK EUR3.0 | | | 199,154 | | | | | | 2,518,700 | |
| | | CREDIT CORP GROUP LTD | | COMMON STOCK | | | 7,584 | | | | | | 225,321 | |
| | | CREDIT SAISON CO LTD | | COMMON STOCK | | | 26,500 | | | | | | 307,776 | |
| | | CREDIT SUISSE GROUP AG REG | | COMMON STOCK CHF.04 | | | 416,031 | | | | | | 5,360,253 | |
| | | CREDITO EMILIANO SPA | | COMMON STOCK EUR1.0 | | | 20,791 | | | | | | 112,642 | |
| | | CREDITO VALTELLINESE SPA | | COMMON STOCK | | | 21,905 | | | | | | 309,004 | |
| | | CRESCENT POINT ENERGY CORP | | COMMON STOCK NPV | | | 100,250 | | | | | | 233,707 | |
| | | CREST NICHOLSON HOLDINGS | | COMMON STOCK GBP.05 | | | 44,092 | | | | | | 196,765 | |
| | | CRESUD S.A.C.I.F.Y A. | | COMMON STOCK ARS1.0 | | | 4 | | | | | | 3 | |
| | | CRH PLC | | COMMON STOCK EUR.32 | | | 144,479 | | | | | | 6,116,964 | |
| | | CRODA INTERNATIONAL PLC | | COMMON STOCK GBP.1060976 | | | 21,864 | | | | | | 2,151,116 | |
| | | CROMBIE REAL ESTATE INVESTME | | REIT | | | 8,100 | | | | | | 91,236 | |
| | | CROMWELL PROPERTY GROUP | | REIT | | | 204,650 | | | | | | 137,525 | |
| | | CRONOS GROUP INC | | COMMON STOCK | | | 31,800 | | | | | | 220,653 | |
| | | CROPENERGIES AG | | COMMON STOCK | | | 4,449 | | | | | | 64,789 | |
| | | CROWN RESORTS LTD | | COMMON STOCK | | | 68,654 | | | | | | 510,616 | |
| | | CRRC CORP LTD H | | COMMON STOCK CNY1.0 | | | 809,000 | | | | | | 222,940 | |
| | | CRRC CORP LTD A | | COMMON STOCK CNY1.0 | | | 211,800 | | | | | | 172,179 | |
| | | CRYSTALGENOMICS INC | | COMMON STOCK KRW500.0 | | | 6,154 | | | | | | 101,715 | |
| | | CS WIND CORP | | COMMON STOCK KRW500.0 | | | 1,254 | | | | | | 203,721 | |
| | | CSBC CORP TAIWAN | | COMMON STOCK TWD10.0 | | | 22,820 | | | | | | 23,148 | |
| | | CSC FINANCIAL CO LTD A | | COMMON STOCK CNY1.0 | | | 30,100 | | | | | | 193,832 | |
| | | CSL LTD | | COMMON STOCK | | | 78,727 | | | | | | 17,218,068 | |
| | | CSPC PHARMACEUTICAL GROUP LT | | COMMON STOCK | | | 1,670,400 | | | | | | 1,707,837 | |
| | | CSR LTD | | COMMON STOCK | | | 91,994 | | | | | | 371,597 | |
| | | CSTONE PHARMACEUTICALS | | COMMON STOCK USD.0001 | | | 90,000 | | | | | | 117,140 | |
| | | CT REAL ESTATE INVESTMENT TR | | REIT | | | 5,300 | | | | | | 107,027 | |
| | | CTBC FINANCIAL HOLDING CO LT | | COMMON STOCK TWD10. | | | 3,289,652 | | | | | | 2,306,919 | |
| | | CTCI CORP | | COMMON STOCK TWD10. | | | 113,000 | | | | | | 153,555 | |
| | | CTS EVENTIM AG + CO KGAA | | COMMON STOCK | | | 10,750 | | | | | | 715,622 | |
| | | CTT CORREIOS DE PORTUGAL | | COMMON STOCK EUR.17 | | | 50,447 | | | | | | 144,329 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 150,288 | |
| | | CURRENCY CONTRACT | | GBP/USD | | | | | | | | | 223,777 | |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 144,749 | |
| | | CURRENCY CONTRACT | | CHF/USD | | | | | | | | | (6,222 | ) |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | (27,559 | ) |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 43,080 | |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 125 | |
| | | CURRENCY CONTRACT | | USD/NOK | | | | | | | | | 160 | |
| | | CURRENCY CONTRACT | | USD/SEK | | | | | | | | | 476 | |
| | | CURVES HOLDINGS CO LTD | | COMMON STOCK | | | 10,200 | | | | | | 76,384 | |
| | | CVC BRASIL OPERADORA E AGENC | | COMMON STOCK | | | 27,886 | | | | | | 110,754 | |
| | | CVC BRASIL OPERADORA E AGENC | | CVC BRASIL OPERADORA CW21 | | | 4,186 | | | | | | 7,737 | |
| | | CVS GROUP PLC | | COMMON STOCK GBP.002 | | | 11,519 | | | | | | 236,569 | |
| | | CYBERAGENT INC | | COMMON STOCK | | | 17,100 | | | | | | 1,179,910 | |
| | | CYBERARK SOFTWARE LTD/ISRAEL | | COMMON STOCK ILS.01 | | | 6,752 | | | | | | 1,091,056 | |
| | | CYBERDYNE INC | | COMMON STOCK | | | 22,400 | | | | | | 157,840 | |
| | | CYBOZU INC | | COMMON STOCK | | | 4,600 | | | | | | 114,551 | |
| | | CYFROWY POLSAT SA | | COMMON STOCK PLN.04 | | | 56,616 | | | | | | 462,267 | |
| | | CYRELA BRAZIL REALTY SA EMP | | COMMON STOCK | | | 74,600 | | | | | | 426,214 | |
| | | CZECH KORUNA | | FOREIGN CURRENCY | | | 1,375,201 | | | | | | 64,071 | |
| | | D IETEREN SA/NV | | COMMON STOCK | | | 3,954 | | | | | | 328,491 | |
| | | D/S NORDEN | | COMMON STOCK DKK1. | | | 4,707 | | | | | | 84,956 | |
| | | DAETWYLER HOLDING AG BR | | COMMON STOCK CHF.05 | | | 1,358 | | | | | | 395,696 | |
| | | DAEWOO ENGINEERING + CONSTR | | COMMON STOCK KRW5000. | | | 33,894 | | | | | | 155,689 | |
| | | DAEWOO SHIPBUILDING + MARINE | | COMMON STOCK KRW5000. | | | 5,130 | | | | | | 129,778 | |
| | | DAEWOONG PHARMACEUTICAL CO | | COMMON STOCK KRW2500. | | | 846 | | | | | | 128,155 | |
| | | DAH SING BANKING GROUP LTD | | COMMON STOCK | | | 76,400 | | | | | | 78,454 | |
| | | DAH SING FINANCIAL HOLDINGS | | COMMON STOCK | | | 26,050 | | | | | | 73,452 | |
| | | DAI DAN CO LTD | | COMMON STOCK | | | 2,100 | | | | | | 60,644 | |
| | | DAI ICHI LIFE HOLDINGS INC | | COMMON STOCK | | | 182,100 | | | | | | 2,766,353 | |
| | | DAI NIPPON PRINTING CO LTD | | COMMON STOCK | | | 41,000 | | | | | | 739,619 | |
| | | DAIBIRU CORP | | COMMON STOCK | | | 7,900 | | | | | | 100,210 | |
| | | DAICEL CORP | | COMMON STOCK | | | 44,500 | | | | | | 326,449 | |
| | | DAIDO STEEL CO LTD | | COMMON STOCK | | | 4,700 | | | | | | 196,680 | |
| | | DAIFUKU CO LTD | | COMMON STOCK | | | 17,400 | | | | | | 2,153,911 | |
| | | DAIHEN CORP | | COMMON STOCK | | | 3,200 | | | | | | 155,840 | |
| | | DAIHO CORP | | COMMON STOCK | | | 2,500 | | | | | | 88,213 | |
| | | DAIICHI JITSUGYO CO LTD | | COMMON STOCK | | | 1,000 | | | | | | 39,868 | |
| | | DAIICHI SANKYO CO LTD | | COMMON STOCK | | | 289,200 | | | | | | 9,914,855 | |
| | | DAIICHIKOSHO CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 234,847 | |
| | | DAIKEN CORP | | COMMON STOCK | | | 1,900 | | | | | | 32,280 | |
| | | DAIKIN INDUSTRIES LTD | | COMMON STOCK | | | 42,300 | | | | | | 9,421,832 | |
| | | DAIKOKUTENBUSSAN CO LTD | | COMMON STOCK | | | 900 | | | | | | 60,096 | |
| | | DAILY MAIL+GENERAL TST A NV | | COMMON STOCK GBP.125 | | | 27,087 | | | | | | 275,968 | |
| | | DAIMLER AG REGISTERED SHARES | | COMMON STOCK NPV | | | 145,468 | | | | | | 10,287,741 | |
| | | DAIO PAPER CORP | | COMMON STOCK | | | 12,700 | | | | | | 246,783 | |
| | | DAISEKI CO LTD | | COMMON STOCK | | | 6,700 | | | | | | 196,679 | |
| | | DAISHI HOKUETSU FINANCIAL GR | | COMMON STOCK | | | 6,250 | | | | | | 135,418 | |
| | | DAITO PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 2,000 | | | | | | 72,152 | |
| | | DAITO TRUST CONSTRUCT CO LTD | | COMMON STOCK | | | 11,000 | | | | | | 1,028,912 | |
| | | DAIWA HOUSE INDUSTRY CO LTD | | COMMON STOCK | | | 95,600 | | | | | | 2,853,904 | |
| | | DAIWA HOUSE REIT INVESTMENT | | REIT | | | 343 | | | | | | 848,487 | |
| | | DAIWA INDUSTRIES LTD | | COMMON STOCK | | | 4,100 | | | | | | 41,882 | |
| | | DAIWA OFFICE INVESTMENT CORP | | REIT | | | 59 | | | | | | 374,936 | |
| | | DAIWA SECURITIES GROUP INC | | COMMON STOCK | | | 248,600 | | | | | | 1,133,950 | |
| | | DAIWA SECURITIES LIVING INVE | | REIT | | | 301 | | | | | | 278,991 | |
| | | DAIWABO HOLDINGS CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 276,062 | |
| | | DALATA HOTEL GROUP PLC | | COMMON STOCK EUR.01 | | | 42,852 | | | | | | 198,458 | |
| | | DALI FOODS GROUP CO LTD | | COMMON STOCK HKD.01 | | | 374,000 | | | | | | 213,737 | |
| | | DALLAH HEALTHCARE CO | | COMMON STOCK SAR10.0 | | | 5,343 | | | | | | 68,717 | |
| | | DANIELI + CO | | COMMON STOCK EUR1. | | | 2,225 | | | | | | 38,981 | |
| | | DANISH KRONE | | FOREIGN CURRENCY | | | 128,746 | | | | | | 21,163 | |
| | | DANONE | | COMMON STOCK EUR.25 | | | 106,710 | | | | | | 7,024,524 | |
| | | DANSKE BANK A/S | | COMMON STOCK DKK10. | | | 118,372 | | | | | | 1,965,889 | |
| | | DAQIN RAILWAY CO LTD A | | COMMON STOCK CNY1.0 | | | 267,300 | | | | | | 264,072 | |
| | | DAQO NEW ENERGY CORP ADR | | ADR | | | 9,000 | | | | | | 516,240 | |
| | | DAR AL ARKAN REAL ESTATE DEV | | COMMON STOCK SAR10.0 | | | 89,759 | | | | | | 207,195 | |
| | | DARWIN PRECISIONS CORP | | COMMON STOCK TWD10.0 | | | 311,006 | | | | | | 155,712 | |
| | | DASSAULT AVIATION SA | | COMMON STOCK EUR8.0 | | | 396 | | | | | | 435,089 | |
| | | DASSAULT SYSTEMES SE | | COMMON STOCK EUR.5 | | | 22,634 | | | | | | 4,605,094 | |
| | | DATA 3 LTD | | COMMON STOCK | | | 13,522 | | | | | | 58,751 | |
| | | DATAGROUP SE | | COMMON STOCK | | | 710 | | | | | | 43,571 | |
| | | DATALOGIC SPA | | COMMON STOCK EUR.52 | | | 3,531 | | | | | | 60,429 | |
| | | DATATEC LTD | | COMMON STOCK ZAR.01 | | | 51,097 | | | | | | 85,145 | |
| | | DAVIDE CAMPARI MILANO NV | | COMMON STOCK EUR.01 | | | 93,345 | | | | | | 1,069,372 | |
| | | DAWNING INFORMATION INDUST A | | COMMON STOCK CNY1.0 | | | 41,080 | | | | | | 215,582 | |
| | | DB HITEK CO LTD | | COMMON STOCK KRW5000.0 | | | 6,037 | | | | | | 284,472 | |
| | | DB INSURANCE CO LTD | | COMMON STOCK KRW500.0 | | | 8,920 | | | | | | 359,437 | |
| | | DBS GROUP HOLDINGS LTD | | COMMON STOCK | | | 321,281 | | | | | | 6,076,762 | |
| | | DCC PLC | | COMMON STOCK EUR.25 | | | 16,621 | | | | | | 1,180,947 | |
| | | DCM HOLDINGS CO LTD | | COMMON STOCK | | | 18,300 | | | | | | 208,620 | |
| | | DE GREY MINING LTD | | COMMON STOCK | | | 87,046 | | | | | | 68,190 | |
| | | DE LONGHI SPA | | COMMON STOCK EUR1.5 | | | 12,207 | | | | | | 384,783 | |
| | | DECHRA PHARMACEUTICALS PLC | | COMMON STOCK GBP.01 | | | 16,078 | | | | | | 870,082 | |
| | | DELEK GROUP LTD | | COMMON STOCK ILS1. | | | 1,579 | | | | | | 49,112 | |
| | | DELIVERY HERO SE | | COMMON STOCK | | | 21,139 | | | | | | 3,286,095 | |
| | | DELTA ELECTRONICS INC | | COMMON STOCK TWD10. | | | 344,794 | | | | | | 3,216,287 | |
| | | DELTA ELECTRONICS THAI FORGN | | FOREIGN SH. THB1.0 A | | | 53,300 | | | | | | 864,613 | |
| | | DEMAE CAN CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 188,570 | |
| | | DEMANT A/S | | COMMON STOCK DKK.2 | | | 18,588 | | | | | | 734,841 | |
| | | DENA CO LTD | | COMMON STOCK | | | 14,400 | | | | | | 257,059 | |
| | | DENKA CO LTD | | COMMON STOCK | | | 14,500 | | | | | | 566,981 | |
| | | DENKI KOGYO CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 80,394 | |
| | | DENSO CORP | | COMMON STOCK | | | 73,500 | | | | | | 4,376,556 | |
| | | DENTSU GROUP INC | | COMMON STOCK | | | 37,200 | | | | | | 1,107,068 | |
| | | DERICHEBOURG | | COMMON STOCK EUR.25 | | | 10,108 | | | | | | 73,560 | |
| | | DERMAPHARM HOLDING SE | | COMMON STOCK | | | 3,203 | | | | | | 223,254 | |
| | | DERWENT LONDON PLC | | REIT GBP.05 | | | 16,541 | | | | | | 769,440 | |
| | | DESCARTES SYSTEMS GRP/THE | | COMMON STOCK | | | 14,600 | | | | | | 853,195 | |
| | | DESCENTE LTD | | COMMON STOCK | | | 7,800 | | | | | | 134,832 | |
| | | DESPEGAR.COM CORP | | COMMON STOCK NPV | | | 19,800 | | | | | | 253,638 | |
| | | DETERRA ROYALTIES LTD | | COMMON STOCK | | | 77,882 | | | | | | 289,439 | |
| | | DEUTSCHE BANK AG REGISTERED | | COMMON STOCK | | | 333,715 | | | | | | 3,638,809 | |
| | | DEUTSCHE BETEILIGUNGS AG | | COMMON STOCK | | | 1,888 | | | | | | 76,473 | |
| | | DEUTSCHE BOERSE AG | | COMMON STOCK | | | 32,382 | | | | | | 5,506,051 | |
| | | DEUTSCHE EUROSHOP AG | | COMMON STOCK | | | 8,860 | | | | | | 200,049 | |
| | | DEUTSCHE LUFTHANSA REG | | COMMON STOCK | | | 50,798 | | | | | | 672,417 | |
| | | DEUTSCHE PFANDBRIEFBANK AG | | COMMON STOCK | | | 18,173 | | | | | | 195,206 | |
| | | DEUTSCHE POST AG REG | | COMMON STOCK | | | 168,130 | | | | | | 8,333,309 | |
| | | DEUTSCHE TELEKOM AG REG | | COMMON STOCK | | | 566,496 | | | | | | 10,368,608 | |
| | | DEUTSCHE WOHNEN SE | | COMMON STOCK | | | 58,100 | | | | | | 3,106,370 | |
| | | DEUTZ AG | | COMMON STOCK | | | 23,520 | | | | | | 146,776 | |
| | | DEVOTEAM SA | | COMMON STOCK EUR.15 | | | 24 | | | | | | 2,733 | |
| | | DEXERIALS CORP | | COMMON STOCK | | | 9,200 | | | | | | 120,425 | |
| | | DEXIN CHINA HOLDINGS CO LTD | | COMMON STOCK USD.0005 | | | 123,000 | | | | | | 46,965 | |
| | | DEXUS | | REIT | | | 176,696 | | | | | | 1,328,359 | |
| | | DFDS A/S | | COMMON STOCK DKK20.0 | | | 6,037 | | | | | | 272,927 | |
| | | DGB FINANCIAL GROUP INC | | COMMON STOCK KRW5000. | | | 37,354 | | | | | | 234,675 | |
| | | DHC SOFTWARE CO LTD A | | COMMON STOCK CNY1.0 | | | 116,200 | | | | | | 147,826 | |
| | | DIAGEO PLC | | COMMON STOCK GBP.2893518 | | | 393,249 | | | | | | 15,764,764 | |
| | | DIALOG GROUP BHD | | COMMON STOCK | | | 646,000 | | | | | | 555,784 | |
| | | DIALOG SEMICONDUCTOR PLC | | COMMON STOCK GBP.001 | | | 12,098 | | | | | | 661,666 | |
| | | DIASORIN SPA | | COMMON STOCK EUR1.0 | | | 4,568 | | | | | | 952,530 | |
| | | DIC ASSET AG | | COMMON STOCK | | | 9,263 | | | | | | 151,844 | |
| | | DIC CORP | | COMMON STOCK | | | 12,800 | | | | | | 324,690 | |
| | | DICKER DATA LTD | | COMMON STOCK | | | 4,667 | | | | | | 37,609 | |
| | | DIGI.COM BHD | | COMMON STOCK | | | 619,200 | | | | | | 637,403 | |
| | | DIGITAL ARTS INC | | COMMON STOCK | | | 2,300 | | | | | | 212,327 | |
| | | DIGITAL CHINA HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 319,000 | | | | | | 261,782 | |
| | | DIGITAL GARAGE INC | | COMMON STOCK | | | 4,900 | | | | | | 202,505 | |
| | | DIGITAL HOLDINGS INC | | COMMON STOCK | | | 3,300 | | | | | | 55,803 | |
| | | DINO POLSKA SA | | COMMON STOCK PLN.1 | | | 9,006 | | | | | | 699,191 | |
| | | DIP CORP | | COMMON STOCK | | | 5,700 | | | | | | 152,555 | |
| | | DIPLOMA PLC | | COMMON STOCK GBP.05 | | | 20,444 | | | | | | 613,200 | |
| | | DIRECT LINE INSURANCE GROUP | | COMMON STOCK GBP.1090909 | | | 212,519 | | | | | | 1,012,672 | |
| | | DIS CHEM PHARMACIES PTY LTD | | COMMON STOCK | | | 62,806 | | | | | | 89,900 | |
| | | DISCO CORP | | COMMON STOCK | | | 5,000 | | | | | | 1,686,611 | |
| | | DISCOVERY LTD | | COMMON STOCK ZAR.001 | | | 60,896 | | | | | | 630,494 | |
| | | DISTRIBUIDORA INTERNACIONAL | | COMMON STOCK EUR.01 | | | 296,617 | | | | | | 41,584 | |
| | | DIVERSIFIED GAS + OIL PLC | | COMMON STOCK GBP.01 | | | 114,915 | | | | | | 177,600 | |
| | | DIXONS CARPHONE PLC | | COMMON STOCK GBP.001 | | | 178,073 | | | | | | 283,525 | |
| | | DKSH HOLDING AG | | COMMON STOCK CHF.1 | | | 6,587 | | | | | | 493,291 | |
| | | DL HOLDINGS CO LTD | | COMMON STOCK KRW5000.0 | | | 5,815 | | | | | | 446,784 | |
| | | DMG MORI CO LTD | | COMMON STOCK | | | 23,300 | | | | | | 355,356 | |
| | | DNB ASA | | COMMON STOCK NOK10.0 | | | 177,823 | | | | | | 3,506,157 | |
| | | DNO ASA | | COMMON STOCK NOK.25 | | | 166,621 | | | | | | 133,211 | |
| | | DO + CO AG | | COMMON STOCK | | | 1,009 | | | | | | 82,034 | |
| | | DOCEBO INC | | COMMON STOCK NPV | | | 1,900 | | | | | | 123,421 | |
| | | DOLLARAMA INC | | COMMON STOCK | | | 50,500 | | | | | | 2,056,468 | |
| | | DOMAIN HOLDINGS AUSTRALIA LT | | COMMON STOCK | | | 42,993 | | | | | | 149,525 | |
| | | DOMETIC GROUP AB | | COMMON STOCK | | | 53,328 | | | | | | 706,847 | |
| | | DOMINO S PIZZA ENTERPRISES L | | COMMON STOCK | | | 11,093 | | | | | | 744,204 | |
| | | DOMINO S PIZZA GROUP PLC | | COMMON STOCK GBP.005208 | | | 75,360 | | | | | | 325,758 | |
| | | DONG A SOCIO HOLDINGS CO LTD | | COMMON STOCK KRW5000. | | | 2,164 | | | | | | 243,588 | |
| | | DONG A ST CO LTD | | COMMON STOCK KRW5000.0 | | | 2,080 | | | | | | 169,944 | |
| | | DONGFENG MOTOR GRP CO LTD H | | COMMON STOCK CNY1.0 | | | 516,000 | | | | | | 602,128 | |
| | | DONGJIN SEMICHEM CO LTD | | COMMON STOCK KRW500. | | | 5,680 | | | | | | 191,571 | |
| | | DONGKOOK PHARMACEUTICAL CO L | | COMMON STOCK KRW500.0 | | | 4,156 | | | | | | 112,182 | |
| | | DONGKUK STEEL MILL CO LTD | | COMMON STOCK KRW5000. | | | 26,814 | | | | | | 200,990 | |
| | | DONGSUH COMPANIES INC | | COMMON STOCK KRW500.0 | | | 9,481 | | | | | | 296,226 | |
| | | DONGWON INDUSTRIES CO. | | COMMON STOCK KRW5000. | | | 1,086 | | | | | | 222,774 | |
| | | DONGYUE GROUP | | COMMON STOCK HKD.1 | | | 212,000 | | | | | | 168,186 | |
| | | DOOSAN BOBCAT INC | | COMMON STOCK KRW500.0 | | | 8,793 | | | | | | 239,667 | |
| | | DOOSAN FUEL CELL CO LTD | | COMMON STOCK KRW100.0 | | | 4,265 | | | | | | 211,268 | |
| | | DOOSAN HEAVY INDUSTRIES | | COMMON STOCK KRW5000.0 | | | 28,782 | | | | | | 360,434 | |
| | | DOOSAN INFRACORE CO LTD | | COMMON STOCK KRW5000. | | | 33,720 | | | | | | 245,829 | |
| | | DORMAKABA HOLDING AG | | COMMON STOCK CHF.1 | | | 535 | | | | | | 304,038 | |
| | | DOSHISHA CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 77,442 | |
| | | DOUBLEDRAGON PROPERTIES CORP | | COMMON STOCK PHP.1 | | | 336,300 | | | | | | 104,341 | |
| | | DOUTOR NICHIRES HOLDINGS CO | | COMMON STOCK | | | 7,100 | | | | | | 102,152 | |
| | | DOUYU INTERNATIONAL HOLD ADR | | ADR USD.0001 | | | 16,400 | | | | | | 181,425 | |
| | | DOUZONE BIZON CO LTD | | COMMON STOCK KRW500.0 | | | 5,874 | | | | | | 562,142 | |
| | | DOWA HOLDINGS CO LTD | | COMMON STOCK | | | 8,530 | | | | | | 310,624 | |
| | | DOWNER EDI LTD | | COMMON STOCK | | | 129,272 | | | | | | 532,495 | |
| | | DR SULAIMAN AL HABIB MEDICAL | | COMMON STOCK SAR10.0 | | | 8,905 | | | | | | 258,728 | |
| | | DRAEGERWERK AG | | COMMON STOCK | | | 546 | | | | | | 39,954 | |
| | | DRAEGERWERK AG PREF | | PREFERENCE | | | 1,542 | | | | | | 118,599 | |
| | | DRAPER ESPRIT PLC | | COMMON STOCK GBP.01 | | | 1,372 | | | | | | 12,380 | |
| | | DRAX GROUP PLC | | COMMON STOCK GBP.1155172 | | | 68,117 | | | | | | 350,395 | |
| | | DRB HICOM BHD | | COMMON STOCK | | | 126,700 | | | | | | 65,521 | |
| | | DREAM INDUSTRIAL REAL ESTATE | | REIT | | | 10,800 | | | | | | 111,476 | |
| | | DREAM OFFICE REAL ESTATE INV | | REIT | | | 5,400 | | | | | | 83,925 | |
| | | DREAM UNLIMITED CL A SUB VOT | | COMMON STOCK | | | 5,527 | | | | | | 92,189 | |
| | | DRILLING CO OF 1972/THE | | COMMON STOCK DKK10.0 | | | 3,564 | | | | | | 112,465 | |
| | | DS SMITH PLC | | COMMON STOCK GBP.1 | | | 215,601 | | | | | | 1,205,594 | |
| | | DSV PANALPINA A/S | | COMMON STOCK DKK1.0 | | | 35,524 | | | | | | 5,953,825 | |
| | | DTS CORP | | COMMON STOCK | | | 7,600 | | | | | | 156,711 | |
| | | DUBAI INVESTMENTS PJSC | | COMMON STOCK AED1.0 | | | 358,187 | | | | | | 141,516 | |
| | | DUBAI ISLAMIC BANK | | COMMON STOCK AED1.0 | | | 329,984 | | | | | | 414,728 | |
| | | DUERR AG | | COMMON STOCK | | | 9,303 | | | | | | 380,283 | |
| | | DUFRY AG REG | | COMMON STOCK CHF5.0 | | | 9,549 | | | | | | 595,435 | |
| | | DUNDEE PRECIOUS METALS INC | | COMMON STOCK | | | 26,400 | | | | | | 189,608 | |
| | | DUNELM GROUP PLC | | COMMON STOCK GBP.01 | | | 17,355 | | | | | | 287,982 | |
| | | DUR HOSPITALITY CO | | COMMON STOCK SAR10.0 | | | 7,633 | | | | | | 58,291 | |
| | | DURATEX SA | | COMMON STOCK | | | 82,014 | | | | | | 303,650 | |
| | | DUSKIN CO LTD | | COMMON STOCK | | | 7,200 | | | | | | 200,671 | |
| | | DYDO GROUP HOLDINGS INC | | COMMON STOCK | | | 1,500 | | | | | | 77,959 | |
| | | DYE + DURHAM LTD | | COMMON STOCK | | | 7,100 | | | | | | 281,587 | |
| | | E INK HOLDINGS INC | | COMMON STOCK TWD10. | | | 134,000 | | | | | | 217,696 | |
| | | E MART INC | | COMMON STOCK KRW5000.0 | | | 3,834 | | | | | | 536,088 | |
| | | E.ON SE | | COMMON STOCK | | | 381,591 | | | | | | 4,232,691 | |
| | | E.SUN FINANCIAL HOLDING CO | | COMMON STOCK TWD10. | | | 2,126,279 | | | | | | 1,935,522 | |
| | | EAGERS AUTOMOTIVE LTD | | COMMON STOCK | | | 28,328 | | | | | | 290,782 | |
| | | EARTH CORP | | COMMON STOCK | | | 2,400 | | | | | | 135,488 | |
| | | EAST JAPAN RAILWAY CO | | COMMON STOCK | | | 51,000 | | | | | | 3,414,242 | |
| | | EAST MONEY INFORMATION CO A | | COMMON STOCK CNY1.0 | | | 66,840 | | | | | | 317,685 | |
| | | EASTERN PROVINCE CEMENT CO | | COMMON STOCK SAR10.0 | | | 7,148 | | | | | | 78,404 | |
| | | EASTERN WATER RESOURCES DE F | | FOREIGN SH. THB1.0 A | | | 158,100 | | | | | | 49,076 | |
| | | EASYJET PLC | | COMMON STOCK GBP.2728571 | | | 27,267 | | | | | | 355,694 | |
| | | EBARA CORP | | COMMON STOCK | | | 15,600 | | | | | | 510,258 | |
| | | EBRO FOODS SA | | COMMON STOCK EUR.6 | | | 7,856 | | | | | | 274,010 | |
| | | ECKERT + ZIEGLER STRAHLEN UN | | COMMON STOCK | | | 2,764 | | | | | | 151,668 | |
| | | ECLAT TEXTILE COMPANY LTD | | COMMON STOCK TWD10. | | | 34,128 | | | | | | 514,379 | |
| | | ECN CAPITAL CORP | | COMMON STOCK | | | 24,791 | | | | | | 199,705 | |
| | | ECOFIBRE LTD | | COMMON STOCK | | | 32,103 | | | | | | 47,324 | |
| | | ECOPRO BM CO LTD | | COMMON STOCK KRW500.0 | | | 1,603 | | | | | | 252,034 | |
| | | ECOPRO CO LTD | | COMMON STOCK KRW500. | | | 3,496 | | | | | | 160,596 | |
| | | EDENRED | | COMMON STOCK EUR2.0 | | | 42,053 | | | | | | 2,389,769 | |
| | | EDF | | COMMON STOCK EUR.5 | | | 99,874 | | | | | | 1,680,667 | |
| | | EDION CORP | | COMMON STOCK | | | 18,000 | | | | | | 182,875 | |
| | | EDP ENERGIAS DO BRASIL SA | | COMMON STOCK | | | 108,587 | | | | | | 412,049 | |
| | | EDP ENERGIAS DE PORTUGAL SA | | COMMON STOCK EUR1. | | | 543,964 | | | | | | 3,433,102 | |
| | | EDREAMS ODIGEO SL | | COMMON STOCK EUR.1 | | | 11,148 | | | | | | 56,909 | |
| | | EFG INTERNATIONAL AG | | COMMON STOCK CHF.5 | | | 15,825 | | | | | | 104,501 | |
| | | EGUARANTEE INC | | COMMON STOCK | | | 4,800 | | | | | | 104,733 | |
| | | EGYPTIAN POUND | | FOREIGN CURRENCY | | | 1,464,201 | | | | | | 93,083 | |
| | | EHIME BANK LTD/THE | | COMMON STOCK | | | 7,000 | | | | | | 67,687 | |
| | | EIFFAGE | | COMMON STOCK EUR4.0 | | | 13,874 | | | | | | 1,399,289 | |
| | | EIKEN CHEMICAL CO LTD | | COMMON STOCK | | | 5,200 | | | | | | 103,697 | |
| | | EISAI CO LTD | | COMMON STOCK | | | 42,500 | | | | | | 3,041,139 | |
| | | EIZO CORP | | COMMON STOCK | | | 2,700 | | | | | | 95,328 | |
| | | ELAN CORP | | COMMON STOCK | | | 4,600 | | | | | | 66,922 | |
| | | ELAN MICROELECTRONICS CORP | | COMMON STOCK TWD10. | | | 51,054 | | | | | | 243,462 | |
| | | ELBIT SYSTEMS LTD | | COMMON STOCK ILS1. | | | 5,030 | | | | | | 663,236 | |
| | | ELCO LTD | | COMMON STOCK ILS.25 | | | 1,699 | | | | | | 86,213 | |
| | | ELDERS LTD | | COMMON STOCK | | | 22,602 | | | | | | 172,028 | |
| | | ELDORADO GOLD CORP | | COMMON STOCK | | | 30,779 | | | | | | 407,568 | |
| | | ELECOM CO LTD | | COMMON STOCK | | | 3,700 | | | | | | 191,214 | |
| | | ELECTRA LTD | | COMMON STOCK ILS1. | | | 333 | | | | | | 182,488 | |
| | | ELECTRIC POWER DEVELOPMENT C | | COMMON STOCK | | | 25,300 | | | | | | 350,893 | |
| | | ELECTRICITY GENERA PCL NVDR | | NVDR THB10.0 | | | 53,300 | | | | | | 343,623 | |
| | | ELECTRO OPTIC SYSTEMS HOLDIN | | COMMON STOCK | | | 12,394 | | | | | | 56,561 | |
| | | ELECTROCOMPONENTS PLC | | COMMON STOCK GBP.1 | | | 69,512 | | | | | | 909,337 | |
| | | ELECTROLUX AB SER B | | COMMON STOCK SEK5.0 | | | 42,080 | | | | | | 979,896 | |
| | | ELECTROLUX PROFESSIONAL AB B | | COMMON STOCK SEK.1 | | | 42,080 | | | | | | 239,328 | |
| | | ELEKTA AB B SHS | | COMMON STOCK SEK.5 | | | 70,253 | | | | | | 944,490 | |
| | | ELEMENT FLEET MANAGEMENT COR | | COMMON STOCK | | | 75,700 | | | | | | 795,028 | |
| | | ELEMENTIS PLC | | COMMON STOCK GBP.05 | | | 99,675 | | | | | | 155,988 | |
| | | ELIA GROUP SA/NV | | COMMON STOCK | | | 5,522 | | | | | | 659,063 | |
| | | ELIOR GROUP | | COMMON STOCK EUR.01 | | | 22,337 | | | | | | 151,106 | |
| | | ELIS SA | | COMMON STOCK EUR1.0 | | | 37,078 | | | | | | 622,028 | |
| | | ELISA OYJ | | COMMON STOCK | | | 24,410 | | | | | | 1,334,583 | |
| | | ELITE MATERIAL CO LTD | | COMMON STOCK TWD10. | | | 54,000 | | | | | | 302,911 | |
| | | ELITE SEMICONDUCTOR MICROELE | | COMMON STOCK TWD10.0 | | | 168,000 | | | | | | 388,560 | |
| | | ELKEM ASA | | COMMON STOCK NOK5.0 | | | 49,568 | | | | | | 162,210 | |
| | | ELMOS SEMICONDUCTOR SE | | COMMON STOCK | | | 1,538 | | | | | | 51,698 | |
| | | ELRINGKLINGER AG | | COMMON STOCK | | | 4,846 | | | | | | 94,067 | |
| | | EMAAR ECONOMIC CITY | | COMMON STOCK SAR10.0 | | | 64,877 | | | | | | 159,270 | |
| | | EMAAR MALLS PJSC | | COMMON STOCK AED1.0 | | | 1,081,351 | | | | | | 540,295 | |
| | | EMAAR PROPERTIES PJSC | | COMMON STOCK AED1.0 | | | 754,878 | | | | | | 726,328 | |
| | | EMBOTELLADORA ANDINA PREF B | | PREFERENCE | | | 61,136 | | | | | | 155,076 | |
| | | EMBRACER GROUP AB | | COMMON STOCK SEK.002777 | | | 32,116 | | | | | | 768,551 | |
| | | EMBRAER SA | | COMMON STOCK | | | 116,970 | | | | | | 198,967 | |
| | | EMECO HOLDINGS LTD | | COMMON STOCK | | | 74,553 | | | | | | 65,633 | |
| | | EMEMORY TECHNOLOGY INC | | COMMON STOCK TWD10.0 | | | 15,000 | | | | | | 319,052 | |
| | | EMERA INC | | COMMON STOCK | | | 42,300 | | | | | | 1,796,256 | |
| | | EMIRATES NBD PJSC | | COMMON STOCK AED1. | | | 414,823 | | | | | | 1,163,219 | |
| | | EMIRATES TELECOM GROUP CO | | COMMON STOCK AED1.0 | | | 373,305 | | | | | | 1,717,869 | |
| | | EMIS GROUP PLC | | COMMON STOCK GBP.01 | | | 9,255 | | | | | | 136,863 | |
| | | EML PAYMENTS LTD | | COMMON STOCK | | | 47,882 | | | | | | 154,611 | |
| | | EMMI AG REG | | COMMON STOCK CHF10.0 | | | 364 | | | | | | 375,266 | |
| | | EMPIRE CO LTD A | | COMMON STOCK | | | 29,600 | | | | | | 808,308 | |
| | | EMPIRIC STUDENT PROPERTY PLC | | REIT GBP.01 | | | 103,512 | | | | | | 105,276 | |
| | | EMPRESA NACIONAL DE TELECOM | | COMMON STOCK | | | 16,972 | | | | | | 105,781 | |
| | | EMPRESAS CMPC SA | | COMMON STOCK | | | 207,759 | | | | | | 547,412 | |
| | | EMPRESAS COPEC SA | | COMMON STOCK | | | 87,230 | | | | | | 888,761 | |
| | | EMS CHEMIE HOLDING AG REG | | COMMON STOCK CHF.01 | | | 1,391 | | | | | | 1,343,899 | |
| | | EN JAPAN INC | | COMMON STOCK | | | 6,800 | | | | | | 204,049 | |
| | | ENAGAS SA | | COMMON STOCK EUR1.5 | | | 41,896 | | | | | | 921,400 | |
| | | ENAV SPA | | COMMON STOCK NPV | | | 49,983 | | | | | | 218,434 | |
| | | ENBRIDGE INC | | COMMON STOCK | | | 350,240 | | | | | | 11,191,735 | |
| | | ENCAVIS AG | | COMMON STOCK | | | 15,294 | | | | | | 398,468 | |
| | | ENCE ENERGIA Y CELULOSA SA | | COMMON STOCK EUR.9 | | | 25,415 | | | | | | 105,321 | |
| | | ENDEAVOUR MINING CORP | | COMMON STOCK USD.1 | | | 21,773 | | | | | | 506,214 | |
| | | ENDEAVOUR SILVER CORP | | COMMON STOCK | | | 26,500 | | | | | | 133,894 | |
| | | ENDESA SA | | COMMON STOCK EUR1.2 | | | 51,524 | | | | | | 1,488,925 | |
| | | ENEA SA | | COMMON STOCK PLN1. | | | 35,851 | | | | | | 62,848 | |
| | | ENEL AMERICAS SA ADR | | ADR | | | 154,279 | | | | | | 1,268,173 | |
| | | ENEL CHILE SA ADR | | ADR | | | 105,080 | | | | | | 408,761 | |
| | | ENEL SPA | | COMMON STOCK EUR1. | | | 1,418,696 | | | | | | 14,348,789 | |
| | | ENEOS HOLDINGS INC | | COMMON STOCK | | | 517,950 | | | | | | 1,862,277 | |
| | | ENERFLEX LTD | | COMMON STOCK | | | 15,504 | | | | | | 79,832 | |
| | | ENERGEAN PLC | | COMMON STOCK GBP.01 | | | 16,629 | | | | | | 165,201 | |
| | | ENERGISA SA UNITS | | UNIT | | | 31,400 | | | | | | 317,873 | |
| | | ENERGIX RENEWABLE ENERGIES | | COMMON STOCK | | | 31,751 | | | | | | 145,025 | |
| | | ENERGY ABSOLUTE PCL NVDR | | NVDR THB.1 | | | 303,200 | | | | | | 500,638 | |
| | | ENERJISA ENERJI AS | | COMMON STOCK | | | 124,533 | | | | | | 209,689 | |
| | | ENERPLUS CORP | | COMMON STOCK | | | 43,800 | | | | | | 136,832 | |
| | | ENEVA SA | | COMMON STOCK | | | 33,400 | | | | | | 400,225 | |
| | | ENGHOUSE SYSTEMS LTD | | COMMON STOCK | | | 7,100 | | | | | | 343,575 | |
| | | ENGIE | | COMMON STOCK EUR1.0 | | | 313,221 | | | | | | 4,803,260 | |
| | | ENGIE BRASIL ENERGIA SA | | COMMON STOCK | | | 47,875 | | | | | | 406,086 | |
| | | ENGIE ENERGIA CHILE SA | | COMMON STOCK | | | 101,139 | | | | | | 124,769 | |
| | | ENGRO CORPORATION LTD | | COMMON STOCK PKR10. | | | 59,620 | | | | | | 115,033 | |
| | | ENI SPA | | COMMON STOCK | | | 466,704 | | | | | | 4,838,507 | |
| | | ENIGMO INC | | COMMON STOCK | | | 4,300 | | | | | | 51,847 | |
| | | ENLIGHT RENEWABLE ENERGY LTD | | COMMON STOCK ILS.01 | | | 133,658 | | | | | | 279,708 | |
| | | ENN ENERGY HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 142,000 | | | | | | 2,083,893 | |
| | | ENNOCONN CORP | | COMMON STOCK TWD10.0 | | | 8,167 | | | | | | 73,244 | |
| | | ENPLAS CORP | | COMMON STOCK | | | 3,600 | | | | | | 136,180 | |
| | | ENTAIN PLC | | COMMON STOCK EUR.01 | | | 100,008 | | | | | | 1,551,757 | |
| | | ENTRA ASA | | COMMON STOCK NOK1.0 | | | 27,152 | | | | | | 616,695 | |
| | | ENZYCHEM LIFESCIENCES CORP | | COMMON STOCK KRW500.0 | | | 1,118 | | | | | | 108,828 | |
| | | EO TECHNICS CO LTD | | COMMON STOCK KRW500. | | | 2,377 | | | | | | 256,928 | |
| | | EPIROC AB A | | COMMON STOCK SEK.412413 | | | 117,698 | | | | | | 2,143,396 | |
| | | EPIROC AB B | | COMMON STOCK SEK.412413 | | | 61,585 | | | | | | 1,045,209 | |
| | | EPISTAR CORP | | COMMON STOCK TWD10.0 | | | 219,524 | | | | | | 323,450 | |
| | | EPS HOLDINGS INC | | COMMON STOCK | | | 11,100 | | | | | | 105,228 | |
| | | EQT AB | | COMMON STOCK SEK.1 | | | 37,151 | | | | | | 951,201 | |
| | | EQUATORIAL ENERGIA SA ORD | | COMMON STOCK | | | 156,500 | | | | | | 700,463 | |
| | | EQUINITI GROUP PLC | | COMMON STOCK GBP.00001 | | | 61,906 | | | | | | 93,489 | |
| | | EQUINOR ASA | | COMMON STOCK NOK2.5 | | | 185,024 | | | | | | 3,074,444 | |
| | | EQUINOX GOLD CORP | | COMMON STOCK | | | 21,500 | | | | | | 382,573 | |
| | | EQUITABLE GROUP INC | | COMMON STOCK | | | 2,100 | | | | | | 166,484 | |
| | | EQUITAL LTD | | COMMON STOCK ILS1.0 | | | 7,052 | | | | | | 184,331 | |
| | | EQUITES PROPERTY FUND LTD | | REIT | | | 63,509 | | | | | | 75,083 | |
| | | ERAMET | | COMMON STOCK EUR3.05 | | | 1,657 | | | | | | 87,140 | |
| | | EREGLI DEMIR VE CELIK FABRIK | | COMMON STOCK TRY1. | | | 335,700 | | | | | | 676,346 | |
| | | EREX CO LTD | | COMMON STOCK | | | 1,100 | | | | | | 22,147 | |
| | | ERG SPA | | COMMON STOCK EUR.1 | | | 10,911 | | | | | | 311,923 | |
| | | ERGOMED PLC | | COMMON STOCK GBP.01 | | | 6,236 | | | | | | 90,377 | |
| | | ERICSSON LM B SHS | | COMMON STOCK SEK5.0 | | | 499,790 | | | | | | 5,937,946 | |
| | | ERO COPPER CORP | | COMMON STOCK | | | 11,800 | | | | | | 189,133 | |
| | | ERSTE GROUP BANK AG | | COMMON STOCK | | | 55,270 | | | | | | 1,671,209 | |
| | | ESPEC CORP | | COMMON STOCK | | | 2,800 | | | | | | 56,125 | |
| | | ESR CAYMAN LTD | | COMMON STOCK USD.001 | | | 284,000 | | | | | | 1,018,230 | |
| | | ESR REIT | | REIT | | | 724,758 | | | | | | 216,782 | |
| | | ESSENTRA PLC | | COMMON STOCK GBP.25 | | | 49,545 | | | | | | 207,625 | |
| | | ESSILORLUXOTTICA | | COMMON STOCK EUR.18 | | | 49,075 | | | | | | 7,665,448 | |
| | | ESSITY AKTIEBOLAG B | | COMMON STOCK SEK3.35 | | | 108,358 | | | | | | 3,488,731 | |
| | | ETERNAL MATERIALS CO LTD | | COMMON STOCK TWD10.0 | | | 242,102 | | | | | | 315,037 | |
| | | ETIHAD ETISALAT CO | | COMMON STOCK SAR10. | | | 63,995 | | | | | | 488,713 | |
| | | EUGLENA CO LTD | | COMMON STOCK | | | 13,400 | | | | | | 100,676 | |
| | | EURASIA MINING PLC | | COMMON STOCK GBP.001 | | | 306,150 | | | | | | 139,178 | |
| | | EURAZEO SE | | COMMON STOCK | | | 6,084 | | | | | | 456,081 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 942,891 | | | | | | 1,153,674 | |
| | | EUROBANK ERGASIAS SERVICES A | | COMMON STOCK EUR.22 | | | 445,586 | | | | | | 315,944 | |
| | | EUROCOMMERCIAL PROPERTIE CV | | DUTCH CERT EUR5.0 | | | 10,443 | | | | | | 196,685 | |
| | | EUROFINS SCIENTIFIC | | COMMON STOCK EUR.1 | | | 20,380 | | | | | | 1,902,338 | |
| | | EUROMONEY INSTL INVESTOR PLC | | COMMON STOCK GBP.0025 | | | 18,756 | | | | | | 271,572 | |
| | | EURONAV NV | | COMMON STOCK | | | 31,627 | | | | | | 255,465 | |
| | | EURONEXT NV | | COMMON STOCK EUR1.6 | | | 9,626 | | | | | | 1,062,271 | |
| | | EUROPRIS ASA | | COMMON STOCK NOK1.0 | | | 40,548 | | | | | | 242,149 | |
| | | EUSKALTEL SA | | COMMON STOCK EUR3.0 | | | 14,283 | | | | | | 152,861 | |
| | | EUTELSAT COMMUNICATIONS | | COMMON STOCK EUR1.0 | | | 27,239 | | | | | | 308,760 | |
| | | EVA AIRWAYS CORP | | COMMON STOCK TWD10. | | | 612,004 | | | | | | 286,535 | |
| | | EVE ENERGY CO LTD A | | COMMON STOCK CNY1.0 | | | 19,959 | | | | | | 249,579 | |
| | | EVER SUNSHINE LIFESTYLE SERV | | COMMON STOCK HKD.01 | | | 84,000 | | | | | | 184,992 | |
| | | EVERBRIGHT SECURITIE CO A | | COMMON STOCK CNY1.0 | | | 42,500 | | | | | | 120,740 | |
| | | EVERGREEN MARINE CORP LTD | | COMMON STOCK TWD10. | | | 446,131 | | | | | | 646,589 | |
| | | EVERLIGHT ELECTRONICS CO LTD | | COMMON STOCK TWD10.0 | | | 146,845 | | | | | | 220,052 | |
| | | EVERTZ TECHNOLOGIES LTD | | COMMON STOCK | | | 4,800 | | | | | | 49,808 | |
| | | EVOLUTION GAMING GROUP | | COMMON STOCK SEK.003 | | | 31,548 | | | | | | 3,204,395 | |
| | | EVOLUTION MINING LTD | | COMMON STOCK | | | 281,177 | | | | | | 1,069,534 | |
| | | EVONIK INDUSTRIES AG | | COMMON STOCK | | | 37,588 | | | | | | 1,226,502 | |
| | | EVOTEC SE | | COMMON STOCK | | | 23,029 | | | | | | 853,438 | |
| | | EVRAZ PLC | | COMMON STOCK USD.05 | | | 87,508 | | | | | | 564,474 | |
| | | EXASOL AG | | COMMON STOCK | | | 1,888 | | | | | | 63,908 | |
| | | EXCHANGE INCOME CORP | | COMMON STOCK | | | 2,900 | | | | | | 83,403 | |
| | | EXEDY CORP | | COMMON STOCK | | | 4,500 | | | | | | 55,337 | |
| | | EXOR NV | | COMMON STOCK EUR.01 | | | 17,850 | | | | | | 1,435,001 | |
| | | EXPERIAN PLC | | COMMON STOCK USD.1 | | | 155,114 | | | | | | 5,959,638 | |
| | | EXTENDICARE INC | | COMMON STOCK | | | 16,400 | | | | | | 85,476 | |
| | | EXXARO RESOURCES LTD | | COMMON STOCK ZAR.01 | | | 44,532 | | | | | | 417,735 | |
| | | EZ TEC EMPREENDIMENTOS E PAR | | COMMON STOCK | | | 27,800 | | | | | | 229,826 | |
| | | EZAKI GLICO CO LTD | | COMMON STOCK | | | 8,200 | | | | | | 360,571 | |
| | | F SECURE OYJ | | COMMON STOCK | | | 16,351 | | | | | | 76,533 | |
| | | F+F CO LTD | | COMMON STOCK KRW500.0 | | | 1,178 | | | | | | 91,596 | |
| | | FABEGE AB | | COMMON STOCK SEK30.82 | | | 52,818 | | | | | | 831,454 | |
| | | FACC AG | | COMMON STOCK | | | 4,390 | | | | | | 45,708 | |
| | | FAES FARMA SA | | COMMON STOCK EUR.1 | | | 27,726 | | | | | | 211,682 | |
| | | FAES FARMA SA | | RIGHT | | | 27,726 | | | | | | 5,699 | |
| | | FAGRON | | COMMON STOCK | | | 10,966 | | | | | | 255,084 | |
| | | FAIRFAX FINANCIAL HLDGS LTD | | COMMON STOCK | | | 4,500 | | | | | | 1,532,437 | |
| | | FALABELLA SA | | COMMON STOCK | | | 139,631 | | | | | | 518,767 | |
| | | FALCK RENEWABLES SPA | | COMMON STOCK EUR1.0 | | | 19,528 | | | | | | 156,843 | |
| | | FAN COMMUNICATIONS INC | | COMMON STOCK | | | 21,400 | | | | | | 87,014 | |
| | | FANCL CORP | | COMMON STOCK | | | 13,200 | | | | | | 527,237 | |
| | | FANHUA INC SPONSORED ADR | | ADR USD.001 | | | 9,500 | | | | | | 114,380 | |
| | | FANTASIA HOLDINGS GROUP CO | | COMMON STOCK HKD.1 | | | 264,000 | | | | | | 45,996 | |
| | | FANUC CORP | | COMMON STOCK | | | 32,400 | | | | | | 7,978,215 | |
| | | FAR EAST CONSORTIUM INTERNAT | | COMMON STOCK HKD.1 | | | 217,000 | | | | | | 80,620 | |
| | | FAR EAST HORIZON LTD | | COMMON STOCK | | | 358,000 | | | | | | 369,468 | |
| | | FAR EASTERN DEPARTMENT STORE | | COMMON STOCK TWD10. | | | 296,670 | | | | | | 252,837 | |
| | | FAR EASTERN INTL BANK | | COMMON STOCK TWD10. | | | 451,708 | | | | | | 174,444 | |
| | | FAR EASTERN NEW CENTURY CORP | | COMMON STOCK TWD10. | | | 554,461 | | | | | | 570,206 | |
| | | FAR EASTONE TELECOMM CO LTD | | COMMON STOCK TWD10. | | | 315,000 | | | | | | 685,551 | |
| | | FARADAY TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 117,396 | | | | | | 212,736 | |
| | | FAST RETAILING CO LTD | | COMMON STOCK | | | 9,900 | | | | | | 8,884,580 | |
| | | FASTIGHETS AB BALDER B SHRS | | COMMON STOCK SEK1.0 | | | 18,519 | | | | | | 969,316 | |
| | | FATTAL HOLDINGS 1998 LTD | | COMMON STOCK | | | 1,411 | | | | | | 152,626 | |
| | | FAURECIA | | COMMON STOCK EUR7.0 | | | 13,506 | | | | | | 693,478 | |
| | | FAWAZ ABDULAZIZ ALHOKAIR + C | | COMMON STOCK SAR10. | | | 12,467 | | | | | | 72,444 | |
| | | FCC CO LTD | | COMMON STOCK | | | 5,800 | | | | | | 100,395 | |
| | | FENG HSIN STEEL CO LTD | | COMMON STOCK TWD10.0 | | | 81,000 | | | | | | 204,964 | |
| | | FENG TAY ENTERPRISE CO LTD | | COMMON STOCK TWD10. | | | 83,001 | | | | | | 590,878 | |
| | | FERGUSON PLC | | COMMON STOCK GBP.1 | | | 38,101 | | | | | | 4,631,632 | |
| | | FERRARI NV | | COMMON STOCK EUR.01 | | | 22,046 | | | | | | 5,105,907 | |
| | | FERREXPO PLC | | COMMON STOCK GBP.1 | | | 40,218 | | | | | | 155,617 | |
| | | FERROTEC HOLDINGS CORP | | COMMON STOCK | | | 6,000 | | | | | | 102,644 | |
| | | FERROVIAL SA | | COMMON STOCK EUR.2 | | | 80,394 | | | | | | 2,299,696 | |
| | | FEVERTREE DRINKS PLC | | COMMON STOCK GBP.0025 | | | 16,364 | | | | | | 618,322 | |
| | FF GROUP | | COMMON STOCK EUR.3 | | | 6,634 | | | | | | 38,962 | |
| | FIAT CHRYSLER AUTOMOBILES NV | | COMMON STOCK EUR.01 | | | 196,425 | | | | | | 3,517,921 | |
| | | FIBERHOME TELECOM TECH CO A | | COMMON STOCK CNY1.0 | | | 12,800 | | | | | | 47,206 | |
| | | FIBI HOLDINGS | | COMMON STOCK ILS.05 | | | 6,058 | | | | | | 184,112 | |
| | | FIBRA UNO ADMINISTRACION SA | | REIT | | | 541,300 | | | | | | 611,511 | |
| | | FIERA CAPITAL CORP | | COMMON STOCK | | | 12,400 | | | | | | 103,950 | |
| | | FIH MOBILE LTD | | COMMON STOCK USD.04 | | | 599,000 | | | | | | 73,427 | |
| | | FILA HOLDINGS CORP | | COMMON STOCK KRW1000.0 | | | 9,003 | | | | | | 362,577 | |
| | | FINANCIAL PRODUCTS GROUP CO | | COMMON STOCK | | | 19,100 | | | | | | 93,839 | |
| | | FINCANTIERI SPA | | COMMON STOCK NPV | | | 75,327 | | | | | | 50,238 | |
| | | FINECOBANK SPA | | COMMON STOCK EUR.33 | | | 110,568 | | | | | | 1,807,234 | |
| | | FINGERPRINT CARDS AB B | | COMMON STOCK SEK.04 | | | 33,364 | | | | | | 70,706 | |
| | | FINNAIR OYJ | | COMMON STOCK EUR.85 | | | 108,851 | | | | | | 100,793 | |
| | | FINNING INTERNATIONAL INC | | COMMON STOCK | | | 28,000 | | | | | | 594,066 | |
| | | FIRICH ENTERPRISES CO LTD | | COMMON STOCK TWD10. | | | 116,665 | | | | | | 119,824 | |
| | | FIRST ABU DHABI BANK PJSC | | COMMON STOCK AED1.0 | | | 497,659 | | | | | | 1,748,825 | |
| | | FIRST CAPITAL REAL ESTATE IN | | UNIT | | | 13,800 | | | | | | 194,660 | |
| | | FIRST DERIVATIVES PLC | | COMMON STOCK GBP.005 | | | 3,070 | | | | | | 134,466 | |
| | | FIRST FINANCIAL HOLDING CO | | COMMON STOCK TWD10. | | | 1,898,430 | | | | | | 1,445,552 | |
| | | FIRST INTL BANK ISRAEL | | COMMON STOCK ILS.05 | | | 8,135 | | | | | | 216,201 | |
| | | FIRST MAJESTIC SILVER CORP | | COMMON STOCK | | | 34,000 | | | | | | 455,824 | |
| | | FIRST NATIONAL FINANCIAL COR | | COMMON STOCK | | | 3,300 | | | | | | 107,444 | |
| | | FIRST PACIFIC CO | | COMMON STOCK USD.01 | | | 425,000 | | | | | | 135,625 | |
| | | FIRST QUANTUM MINERALS LTD | | COMMON STOCK | | | 101,376 | | | | | | 1,818,243 | |
| | | FIRST RESOURCES LTD | | COMMON STOCK | | | 125,600 | | | | | | 121,502 | |
| | | FIRSTGROUP PLC | | COMMON STOCK GBP.05 | | | 209,112 | | | | | | 208,619 | |
| | | FIRSTRAND LTD | | COMMON STOCK ZAR.01 | | | 909,705 | | | | | | 3,173,588 | |
| | | FIRSTSERVICE CORP | | COMMON STOCK | | | 6,500 | | | | | | 888,878 | |
| | | FISCHER (GEORG) REG | | COMMON STOCK CHF1.0 | | | 728 | | | | | | 938,342 | |
| | | FISHER + PAYKEL HEALTHCARE C | | COMMON STOCK | | | 108,011 | | | | | | 2,566,741 | |
| | | FIVERR INTERNATIONAL LTD | | COMMON STOCK | | | 1,800 | | | | | | 351,180 | |
| | | FIXSTARS CORP | | COMMON STOCK | | | 6,500 | | | | | | 59,385 | |
| | | FJORDKRAFT HOLDING ASA | | COMMON STOCK NOK.3 | | | 11,682 | | | | | | 113,553 | |
| | | FLATEXDEGIRO AG | | COMMON STOCK | | | 3,702 | | | | | | 287,650 | |
| | | FLETCHER BUILDING LTD | | COMMON STOCK | | | 152,066 | | | | | | 647,471 | |
| | | FLEURY SA | | COMMON STOCK | | | 43,200 | | | | | | 225,496 | |
| | | FLEX LNG LTD | | COMMON STOCK USD.1 | | | 5,497 | | | | | | 48,239 | |
| | | FLEXIUM INTERCONNECT INC | | COMMON STOCK TWD10. | | | 51,000 | | | | | | 220,433 | |
| | | FLIGHT CENTRE TRAVEL GROUP L | | COMMON STOCK | | | 10,221 | | | | | | 220,065 | |
| | | FLOW TRADERS | | COMMON STOCK EUR.1 | | | 4,058 | | | | | | 134,354 | |
| | | FLSMIDTH + CO A/S | | COMMON STOCK DKK20. | | | 7,036 | | | | | | 270,039 | |
| | | FLUGHAFEN ZURICH AG REG | | COMMON STOCK CHF10.0 | | | 3,392 | | | | | | 600,896 | |
| | | FLUIDRA SA | | COMMON STOCK EUR1.0 | | | 8,689 | | | | | | 222,801 | |
| | | FLUTTER ENTERTAINMENT PLC | | COMMON STOCK EUR.09 | | | 3,381 | | | | | | 697,232 | |
| | | FLUTTER ENTERTAINMENT PLC | | COMMON STOCK EUR.09 | | | 24,711 | | | | | | 5,114,096 | |
| | | FNAC DARTY SA | | COMMON STOCK EUR1.0 | | | 4,074 | | | | | | 262,889 | |
| | | FOCUS MEDIA INFORMATION TE A | | COMMON STOCK CNY1.0 | | | 227,600 | | | | | | 344,328 | |
| | | FOMENTO DE CONSTRUC Y CONTRA | | COMMON STOCK EUR1. | | | 14,545 | | | | | | 156,725 | |
| | | FOMENTO ECONOMICO MEXICA UBD | | UNIT | | | 335,100 | | | | | | 2,538,287 | |
| | | FOOSUNG CO LTD | | COMMON STOCK KRW500. | | | 8,657 | | | | | | 94,395 | |
| | | FORBO HOLDING AG REG | | COMMON STOCK CHF.1 | | | 190 | | | | | | 326,792 | |
| | | FORD OTOMOTIV SANAYI AS | | COMMON STOCK TRY1. | | | 15,354 | | | | | | 260,987 | |
| | | FORMOSA CHEMICALS + FIBRE | | COMMON STOCK TWD10.0 | | | 641,582 | | | | | | 1,937,554 | |
| | | FORMOSA PETROCHEMICAL CORP | | COMMON STOCK TWD10.0 | | | 208,920 | | | | | | 742,030 | |
| | | FORMOSA PLASTICS CORP | | COMMON STOCK TWD10.0 | | | 697,528 | | | | | | 2,395,681 | |
| | | FORMOSA TAFFETA CO. | | COMMON STOCK TWD10. | | | 209,319 | | | | | | 230,950 | |
| | | FORMULA SYSTEMS (1985) LTD | | COMMON STOCK ILS1.0 | | | 1,761 | | | | | | 152,471 | |
| | | FORTERRA PLC | | COMMON STOCK | | | 37,610 | | | | | | 125,913 | |
| | | FORTESCUE METALS GROUP LTD | | COMMON STOCK | | | 290,798 | | | | | | 5,262,501 | |
| | | FORTIS INC | | COMMON STOCK | | | 80,353 | | | | | | 3,279,714 | |
| | | FORTNOX AB | | COMMON STOCK SEK.02 | | | 11,564 | | | | | | 647,781 | |
| | | FORTRESS REIT LTD A | | REIT | | | 450,352 | | | | | | 417,147 | |
| | | FORTUM OYJ | | COMMON STOCK EUR3.4 | | | 76,223 | | | | | | 1,836,486 | |
| | | FORTUNA SILVER MINES INC | | COMMON STOCK | | | 34,300 | | | | | | 281,615 | |
| | | FOSHAN HAITIAN FLAVOURING A | | COMMON STOCK CNY1.0 | | | 32,160 | | | | | | 989,141 | |
| | | FOSTER ELECTRIC CO LTD | | COMMON STOCK | | | 3,500 | | | | | | 43,243 | |
| | | FOSUN INTERNATIONAL LTD | | COMMON STOCK | | | 438,698 | | | | | | 689,442 | |
| | | FOUNDER SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 68,300 | | | | | | 108,478 | |
| | | FOXCONN INDUSTRIAL INTERNE A | | COMMON STOCK CNY1.0 | | | 41,600 | | | | | | 87,297 | |
| | | FOXCONN TECHNOLOGY CO LTD | | COMMON STOCK TWD10. | | | 163,496 | | | | | | 309,951 | |
| | | FP CORP | | COMMON STOCK | | | 8,200 | | | | | | 344,328 | |
| | | FRANCE BED HOLDINGS CO LTD | | COMMON STOCK | | | 4,200 | | | | | | 36,678 | |
| | | FRANCO NEVADA CORP | | COMMON STOCK | | | 32,759 | | | | | | 4,103,875 | |
| | | FRAPORT AG FRANKFURT AIRPORT | | COMMON STOCK | | | 6,568 | | | | | | 396,776 | |
| | | FRASER + NEAVE HOLDINGS BHD | | COMMON STOCK | | | 37,300 | | | | | | 298,023 | |
| | | FRASERS CENTREPOINT TRUST | | REIT | | | 134,860 | | | | | | 250,802 | |
| | | FRASERS GROUP PLC | | COMMON STOCK GBP.1 | | | 35,651 | | | | | | 218,096 | |
| | | FRASERS LOGISTICS + COMMERCI | | REIT | | | 364,698 | | | | | | 388,719 | |
| | | FREEDOM FOODS GROUP LTD | | COMMON STOCK | | | 16,498 | | | | | | 38,319 | |
| | | FREEE KK | | COMMON STOCK | | | 3,700 | | | | | | 359,604 | |
| | | FREEHOLD ROYALTIES LTD | | COMMON STOCK | | | 17,500 | | | | | | 71,566 | |
| | | FREENET AG | | COMMON STOCK | | | 23,900 | | | | | | 502,900 | |
| | | FRESENIUS MEDICAL CARE AG + | | COMMON STOCK | | | 36,241 | | | | | | 3,027,524 | |
| | | FRESENIUS SE + CO KGAA | | COMMON STOCK | | | 71,062 | | | | | | 3,288,743 | |
| | | FRESNILLO PLC | | COMMON STOCK USD.5 | | | 31,091 | | | | | | 480,773 | |
| | | FRONTIER DEVELOPMENTS PLC | | COMMON STOCK GBP.005 | | | 3,673 | | | | | | 154,766 | |
| | | FRONTIER REAL ESTATE INVEST | | REIT | | | 85 | | | | | | 328,886 | |
| | | FRONTLINE LTD | | COMMON STOCK USD1.0 | | | 14,116 | | | | | | 89,524 | |
| | | FTSE 100 IDX FUT MAR21 | | IFEU 20210319 | | | 630 | | | | | | (79,228 | ) |
| | | FU SHOU YUAN INTERNATIONAL | | COMMON STOCK USD.01 | | | 158,000 | | | | | | 148,414 | |
| | | FUBON FINANCIAL HOLDING CO | | COMMON STOCK TWD10. | | | 1,178,938 | | | | | | 1,965,414 | |
| | | FUCHS PETROLUB SE PREF | | PREFERENCE | | | 12,458 | | | | | | 708,285 | |
| | | FUFENG GROUP LTD | | COMMON STOCK HKD.1 | | | 431,000 | | | | | | 161,299 | |
| | | FUGRO NV CVA | | DUTCH CERT EUR.05 | | | 17,069 | | | | | | 158,072 | |
| | | FUJI CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 60,675 | |
| | | FUJI CORP/AICHI | | COMMON STOCK | | | 13,200 | | | | | | 348,529 | |
| | | FUJI ELECTRIC CO LTD | | COMMON STOCK | | | 21,800 | | | | | | 786,772 | |
| | | FUJI KYUKO CO LTD | | COMMON STOCK | | | 3,700 | | | | | | 172,821 | |
| | | FUJI MEDIA HOLDINGS INC | | COMMON STOCK | | | 7,900 | | | | | | 84,336 | |
| | | FUJI OIL HOLDINGS INC | | COMMON STOCK | | | 8,900 | | | | | | 254,044 | |
| | | FUJI SEAL INTERNATIONAL INC | | COMMON STOCK | | | 10,200 | | | | | | 200,261 | |
| | | FUJI SOFT INC | | COMMON STOCK | | | 4,400 | | | | | | 220,184 | |
| | | FUJIBO HOLDINGS INC | | COMMON STOCK | | | 1,200 | | | | | | 44,818 | |
| | | FUJICCO CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 62,138 | |
| | | FUJIFILM HOLDINGS CORP | | COMMON STOCK | | | 61,000 | | | | | | 3,217,451 | |
| | | FUJIKURA LTD | | COMMON STOCK | | | 51,700 | | | | | | 238,956 | |
| | | FUJIMI INC | | COMMON STOCK | | | 4,000 | | | | | | 151,696 | |
| | | FUJIMORI KOGYO CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 185,077 | |
| | | FUJIO FOOD GROUP INC | | COMMON STOCK | | | 1,300 | | | | | | 15,836 | |
| | | FUJITEC CO LTD | | COMMON STOCK | | | 11,700 | | | | | | 253,030 | |
| | | FUJITSU GENERAL LTD | | COMMON STOCK | | | 11,100 | | | | | | 301,014 | |
| | | FUJITSU LTD | | COMMON STOCK | | | 33,200 | | | | | | 4,806,604 | |
| | | FUJIYA CO LTD | | COMMON STOCK | | | 1,900 | | | | | | 43,362 | |
| | | FUKUDA CORP | | COMMON STOCK | | | 1,000 | | | | | | 54,606 | |
| | | FUKUI COMPUTER HOLDINGS INC | | COMMON STOCK | | | 2,400 | | | | | | 93,248 | |
| | | FUKUOKA FINANCIAL GROUP INC | | COMMON STOCK | | | 28,600 | | | | | | 512,679 | |
| | | FUKUOKA REIT CORP | | REIT | | | 125 | | | | | | 185,374 | |
| | | FUKUSHIMA GALILEI CO LTD | | COMMON STOCK | | | 2,200 | | | | | | 95,741 | |
| | | FUKUYAMA TRANSPORTING CO LTD | | COMMON STOCK | | | 5,100 | | | | | | 215,076 | |
| | | FULLCAST HOLDINGS CO LTD | | COMMON STOCK | | | 6,000 | | | | | | 93,566 | |
| | | FUNAI SOKEN HOLDINGS INC | | COMMON STOCK | | | 6,800 | | | | | | 166,374 | |
| | | FURUKAWA CO LTD | | COMMON STOCK | | | 4,800 | | | | | | 57,143 | |
| | | FURUKAWA ELECTRIC CO LTD | | COMMON STOCK | | | 12,200 | | | | | | 329,527 | |
| | | FUSO CHEMICAL CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 136,879 | |
| | | FUTABA INDUSTRIAL CO LTD | | COMMON STOCK | | | 13,100 | | | | | | 67,192 | |
| | | FUTURE CORP | | COMMON STOCK | | | 3,900 | | | | | | 66,873 | |
| | | FUTURE PLC | | COMMON STOCK GBP.15 | | | 16,821 | | | | | | 401,253 | |
| | | FUYAO GLASS INDUSTRY GROUP A | | COMMON STOCK CNY1.0 | | | 21,800 | | | | | | 160,657 | |
| | | FUYAO GLASS INDUSTRY GROUP H | | COMMON STOCK CNY1.0 | | | 98,000 | | | | | | 539,955 | |
| | | FUYO GENERAL LEASE CO LTD | | COMMON STOCK | | | 3,000 | | | | | | 199,876 | |
| | | G 7 HOLDINGS INC | | COMMON STOCK | | | 1,400 | | | | | | 31,782 | |
| | | G BITS NETWORK TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 400 | | | | | | 26,060 | |
| | | G STEEL PCL FOREIGN | | FOREIGN SH. THB5.0 A | | | 202,800 | | | | | | 880 | |
| | | G TEKT CORP | | COMMON STOCK | | | 3,700 | | | | | | 53,993 | |
| | | G TREEBNT CO LTD | | COMMON STOCK KRW500.0 | | | 3,591 | | | | | | 96,723 | |
| | | G.U.D. HOLDINGS LTD | | COMMON STOCK | | | 16,444 | | | | | | 149,027 | |
| | | G4S PLC | | COMMON STOCK GBP.25 | | | 236,587 | | | | | | 820,819 | |
| | | G8 EDUCATION LTD | | COMMON STOCK | | | 87,598 | | | | | | 79,837 | |
| | | GAKKEN HOLDINGS CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 64,506 | |
| | | GALAPAGOS NV | | COMMON STOCK | | | 7,513 | | | | | | 740,415 | |
| | | GALAXY ENTERTAINMENT GROUP L | | COMMON STOCK | | | 361,000 | | | | | | 2,807,385 | |
| | | GALENICA AG | | COMMON STOCK CHF.1 | | | 8,330 | | | | | | 555,775 | |
| | | GALP ENERGIA SGPS SA | | COMMON STOCK EUR1. | | | 106,128 | | | | | | 1,137,028 | |
| | | GAM HOLDING AG | | COMMON STOCK CHF.05 | | | 40,542 | | | | | | 99,190 | |
| | | GAMES WORKSHOP GROUP PLC | | COMMON STOCK GBP.05 | | | 4,096 | | | | | | 811,886 | |
| | | GAMESYS GROUP PLC | | COMMON STOCK | | | 12,539 | | | | | | 195,978 | |
| | | GAMUDA BHD | | COMMON STOCK | | | 413,530 | | | | | | 400,420 | |
| | | GANFENG LITHIUM CO LTD A | | COMMON STOCK CNY1.0 | | | 12,000 | | | | | | 186,489 | |
| | | GAZIT GLOBE LTD | | COMMON STOCK ILS1.0 | | | 16,715 | | | | | | 109,452 | |
| | | GAZPROM PJSC | | COMMON STOCK RUB5.0 | | | 214,900 | | | | | | 617,844 | |
| | | GAZPROM PJSC SPON ADR | | ADR | | | 20,664 | | | | | | 114,874 | |
| | | GAZPROM PJSC SPON ADR | | ADR | | | 983,994 | | | | | | 5,510,366 | |
| | | GAZTRANSPORT ET TECHNIGA SA | | COMMON STOCK EUR.01 | | | 3,073 | | | | | | 318,855 | |
| | | GB GROUP PLC | | COMMON STOCK GBP.025 | | | 31,809 | | | | | | 407,930 | |
| | | GCL POLY ENERGY HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 2,365,000 | | | | | | 377,109 | |
| | | GCL SYSTEM INTEGRATION TEC A | | COMMON STOCK CNY1.0 | | | 55,300 | | | | | | 35,885 | |
| | | GCP STUDENT LIVING PLC | | REIT | | | 78,089 | | | | | | 151,908 | |
| | | GDI INTEGRATED FACILITY SERV | | COMMON STOCK | | | 2,200 | | | | | | 76,658 | |
| | | GDI PROPERTY GROUP | | REIT | | | 89,692 | | | | | | 83,761 | |
| | | GDS HOLDINGS LTD ADR | | ADR USD.0004 | | | 10,700 | | | | | | 1,404,607 | |
| | | GEA GROUP AG | | COMMON STOCK | | | 26,076 | | | | | | 934,496 | |
| | | GEBERIT AG REG | | COMMON STOCK CHF.1 | | | 6,296 | | | | | | 3,945,267 | |
| | | GECINA SA | | REIT EUR7.5 | | | 8,057 | | | | | | 1,246,079 | |
| | | GEELY AUTOMOBILE HOLDINGS LT | | COMMON STOCK HKD.02 | | | 985,000 | | | | | | 3,372,371 | |
| | | GEK TERNA HOLDING REAL ESTAT | | COMMON STOCK EUR.57 | | | 9,762 | | | | | | 94,412 | |
| | | GEMDALE CORP A | | COMMON STOCK CNY1.0 | | | 49,100 | | | | | | 101,581 | |
| | | GEMDALE PROPERTIES AND INVES | | COMMON STOCK HKD.1 | | | 876,000 | | | | | | 125,429 | |
| | | GEMVAX + KAEL CO LTD | | COMMON STOCK KRW500. | | | 9,880 | | | | | | 216,646 | |
| | | GENEONELIFESCIENCE INC | | COMMON STOCK KRW1000.0 | | | 6,827 | | | | | | 135,935 | |
| | | GENER S.A. | | COMMON STOCK | | | 392,491 | | | | | | 65,103 | |
| | | GENERAL INTERFACE SOLUTION | | COMMON STOCK TWD10.0 | | | 36,000 | | | | | | 146,754 | |
| | | GENERTEC UNIVERSAL MEDICAL G | | COMMON STOCK | | | 172,000 | | | | | | 128,624 | |
| | | GENESIS ENERGY LTD | | COMMON STOCK | | | 96,886 | | | | | | 252,825 | |
| | | GENEXINE CO LTD | | COMMON STOCK KRW500. | | | 3,357 | | | | | | 385,575 | |
| | | GENIUS ELECTRONIC OPTICAL CO | | COMMON STOCK TWD10.0 | | | 9,713 | | | | | | 195,251 | |
| | | GENKY DRUGSTORES CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 70,892 | |
| | | GENMAB A/S | | COMMON STOCK DKK1.0 | | | 11,203 | | | | | | 4,538,036 | |
| | | GENOMMA LAB INTERNACIONAL B | | COMMON STOCK | | | 135,400 | | | | | | 127,276 | |
| | | GENSCRIPT BIOTECH CORP | | COMMON STOCK USD.001 | | | 170,000 | | | | | | 248,386 | |
| | | GENTERA SAB DE CV | | COMMON STOCK | | | 166,400 | | | | | | 82,927 | |
| | | GENTING BHD | | COMMON STOCK | | | 385,800 | | | | | | 428,905 | |
| | | GENTING MALAYSIA BHD | | COMMON STOCK | | | 558,250 | | | | | | 373,762 | |
| | | GENTING PLANTATIONS BHD | | COMMON STOCK | | | 160,100 | | | | | | 392,305 | |
| | | GENTING SINGAPORE LTD | | COMMON STOCK USD.1 | | | 985,799 | | | | | | 632,966 | |
| | | GENUIT GROUP PLC | | COMMON STOCK GBP.001 | | | 37,837 | | | | | | 310,867 | |
| | | GENUS PLC | | COMMON STOCK GBP.1 | | | 11,171 | | | | | | 641,557 | |
| | | GENWORTH MI CANADA INC | | COMMON STOCK | | | 6,700 | | | | | | 228,294 | |
| | | GENWORTH MORTGAGE INSURANCE | | COMMON STOCK | | | 15,337 | | | | | | 28,303 | |
| | | GEO HOLDINGS CORP | | COMMON STOCK | | | 5,700 | | | | | | 66,901 | |
| | | GERDAU SA PREF | | PREFERENCE | | | 177,704 | | | | | | 829,741 | |
| | | GERRESHEIMER AG | | COMMON STOCK | | | 5,628 | | | | | | 604,388 | |
| | | GESTAMP AUTOMOCION SA | | COMMON STOCK EUR.5 | | | 30,675 | | | | | | 148,223 | |
| | | GETAC TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 70,000 | | | | | | 122,086 | |
| | | GETINGE AB B SHS | | COMMON STOCK SEK.5 | | | 43,022 | | | | | | 1,006,025 | |
| | | GETLINK SE | | COMMON STOCK EUR.4 | | | 73,495 | | | | | | 1,275,938 | |
| | | GF SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 49,100 | | | | | | 122,275 | |
| | | GF SECURITIES CO LTD H | | COMMON STOCK CNY1.0 | | | 251,800 | | | | | | 356,151 | |
| | | GFL ENVIRONMENTAL INC SUB VT | | COMMON STOCK | | | 31,800 | | | | | | 926,294 | |
| | | GIANT MANUFACTURING | | COMMON STOCK TWD10. | | | 64,000 | | | | | | 627,845 | |
| | | GIANT NETWORK GROUP CO LTD A | | COMMON STOCK CNY1.0 | | | 34,952 | | | | | | 93,258 | |
| | | GIBSON ENERGY INC | | COMMON STOCK | | | 26,900 | | | | | | 434,116 | |
| | | GIGABYTE TECHNOLOGY CO LTD | | COMMON STOCK TWD10. | | | 73,000 | | | | | | 202,788 | |
| | | GIGADEVICE SEMICONDUCTOR B A | | COMMON STOCK CNY1.0 | | | 4,900 | | | | | | 148,364 | |
| | | GIKEN LTD | | COMMON STOCK | | | 2,900 | | | | | | 120,272 | |
| | | GILAT SATELLITE NETWORKS LTD | | COMMON STOCK ILS.2 | | | 3,969 | | | | | | 25,722 | |
| | | GILDAN ACTIVEWEAR INC | | COMMON STOCK | | | 34,300 | | | | | | 958,192 | |
| | | GIMV NV | | COMMON STOCK | | | 3,408 | | | | | | 208,575 | |
| | | GIVAUDAN REG | | COMMON STOCK CHF10.0 | | | 1,569 | | | | | | 6,619,160 | |
| | | GJENSIDIGE FORSIKRING ASA | | COMMON STOCK NOK2. | | | 37,731 | | | | | | 843,409 | |
| | | GLANBIA PLC | | COMMON STOCK EUR.06 | | | 38,490 | | | | | | 489,011 | |
| | | GLAXOSMITHKLINE PLC | | COMMON STOCK GBP.25 | | | 844,107 | | | | | | 15,690,095 | |
| | | GLENCORE PLC | | COMMON STOCK USD.01 | | | 1,691,214 | | | | | | 5,440,269 | |
| | | GLOBAL DOMINION ACCESS SA | | COMMON STOCK EUR1.0 | | | 18,069 | | | | | | 83,152 | |
| | | GLOBAL ONE REIT | | REIT | | | 166 | | | | | | 168,475 | |
| | | GLOBAL POWER SYNERGY PCL F | | FOREIGN SH. THB10.0 A | | | 103,100 | | | | | | 253,793 | |
| | | GLOBAL UNICHIP CORP | | COMMON STOCK TWD10.0 | | | 16,079 | | | | | | 193,191 | |
| | | GLOBALWAFERS CO LTD | | COMMON STOCK TWD10.0 | | | 40,000 | | | | | | 1,012,247 | |
| | | GLOBANT SA | | COMMON STOCK USD1.2 | | | 6,700 | | | | | | 1,457,987 | |
| | | GLOBE TELECOM INC | | COMMON STOCK PHP50. | | | 15,121 | | | | | | 639,418 | |
| | | GLODON CO LTD A | | COMMON STOCK CNY1.0 | | | 12,300 | | | | | | 148,142 | |
| | | GLORY LTD | | COMMON STOCK | | | 8,200 | | | | | | 165,634 | |
| | | GLORY SUN FINANCIAL GROUP LT | | COMMON STOCK HKD.1 | | | 2,272,000 | | | | | | 96,839 | |
| | | GLP J REIT | | REIT | | | 697 | | | | | | 1,099,157 | |
| | | GMO FINANCIAL HOLDINGS INC | | COMMON STOCK | | | 12,200 | | | | | | 84,340 | |
| | | GMO GLOBALSIGN HOLDINGS KK | | COMMON STOCK | | | 900 | | | | | | 76,727 | |
| | | GMO INTERNET INC | | COMMON STOCK | | | 12,700 | | | | | | 364,918 | |
| | | GMO PAYMENT GATEWAY INC | | COMMON STOCK | | | 7,100 | | | | | | 948,573 | |
| | | GN STORE NORD A/S | | COMMON STOCK DKK4. | | | 21,974 | | | | | | 1,748,979 | |
| | | GNI GROUP LTD | | COMMON STOCK | | | 8,100 | | | | | | 142,066 | |
| | | GO AHEAD GROUP PLC | | COMMON STOCK GBP.1 | | | 8,125 | | | | | | 109,367 | |
| | | GOCO GROUP PLC | | COMMON STOCK GBP.0002 | | | 53,747 | | | | | | 94,395 | |
| | | GOEASY LTD | | COMMON STOCK | | | 2,000 | | | | | | 151,727 | |
| | | GOERTEK INC A | | COMMON STOCK CNY1.0 | | | 35,300 | | | | | | 202,430 | |
| | | GOL LINHAS AEREAS INT SA PRE | | PREFERENCE | | | 18,400 | | | | | | 90,103 | |
| | | GOLD CIRCUIT ELECTRONICS LTD | | COMMON STOCK TWD10. | | | 61,000 | | | | | | 109,678 | |
| | | GOLD FIELDS LTD | | COMMON STOCK ZAR.5 | | | 149,825 | | | | | | 1,390,183 | |
| | | GOLD ROAD RESOURCES LTD | | COMMON STOCK | | | 121,128 | | | | | | 122,566 | |
| | | GOLDCREST CO LTD | | COMMON STOCK | | | 5,980 | | | | | | 93,217 | |
| | | GOLDEN AGRI RESOURCES LTD | | COMMON STOCK USD.025 | | | 1,230,887 | | | | | | 147,888 | |
| | | GOLDEN OCEAN GROUP LTD | | COMMON STOCK USD.05 | | | 17,786 | | | | | | 83,081 | |
| | | GOLDSUN BUILDING MATERIALS C | | COMMON STOCK TWD10.0 | | | 151,000 | | | | | | 133,440 | |
| | | GOLDWIN INC | | COMMON STOCK | | | 3,800 | | | | | | 250,673 | |
| | | GOME RETAIL HOLDINGS LTD | | COMMON STOCK HKD.025 | | | 2,175,944 | | | | | | 261,099 | |
| | | GOODMAN GROUP | | REIT | | | 280,155 | | | | | | 4,090,411 | |
| | | GOODMAN PROPERTY TRUST | | REIT | | | 201,552 | | | | | | 338,492 | |
| | | GOURMET MASTER CO LTD | | COMMON STOCK TWD10. | | | 15,456 | | | | | | 77,600 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 52,906,170 | | | | | | 52,906,170 | |
| | | GPT GROUP | | REIT | | | 357,731 | | | | | | 1,243,297 | |
| | | GRACE TECHNOLOGY INC | | COMMON STOCK | | | 2,200 | | | | | | 147,883 | |
| | | GRAFTON GROUP PLC UTS | | UNIT EUR.05 | | | 38,773 | | | | | | 489,197 | |
| | | GRAINCORP LTD A | | COMMON STOCK | | | 39,952 | | | | | | 129,574 | |
| | | GRAINGER PLC | | COMMON STOCK GBP.05 | | | 115,496 | | | | | | 448,082 | |
| | | GRAN COLOMBIA GOLD CORP | | COMMON STOCK | | | 9,500 | | | | | | 60,154 | |
| | | GRAND CITY PROPERTIES | | COMMON STOCK EUR.1 | | | 19,564 | | | | | | 501,775 | |
| | | GRAND KOREA LEISURE CO LTD | | COMMON STOCK KRW500. | | | 9,085 | | | | | | 139,581 | |
| | | GRAND PACIFIC PETROCHEMICAL | | COMMON STOCK TWD10. | | | 141,000 | | | | | | 118,945 | |
| | | GRANITE REAL ESTATE INVESTME | | REIT | | | 4,200 | | | | | | 256,813 | |
| | | GRAPE KING BIO LTD | | COMMON STOCK TWD10. | | | 20,000 | | | | | | 126,279 | |
| | | GREAT CANADIAN GAMING CORP | | COMMON STOCK | | | 9,900 | | | | | | 337,874 | |
| | | GREAT PORTLAND ESTATES PLC | | REIT GBP.1526316 | | | 39,211 | | | | | | 358,358 | |
| | | GREAT WALL ENTERPRISES | | COMMON STOCK TWD10. | | | 107,100 | | | | | | 193,383 | |
| | | GREAT WALL MOTOR CO LTD A | | COMMON STOCK CNY1.0 | | | 22,800 | | | | | | 131,899 | |
| | | GREAT WALL MOTOR COMPANY H | | COMMON STOCK CNY1.0 | | | 571,500 | | | | | | 1,967,567 | |
| | | GREAT WEST LIFECO INC | | COMMON STOCK | | | 45,118 | | | | | | 1,129,620 | |
| | | GREATEK ELECTRONICS INC | | COMMON STOCK TWD10. | | | 27,000 | | | | | | 53,675 | |
| | | GREATLAND GOLD PLC | | COMMON STOCK GBP.001 | | | 620,632 | | | | | | 307,598 | |
| | | GREE INC | | COMMON STOCK | | | 18,400 | | | | | | 107,856 | |
| | | GREEN CROSS CORP | | COMMON STOCK KRW5000.0 | | | 1,448 | | | | | | 543,020 | |
| | | GREEN CROSS HOLDINGS CORP | | COMMON STOCK KRW500.0 | | | 6,826 | | | | | | 261,575 | |
| | | GREENCORE GROUP PLC | | COMMON STOCK GBP.01 | | | 76,568 | | | | | | 120,944 | |
| | | GREENLAND HOLDINGS CORP LT A | | COMMON STOCK CNY1.0 | | | 88,300 | | | | | | 78,860 | |
| | | GREENLAND HONG KONG HOLDINGS | | COMMON STOCK HKD.5 | | | 427,150 | | | | | | 128,383 | |
| | | GREENTOWN CHINA HOLDINGS | | COMMON STOCK HKD.1 | | | 149,000 | | | | | | 217,714 | |
| | | GREENTOWN SERVICE GROUP CO L | | COMMON STOCK HKD.00001 | | | 178,000 | | | | | | 220,188 | |
| | | GREGGS PLC | | COMMON STOCK GBP.02 | | | 17,360 | | | | | | 425,223 | |
| | | GRENDENE SA | | COMMON STOCK | | | 27,900 | | | | | | 45,043 | |
| | | GRENKE AG | | COMMON STOCK | | | 5,191 | | | | | | 246,610 | |
| | | GRG BANKING EQUIPMENT CO A | | COMMON STOCK CNY1.0 | | | 49,300 | | | | | | 80,714 | |
| | | GRIEG SEAFOOD ASA | | COMMON STOCK NOK4. | | | 19,077 | | | | | | 189,361 | |
| | | GRIFOLS SA | | COMMON STOCK EUR.25 | | | 48,452 | | | | | | 1,489,020 | |
| | | GROUPE BRUXELLES LAMBERT SA | | COMMON STOCK | | | 18,708 | | | | | | 1,890,710 | |
| | | GROUPE CRIT | | COMMON STOCK EUR.36 | | | 766 | | | | | | 58,580 | |
| | | GROUPE GUILLIN | | COMMON STOCK EUR.62 | | | 1,168 | | | | | | 35,088 | |
| | | GROWTHPOINT PROPERTIES AUSTR | | REIT | | | 47,053 | | | | | | 126,806 | |
| | | GROWTHPOINT PROPERTIES LTD | | REIT | | | 545,572 | | | | | | 467,430 | |
| | | GRUMA S.A.B. B | | COMMON STOCK | | | 36,165 | | | | | | 430,466 | |
| | | GRUPA AZOTY SA | | COMMON STOCK PLN5. | | | 8,272 | | | | | | 60,906 | |
| | | GRUPA LOTOS SA | | COMMON STOCK PLN1. | | | 21,264 | | | | | | 236,198 | |
| | | GRUPO AEROPORT DEL PACIFIC B | | COMMON STOCK | | | 65,700 | | | | | | 731,997 | |
| | | GRUPO AEROPORT DEL SURESTE B | | COMMON STOCK | | | 35,795 | | | | | | 592,449 | |
| | | GRUPO AEROPORTUARIO DEL CENT | | COMMON STOCK | | | 59,300 | | | | | | 382,040 | |
| | | GRUPO BIMBO SAB SERIES A | | COMMON STOCK | | | 275,200 | | | | | | 595,964 | |
| | | GRUPO CARSO SAB DE CV SER A1 | | COMMON STOCK | | | 78,461 | | | | | | 259,693 | |
| | | GRUPO CATALANA OCCIDENTE SA | | COMMON STOCK EUR.3 | | | 7,462 | | | | | | 266,268 | |
| | | GRUPO CEMENTOS CHIHUAHUA | | COMMON STOCK | | | 29,100 | | | | | | 176,012 | |
| | | GRUPO COMERCIAL CHEDRAUI SA | | COMMON STOCK | | | 57,600 | | | | | | 82,965 | |
| | | GRUPO EMPRESARIAL SAN JOSE | | COMMON STOCK EUR.03 | | | 4,204 | | | | | | 23,066 | |
| | | GRUPO FINANCIERO BANORTE O | | COMMON STOCK MXN3.5 | | | 447,036 | | | | | | 2,460,039 | |
| | | GRUPO FINANCIERO GALICIA ADR | | ADR | | | 19,000 | | | | | | 166,060 | |
| | | GRUPO FINANCIERO GALICIA B | | COMMON STOCK ARS1.0 | | | 8 | | | | | | 12 | |
| | | GRUPO FINANCIERO INBURSA O | | COMMON STOCK MXN.4137108 | | | 398,100 | | | | | | 399,988 | |
| | | GRUPO MEXICO SAB DE CV SER B | | COMMON STOCK | | | 536,409 | | | | | | 2,271,840 | |
| | | GRUPO TELEVISA SAB SER CPO | | UNIT | | | 414,000 | | | | | | 677,759 | |
| | | GS ENGINEERING + CONSTRUCT | | COMMON STOCK KRW5000. | | | 12,042 | | | | | | 419,392 | |
| | | GS HOLDINGS | | COMMON STOCK KRW5000. | | | 10,571 | | | | | | 365,710 | |
| | | GS HOME SHOPPING INC | | COMMON STOCK KRW5000. | | | 1,575 | | | | | | 201,777 | |
| | | GS RETAIL CO LTD | | COMMON STOCK KRW1000.0 | | | 7,112 | | | | | | 225,796 | |
| | | GS YUASA CORP | | COMMON STOCK | | | 11,200 | | | | | | 322,494 | |
| | | GSX TECHEDU INC ADR | | ADR USD.000149 | | | 14,200 | | | | | | 734,282 | |
| | | GT CAPITAL HOLDINGS INC | | COMMON STOCK PHP10. | | | 30,672 | | | | | | 373,807 | |
| | | GUANGDONG HAID GROUP CO A | | COMMON STOCK CNY1.0 | | | 17,200 | | | | | | 172,579 | |
| | | GUANGDONG INVESTMENT LTD | | COMMON STOCK | | | 638,000 | | | | | | 1,152,352 | |
| | | GUANGHUI ENERGY CO LTD A | | COMMON STOCK CNY1.0 | | | 90,500 | | | | | | 39,173 | |
| | | GUANGZHOU AUTOMOBILE GROUP H | | COMMON STOCK CNY1.0 | | | 759,810 | | | | | | 847,498 | |
| | | GUANGZHOU BAIYUN INTERNATI A | | COMMON STOCK CNY1.0 | | | 22,500 | | | | | | 48,635 | |
| | | GUANGZHOU BAIYUNSHAN PHAR A | | COMMON STOCK CNY1.0 | | | 15,300 | | | | | | 68,549 | |
| | | GUANGZHOU HAIGE COMMUNICAT A | | COMMON STOCK CNY1.0 | | | 24,900 | | | | | | 41,230 | |
| | | GUANGZHOU KINGMED DIAGNOST A | | COMMON STOCK CNY1.0 | | | 3,200 | | | | | | 62,862 | |
| | | GUANGZHOU R+F PROPERTIES H | | COMMON STOCK CNY.25 | | | 246,000 | | | | | | 317,005 | |
| | | GUANGZHOU SHIYUAN ELECTRON A | | COMMON STOCK CNY1.0 | | | 6,800 | | | | | | 119,744 | |
| | | GUDANG GARAM TBK PT | | COMMON STOCK IDR500. | | | 132,000 | | | | | | 385,294 | |
| | | GULF BANK | | COMMON STOCK KWD.1 | | | 258,502 | | | | | | 186,101 | |
| | | GULF CABLE + ELECTRICAL IND | | COMMON STOCK KWD.1 | | | 17,804 | | | | | | 44,188 | |
| | | GULF ENERGY DEVELOPM FOREIGN | | FOREIGN SH. THB1.0 A | | | 215,050 | | | | | | 245,843 | |
| | | GUNGHO ONLINE ENTERTAINMENT | | COMMON STOCK | | | 7,920 | | | | | | 177,296 | |
| | | GUNMA BANK LTD/THE | | COMMON STOCK | | | 71,100 | | | | | | 220,565 | |
| | | GUNZE LTD | | COMMON STOCK | | | 1,400 | | | | | | 45,643 | |
| | | GUOSEN SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 53,400 | | | | | | 111,578 | |
| | | GUOTAI JUNAN INTERNATIONAL | | COMMON STOCK | | | 513,000 | | | | | | 68,858 | |
| | | GUOTAI JUNAN SECURITIES CO A | | COMMON STOCK CNY1.0 | | | 81,800 | | | | | | 219,626 | |
| | | GURIT HOLDING AG BR | | COMMON STOCK CHF50.0 | | | 65 | | | | | | 182,957 | |
| | | GURUNAVI INC | | COMMON STOCK | | | 9,300 | | | | | | 47,291 | |
| | | GWA GROUP LTD | | COMMON STOCK | | | 26,504 | | | | | | 71,755 | |
| | | H I S CO LTD | | COMMON STOCK | | | 9,800 | | | | | | 152,155 | |
| | | H LUNDBECK A/S | | COMMON STOCK DKK5. | | | 11,962 | | | | | | 410,362 | |
| | | H.U. GROUP HOLDINGS INC | | COMMON STOCK | | | 9,200 | | | | | | 248,007 | |
| | | H+R REAL ESTATE INV REIT UTS | | REIT | | | 25,900 | | | | | | 270,181 | |
| | | H2O RETAILING CORP | | COMMON STOCK | | | 17,300 | | | | | | 117,330 | |
| | | HABIB BANK LTD | | COMMON STOCK PKR10. | | | 125,800 | | | | | | 104,695 | |
| | | HACHIJUNI BANK LTD/THE | | COMMON STOCK | | | 63,900 | | | | | | 213,933 | |
| | | HACI OMER SABANCI HOLDING | | COMMON STOCK TRY1. | | | 173,281 | | | | | | 267,423 | |
| | | HAIDILAO INTERNATIONAL HOLDI | | COMMON STOCK USD.000005 | | | 146,000 | | | | | | 1,124,836 | |
| | | HAIER SMART HOME CO LTD A | | COMMON STOCK CNY1.0 | | | 66,321 | | | | | | 296,887 | |
| | | HAIER SMART HOME CO LTD H | | COMMON STOCK CNY1.0 | | | 374,400 | | | | | | 1,356,828 | |
| | | HAINAN MEILAN INTERNATIONA H | | COMMON STOCK CNY1.0 | | | 15,000 | | | | | | 79,390 | |
| | | HAITIAN INTERNATIONAL HLDGS | | COMMON STOCK HKD.1 | | | 172,000 | | | | | | 595,681 | |
| | | HAITONG INTERNATIONAL SECURI | | COMMON STOCK HKD.1 | | | 421,930 | | | | | | 101,840 | |
| | | HAITONG SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 88,100 | | | | | | 173,602 | |
| | | HAITONG SECURITIES CO LTD H | | COMMON STOCK CNY1.0 | | | 575,200 | | | | | | 514,449 | |
| | | HAKUHODO DY HOLDINGS INC | | COMMON STOCK | | | 43,000 | | | | | | 591,121 | |
| | | HALFORDS GROUP PLC | | COMMON STOCK GBP.01 | | | 34,172 | | | | | | 124,655 | |
| | | HALLA HOLDINGS CORP | | COMMON STOCK KRW5000.0 | | | 3,739 | | | | | | 128,514 | |
| | | HALMA PLC | | COMMON STOCK GBP.1 | | | 64,796 | | | | | | 2,170,223 | |
| | | HALOWS CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 53,699 | |
| | | HALWANI BROS CO | | COMMON STOCK SAR10. | | | 1,866 | | | | | | 44,466 | |
| | | HAMAKYOREX CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 116,597 | |
| | | HAMAMATSU PHOTONICS KK | | COMMON STOCK | | | 23,700 | | | | | | 1,357,051 | |
| | | HAMBORNER REIT AG | | REIT NPV | | | 11,911 | | | | | | 130,934 | |
| | | HAMBURGER HAFEN UND LOGISTIK | | COMMON STOCK | | | 4,600 | | | | | | 103,797 | |
| | | HAMMERSON PLC | | REIT GBP.05 | | | 657,541 | | | | | | 224,247 | |
| | | HANA FINANCIAL GROUP | | COMMON STOCK KRW5000. | | | 56,358 | | | | | | 1,792,050 | |
| | | HANA MICROELECTRONICS FOREIG | | FOREIGN SH. THB1.0 A | | | 93,600 | | | | | | 124,186 | |
| | | HANA TOUR SERVICE INC | | COMMON STOCK KRW500. | | | 2,631 | | | | | | 135,658 | |
| | | HANALL BIOPHARMA CO LTD | | COMMON STOCK KRW500. | | | 7,618 | | | | | | 263,803 | |
| | | HANG LUNG GROUP LTD | | COMMON STOCK | | | 157,000 | | | | | | 390,519 | |
| | | HANG LUNG PROPERTIES LTD | | COMMON STOCK | | | 314,500 | | | | | | 832,237 | |
| | | HANG SENG BANK LTD | | COMMON STOCK | | | 126,100 | | | | | | 2,178,527 | |
| | | HANG SENG IDX FUT JAN21 | | XHKF 20210128 | | | 500 | | | | | | 55,385 | |
| | | HANGZHOU HIKVISION DIGITAL A | | COMMON STOCK CNY1.0 | | | 83,598 | | | | | | 621,396 | |
| | | HANGZHOU STEAM TURBINE CO B | | COMMON STOCK CNY1. | | | 50,100 | | | | | | 74,098 | |
| | | HANGZHOU TIGERMED CONSULTI A | | COMMON STOCK CNY1.0 | | | 8,200 | | | | | | 203,217 | |
| | | HANGZHOU TIGERMED CONSULTI H | | COMMON STOCK CNY1.0 | | | 21,000 | | | | | | 485,980 | |
| | | HANKOOK + CO | | COMMON STOCK KRW500.0 | | | 11,008 | | | | | | 148,215 | |
| | | HANKOOK TIRE + TECHNOLOGY CO | | COMMON STOCK KRW500.0 | | | 16,341 | | | | | | 593,739 | |
| | | HANKYU HANSHIN HOLDINGS INC | | COMMON STOCK | | | 38,600 | | | | | | 1,287,136 | |
| | | HANKYU REIT INC | | REIT | | | 103 | | | | | | 127,453 | |
| | | HANMI PHARM CO LTD | | COMMON STOCK KRW2500. | | | 1,483 | | | | | | 501,700 | |
| | | HANNOVER RUECK SE | | COMMON STOCK | | | 10,605 | | | | | | 1,687,742 | |
| | | HANNSTAR DISPLAY CORP | | COMMON STOCK TWD10. | | | 799,703 | | | | | | 349,940 | |
| | | HANON SYSTEMS | | COMMON STOCK KRW100.0 | | | 46,150 | | | | | | 688,479 | |
| | | HANSA BIOPHARMA AB | | COMMON STOCK SEK1.0 | | | 8,881 | | | | | | 260,459 | |
| | | HANSEN TECHNOLOGIES LTD | | COMMON STOCK | | | 34,776 | | | | | | 100,033 | |
| | | HANSOH PHARMACEUTICAL GROUP | | COMMON STOCK HKD.00001 | | | 84,000 | | | | | | 981,384 | |
| | | HANSOL CHEMICAL CO LTD | | COMMON STOCK KRW5000. | | | 1,536 | | | | | | 278,779 | |
| | | HANSSEM CO LTD | | COMMON STOCK KRW1000. | | | 3,290 | | | | | | 317,039 | |
| | | HANWA CO LTD | | COMMON STOCK | | | 7,900 | | | | | | 212,560 | |
| | | HANWHA AEROSPACE CO LTD | | COMMON STOCK KRW5000.0 | | | 8,849 | | | | | | 232,394 | |
| | | HANWHA CORPORATION | | COMMON STOCK KRW5000.0 | | | 9,450 | | | | | | 245,672 | |
| | | HANWHA LIFE INSURANCE CO LTD | | COMMON STOCK KRW5000.0 | | | 51,332 | | | | | | 116,257 | |
| | | HANWHA SOLUTIONS CORP | | COMMON STOCK KRW5000.0 | | | 22,445 | | | | | | 987,265 | |
| | | HAP SENG CONSOLIDATED | | COMMON STOCK | | | 117,500 | | | | | | 251,321 | |
| | | HARBIN ELECTRIC CO LTD H | | COMMON STOCK CNY1. | | | 262,000 | | | | | | 75,235 | |
| | | HAREL INSURANCE INVESTMENTS | | COMMON STOCK ILS.1 | | | 21,493 | | | | | | 198,663 | |
| | | HARGREAVES LANSDOWN PLC | | COMMON STOCK GBP.004 | | | 55,406 | | | | | | 1,156,226 | |
| | | HARMONIC DRIVE SYSTEMS INC | | COMMON STOCK | | | 7,100 | | | | | | 635,253 | |
| | | HARMONY GOLD MINING CO LTD | | COMMON STOCK ZAR.5 | | | 84,450 | | | | | | 406,254 | |
| | | HARTALEGA HOLDINGS BHD | | COMMON STOCK | | | 214,000 | | | | | | 647,025 | |
| | | HARVEY NORMAN HOLDINGS LTD | | COMMON STOCK | | | 103,617 | | | | | | 375,208 | |
| | | HASEKO CORP | | COMMON STOCK | | | 49,700 | | | | | | 570,720 | |
| | | HAYS PLC | | COMMON STOCK GBP.01 | | | 289,987 | | | | | | 567,303 | |
| | | HAZAMA ANDO CORP | | COMMON STOCK | | | 35,000 | | | | | | 244,755 | |
| | | HDC HOLDINGS CO LTD | | COMMON STOCK KRW5000.0 | | | 6,203 | | | | | | 63,183 | |
| | | HDC HYUNDAI DEVELOPMENT CO E | | COMMON STOCK KRW5000.0 | | | 10,736 | | | | | | 258,651 | |
| | | HEALIOS KK | | COMMON STOCK | | | 2,400 | | | | | | 45,773 | |
| | | HEALIUS LTD | | COMMON STOCK | | | 97,509 | | | | | | 280,735 | |
| | | HEALTH AND HAPPINESS H+H INT | | COMMON STOCK HKD.01 | | | 27,500 | | | | | | 101,744 | |
| | | HEFEI MEIYA OPTOELECTRONIC A | | COMMON STOCK CNY1.0 | | | 4,100 | | | | | | 27,822 | |
| | | HEIDELBERGCEMENT AG | | COMMON STOCK | | | 26,674 | | | | | | 1,998,393 | |
| | | HEINEKEN HOLDING NV | | COMMON STOCK EUR1.6 | | | 19,735 | | | | | | 1,861,821 | |
| | | HEINEKEN NV | | COMMON STOCK EUR1.6 | | | 44,556 | | | | | | 4,976,605 | |
| | | HEIWA CORP | | COMMON STOCK | | | 7,000 | | | | | | 96,590 | |
| | | HEIWA REAL ESTATE CO LTD | | COMMON STOCK | | | 6,100 | | | | | | 220,734 | |
| | | HEIWA REAL ESTATE REIT INC | | REIT | | | 154 | | | | | | 191,963 | |
| | | HEIWADO CO LTD | | COMMON STOCK | | | 6,100 | | | | | | 131,088 | |
| | | HELICAL PLC | | COMMON STOCK GBP.01 | | | 19,116 | | | | | | 97,134 | |
| | | HELIOPOLIS HOUSING | | COMMON STOCK EGP.25 | | | 532,344 | | | | | | 205,769 | |
| | | HELIXMITH CO LTD | | COMMON STOCK KRW500.0 | | | 8,710 | | | | | | 265,180 | |
| | | HELLENIC TELECOMMUN ORGANIZA | | COMMON STOCK EUR2.83 | | | 40,345 | | | | | | 651,659 | |
| | | HELLOFRESH SE | | COMMON STOCK | | | 25,118 | | | | | | 1,944,089 | |
| | | HELVETIA HOLDING AG REG | | COMMON STOCK CHF.02 | | | 6,350 | | | | | | 673,925 | |
| | | HENAN SHUANGHUI INVESTMENT A | | COMMON STOCK CNY1.0 | | | 25,900 | | | | | | 186,167 | |
| | | HENDERSON LAND DEVELOPMENT | | COMMON STOCK | | | 225,883 | | | | | | 881,708 | |
| | | HENGAN INTL GROUP CO LTD | | COMMON STOCK HKD.1 | | | 130,500 | | | | | | 923,740 | |
| | | HENGLI PETROCHEMICAL CO L A | | COMMON STOCK CNY1.0 | | | 48,899 | | | | | | 209,707 | |
| | | HENGTEN NETWORKS GROUP LTD | | COMMON STOCK HKD.002 | | | 4,064,000 | | | | | | 138,993 | |
| | | HENGTONG OPTIC ELECTRIC CO A | | COMMON STOCK CNY1.0 | | | 13,800 | | | | | | 29,529 | |
| | | HENGYI PETROCHEMICAL CO A | | COMMON STOCK CNY1.0 | | | 40,170 | | | | | | 78,827 | |
| | | HENKEL AG + CO KGAA | | COMMON STOCK | | | 18,627 | | | | | | 1,795,868 | |
| | | HENKEL AG + CO KGAA VORZUG | | PREFERENCE | | | 30,281 | | | | | | 3,417,494 | |
| | | HENNES + MAURITZ AB B SHS | | COMMON STOCK | | | 145,624 | | | | | | 3,047,420 | |
| | | HENNGE KK | | COMMON STOCK | | | 900 | | | | | | 72,178 | |
| | | HERA SPA | | COMMON STOCK EUR1.0 | | | 142,375 | | | | | | 521,903 | |
| | | HERFY FOOD SERVICES CO | | COMMON STOCK SAR10.0 | | | 3,840 | | | | | | 61,004 | |
| | | HERMES INTERNATIONAL | | COMMON STOCK | | | 5,438 | | | | | | 5,856,877 | |
| | | HEXAGON AB B SHS | | COMMON STOCK EUR.22 | | | 47,816 | | | | | | 4,362,271 | |
| | | HEXPOL AB | | COMMON STOCK SEK.2 | | | 35,215 | | | | | | 377,036 | |
| | | HI SUN TECHNOLOGY CHINA LTD | | COMMON STOCK HKD.0025 | | | 327,000 | | | | | | 42,674 | |
| | | HIBERNIA REIT PLC | | REIT EUR.1 | | | 255,584 | | | | | | 362,161 | |
| | | HIBIYA ENGINEERING LTD | | COMMON STOCK | | | 2,800 | | | | | | 51,508 | |
| | | HIDAY HIDAKA CORP | | COMMON STOCK | | | 6,900 | | | | | | 116,042 | |
| | | HIGHWEALTH CONSTRUCTION CORP | | COMMON STOCK TWD10.0 | | | 233,200 | | | | | | 380,610 | |
| | | HIKARI TSUSHIN INC | | COMMON STOCK | | | 3,800 | | | | | | 888,628 | |
| | | HIKMA PHARMACEUTICALS PLC | | COMMON STOCK GBP.1 | | | 26,533 | | | | | | 1,016,176 | |
| | | HILAN LTD | | COMMON STOCK ILS1. | | | 2,594 | | | | | | 123,280 | |
| | | HILL + SMITH HOLDINGS PLC | | COMMON STOCK GBP.25 | | | 13,635 | | | | | | 263,221 | |
| | | HINO MOTORS LTD | | COMMON STOCK | | | 49,000 | | | | | | 419,748 | |
| | | HIOKI E E CORP | | COMMON STOCK | | | 2,900 | | | | | | 117,540 | |
| | | HIRATA CORP | | COMMON STOCK | | | 1,500 | | | | | | 112,345 | |
| | | HIROGIN HOLDINGS INC | | COMMON STOCK | | | 52,500 | | | | | | 295,399 | |
| | | HIROSE ELECTRIC CO LTD | | COMMON STOCK | | | 5,500 | | | | | | 833,930 | |
| | | HISAMITSU PHARMACEUTICAL CO | | COMMON STOCK | | | 9,400 | | | | | | 558,942 | |
| | | HISCOX LTD | | COMMON STOCK GBP.065 | | | 53,996 | | | | | | 813,805 | |
| | | HITACHI CAPITAL CORP | | COMMON STOCK | | | 8,400 | | | | | | 203,148 | |
| | | HITACHI CONSTRUCTION MACHINE | | COMMON STOCK | | | 20,200 | | | | | | 576,055 | |
| | | HITACHI LTD | | COMMON STOCK | | | 163,300 | | | | | | 6,444,347 | |
| | | HITACHI METALS LTD | | COMMON STOCK | | | 38,000 | | | | | | 578,909 | |
| | | HITACHI TRANSPORT SYSTEM LTD | | COMMON STOCK | | | 7,900 | | | | | | 235,278 | |
| | | HITACHI ZOSEN CORP | | COMMON STOCK | | | 39,900 | | | | | | 220,610 | |
| | | HITE JINRO CO LTD | | COMMON STOCK KRW5000.0 | | | 5,364 | | | | | | 157,628 | |
| | | HITHINK ROYALFLUSH INFORMA A | | COMMON STOCK CNY1.0 | | | 7,100 | | | | | | 135,046 | |
| | | HIWIN TECHNOLOGIES CORP | | COMMON STOCK TWD10. | | | 51,474 | | | | | | 704,648 | |
| | | HK ELECTRIC INVESTMENTS SS | | STAPLED SECURITY HKD.0005 | | | 429,500 | | | | | | 422,645 | |
| | | HKBN LTD | | COMMON STOCK HKD.0001 | | | 128,000 | | | | | | 198,140 | |
| | | HKT TRUST AND HKT LTD SS | | STAPLED SECURITY HKD.0005 | | | 582,000 | | | | | | 755,376 | |
| | | HLB INC | | COMMON STOCK KRW500. | | | 6,696 | | | | | | 569,001 | |
| | | HLB LIFE SCIENCE CO LTD | | COMMON STOCK KRW500.0 | | | 13,273 | | | | | | 333,492 | |
| | | HLS THERAPEUTICS INC | | COMMON STOCK | | | 3,500 | | | | | | 49,457 | |
| | | HMM CO LTD | | COMMON STOCK KRW5000.0 | | | 61,843 | | | | | | 795,512 | |
| | | HOCHIKI CORP | | COMMON STOCK | | | 2,500 | | | | | | 30,920 | |
| | | HOCHSCHILD MINING PLC | | COMMON STOCK GBP.25 | | | 44,095 | | | | | | 125,673 | |
| | | HOCHTIEF AG | | COMMON STOCK | | | 4,203 | | | | | | 409,215 | |
| | | HOGY MEDICAL CO LTD | | COMMON STOCK | | | 3,900 | | | | | | 126,928 | |
| | | HOKKAIDO ELECTRIC POWER CO | | COMMON STOCK | | | 30,800 | | | | | | 112,050 | |
| | | HOKKOKU BANK LTD/THE | | COMMON STOCK | | | 4,400 | | | | | | 111,789 | |
| | | HOKUETSU CORP | | COMMON STOCK | | | 17,500 | | | | | | 69,646 | |
| | | HOKUHOKU FINANCIAL GROUP INC | | COMMON STOCK | | | 26,000 | | | | | | 248,729 | |
| | | HOKURIKU ELECTRIC POWER CO | | COMMON STOCK | | | 32,800 | | | | | | 215,341 | |
| | | HOKUTO CORP | | COMMON STOCK | | | 4,100 | | | | | | 83,107 | |
| | | HOLDING CO ADMIE IPTO SA | | COMMON STOCK EUR2.12 | | | 19,907 | | | | | | 64,655 | |
| | | HOLMEN AB B SHARES | | COMMON STOCK SEK25.0 | | | 16,989 | | | | | | 815,888 | |
| | | HOLY STONE ENTERPRISE CO LTD | | COMMON STOCK TWD10. | | | 20,000 | | | | | | 83,248 | |
| | | HOME CAPITAL GROUP INC | | COMMON STOCK | | | 5,400 | | | | | | 195,841 | |
| | | HOME CONSORTIUM | | REIT | | | 12,739 | | | | | | 39,304 | |
| | | HOME PRODUCT CENTER PCL FOR | | FOREIGN SH. THB1.0 A | | | 516,300 | | | | | | 236,092 | |
| | | HOME PRODUCT CENTER PCL NVDR | | NVDR THB1.0 | | | 575,300 | | | | | | 262,685 | |
| | | HOME24 SE | | COMMON STOCK | | | 4,264 | | | | | | 116,886 | |
| | | HOMESERVE PLC | | COMMON STOCK GBP.0269231 | | | 48,730 | | | | | | 724,160 | |
| | | HON HAI PRECISION INDUSTRY | | COMMON STOCK TWD10. | | | 2,210,646 | | | | | | 7,218,529 | |
| | | HONDA MOTOR CO LTD | | COMMON STOCK | | | 277,100 | | | | | | 7,739,663 | |
| | | HONG KONG + CHINA GAS | | COMMON STOCK | | | 1,775,471 | | | | | | 2,655,987 | |
| | | HONG KONG DOLLAR | | FOREIGN CURRENCY | | | 11,203,520 | | | | | | 1,444,898 | |
| | | HONG KONG EXCHANGES + CLEAR | | COMMON STOCK | | | 205,627 | | | | | | 11,307,519 | |
| | | HONG LEONG BANK BERHAD | | COMMON STOCK | | | 126,386 | | | | | | 574,297 | |
| | | HONG LEONG FINANCIAL GROUP | | COMMON STOCK | | | 65,291 | | | | | | 293,704 | |
| | | HONGKONG LAND HOLDINGS LTD | | COMMON STOCK USD.1 | | | 177,700 | | | | | | 734,090 | |
| | | HOPE EDUCATION GROUP CO LTD | | COMMON STOCK USD.00001 | | | 304,000 | | | | | | 84,671 | |
| | | HOPSON DEVELOPMENT HOLDINGS | | COMMON STOCK HKD.1 | | | 114,000 | | | | | | 288,596 | |
| | | HORIBA LTD | | COMMON STOCK | | | 6,100 | | | | | | 358,397 | |
| | | HORNBACH BAUMARKT AG | | COMMON STOCK | | | 1,352 | | | | | | 58,947 | |
| | | HORNBACH HOLDING AG + CO KGA | | COMMON STOCK | | | 1,941 | | | | | | 186,925 | |
| | | HOSHINO RESORTS REIT INC | | REIT | | | 41 | | | | | | 200,138 | |
| | | HOSHIZAKI CORP | | COMMON STOCK | | | 8,600 | | | | | | 790,336 | |
| | | HOSIDEN CORP | | COMMON STOCK | | | 11,100 | | | | | | 106,912 | |
| | | HOSOKAWA MICRON CORP | | COMMON STOCK | | | 1,100 | | | | | | 67,866 | |
| | | HOTA INDUSTRIAL MFG CO LTD | | COMMON STOCK TWD10. | | | 40,000 | | | | | | 149,215 | |
| | | HOTAI MOTOR COMPANY LTD | | COMMON STOCK TWD10. | | | 47,000 | | | | | | 1,079,324 | |
| | | HOTEL CHOCOLAT GROUP PLC | | COMMON STOCK GBP.001 | | | 6,080 | | | | | | 35,017 | |
| | | HOTEL SHILLA CO LTD | | COMMON STOCK KRW5000.0 | | | 6,450 | | | | | | 488,336 | |
| | | HOUSE FOODS GROUP INC | | COMMON STOCK | | | 10,200 | | | | | | 387,333 | |
| | | HOWDEN JOINERY GROUP PLC | | COMMON STOCK GBP.1 | | | 93,345 | | | | | | 962,137 | |
| | | HOYA CORP | | COMMON STOCK | | | 63,900 | | | | | | 8,833,691 | |
| | | HSBC HOLDINGS PLC | | COMMON STOCK USD.5 | | | 3,426,505 | | | | | | 18,134,447 | |
| | | HT+E LTD | | COMMON STOCK | | | 52,180 | | | | | | 74,671 | |
| | | HTC CORP | | COMMON STOCK TWD10.0 | | | 122,077 | | | | | | 133,449 | |
| | | HUA HONG SEMICONDUCTOR LTD | | COMMON STOCK | | | 66,000 | | | | | | 374,175 | |
| | | HUA NAN FINANCIAL HOLDINGS C | | COMMON STOCK TWD10. | | | 1,567,095 | | | | | | 1,018,989 | |
| | | HUABAO INTERNATIONAL HOLDING | | COMMON STOCK HKD.1 | | | 142,000 | | | | | | 196,160 | |
| | | HUADIAN POWER INTL CORP A | | COMMON STOCK CNY1.0 | | | 54,000 | | | | | | 28,078 | |
| | | HUADONG MEDICINE CO LTD A | | COMMON STOCK CNY1.0 | | | 19,000 | | | | | | 77,356 | |
| | | HUAKU DEVELOPMENT CO LTD | | COMMON STOCK TWD10.0 | | | 43,000 | | | | | | 134,254 | |
| | | HUALAN BIOLOGICAL ENGINEER A | | COMMON STOCK CNY1.0 | | | 30,810 | | | | | | 199,721 | |
| | | HUAMI CORP ADR | | ADR USD.0001 | | | 4,100 | | | | | | 48,585 | |
| | | HUANENG POWER INTL INC A | | COMMON STOCK CNY1.0 | | | 58,515 | | | | | | 40,115 | |
| | | HUANENG POWER INTL INC H | | COMMON STOCK CNY1.0 | | | 754,000 | | | | | | 275,600 | |
| | | HUANGSHAN TOURISM DEVELOP B | | COMMON STOCK CNY1. | | | 26,200 | | | | | | 19,495 | |
| | | HUATAI SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 80,100 | | | | | | 220,983 | |
| | | HUATAI SECURITIES CO LTD H | | COMMON STOCK CNY1.0 | | | 300,900 | | | | | | 473,721 | |
| | | HUAXI SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 9,200 | | | | | | 17,590 | |
| | | HUAXIA BANK CO LTD A | | COMMON STOCK CNY1.0 | | | 185,900 | | | | | | 177,683 | |
| | | HUAYU AUTOMOTIVE SYSTEMS A | | COMMON STOCK CNY1.0 | | | 26,100 | | | | | | 115,252 | |
| | | HUAZHU GROUP LTD ADR | | ADR | | | 23,900 | | | | | | 1,220,317 | |
| | | HUB POWER COMPANY | | COMMON STOCK PKR10.0 | | | 229,802 | | | | | | 113,647 | |
| | | HUB24 LTD | | COMMON STOCK | | | 1,656 | | | | | | 92,484 | |
| | | HUBEI BIOCAUSE PHARMACEUTI A | | COMMON STOCK CNY1.0 | | | 165,500 | | | | | | 123,394 | |
| | | HUBER SUHNER AG REG | | COMMON STOCK CHF.25 | | | 2,689 | | | | | | 213,058 | |
| | | HUDBAY MINERALS INC | | COMMON STOCK | | | 21,500 | | | | | | 280,550 | |
| | | HUFVUDSTADEN AB A SHS | | COMMON STOCK SEK5.0 | | | 25,810 | | | | | | 427,866 | |
| | | HUGEL INC | | COMMON STOCK KRW500.0 | | | 1,749 | | | | | | 302,603 | |
| | | HUGO BOSS AG ORD | | COMMON STOCK | | | 10,171 | | | | | | 339,710 | |
| | | HUHTAMAKI OYJ | | COMMON STOCK | | | 16,644 | | | | | | 860,437 | |
| | | HUISHAN DAIRY | | COMMON STOCK | | | 420,500 | | | | | | 22,777 | |
| | | HULIC CO LTD | | COMMON STOCK | | | 55,300 | | | | | | 608,205 | |
| | | HULIC REIT INC | | REIT | | | 239 | | | | | | 356,525 | |
| | | HUMANSOFT HOLDING CO KSC | | COMMON STOCK KWD.1 | | | 15,550 | | | | | | 194,196 | |
| | | HUNDSUN TECHNOLOGIES INC A | | COMMON STOCK CNY1.0 | | | 8,710 | | | | | | 140,022 | |
| | | HUNG SHENG CONSTRUCTION LTD | | COMMON STOCK TWD10.0 | | | 70,988 | | | | | | 49,503 | |
| | | HUNGARIAN FORINT | | FOREIGN CURRENCY | | | 6,229,126 | | | | | | 21,015 | |
| | | HUNTING PLC | | COMMON STOCK GBP.25 | | | 24,060 | | | | | | 73,439 | |
| | | HUSKY ENERGY INC | | COMMON STOCK | | | 64,331 | | | | | | 318,120 | |
| | | HUSQVARNA AB B SHS | | COMMON STOCK SEK2.0 | | | 76,685 | | | | | | 993,844 | |
| | | HUTCHISON CHINA MEDITECH ADR | | ADR | | | 9,900 | | | | | | 316,998 | |
| | | HUTCHISON PORT HOLDINGS TR U | | UNIT | | | 960,500 | | | | | | 190,336 | |
| | | HUTCHISON TELECOMM HONG KONG | | COMMON STOCK HKD.25 | | | 264,000 | | | | | | 39,486 | |
| | | HUYA INC ADR | | ADR USD.0001 | | | 11,000 | | | | | | 219,230 | |
| | | HYAKUGO BANK LTD/THE | | COMMON STOCK | | | 37,500 | | | | | | 108,937 | |
| | | HYDRO ONE LTD | | COMMON STOCK | | | 56,800 | | | | | | 1,277,331 | |
| | | HYOSUNG ADVANCED MATERIALS C | | COMMON STOCK KRW5000.0 | | | 569 | | | | | | 78,314 | |
| | | HYOSUNG CHEMICAL CORP | | COMMON STOCK KRW5000.0 | | | 405 | | | | | | 58,148 | |
| | | HYOSUNG CORPORATION | | COMMON STOCK KRW5000. | | | 1,753 | | | | | | 123,507 | |
| | | HYOSUNG TNC CO LTD | | COMMON STOCK KRW5000.0 | | | 549 | | | | | | 106,351 | |
| | | HYPERA SA | | COMMON STOCK | | | 90,511 | | | | | | 599,495 | |
| | | HYPOPORT SE | | COMMON STOCK | | | 672 | | | | | | 423,571 | |
| | | HYSAN DEVELOPMENT CO | | COMMON STOCK | | | 111,173 | | | | | | 408,808 | |
| | | HYUNDAI AUTOEVER CORP | | COMMON STOCK KRW500.0 | | | 892 | | | | | | 101,719 | |
| | | HYUNDAI CONSTRUCTION EQUIPME | | COMMON STOCK KRW5000.0 | | | 2,466 | | | | | | 74,585 | |
| | | HYUNDAI DEPT STORE CO | | COMMON STOCK KRW5000. | | | 3,293 | | | | | | 216,237 | |
| | | HYUNDAI ELECTRIC + ENERGY SY | | COMMON STOCK KRW5000.0 | | | 5,155 | | | | | | 78,151 | |
| | | HYUNDAI ELEVATOR CO. | | COMMON STOCK KRW5000. | | | 6,214 | | | | | | 227,715 | |
| | | HYUNDAI ENGINEERING + CONST | | COMMON STOCK KRW5000. | | | 15,435 | | | | | | 533,143 | |
| | | HYUNDAI GLOVIS CO LTD | | COMMON STOCK KRW500. | | | 3,609 | | | | | | 613,173 | |
| | | HYUNDAI GREENFOOD CO LTD | | COMMON STOCK KRW500.0 | | | 12,830 | | | | | | 103,535 | |
| | | HYUNDAI HEAVY INDUSTRIES HOL | | COMMON STOCK KRW1000.0 | | | 1,724 | | | | | | 450,367 | |
| | | HYUNDAI MARINE + FIRE INS CO | | COMMON STOCK KRW500. | | | 14,250 | | | | | | 298,035 | |
| | | HYUNDAI MIPO DOCKYARD | | COMMON STOCK KRW5000. | | | 7,098 | | | | | | 312,897 | |
| | | HYUNDAI MOBIS CO LTD | | COMMON STOCK KRW5000. | | | 11,097 | | | | | | 2,617,797 | |
| | | HYUNDAI MOTOR CO | | COMMON STOCK KRW5000. | | | 25,634 | | | | | | 4,547,866 | |
| | | HYUNDAI MOTOR CO LTD 2ND PRF | | PREFERENCE | | | 7,360 | | | | | | 608,782 | |
| | | HYUNDAI MOTOR CO LTD PRF | | PREFERENCE | | | 4,745 | | | | | | 387,639 | |
| | | HYUNDAI ROTEM COMPANY | | COMMON STOCK KRW5000.0 | | | 5,431 | | | | | | 86,267 | |
| | | HYUNDAI STEEL CO | | COMMON STOCK KRW5000. | | | 14,560 | | | | | | 532,610 | |
| | | HYUNDAI WIA CORP | | COMMON STOCK KRW5000.0 | | | 6,840 | | | | | | 337,976 | |
| | | IA FINANCIAL CORP INC | | COMMON STOCK | | | 16,300 | | | | | | 792,617 | |
| | | IAMGOLD CORP | | COMMON STOCK | | | 81,350 | | | | | | 298,198 | |
| | | IBERDROLA SA | | COMMON STOCK EUR.75 | | | 1,016,108 | | | | | | 14,752,904 | |
| | | IBF FINANCIAL HOLDINGS CO LT | | COMMON STOCK TWD10.0 | | | 428,355 | | | | | | 196,113 | |
| | | IBIDEN CO LTD | | COMMON STOCK | | | 17,800 | | | | | | 827,396 | |
| | | IBSTOCK PLC | | COMMON STOCK GBP.01 | | | 70,287 | | | | | | 198,552 | |
| | | ICA GRUPPEN AB | | COMMON STOCK SEK2.5 | | | 17,383 | | | | | | 870,150 | |
| | | ICADE | | REIT | | | 5,474 | | | | | | 421,666 | |
| | | ICHIBANYA CO LTD | | COMMON STOCK | | | 3,400 | | | | | | 169,856 | |
| | | ICHIGO INC | | COMMON STOCK | | | 46,300 | | | | | | 139,385 | |
| | | ICHIGO OFFICE REIT INVESTMEN | | REIT | | | 211 | | | | | | 152,068 | |
| | | ICL GROUP LTD | | COMMON STOCK ILS1.0 | | | 116,140 | | | | | | 593,267 | |
| | | ICOM INC | | COMMON STOCK | | | 3,400 | | | | | | 89,657 | |
| | | ID LOGISTICS GROUP | | COMMON STOCK EUR.5 | | | 27 | | | | | | 7,481 | |
| | | IDEAGEN PLC | | COMMON STOCK GBP.01 | | | 30,954 | | | | | | 116,384 | |
| | | IDEC CORP | | COMMON STOCK | | | 5,200 | | | | | | 92,193 | |
| | | IDEMITSU KOSAN CO LTD | | COMMON STOCK | | | 32,655 | | | | | | 719,093 | |
| | | IDOM INC | | COMMON STOCK | | | 9,800 | | | | | | 52,021 | |
| | | IDORSIA LTD | | COMMON STOCK CHF.05 | | | 18,386 | | | | | | 530,480 | |
| | | IDP EDUCATION LTD | | COMMON STOCK | | | 16,321 | | | | | | 336,169 | |
| | | IEI INTEGRATION CORP | | COMMON STOCK TWD10. | | | 125,872 | | | | | | 243,578 | |
| | | IFLYTEK CO LTD A | | COMMON STOCK CNY1.0 | | | 18,200 | | | | | | 113,973 | |
| | | IG DESIGN GROUP PLC | | COMMON STOCK GBP.05 | | | 5,000 | | | | | | 106,922 | |
| | | IG GROUP HOLDINGS PLC | | COMMON STOCK GBP.00005 | | | 56,972 | | | | | | 745,633 | |
| | | IGB REAL ESTATE INVESTMENT T | | REIT | | | 674,200 | | | | | | 288,343 | |
| | | IGG INC | | COMMON STOCK USD.0000025 | | | 255,000 | | | | | | 267,890 | |
| | | IGM FINANCIAL INC | | COMMON STOCK | | | 15,400 | | | | | | 417,154 | |
| | | IGO LTD | | COMMON STOCK | | | 97,014 | | | | | | 532,591 | |
| | | IGO NL | | EXP 15JAN21 | | | 10,212 | | | | | | 14,027 | |
| | | IGUATEMI EMP DE SHOPPING | | COMMON STOCK | | | 22,800 | | | | | | 163,944 | |
| | | IHH HEALTHCARE BHD | | COMMON STOCK | | | 526,200 | | | | | | 720,802 | |
| | | IHI CORP | | COMMON STOCK | | | 22,200 | | | | | | 442,009 | |
| | | IIDA GROUP HOLDINGS CO LTD | | COMMON STOCK | | | 24,500 | | | | | | 495,370 | |
| | | IINO KAIUN KAISHA LTD | | COMMON STOCK | | | 13,200 | | | | | | 54,937 | |
| | | IJM CORP BHD | | COMMON STOCK | | | 572,680 | | | | | | 246,713 | |
| | | ILIAD SA | | COMMON STOCK | | | 2,714 | | | | | | 558,411 | |
| | | ILJIN MATERIALS CO LTD | | COMMON STOCK KRW500. | | | 3,779 | | | | | | 176,381 | |
| | | ILLIMITY BANK SPA | | COMMON STOCK | | | 17,447 | | | | | | 191,738 | |
| | | ILUKA RESOURCES LTD | | COMMON STOCK | | | 77,882 | | | | | | 390,358 | |
| | | ILYANG PHARMACEUTICAL CO LTD | | COMMON STOCK KRW2500. | | | 2,271 | | | | | | 137,637 | |
| | | IMCD NV | | COMMON STOCK EUR.16 | | | 9,539 | | | | | | 1,213,904 | |
| | | IMERYS SA | | COMMON STOCK EUR2.0 | | | 3,191 | | | | | | 275,195 | |
| | | IMI PLC | | COMMON STOCK GBP.2857 | | | 42,238 | | | | | | 743,568 | |
| | | IMMOBILIARE GRANDE DISTRIBUZ | | REIT | | | 10,011 | | | | | | 44,229 | |
| | | IMMOFINANZ AG | | COMMON STOCK | | | 21,977 | | | | | | 456,507 | |
| | | IMPALA PLATINUM HOLDINGS LTD | | COMMON STOCK NPV | | | 126,515 | | | | | | 1,740,586 | |
| | | IMPERIAL BRANDS PLC | | COMMON STOCK GBP.1 | | | 162,419 | | | | | | 3,411,270 | |
| | | IMPERIAL LOGISTICS LTD | | COMMON STOCK ZAR.04 | | | 35,255 | | | | | | 89,749 | |
| | | IMPERIAL OIL LTD | | COMMON STOCK | | | 44,440 | | | | | | 842,755 | |
| | | IMPLENIA AG REG | | COMMON STOCK CHF1.02 | | | 2,459 | | | | | | 66,848 | |
| | | INABA DENKI SANGYO CO LTD | | COMMON STOCK | | | 8,800 | | | | | | 215,704 | |
| | | INABATA + CO LTD | | COMMON STOCK | | | 7,000 | | | | | | 97,969 | |
| | | INAGEYA CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 70,693 | |
| | | INARI AMERTRON BHD | | COMMON STOCK | | | 361,200 | | | | | | 247,953 | |
| | | INCHCAPE PLC | | COMMON STOCK GBP.1 | | | 67,492 | | | | | | 594,303 | |
| | | INCITEC PIVOT LTD | | COMMON STOCK | | | 295,078 | | | | | | 557,688 | |
| | | IND + COMM BK OF CHINA A | | COMMON STOCK CNY1.0 | | | 862,547 | | | | | | 658,808 | |
| | | IND + COMM BK OF CHINA H | | COMMON STOCK CNY1.0 | | | 11,075,160 | | | | | | 7,204,654 | |
| | | INDAH KIAT PULP + PAPER TBK | | COMMON STOCK IDR1000. | | | 531,500 | | | | | | 394,969 | |
| | | INDIVIOR PLC | | COMMON STOCK USD.1 | | | 125,698 | | | | | | 188,005 | |
| | | INDOCEMENT TUNGGAL PRAKARSA | | COMMON STOCK IDR500. | | | 357,500 | | | | | | 368,847 | |
| | | INDOFOOD CBP SUKSES MAKMUR T | | COMMON STOCK IDR50.0 | | | 798,500 | | | | | | 544,617 | |
| | | INDOFOOD SUKSES MAKMUR TBK P | | COMMON STOCK IDR100. | | | 705,300 | | | | | | 343,880 | |
| | | INDONESIAN RUPIAH | | FOREIGN CURRENCY | | | 8,048,235,128 | | | | | | 572,828 | |
| | | INDORAMA VENTURES PCL NVDR | | NVDR THB1.0 | | | 275,800 | | | | | | 340,662 | |
| | | INDRA SISTEMAS SA | | COMMON STOCK EUR.2 | | | 23,539 | | | | | | 201,251 | |
| | | INDUS HOLDING AG | | COMMON STOCK | | | 3,441 | | | | | | 135,164 | |
| | | INDUSTRIA DE DISENO TEXTIL | | COMMON STOCK EUR.03 | | | 184,966 | | | | | | 5,939,432 | |
| | | INDUSTRIA MACCHINE AUTOMATIC | | COMMON STOCK EUR.52 | | | 3,921 | | | | | | 325,738 | |
| | | INDUSTRIAL + INFRASTRUCTURE | | REIT | | | 315 | | | | | | 581,626 | |
| | | INDUSTRIAL BANK CO LTD A | | COMMON STOCK CNY1.0 | | | 226,100 | | | | | | 721,824 | |
| | | INDUSTRIAL BANK OF KOREA | | COMMON STOCK KRW5000. | | | 52,910 | | | | | | 430,887 | |
| | | INDUSTRIAL SECURITIES CO A | | COMMON STOCK CNY1.0 | | | 72,900 | | | | | | 96,989 | |
| | | INDUSTRIAS PENOLES SAB DE CV | | COMMON STOCK | | | 23,970 | | | | | | 406,969 | |
| | | INDUSTRIVARDEN AB A SHS | | COMMON STOCK SEK2.5 | | | 18,032 | | | | | | 604,067 | |
| | | INDUSTRIVARDEN AB C SHS | | COMMON STOCK SEK2.5 | | | 30,377 | | | | | | 985,642 | |
| | | INDUTRADE AB | | COMMON STOCK SEK1.0 | | | 43,341 | | | | | | 930,856 | |
| | | INES CORP | | COMMON STOCK | | | 3,300 | | | | | | 44,674 | |
| | | INESA INTELLIGENT TECH INC B | | COMMON STOCK CNY1.0 | | | 70,800 | | | | | | 31,831 | |
| | | INFICON HOLDING AG REG | | COMMON STOCK CHF5.0 | | | 352 | | | | | | 321,589 | |
| | | INFINEON TECHNOLOGIES AG | | COMMON STOCK | | | 221,961 | | | | | | 8,531,369 | |
| | | INFO SERVICES INTL DENTSU | | COMMON STOCK | | | 6,000 | | | | | | 181,829 | |
| | | INFOCOM CORP | | COMMON STOCK | | | 3,200 | | | | | | 104,724 | |
| | | INFOMART CORP | | COMMON STOCK | | | 33,500 | | | | | | 319,976 | |
| | | INFORMA PLC | | COMMON STOCK GBP.001 | | | 234,851 | | | | | | 1,926,276 | |
| | | INFRAESTRUCTURA ENERGETICA N | | COMMON STOCK | | | 85,600 | | | | | | 335,303 | |
| | | INFRASTRUTTURE WIRELESS ITAL | | COMMON STOCK NPV | | | 37,750 | | | | | | 458,320 | |
| | | INFRATIL LTD | | COMMON STOCK | | | 120,093 | | | | | | 630,965 | |
| * | | ING GROEP NV | | COMMON STOCK EUR.01 | | | 670,489 | | | | | | 6,361,667 | |
| | | INGENIA COMMUNITIES GROUP | | REIT | | | 46,081 | | | | | | 175,043 | |
| | | INGHAMS GROUP LTD | | COMMON STOCK | | | 55,569 | | | | | | 133,862 | |
| | | INMOBILIARIA COLONIAL SOCIMI | | REIT EUR2.5 | | | 47,670 | | | | | | 468,477 | |
| | | INNATE PHARMA SA | | COMMON STOCK EUR.05 | | | 16,136 | | | | | | 68,182 | |
| | | INNER MONGOLIA BAOTOU STE A | | COMMON STOCK CNY1.0 | | | 378,000 | | | | | | 67,679 | |
| | | INNER MONGOLIA EERDUOSI RE B | | COMMON STOCK CNY1. | | | 72,400 | | | | | | 70,375 | |
| | | INNER MONGOLIA JUNZHENG EN A | | COMMON STOCK CNY1.0 | | | 363,000 | | | | | | 275,592 | |
| | | INNER MONGOLIA YILI INDUS A | | COMMON STOCK CNY1.0 | | | 66,400 | | | | | | 451,154 | |
| | | INNER MONGOLIA YITAI COAL B | | COMMON STOCK CNY1. | | | 329,200 | | | | | | 184,356 | |
| | | INNERGEX RENEWABLE ENERGY | | COMMON STOCK | | | 20,988 | | | | | | 450,896 | |
| | | INNOLUX CORP | | COMMON STOCK TWD10.0 | | | 1,604,604 | | | | | | 802,341 | |
| | | INNOVENT BIOLOGICS INC | | COMMON STOCK USD.00001 | | | 171,000 | | | | | | 1,815,886 | |
| | | INPEX CORP | | COMMON STOCK | | | 176,200 | | | | | | 952,279 | |
| | | INR MSCI EMG MKTS CTF | | MUTUAL FUNDS | | | 2,611,979 | | | | | | 147,874,551 | |
| | | INSOURCE CO LTD | | COMMON STOCK | | | 4,800 | | | | | | 79,481 | |
| | | INSPUR ELECTRONIC INFORMAT A | | COMMON STOCK CNY1.0 | | | 15,680 | | | | | | 64,607 | |
| | | INSTITUTO HERMES PARDINI SA | | COMMON STOCK | | | 5,700 | | | | | | 24,943 | |
| | | INSURANCE AUSTRALIA GROUP | | COMMON STOCK | | | 417,621 | | | | | | 1,516,558 | |
| | | INTACT FINANCIAL CORP | | COMMON STOCK | | | 24,700 | | | | | | 2,922,122 | |
| | | INTEGRAFIN HOLDINGS PLC | | COMMON STOCK GBP.01 | | | 51,174 | | | | | | 387,911 | |
| | | INTEGRAL DIAGNOSTICS LTD | | COMMON STOCK | | | 14,247 | | | | | | 47,511 | |
| | | INTEGRATED HOLDING CO KCSC | | COMMON STOCK | | | 24,255 | | | | | | 29,183 | |
| | | INTER PIPELINE LTD | | COMMON STOCK | | | 75,000 | | | | | | 698,783 | |
| | | INTER RAO UES PJSC | | COMMON STOCK RUB2.80977 | | | 5,789,000 | | | | | | 416,617 | |
| | | INTERCONTINENTAL HOTELS GROU | | COMMON STOCK GBP.2085213 | | | 28,486 | | | | | | 1,922,861 | |
| | | INTERFOR CORP | | COMMON STOCK | | | 12,400 | | | | | | 231,356 | |
| | | INTERMEDIATE CAPITAL GROUP | | COMMON STOCK GBP.2625 | | | 45,099 | | | | | | 1,171,766 | |
| | | INTERNATIONAL CSRC INVEST | | COMMON STOCK TWD10.0 | | | 131,080 | | | | | | 120,881 | |
| | | INTERNATIONAL GAMES SYSTEM C | | COMMON STOCK TWD10.0 | | | 8,000 | | | | | | 216,541 | |
| | | INTERNET INITIATIVE JAPAN | | COMMON STOCK | | | 13,500 | | | | | | 266,188 | |
| | | INTERPARFUMS SA | | COMMON STOCK EUR3.0 | | | 2,933 | | | | | | 154,101 | |
| | | INTERPUMP GROUP SPA | | COMMON STOCK EUR.52 | | | 13,830 | | | | | | 684,330 | |
| | | INTERRENT REAL ESTATE INVEST | | REIT | | | 10,823 | | | | | | 116,301 | |
| | | INTERROLL HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 135 | | | | | | 411,482 | |
| | | INTERSHOP HOLDING AG | | COMMON STOCK CHF10.0 | | | 210 | | | | | | 146,086 | |
| | | INTERTAPE POLYMER GROUP INC | | COMMON STOCK | | | 10,400 | | | | | | 197,061 | |
| | | INTERTEK GROUP PLC | | COMMON STOCK GBP.01 | | | 27,698 | | | | | | 2,139,559 | |
| | | INTERTRUST NV | | COMMON STOCK EUR.6 | | | 11,252 | | | | | | 191,243 | |
| | | INTERVEST OFFICES+WAREHOUSES | | REIT | | | 3,526 | | | | | | 97,462 | |
| | | INTESA SANPAOLO | | COMMON STOCK NPV | | | 2,837,972 | | | | | | 6,631,389 | |
| | | INTI AGRI RESOURCES TBK PT | | COMMON STOCK | | | 3,338,100 | | | | | | 11,879 | |
| | | INTL CONTAINER TERM SVCS INC | | COMMON STOCK PHP1. | | | 185,200 | | | | | | 476,409 | |
| | | INTL FLAVORS + FRAGRANCES | | COMMON STOCK USD.125 | | | 1 | | | | | | 55 | |
| | | INTOUCH HOLDINGS PCL NVDR | | NVDR THB1.0 | | | 383,800 | | | | | | 721,309 | |
| | | INTRUM AB | | COMMON STOCK SEK.02 | | | 17,549 | | | | | | 457,007 | |
| | | INVENTEC CORP | | COMMON STOCK TWD10. | | | 523,445 | | | | | | 446,308 | |
| | | INVERSIONES AGUAS METROPOL | | COMMON STOCK | | | 219,181 | | | | | | 181,673 | |
| | | INVERSIONES LA CONSTRUCCION | | COMMON STOCK | | | 9,208 | | | | | | 61,000 | |
| | | INVESCO OFFICE J REIT INC | | REIT | | | 1,602 | | | | | | 235,555 | |
| | | INVESTEC LTD | | COMMON STOCK ZAR.0002 | | | 43,698 | | | | | | 109,713 | |
| | | INVESTEC PLC | | COMMON STOCK GBP.0002 | | | 119,459 | | | | | | 308,715 | |
| | | INVESTMENT AB LATOUR B SHS | | COMMON STOCK | | | 27,276 | | | | | | 665,474 | |
| | | INVESTOR AB B SHS | | COMMON STOCK SEK6.25 | | | 77,916 | | | | | | 5,705,101 | |
| | | INVINCIBLE INVESTMENT CORP | | REIT | | | 882 | | | | | | 283,965 | |
| | | INVOCARE LTD | | COMMON STOCK | | | 28,313 | | | | | | 250,355 | |
| | | IOI CORP BHD | | COMMON STOCK | | | 638,932 | | | | | | 694,113 | |
| | | IOMART GROUP PLC | | COMMON STOCK GBP.01 | | | 9,527 | | | | | | 41,643 | |
| | | ION BEAM APPLICATIONS | | COMMON STOCK | | | 3,770 | | | | | | 56,309 | |
| | | IOOF HOLDINGS LTD | | COMMON STOCK | | | 58,062 | | | | | | 230,995 | |
| | | IP GROUP PLC | | COMMON STOCK GBP.02 | | | 88,896 | | | | | | 120,818 | |
| | | IPH LTD | | COMMON STOCK | | | 42,072 | | | | | | 208,858 | |
| | | IPSEN | | COMMON STOCK EUR1.0 | | | 5,775 | | | | | | 536,075 | |
| | | IPSOS | | COMMON STOCK EUR.25 | | | 7,997 | | | | | | 271,039 | |
| | | IQE PLC | | COMMON STOCK GBP.01 | | | 136,871 | | | | | | 137,016 | |
| | | IQIYI INC ADR | | ADR USD.00007 | | | 23,500 | | | | | | 833,857 | |
| | | IR JAPAN HOLDINGS LTD | | COMMON STOCK | | | 1,200 | | | | | | 192,129 | |
| | | IRB BRASIL RESSEGUROS SA | | COMMON STOCK | | | 181,766 | | | | | | 287,971 | |
| | | IREN SPA | | COMMON STOCK EUR1. | | | 103,826 | | | | | | 269,818 | |
| | | IRESS LTD | | COMMON STOCK | | | 32,004 | | | | | | 262,291 | |
| | | IRISH RESIDENTIAL PROPERTIES | | REIT EUR.1 | | | 127,289 | | | | | | 233,226 | |
| | | IRISO ELECTRONICS CO LTD | | COMMON STOCK | | | 3,900 | | | | | | 168,665 | |
| | | IRPC PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 3,539,700 | | | | | | 439,509 | |
| | | IRSA PROPIEDADES COMERCI ADR | | ADR | | | 28 | | | | | | 256 | |
| | | IS DONGSEO CO LTD | | COMMON STOCK KRW500.0 | | | 2,363 | | | | | | 116,391 | |
| | | ISEKI + CO LTD | | COMMON STOCK | | | 7,600 | | | | | | 101,963 | |
| | | ISETAN MITSUKOSHI HOLDINGS L | | COMMON STOCK | | | 61,660 | | | | | | 365,601 | |
| | | ISRACARD LTD | | COMMON STOCK | | | 63,603 | | | | | | 215,289 | |
| | | ISRAEL CORP LIMITED/THE | | COMMON STOCK ILS1. | | | 714 | | | | | | 136,633 | |
| | | ISRAEL DISCOUNT BANK A | | COMMON STOCK ILS.1 | | | 206,322 | | | | | | 796,635 | |
| | | ISS A/S | | COMMON STOCK DKK1.0 | | | 27,084 | | | | | | 468,777 | |
| | | ISUZU MOTORS LTD | | COMMON STOCK | | | 99,000 | | | | | | 942,624 | |
| | | ITALGAS SPA | | COMMON STOCK NPV | | | 92,151 | | | | | | 588,959 | |
| | | ITAU CORPBANCA | | ADR | | | 24,273 | | | | | | 120,151 | |
| | | ITAU UNIBANCO HOLDING S PREF | | PREFERENCE | | | 889,997 | | | | | | 5,395,083 | |
| | | ITAUSA SA | | PREFERENCE | | | 824,394 | | | | | | 1,877,328 | |
| | | ITEQ CORP | | COMMON STOCK TWD10. | | | 56,119 | | | | | | 276,615 | |
| | | ITM POWER PLC | | COMMON STOCK GBP.05 | | | 65,811 | | | | | | 462,625 | |
| | | ITO EN LTD | | COMMON STOCK | | | 9,000 | | | | | | 569,538 | |
| | | ITOCHU ADVANCE LOGISTICS INV | | REIT | | | 91 | | | | | | 117,195 | |
| | | ITOCHU CORP | | COMMON STOCK | | | 227,400 | | | | | | 6,550,039 | |
| | | ITOCHU ENEX CO LTD | | COMMON STOCK | | | 9,400 | | | | | | 92,516 | |
| | | ITOCHU SHOKUHIN CO LTD | | COMMON STOCK | | | 1,000 | | | | | | 53,428 | |
| | | ITOCHU TECHNO SOLUTIONS CORP | | COMMON STOCK | | | 16,500 | | | | | | 587,508 | |
| | | ITOHAM YONEKYU HOLDINGS INC | | COMMON STOCK | | | 27,000 | | | | | | 176,259 | |
| | | ITOKURO INC | | COMMON STOCK | | | 2,000 | | | | | | 24,935 | |
| | | ITURAN LOCATION AND CONTROL | | COMMON STOCK ILS.333333 | | | 4,500 | | | | | | 85,725 | |
| | | ITV PLC | | COMMON STOCK GBP.1 | | | 621,742 | | | | | | 908,512 | |
| | | IVANHOE MINES LTD CL A | | COMMON STOCK | | | 79,700 | | | | | | 552,587 | |
| | | IWATANI CORP | | COMMON STOCK | | | 6,900 | | | | | | 425,602 | |
| | | IWG PLC | | COMMON STOCK | | | 126,214 | | | | | | 592,778 | |
| | | IYO BANK LTD/THE | | COMMON STOCK | | | 40,500 | | | | | | 255,552 | |
| | | IZUMI CO LTD | | COMMON STOCK | | | 6,500 | | | | | | 235,645 | |
| | | J FRONT RETAILING CO LTD | | COMMON STOCK | | | 39,600 | | | | | | 313,665 | |
| | | J OIL MILLS INC | | COMMON STOCK | | | 1,700 | | | | | | 58,382 | |
| | | JAC RECRUITMENT CO LTD | | COMMON STOCK | | | 2,500 | | | | | | 45,922 | |
| | | JACCS CO LTD | | COMMON STOCK | | | 3,900 | | | | | | 69,178 | |
| | | JADWA REIT SAUDI FUND | | REIT SAR10.0 | | | 13,131 | | | | | | 49,001 | |
| | | JAFCO GROUP CO LTD | | COMMON STOCK | | | 5,700 | | | | | | 284,839 | |
| | | JAFRON BIOMEDICAL CO LTD A | | COMMON STOCK CNY1.0 | | | 3,990 | | | | | | 41,447 | |
| | | JAMES HARDIE INDUSTRIES CDI | | CDI EUR.59 | | | 73,308 | | | | | | 2,210,652 | |
| | | JAMIESON WELLNESS INC | | COMMON STOCK | | | 7,000 | | | | | | 198,516 | |
| | | JAPAN AIRLINES CO LTD | | COMMON STOCK | | | 24,000 | | | | | | 465,020 | |
| | | JAPAN AIRPORT TERMINAL CO | | COMMON STOCK | | | 7,900 | | | | | | 479,874 | |
| | | JAPAN AVIATION ELECTRONICS | | COMMON STOCK | | | 8,500 | | | | | | 130,421 | |
| | | JAPAN BEST RESCUE SYSTEM CO | | COMMON STOCK | | | 3,000 | | | | | | 26,203 | |
| | | JAPAN DISPLAY INC | | COMMON STOCK | | | 110,600 | | | | | | 48,277 | |
| | | JAPAN ELEVATOR SERVICE HOLDI | | COMMON STOCK | | | 9,300 | | | | | | 236,808 | |
| | | JAPAN EXCELLENT INC | | REIT | | | 216 | | | | | | 267,760 | |
| | | JAPAN EXCHANGE GROUP INC | | COMMON STOCK | | | 87,700 | | | | | | 2,242,638 | |
| | | JAPAN HOTEL REIT INVESTMENT | | REIT | | | 787 | | | | | | 405,941 | |
| | | JAPAN LIFELINE CO LTD | | COMMON STOCK | | | 11,800 | | | | | | 186,318 | |
| | | JAPAN LOGISTICS FUND INC | | REIT | | | 158 | | | | | | 466,006 | |
| | | JAPAN MATERIAL CO LTD | | COMMON STOCK | | | 13,700 | | | | | | 188,133 | |
| | | JAPAN MEDICAL DYNAMIC MKT | | COMMON STOCK | | | 1,900 | | | | | | 43,530 | |
| | | JAPAN METROPOLITAN FUND INVE | | REIT | | | 471 | | | | | | 859,024 | |
| | | JAPAN PETROLEUM EXPLORATION | | COMMON STOCK | | | 7,500 | | | | | | 136,376 | |
| | | JAPAN POST BANK CO LTD | | COMMON STOCK | | | 69,700 | | | | | | 575,852 | |
| | | JAPAN POST HOLDINGS CO LTD | | COMMON STOCK | | | 271,100 | | | | | | 2,112,247 | |
| | | JAPAN POST INSURANCE CO LTD | | COMMON STOCK | | | 40,800 | | | | | | 836,421 | |
| | | JAPAN PRIME REALTY INVESTMEN | | REIT | | | 158 | | | | | | 524,697 | |
| | | JAPAN PULP + PAPER CO LTD | | COMMON STOCK | | | 1,900 | | | | | | 66,817 | |
| | | JAPAN REAL ESTATE INVESTMENT | | REIT | | | 227 | | | | | | 1,311,051 | |
| | | JAPAN SECURITIES FINANCE CO | | COMMON STOCK | | | 14,400 | | | | | | 75,468 | |
| | | JAPAN STEEL WORKS LTD | | COMMON STOCK | | | 10,000 | | | | | | 298,690 | |
| | | JAPAN TOBACCO INC | | COMMON STOCK | | | 202,500 | | | | | | 4,127,054 | |
| | | JAPAN WOOL TEXTILE CO LTD | | COMMON STOCK | | | 6,100 | | | | | | 59,104 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | | 225,393,704 | | | | | | 2,183,096 | |
| | | JAPFA COMFEED INDONES TBK PT | | COMMON STOCK IDR200.0 | | | 629,200 | | | | | | 65,720 | |
| | | JARDINE MATHESON HLDGS LTD | | COMMON STOCK USD.25 | | | 36,000 | | | | | | 2,016,282 | |
| | | JARDINE STRATEGIC HLDGS LTD | | COMMON STOCK USD.05 | | | 34,000 | | | | | | 846,073 | |
| | | JARIR MARKETING CO | | COMMON STOCK SAR10.0 | | | 9,973 | | | | | | 460,955 | |
| | | JASMINE INTL PCL NVDR | | NVDR THB.5 | | | 1,076,200 | | | | | | 113,680 | |
| | | JASTRZEBSKA SPOLKA WEGLOWA S | | COMMON STOCK PLN5. | | | 9,745 | | | | | | 67,910 | |
| | | JAZEERA AIRWAYS CO KSC | | COMMON STOCK KWD.1 | | | 10,177 | | | | | | 24,422 | |
| | | JB FINANCIAL GROUP CO LTD | | COMMON STOCK KRW5000.0 | | | 20,088 | | | | | | 104,341 | |
| | | JB HI FI LTD | | COMMON STOCK | | | 21,177 | | | | | | 794,805 | |
| | | JBS SA | | COMMON STOCK | | | 201,897 | | | | | | 921,945 | |
| | | JCDECAUX SA | | COMMON STOCK | | | 11,753 | | | | | | 268,881 | |
| | | JCR PHARMACEUTICALS CO LTD | | COMMON STOCK | | | 10,800 | | | | | | 255,368 | |
| | | JCU CORP | | COMMON STOCK | | | 4,800 | | | | | | 185,147 | |
| | | JD HEALTH INTERNATIONAL INC | | COMMON STOCK USD.0000005 | | | 37,350 | | | | | | 723,467 | |
| | | JD SPORTS FASHION PLC | | COMMON STOCK GBP.0025 | | | 66,745 | | | | | | 880,399 | |
| | | JD.COM INC ADR | | ADR USD.00002 | | | 148,400 | | | | | | 13,044,360 | |
| | | JDE PEET S NV | | COMMON STOCK | | | 12,650 | | | | | | 571,134 | |
| | | JENOPTIK AG | | COMMON STOCK | | | 9,666 | | | | | | 297,143 | |
| | | JENTECH PRECISION INDUSTRIAL | | COMMON STOCK TWD10.0 | | | 11,000 | | | | | | 96,932 | |
| | | JEOL LTD | | COMMON STOCK | | | 6,400 | | | | | | 302,609 | |
| | | JERONIMO MARTINS | | COMMON STOCK EUR1. | | | 58,022 | | | | | | 982,772 | |
| | | JET2 PLC | | COMMON STOCK GBP.0125 | | | 18,043 | | | | | | 349,726 | |
| | | JFE HOLDINGS INC | | COMMON STOCK | | | 83,000 | | | | | | 797,161 | |
| | | JG SUMMIT HOLDINGS INC | | COMMON STOCK PHP1. | | | 680,820 | | | | | | 1,015,184 | |
| | | JGC HOLDINGS CORP | | COMMON STOCK | | | 38,200 | | | | | | 359,350 | |
| | | JIANGSU EXPRESS CO LTD H | | COMMON STOCK CNY1.0 | | | 310,000 | | | | | | 347,041 | |
| | | JIANGSU HENGLI HYDRAULIC C A | | COMMON STOCK CNY1.0 | | | 14,208 | | | | | | 245,918 | |
| | | JIANGSU HENGRUI MEDICINE C A | | COMMON STOCK CNY1.0 | | | 60,120 | | | | | | 1,027,020 | |
| | | JIANGSU KING S LUCK BREWER A | | COMMON STOCK CNY1.0 | | | 13,700 | | | | | | 120,398 | |
| | | JIANGSU YANGHE BREWERY A | | COMMON STOCK CNY1.0 | | | 16,400 | | | | | | 593,311 | |
| | | JIANGSU YANGNONG CHEMICAL A | | COMMON STOCK CNY1.0 | | | 2,900 | | | | | | 58,562 | |
| | | JIANGXI COPPER CO LTD H | | COMMON STOCK CNY1.0 | | | 284,000 | | | | | | 446,443 | |
| | | JIANGXI ZHENGBANG TECH A | | COMMON STOCK CNY1.0 | | | 26,600 | | | | | | 69,325 | |
| | | JIAYUAN INTERNATIONAL GROUP | | COMMON STOCK HKD.01 | | | 295,886 | | | | | | 117,162 | |
| | | JIH SUN FINANCIAL HOLDINGS | | COMMON STOCK TWD10. | | | 258,000 | | | | | | 115,741 | |
| | | JINKE PROPERTIES GROUP CO A | | COMMON STOCK CNY1.0 | | | 58,100 | | | | | | 63,094 | |
| | | JINKOSOLAR HOLDING CO ADR | | ADR USD.00002 | | | 5,700 | | | | | | 352,659 | |
| | | JINS HOLDINGS INC | | COMMON STOCK | | | 2,900 | | | | | | 190,724 | |
| | | JINXIN FERTILITY GROUP LTD | | COMMON STOCK USD.00001 | | | 228,000 | | | | | | 461,140 | |
| | | JINYU BIO TECHNOLOGY CO LT A | | COMMON STOCK CNY1.0 | | | 23,000 | | | | | | 73,608 | |
| | | JIUMAOJIU INTERNATIONAL HOLD | | COMMON STOCK USD.0000001 | | | 62,000 | | | | | | 188,909 | |
| | | JM AB | | COMMON STOCK SEK1.0 | | | 6,976 | | | | | | 246,684 | |
| | | JM HOLDINGS CO LTD | | COMMON STOCK | | | 1,900 | | | | | | 42,327 | |
| | | JMDC INC | | COMMON STOCK | | | 2,600 | | | | | | 147,429 | |
| | | JOHN LAING GROUP PLC | | COMMON STOCK GBP.1 | | | 84,650 | | | | | | 384,410 | |
| | | JOHN WOOD GROUP PLC | | COMMON STOCK GBP.042857 | | | 117,547 | | | | | | 498,855 | |
| | | JOHNSON ELECTRIC HOLDINGS | | COMMON STOCK HKD.05 | | | 64,000 | | | | | | 158,553 | |
| | | JOHNSON MATTHEY PLC | | COMMON STOCK GBP1.109245 | | | 30,710 | | | | | | 1,096,485 | |
| | | JOINTOWN PHARMACEUTICAL A | | COMMON STOCK CNY1.0 | | | 12,814 | | | | | | 35,635 | |
| | | JOLLIBEE FOODS CORP | | COMMON STOCK PHP1.0 | | | 139,010 | | | | | | 565,108 | |
| | | JONJEE HIGH TECH INDUSTRIA A | | COMMON STOCK CNY1.0 | | | 8,700 | | | | | | 88,913 | |
| | | JOSHIN DENKI CO LTD | | COMMON STOCK | | | 2,900 | | | | | | 76,616 | |
| | | JOST WERKE AG | | COMMON STOCK | | | 2,781 | | | | | | 146,678 | |
| | | JOYFUL HONDA CO LTD | | COMMON STOCK | | | 9,600 | | | | | | 137,848 | |
| | | JOYY INC | | ADR USD.00001 | | | 10,400 | | | | | | 831,792 | |
| | | JSE LTD | | COMMON STOCK ZAR.1 | | | 19,674 | | | | | | 150,043 | |
| | | JSR CORP | | COMMON STOCK | | | 35,000 | | | | | | 977,694 | |
| | | JTEKT CORP | | COMMON STOCK | | | 38,900 | | | | | | 302,851 | |
| | | JTOWER INC | | COMMON STOCK | | | 1,400 | | | | | | 145,590 | |
| | | JUDGES SCIENTIFIC PLC | | ORD GBP0.05 | | | 857 | | | | | | 75,108 | |
| | | JULIUS BAER GROUP LTD | | COMMON STOCK CHF.02 | | | 38,040 | | | | | | 2,206,811 | |
| | | JUMBO INTERACTIVE LTD | | COMMON STOCK | | | 7,456 | | | | | | 80,980 | |
| | | JUMBO SA | | COMMON STOCK EUR.88 | | | 18,680 | | | | | | 325,783 | |
| | | JUNGHEINRICH PRFD | | PREFERENCE | | | 8,604 | | | | | | 384,784 | |
| | | JUPITER FUND MANAGEMENT | | COMMON STOCK GBP.02 | | | 63,803 | | | | | | 290,165 | |
| | | JUROKU BANK LTD/THE | | COMMON STOCK | | | 4,900 | | | | | | 89,628 | |
| | | JUST EAT TAKEAWAY | | COMMON STOCK EUR.04 | | | 12,532 | | | | | | 1,415,570 | |
| | | JUST EAT TAKEAWAY | | COMMON STOCK EUR.04 | | | 6,687 | | | | | | 754,966 | |
| | | JUST GROUP PLC | | COMMON STOCK GBP.1 | | | 182,663 | | | | | | 175,304 | |
| | | JUSTSYSTEMS CORP | | COMMON STOCK | | | 5,900 | | | | | | 408,368 | |
| | | JUVENTUS FOOTBALL CLUB SPA | | COMMON STOCK | | | 74,647 | | | | | | 74,194 | |
| | | JYP ENTERTAINMENT CORP | | COMMON STOCK KRW500. | | | 3,828 | | | | | | 135,508 | |
| | | JYSKE BANK REG | | COMMON STOCK DKK10. | | | 9,982 | | | | | | 379,476 | |
| | | K S AG REG | | COMMON STOCK | | | 32,531 | | | | | | 309,473 | |
| | | K S HOLDINGS CORP | | COMMON STOCK | | | 32,800 | | | | | | 456,261 | |
| | | K WAH INTL HOLDINGS | | COMMON STOCK HKD.1 | | | 222,000 | | | | | | 106,975 | |
| | | K+O ENERGY GROUP INC | | COMMON STOCK | | | 4,300 | | | | | | 62,113 | |
| | | KADOKAWA CORP | | COMMON STOCK | | | 8,900 | | | | | | 323,322 | |
| | | KAGA ELECTRONICS CO LTD | | COMMON STOCK | | | 2,900 | | | | | | 67,121 | |
| | | KAGOME CO LTD | | COMMON STOCK | | | 14,600 | | | | | | 515,491 | |
| | | KAINOS GROUP PLC | | COMMON STOCK GBP.005 | | | 11,903 | | | | | | 197,838 | |
| | | KAISA GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 516,000 | | | | | | 255,700 | |
| | | KAJIMA CORP | | COMMON STOCK | | | 76,400 | | | | | | 1,025,370 | |
| | | KAKAKU.COM INC | | COMMON STOCK | | | 24,400 | | | | | | 670,002 | |
| | | KAKAO CORP | | COMMON STOCK KRW100.0 | | | 9,724 | | | | | | 3,497,301 | |
| | | KAKEN PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 5,500 | | | | | | 212,847 | |
| | | KALBE FARMA TBK PT | | COMMON STOCK IDR10. | | | 6,248,500 | | | | | | 658,239 | |
| | | KAMAKURA SHINSHO LTD | | COMMON STOCK | | | 2,700 | | | | | | 29,941 | |
| | | KAMEDA SEIKA CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 75,159 | |
| | | KAMIGUMI CO LTD | | COMMON STOCK | | | 18,100 | | | | | | 330,834 | |
| | | KANAMOTO CO LTD | | COMMON STOCK | | | 5,100 | | | | | | 109,766 | |
| | | KANDENKO CO LTD | | COMMON STOCK | | | 16,900 | | | | | | 143,393 | |
| | | KANEKA CORP | | COMMON STOCK | | | 8,500 | | | | | | 298,652 | |
| | | KANEMATSU CORP | | COMMON STOCK | | | 12,800 | | | | | | 160,085 | |
| | | KANEMATSU ELECTRONICS LTD | | COMMON STOCK | | | 1,400 | | | | | | 56,381 | |
| | | KANGWON LAND INC | | COMMON STOCK KRW500.0 | | | 21,760 | | | | | | 470,623 | |
| | | KANSAI ELECTRIC POWER CO INC | | COMMON STOCK | | | 121,200 | | | | | | 1,152,592 | |
| | | KANSAI MIRAI FINANCIAL GROUP | | COMMON STOCK | | | 21,700 | | | | | | 105,859 | |
| | | KANSAI PAINT CO LTD | | COMMON STOCK | | | 29,900 | | | | | | 921,379 | |
| | | KANSAI SUPER MARKET LTD | | COMMON STOCK | | | 4,500 | | | | | | 52,537 | |
| | | KAO CORP | | COMMON STOCK | | | 81,300 | | | | | | 6,286,311 | |
| | | KAP INDUSTRIAL HOLDINGS LTD | | COMMON STOCK ZAR.2 | | | 366,652 | | | | | | 78,309 | |
| | | KAPPA CREATE CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 86,880 | |
| | | KARDEMIR KARABUK DEMIR CL D | | COMMON STOCK TRY1. | | | 454,208 | | | | | | 353,566 | |
| | | KARDEX HOLDING AG REG | | COMMON STOCK CHF.45 | | | 1,312 | | | | | | 287,150 | |
| | | KARO PHARMA AB | | COMMON STOCK SEK.399996 | | | 24,239 | | | | | | 154,932 | |
| | | KASIKORNBANK PCL FOREIGN | | FOREIGN SH. THB10.0 A | | | 207,000 | | | | | | 790,179 | |
| | | KASIKORNBANK PCL NVDR | | NVDR THB10.0 | | | 121,407 | | | | | | 457,985 | |
| | | KATAKURA INDUSTRIES CO LTD | | COMMON STOCK | | | 4,200 | | | | | | 54,185 | |
| | | KATITAS CO LTD | | COMMON STOCK | | | 8,600 | | | | | | 277,531 | |
| | | KATO SANGYO CO LTD | | COMMON STOCK | | | 4,200 | | | | | | 142,405 | |
| | | KAUFMAN + BROAD SA | | COMMON STOCK EUR.26 | | | 3,215 | | | | | | 144,081 | |
| | | KAWASAKI HEAVY INDUSTRIES | | COMMON STOCK | | | 26,300 | | | | | | 594,378 | |
| | | KAWASAKI KISEN KAISHA LTD | | COMMON STOCK | | | 8,500 | | | | | | 174,446 | |
| | | KAZ MINERALS PLC | | COMMON STOCK GBP.2 | | | 40,539 | | | | | | 365,817 | |
| | | KB FINANCIAL GROUP INC | | COMMON STOCK KRW5000. | | | 73,051 | | | | | | 2,901,327 | |
| | | KBC ANCORA | | COMMON STOCK | | | 6,998 | | | | | | 301,624 | |
| | | KBC GROUP NV | | COMMON STOCK | | | 44,654 | | | | | | 3,134,546 | |
| | | KCC CORP | | COMMON STOCK KRW5000. | | | 965 | | | | | | 175,090 | |
| | | KCE ELECTRONICS PCL FOREIGN | | FOREIGN SH. THB.5 A | | | 35,500 | | | | | | 49,174 | |
| | | KDDI CORP | | COMMON STOCK | | | 274,100 | | | | | | 8,140,845 | |
| | | KE HOLDINGS INC | | ADR USD.00002 | | | 14,300 | | | | | | 880,022 | |
| | | KEIHAN HOLDINGS CO LTD | | COMMON STOCK | | | 16,300 | | | | | | 782,359 | |
| | | KEIHANSHIN BUILDING CO LTD | | COMMON STOCK | | | 5,300 | | | | | | 95,851 | |
| | | KEIKYU CORP | | COMMON STOCK | | | 37,400 | | | | | | 643,301 | |
| | | KEIO CORP | | COMMON STOCK | | | 17,700 | | | | | | 1,374,375 | |
| | | KEISEI ELECTRIC RAILWAY CO | | COMMON STOCK | | | 23,500 | | | | | | 796,951 | |
| | | KEIYO BANK LTD/THE | | COMMON STOCK | | | 17,400 | | | | | | 70,388 | |
| | | KEIYO CO LTD | | COMMON STOCK | | | 6,600 | | | | | | 46,943 | |
| | | KELLER GROUP PLC | | COMMON STOCK GBP.1 | | | 12,372 | | | | | | 117,906 | |
| | | KEMIRA OYJ | | COMMON STOCK | | | 17,329 | | | | | | 271,929 | |
| | | KENDA RUBBER INDUSTRIAL CO | | COMMON STOCK TWD10. | | | 100,880 | | | | | | 125,515 | |
| | | KENEDIX INC | | COMMON STOCK | | | 40,600 | | | | | | 294,910 | |
| | | KENEDIX OFFICE INVESTMENT CO | | REIT | | | 74 | | | | | | 503,025 | |
| | | KENEDIX RESIDENTIAL NEXT INV | | REIT | | | 152 | | | | | | 279,023 | |
| | | KENEDIX RETAIL REIT CORP | | REIT | | | 94 | | | | | | 229,190 | |
| | | KENON HOLDINGS LTD | | COMMON STOCK | | | 4,295 | | | | | | 126,580 | |
| | | KEPCO PLANT SERVICE + ENGINE | | COMMON STOCK KRW200.0 | | | 5,163 | | | | | | 141,338 | |
| | | KEPPEL CORP LTD | | COMMON STOCK | | | 263,000 | | | | | | 1,069,118 | |
| | | KEPPEL DC REIT | | REIT | | | 190,833 | | | | | | 406,206 | |
| | | KEPPEL INFRASTRUCTURE TRUST | | UNIT | | | 720,433 | | | | | | 296,951 | |
| | | KEPPEL REIT | | REIT | | | 462,593 | | | | | | 391,677 | |
| | | KERING | | COMMON STOCK EUR4.0 | | | 12,766 | | | | | | 9,418,923 | |
| | | KERRY GROUP PLC A | | COMMON STOCK EUR.125 | | | 29,753 | | | | | | 4,316,880 | |
| | | KERRY LOGISTICS NETWORK LTD | | COMMON STOCK HKD.5 | | | 106,659 | | | | | | 234,324 | |
| | | KERRY PROPERTIES LTD | | COMMON STOCK HKD1.0 | | | 116,318 | | | | | | 294,741 | |
| | | KESKO OYJ B SHS | | COMMON STOCK | | | 44,530 | | | | | | 1,145,941 | |
| | | KEWPIE CORP | | COMMON STOCK | | | 18,600 | | | | | | 409,502 | |
| | | KEY COFFEE INC | | COMMON STOCK | | | 3,100 | | | | | | 64,438 | |
| | | KEYENCE CORP | | COMMON STOCK | | | 31,000 | | | | | | 17,447,940 | |
| | | KEYERA CORP | | COMMON STOCK | | | 37,700 | | | | | | 669,367 | |
| | | KEYWORDS STUDIOS PLC | | COMMON STOCK GBP.0001 | | | 9,519 | | | | | | 469,655 | |
| | | KFC HOLDINGS JAPAN LTD | | COMMON STOCK | | | 2,500 | | | | | | 71,246 | |
| | | KGHM POLSKA MIEDZ SA | | COMMON STOCK PLN10. | | | 25,291 | | | | | | 1,242,985 | |
| | | KH NEOCHEM CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 100,911 | |
| | | KHON KAEN SUGAR INDUSTRY PCL | | FOREIGN SH. THB.5 A | | | 2,820,500 | | | | | | 216,527 | |
| | | KIA CORP | | COMMON STOCK KRW5000.0 | | | 45,455 | | | | | | 2,617,867 | |
| | | KIATNAKIN PHATRA BAN FOREIGN | | FOREIGN SH. THB10.0 A | | | 211,900 | | | | | | 366,016 | |
| | | KIKKOMAN CORP | | COMMON STOCK | | | 24,700 | | | | | | 1,715,714 | |
| | | KILLAM APARTMENT REAL ESTATE | | REIT | | | 8,300 | | | | | | 111,470 | |
| | | KIMBERLY CLARK DE MEXICO A | | COMMON STOCK | | | 262,600 | | | | | | 447,694 | |
| | | KINAXIS INC | | COMMON STOCK | | | 4,600 | | | | | | 651,149 | |
| | | KINDEN CORP | | COMMON STOCK | | | 23,400 | | | | | | 381,874 | |
| | | KINDOM DEVELOPMENT CO LTD | | COMMON STOCK TWD10.0 | | | 51,000 | | | | | | 60,955 | |
| | | KINDRED GROUP PLC | | SDR GBP.005 | | | 45,514 | | | | | | 446,249 | |
| | | KINEPOLIS | | COMMON STOCK | | | 2,446 | | | | | | 104,151 | |
| | | KING S TOWN BANK | | COMMON STOCK TWD10.0 | | | 149,000 | | | | | | 206,215 | |
| | | KING SLIDE WORKS CO LTD | | COMMON STOCK TWD10. | | | 19,000 | | | | | | 200,600 | |
| | | KING YUAN ELECTRONICS CO LTD | | COMMON STOCK TWD10. | | | 298,000 | | | | | | 367,797 | |
| | | KINGBOARD HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 167,900 | | | | | | 708,036 | |
| | | KINGBOARD LAMINATES HLDG LTD | | COMMON STOCK HKD.1 | | | 243,000 | | | | | | 397,277 | |
| | | KINGDEE INTERNATIONAL SFTWR | | COMMON STOCK HKD.025 | | | 432,000 | | | | | | 1,772,553 | |
| | | KINGFISHER PLC | | COMMON STOCK GBP.157143 | | | 349,806 | | | | | | 1,293,884 | |
| | | KINGSOFT CLOUD HOLDINGS ADR | | ADR USD.001 | | | 9,300 | | | | | | 405,038 | |
| | | KINGSOFT CORP LTD | | COMMON STOCK USD.0005 | | | 171,000 | | | | | | 1,102,101 | |
| | | KINGSPAN GROUP PLC | | COMMON STOCK EUR.13 | | | 28,197 | | | | | | 1,982,519 | |
| | | KINNEVIK AB B | | COMMON STOCK SEK.1 | | | 42,848 | | | | | | 2,166,777 | |
| | | KINROSS GOLD CORP | | COMMON STOCK | | | 210,329 | | | | | | 1,541,972 | |
| | | KINSUS INTERCONNECT TECH | | COMMON STOCK TWD10. | | | 82,180 | | | | | | 236,760 | |
| | | KINTETSU GROUP HOLDINGS CO L | | COMMON STOCK | | | 28,000 | | | | | | 1,228,878 | |
| | | KINTETSU WORLD EXPRESS INC | | COMMON STOCK | | | 4,100 | | | | | | 97,235 | |
| | | KION GROUP AG | | COMMON STOCK | | | 12,266 | | | | | | 1,068,081 | |
| | | KIRIN HOLDINGS CO LTD | | COMMON STOCK | | | 141,600 | | | | | | 3,343,567 | |
| | | KIRKLAND LAKE GOLD LTD | | COMMON STOCK | | | 44,503 | | | | | | 1,837,408 | |
| | | KISOJI CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 95,482 | |
| | | KISSEI PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 2,400 | | | | | | 52,095 | |
| | | KITZ CORP | | COMMON STOCK | | | 12,000 | | | | | | 73,034 | |
| | | KIWI PROPERTY GROUP LTD | | COMMON STOCK | | | 485,861 | | | | | | 426,657 | |
| | | KIWOOM SECURITIES CO LTD | | COMMON STOCK KRW5000. | | | 3,027 | | | | | | 353,621 | |
| | | KIYO BANK LTD/THE | | COMMON STOCK | | | 11,800 | | | | | | 169,654 | |
| | | KLABIN SA UNIT | | UNIT | | | 120,369 | | | | | | 613,895 | |
| | | KLEPIERRE | | REIT EUR1.4 | | | 36,849 | | | | | | 830,330 | |
| | | KLOECKNER + CO SE | | COMMON STOCK | | | 13,410 | | | | | | 131,329 | |
| | | KLOVERN AB B SHS | | COMMON STOCK SEK2.0 | | | 105,184 | | | | | | 199,072 | |
| | | KMW CO LTD | | COMMON STOCK KRW500. | | | 5,895 | | | | | | 439,230 | |
| | | KNIGHT THERAPEUTICS INC | | COMMON STOCK | | | 21,100 | | | | | | 88,607 | |
| | | KNORR BREMSE AG | | COMMON STOCK | | | 12,329 | | | | | | 1,682,140 | |
| | | KOA CORP | | COMMON STOCK | | | 4,500 | | | | | | 64,397 | |
| | | KOATSU GAS KOGYO CO LTD | | COMMON STOCK | | | 6,300 | | | | | | 48,610 | |
| | | KOBAYASHI PHARMACEUTICAL CO | | COMMON STOCK | | | 8,300 | | | | | | 1,014,760 | |
| | | KOBE BUSSAN CO LTD | | COMMON STOCK | | | 20,900 | | | | | | 645,171 | |
| | | KOBE STEEL LTD | | COMMON STOCK | | | 55,000 | | | | | | 294,428 | |
| | | KOC HOLDING AS | | COMMON STOCK TRY1. | | | 134,917 | | | | | | 384,486 | |
| | | KOEI TECMO HOLDINGS CO LTD | | COMMON STOCK | | | 7,600 | | | | | | 464,651 | |
| | | KOENIG + BAUER AG | | COMMON STOCK NPV | | | 3,053 | | | | | | 89,072 | |
| | | KOGAN.COM LTD | | COMMON STOCK | | | 3,789 | | | | | | 122,344 | |
| | | KOH YOUNG TECHNOLOGY INC | | COMMON STOCK KRW100.0 | | | 3,157 | | | | | | 304,751 | |
| | | KOHNAN SHOJI CO LTD | | COMMON STOCK | | | 4,500 | | | | | | 140,415 | |
| | | KOITO MANUFACTURING CO LTD | | COMMON STOCK | | | 17,700 | | | | | | 1,203,954 | |
| | | KOJAMO OYJ | | COMMON STOCK NPV | | | 20,855 | | | | | | 460,902 | |
| | | KOKUYO CO LTD | | COMMON STOCK | | | 14,400 | | | | | | 195,321 | |
| | | KOLMAR KOREA CO LTD | | COMMON STOCK KRW500.0 | | | 3,526 | | | | | | 165,500 | |
| | | KOLON INDUSTRIES INC | | COMMON STOCK KRW5000. | | | 3,950 | | | | | | 149,711 | |
| | | KOMATSU LTD | | COMMON STOCK | | | 147,700 | | | | | | 4,047,763 | |
| | | KOMAX HOLDING AG REG | | COMMON STOCK CHF.1 | | | 670 | | | | | | 133,572 | |
| | | KOMEDA HOLDINGS CO LTD | | COMMON STOCK | | | 8,400 | | | | | | 151,970 | |
| | | KOMERCNI BANKA AS | | COMMON STOCK CZK100.0 | | | 17,054 | | | | | | 517,954 | |
| | | KOMERI CO LTD | | COMMON STOCK | | | 5,500 | | | | | | 155,496 | |
| | | KOMIPHARM INTERNATIONAL CO | | COMMON STOCK KRW100. | | | 11,540 | | | | | | 142,757 | |
| | | KONAMI HOLDINGS CORP | | COMMON STOCK | | | 16,700 | | | | | | 940,071 | |
| | | KONE OYJ B | | COMMON STOCK | | | 58,331 | | | | | | 4,740,900 | |
| | | KONECRANES OYJ | | COMMON STOCK EUR.5 | | | 10,877 | | | | | | 382,770 | |
| | | KONGSBERG GRUPPEN ASA | | COMMON STOCK NOK1.25 | | | 16,625 | | | | | | 342,109 | |
| | | KONICA MINOLTA INC | | COMMON STOCK | | | 87,700 | | | | | | 335,843 | |
| | | KONINKLIJKE AHOLD DELHAIZE N | | COMMON STOCK EUR.01 | | | 189,212 | | | | | | 5,351,691 | |
| | | KONINKLIJKE BAM GROEP NV | | COMMON STOCK EUR.1 | | | 57,555 | | | | | | 120,204 | |
| | | KONINKLIJKE DSM NV | | COMMON STOCK EUR1.5 | | | 29,627 | | | | | | 5,111,662 | |
| | | KONINKLIJKE KPN NV | | COMMON STOCK EUR.04 | | | 611,318 | | | | | | 1,856,266 | |
| | | KONINKLIJKE PHILIPS NV | | COMMON STOCK EUR.2 | | | 157,307 | | | | | | 8,431,590 | |
| | | KONISHI CO LTD | | COMMON STOCK | | | 4,800 | | | | | | 77,961 | |
| | | KONKA GROUP CO LTD B | | COMMON STOCK CNY1. | | | 212,300 | | | | | | 67,633 | |
| | | KONOIKE TRANSPORT CO LTD | | COMMON STOCK | | | 4,600 | | | | | | 45,769 | |
| | | KOOLEARN TECHNOLOGY HOLDING | | COMMON STOCK USD.00002 | | | 40,000 | | | | | | 144,102 | |
| | | KOREA AEROSPACE INDUSTRIES | | COMMON STOCK KRW5000. | | | 12,785 | | | | | | 303,889 | |
| | | KOREA ELECTRIC POWER CORP | | COMMON STOCK KRW5000. | | | 46,460 | | | | | | 1,174,117 | |
| | | KOREA GAS CORPORATION | | COMMON STOCK KRW5000. | | | 6,958 | | | | | | 198,278 | |
| | | KOREA INVESTMENT HOLDINGS CO | | COMMON STOCK KRW5000. | | | 8,840 | | | | | | 643,654 | |
| | | KOREA PETRO CHEMICAL IND | | COMMON STOCK KRW5000.0 | | | 910 | | | | | | 193,242 | |
| | | KOREA SHIPBUILDING + OFFSHOR | | COMMON STOCK KRW5000.0 | | | 6,758 | | | | | | 673,683 | |
| | | KOREA UNITED PHARM INC | | COMMON STOCK KRW500.0 | | | 1,519 | | | | | | 93,168 | |
| | | KOREA ZINC CO LTD | | COMMON STOCK KRW5000. | | | 1,910 | | | | | | 705,114 | |
| | | KOREAN AIR LINES CO LTD | | COMMON STOCK KRW5000. | | | 17,554 | | | | | | 440,475 | |
| | | KOREAN REINSURANCE CO | | COMMON STOCK KRW500. | | | 23,175 | | | | | | 168,829 | |
| | | KORIAN | | COMMON STOCK EUR5.0 | | | 11,541 | | | | | | 442,954 | |
| | | KORNIT DIGITAL LTD | | COMMON STOCK ILS.01 | | | 6,300 | | | | | | 561,519 | |
| | | KOSE CORP | | COMMON STOCK | | | 5,700 | | | | | | 974,239 | |
| | | KOTOBUKI SPIRITS CO LTD | | COMMON STOCK | | | 3,600 | | | | | | 187,385 | |
| | | KOZA ALTIN ISLETMELERI AS | | COMMON STOCK TRY1.0 | | | 8,931 | | | | | | 116,031 | |
| | | KRONES AG | | COMMON STOCK | | | 2,548 | | | | | | 205,856 | |
| | | KRUK SA | | COMMON STOCK PLN1.0 | | | 3,374 | | | | | | 129,003 | |
| | | KRUNG THAI BANK PUB CO FOREI | | FOREIGN SH. THB5.15 A | | | 831,250 | | | | | | 307,973 | |
| | | KT+G CORP | | COMMON STOCK KRW5000. | | | 22,376 | | | | | | 1,713,838 | |
| | | KUALA LUMPUR KEPONG BHD | | COMMON STOCK | | | 100,830 | | | | | | 594,214 | |
| | | KUBOTA CORP | | COMMON STOCK | | | 177,000 | | | | | | 3,867,256 | |
| | | KUEHNE NAGEL INTL AG REG | | COMMON STOCK CHF1.0 | | | 9,178 | | | | | | 2,083,746 | |
| | | KUMAGAI GUMI CO LTD | | COMMON STOCK | | | 7,300 | | | | | | 184,525 | |
| | | KUMBA IRON ORE LTD | | COMMON STOCK ZAR.0001 | | | 10,541 | | | | | | 448,024 | |
| | | KUMHO PETROCHEMICAL CO LTD | | COMMON STOCK KRW5000.0 | | | 3,811 | | | | | | 510,226 | |
| | | KUMHO TIRE CO INC | | COMMON STOCK KRW5000. | | | 63,100 | | | | | | 219,499 | |
| | | KUMIAI CHEMICAL INDUSTRY CO | | COMMON STOCK | | | 18,700 | | | | | | 169,217 | |
| | | KUNGSLEDEN AB | | COMMON STOCK SEK.42 | | | 24,271 | | | | | | 266,177 | |
| | | KUNLUN ENERGY CO LTD | | COMMON STOCK HKD.01 | | | 572,000 | | | | | | 494,587 | |
| | | KURA SUSHI INC | | COMMON STOCK | | | 1,400 | | | | | | 84,982 | |
| | | KURABO INDUSTRIES LTD | | COMMON STOCK | | | 2,600 | | | | | | 45,764 | |
| | | KURARAY CO LTD | | COMMON STOCK | | | 54,300 | | | | | | 580,005 | |
| | | KUREHA CORP | | COMMON STOCK | | | 3,100 | | | | | | 218,793 | |
| | | KURITA WATER INDUSTRIES LTD | | COMMON STOCK | | | 18,000 | | | | | | 689,063 | |
| | | KUSURI NO AOKI HOLDINGS CO L | | COMMON STOCK | | | 3,000 | | | | | | 261,285 | |
| | | KUWAIT FINANCE HOUSE | | COMMON STOCK KWD.0001 | | | 715,900 | | | | | | 1,593,242 | |
| | | KUWAIT INTERNATIONAL BANK | | COMMON STOCK KWD.1 | | | 96,066 | | | | | | 65,686 | |
| | | KUWAIT PROJECTS CO HOLDINGS | | COMMON STOCK KWD.1 | | | 118,729 | | | | | | 62,058 | |
| | | KUWAITI DINAR | | FOREIGN CURRENCY | | | 2,487,987 | | | | | | 8,178,788 | |
| | | KWEICHOW MOUTAI CO LTD A | | COMMON STOCK CNY1.0 | | | 13,680 | | | | | | 4,180,459 | |
| | | KWG GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 287,500 | | | | | | 393,966 | |
| | | KWG LIVING GROUP HOLDINGS LT | | COMMON STOCK HKD.01 | | | 143,750 | | | | | | 116,797 | |
| | | KWS SAAT SE + CO KGAA | | COMMON STOCK EUR3.0 | | | 1,963 | | | | | | 156,166 | |
| | | KYB CORP | | COMMON STOCK | | | 3,100 | | | | | | 71,202 | |
| | | KYOCERA CORP | | COMMON STOCK | | | 54,200 | | | | | | 3,326,942 | |
| | | KYOKUTO KAIHATSU KOGYO CO | | COMMON STOCK | | | 5,100 | | | | | | 69,425 | |
| | | KYORIN HOLDINGS INC | | COMMON STOCK | | | 7,100 | | | | | | 133,591 | |
| | | KYORITSU MAINTENANCE CO LTD | | COMMON STOCK | | | 6,400 | | | | | | 238,696 | |
| | | KYOWA EXEO CORP | | COMMON STOCK | | | 16,800 | | | | | | 474,307 | |
| | | KYOWA KIRIN CO LTD | | COMMON STOCK | | | 44,637 | | | | | | 1,220,092 | |
| | | KYUDENKO CORP | | COMMON STOCK | | | 9,200 | | | | | | 297,138 | |
| | | KYUSHU ELECTRIC POWER CO INC | | COMMON STOCK | | | 69,000 | | | | | | 597,507 | |
| | | KYUSHU FINANCIAL GROUP INC | | COMMON STOCK | | | 59,800 | | | | | | 246,907 | |
| | | KYUSHU RAILWAY COMPANY | | COMMON STOCK | | | 25,400 | | | | | | 548,780 | |
| | | L OREAL | | COMMON STOCK EUR.2 | | | 42,405 | | | | | | 16,351,590 | |
| | | L+F CO LTD | | COMMON STOCK KRW500.0 | | | 2,882 | | | | | | 188,776 | |
| | | LA FRANCAISE DES JEUX SAEM | | COMMON STOCK | | | 15,835 | | | | | | 725,182 | |
| | | LABRADOR IRON ORE ROYALTY CO | | COMMON STOCK | | | 9,600 | | | | | | 245,727 | |
| | | LAFARGEHOLCIM LTD REG | | COMMON STOCK CHF2.0 | | | 55,499 | | | | | | 3,050,282 | |
| | | LAFARGEHOLCIM LTD REG | | COMMON STOCK | | | 33,822 | | | | | | 1,850,947 | |
| | | LAGARDERE SCA | | COMMON STOCK EUR6.1 | | | 9,678 | | | | | | 243,265 | |
| | | LAMDA DEVELOPMENT SA | | COMMON STOCK EUR.3 | | | 12,132 | | | | | | 105,749 | |
| | | LANCASHIRE HOLDINGS LTD | | COMMON STOCK USD.5 | | | 35,890 | | | | | | 413,931 | |
| | | LAND + HOUSES PUB NVDR | | NVDR THB1.0 | | | 1,320,200 | | | | | | 348,016 | |
| | | LAND MARK OPTOELECTRONICS | | COMMON STOCK TWD10.0 | | | 10,000 | | | | | | 100,292 | |
| | | LAND SECURITIES GROUP PLC | | REIT GBP.1066667 | | | 109,697 | | | | | | 1,108,701 | |
| | | LANDIS GYR GROUP AG | | COMMON STOCK CHF10.0 | | | 3,729 | | | | | | 292,617 | |
| | | LANXESS AG | | COMMON STOCK | | | 14,120 | | | | | | 1,084,453 | |
| | | LAOBAIXING PHARMACY CHAIN A | | COMMON STOCK CNY1.0 | | | 5,600 | | | | | | 53,677 | |
| | | LAR ESPANA REAL ESTATE SOCIM | | REIT EUR2.0 | | | 10,899 | | | | | | 62,343 | |
| | | LARGAN PRECISION CO LTD | | COMMON STOCK TWD10. | | | 18,799 | | | | | | 2,129,795 | |
| | | LARGO RESOURCES LTD | | COMMON STOCK | | | 39,400 | | | | | | 42,678 | |
| | | LASALLE LOGIPORT REIT | | REIT | | | 262 | | | | | | 422,210 | |
| | | LASERTEC CORP | | COMMON STOCK | | | 13,200 | | | | | | 1,552,914 | |
| | | LASSONDE INDS INC CLASS A | | COMMON STOCK | | | 100 | | | | | | 13,582 | |
| | | LAURENTIAN BANK OF CANADA | | COMMON STOCK | | | 7,400 | | | | | | 181,224 | |
| | | LAWSON INC | | COMMON STOCK | | | 8,800 | | | | | | 410,112 | |
| | | LEALEA ENTERPRISE | | COMMON STOCK TWD10. | | | 592,202 | | | | | | 278,337 | |
| | | LEARNING TECHNOLOGIES GROUP | | COMMON STOCK | | | 80,678 | | | | | | 200,137 | |
| | | LEE + MAN PAPER MANUFACTURIN | | COMMON STOCK HKD.025 | | | 346,000 | | | | | | 283,446 | |
| | | LEEJAM SPORTS CO JSC | | COMMON STOCK SAR10.0 | | | 3,548 | | | | | | 73,105 | |
| | | LEENO INDUSTRIAL INC | | COMMON STOCK KRW500. | | | 1,684 | | | | | | 209,804 | |
| | | LEG IMMOBILIEN SE | | COMMON STOCK | | | 12,747 | | | | | | 1,979,351 | |
| | | LEGAL + GENERAL GROUP PLC | | COMMON STOCK GBP.025 | | | 1,023,787 | | | | | | 3,761,574 | |
| | | LEGOCHEM BIOSCIENCES INC | | COMMON STOCK KRW500.0 | | | 2,818 | | | | | | 182,427 | |
| | | LEGRAND SA | | COMMON STOCK EUR4.0 | | | 45,646 | | | | | | 4,080,384 | |
| | | LEM HOLDING SA REG | | COMMON STOCK CHF.5 | | | 105 | | | | | | 205,261 | |
| | | LENDLEASE GROUP | | STAPLED SECURITY | | | 103,990 | | | | | | 1,130,393 | |
| | | LENOVO GROUP LTD | | COMMON STOCK | | | 1,338,000 | | | | | | 1,265,876 | |
| | | LENS TECHNOLOGY CO LTD A | | COMMON STOCK CNY1.0 | | | 35,600 | | | | | | 167,377 | |
| | | LENZING AG | | COMMON STOCK | | | 2,398 | | | | | | 243,895 | |
| | | LEONARDO SPA | | COMMON STOCK EUR4.4 | | | 73,436 | | | | | | 525,238 | |
| | | LEONTEQ AG | | COMMON STOCK CHF1.0 | | | 2,495 | | | | | | 98,885 | |
| | | LEOPALACE21 CORP | | COMMON STOCK | | | 44,700 | | | | | | 52,574 | |
| | | LEOVEGAS AB | | COMMON STOCK EUR.012 | | | 15,087 | | | | | | 64,069 | |
| | | LEPU MEDICAL TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 19,400 | | | | | | 80,649 | |
| | | LEROY SEAFOOD GROUP ASA | | COMMON STOCK NOK1.0 | | | 73,447 | | | | | | 519,423 | |
| | | LF CORP | | COMMON STOCK KRW5000.0 | | | 7,999 | | | | | | 108,408 | |
| | | LG CHEM LTD | | COMMON STOCK KRW5000. | | | 7,918 | | | | | | 6,027,265 | |
| | | LG CHEM LTD PREFERENCE | | PREFERENCE | | | 1,732 | | | | | | 610,371 | |
| | | LG CORP | | COMMON STOCK KRW5000. | | | 17,990 | | | | | | 1,451,686 | |
| | | LG DISPLAY CO LTD | | COMMON STOCK KRW5000. | | | 41,960 | | | | | | 718,741 | |
| | | LG ELECTRONICS INC | | COMMON STOCK KRW5000. | | | 19,698 | | | | | | 2,450,014 | |
| | | LG HAUSYS LTD | | COMMON STOCK KRW5000. | | | 2,270 | | | | | | 163,379 | |
| | | LG HOUSEHOLD + HEALTH CARE | | COMMON STOCK KRW5000.0 | | | 1,576 | | | | | | 2,350,375 | |
| | | LG HOUSEHOLD + HEALTH PREF | | PREFERENCE | | | 506 | | | | | | 334,546 | |
| | | LG INNOTEK CO LTD | | COMMON STOCK KRW5000.0 | | | 3,489 | | | | | | 584,203 | |
| | | LG INTERNATIONAL CORP | | COMMON STOCK KRW5000. | | | 9,695 | | | | | | 220,963 | |
| | | LG UPLUS CORP | | COMMON STOCK KRW5000.0 | | | 39,514 | | | | | | 427,978 | |
| | | LI NING CO LTD | | COMMON STOCK HKD.1 | | | 379,541 | | | | | | 2,614,190 | |
| | | LIBERBANK SA | | COMMON STOCK EUR.02 | | | 351,159 | | | | | | 108,433 | |
| | | LIBERTY HOLDINGS LTD | | COMMON STOCK ZAR.0833 | | | 26,858 | | | | | | 113,416 | |
| | | LIECHTENSTEIN LANDESBANK | | COMMON STOCK CHF5.0 | | | 2,094 | | | | | | 124,356 | |
| | | LIEN HWA INDUSTRIAL HOLDINGS | | COMMON STOCK TWD10.0 | | | 142,506 | | | | | | 216,089 | |
| | | LIFCO AB B SHS | | COMMON STOCK SEK.2 | | | 8,585 | | | | | | 824,628 | |
| | | LIFE CORP | | COMMON STOCK | | | 3,900 | | | | | | 135,277 | |
| | | LIFE HEALTHCARE GROUP HOLDIN | | COMMON STOCK ZAR.00000001 | | | 265,666 | | | | | | 304,596 | |
| | | LIFENET INSURANCE CO | | COMMON STOCK | | | 5,700 | | | | | | 89,216 | |
| | | LIFESTYLE COMMUNITIES LTD | | COMMON STOCK | | | 8,671 | | | | | | 85,737 | |
| | | LIFESTYLE INTL HLDGS LTD | | COMMON STOCK HKD.005 | | | 80,000 | | | | | | 63,574 | |
| | | LIFETECH SCIENTIFIC CORP | | COMMON STOCK USD.00000125 | | | 394,000 | | | | | | 226,197 | |
| | | LIFULL CO LTD | | COMMON STOCK | | | 11,000 | | | | | | 39,396 | |
| | | LIGHT SA | | COMMON STOCK | | | 60,000 | | | | | | 282,144 | |
| | | LIGHTSPEED POS INC SUB VOTE | | COMMON STOCK | | | 5,700 | | | | | | 810,989 | |
| | | LINAMAR CORP | | COMMON STOCK | | | 8,400 | | | | | | 444,527 | |
| | | LINDAB INTERNATIONAL AB | | COMMON STOCK SEK1.0 | | | 8,554 | | | | | | 177,417 | |
| | | LINGYI ITECH GUANGDONG CO A | | COMMON STOCK CNY1.0 | | | 62,100 | | | | | | 114,216 | |
| | | LINK ADMINISTRATION HOLDINGS | | COMMON STOCK | | | 98,772 | | | | | | 423,328 | |
| | | LINK REIT | | REIT | | | 350,554 | | | | | | 3,193,463 | |
| | | LINTEC CORP | | COMMON STOCK | | | 7,700 | | | | | | 170,780 | |
| | | LINX SA | | COMMON STOCK | | | 21,000 | | | | | | 150,275 | |
| | | LION CORP | | COMMON STOCK | | | 37,900 | | | | | | 918,431 | |
| | | LIONTRUST ASSET MANAGEMENT | | COMMON STOCK GBP.01 | | | 3,640 | | | | | | 63,718 | |
| | | LITALICO INC | | COMMON STOCK | | | 1,500 | | | | | | 55,993 | |
| | | LITE ON TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 381,229 | | | | | | 676,780 | |
| | | LITHIUM AMERICAS CORP | | COMMON STOCK | | | 8,500 | | | | | | 106,664 | |
| | | LIXIL CORP | | COMMON STOCK | | | 45,200 | | | | | | 981,810 | |
| | | LLOYDS BANKING GROUP PLC | | COMMON STOCK | | | 12,142,190 | | | | | | 6,118,199 | |
| | | LNA SANTE | | COMMON STOCK EUR2.0 | | | 1,748 | | | | | | 105,343 | |
| | | LOBLAW COMPANIES LTD | | COMMON STOCK | | | 29,596 | | | | | | 1,503,496 | |
| | | LOCALIZA RENT A CAR | | COMMON STOCK | | | 119,121 | | | | | | 1,584,283 | |
| | | LOG COMMERCIAL PROPERTIES E | | COMMON STOCK | | | 5,193 | | | | | | 34,453 | |
| | | LOGAN GROUP CO LTD | | COMMON STOCK HKD.1 | | | 250,000 | | | | | | 409,634 | |
| | | LOGITECH INTERNATIONAL REG | | COMMON STOCK CHF.25 | | | 27,951 | | | | | | 2,715,073 | |
| | | LOJAS AMERICANAS SA PREF | | PREFERENCE | | | 207,937 | | | | | | 1,057,327 | |
| | | LOJAS RENNER S.A. | | COMMON STOCK | | | 148,225 | | | | | | 1,249,822 | |
| | | LOMA NEGRA CIA IND SPON ADR | | ADR | | | 11,000 | | | | | | 67,650 | |
| | | LOMON BILLIONS GROUP CO A | | COMMON STOCK CNY1.0 | | | 5,500 | | | | | | 25,861 | |
| | | LONDON STOCK EXCHANGE GROUP | | COMMON STOCK GBP.06918605 | | | 54,283 | | | | | | 6,688,491 | |
| | | LONDONMETRIC PROPERTY PLC | | REIT GBP.1 | | | 116,154 | | | | | | 363,812 | |
| | | LONG CHEN PAPER + PACKAGING | | COMMON STOCK TWD10.0 | | | 513,958 | | | | | | 425,478 | |
| | | LONGFOR GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 328,000 | | | | | | 1,926,003 | |
| | | LONGI GREEN ENERGY TECHNOL A | | COMMON STOCK CNY1.0 | | | 33,700 | | | | | | 477,368 | |
| | | LONKING HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 281,000 | | | | | | 87,236 | |
| | | LONZA GROUP AG REG | | COMMON STOCK CHF1.0 | | | 12,657 | | | | | | 8,141,568 | |
| | | LOOMIS AB | | COMMON STOCK SEK5.0 | | | 16,415 | | | | | | 451,808 | |
| | | LOTES CO LTD | | COMMON STOCK TWD10.0 | | | 12,000 | | | | | | 202,729 | |
| | | LOTTE CHEMICAL CORP | | COMMON STOCK KRW5000.0 | | | 3,089 | | | | | | 787,140 | |
| | | LOTTE CONFECTIONERY CO LTD | | COMMON STOCK KRW500.0 | | | 605 | | | | | | 56,842 | |
| | | LOTTE CORP | | COMMON STOCK KRW200.0 | | | 5,938 | | | | | | 193,281 | |
| | | LOTTE FINE CHEMICAL CO LTD | | COMMON STOCK KRW5000.0 | | | 6,024 | | | | | | 305,564 | |
| | | LOTTE SHOPPING CO | | COMMON STOCK KRW5000. | | | 2,026 | | | | | | 190,879 | |
| | | LOVISA HOLDINGS LTD | | COMMON STOCK | | | 10,690 | | | | | | 93,557 | |
| | | LPKF LASER + ELECTRONICS | | COMMON STOCK | | | 4,164 | | | | | | 150,089 | |
| | | LPP SA | | COMMON STOCK PLN2. | | | 246 | | | | | | 548,463 | |
| | | LS CORP | | COMMON STOCK KRW5000.0 | | | 5,495 | | | | | | 360,177 | |
| | | LS ELECTRIC CO LTD | | COMMON STOCK KRW5000.0 | | | 5,053 | | | | | | 294,425 | |
| | | LSR GROUP PJSC GDR REGS | | GDR RUB.25 | | | 97,218 | | | | | | 221,488 | |
| | | LU THAI TEXTILE CO LTD B | | COMMON STOCK CNY1.0 | | | 51,100 | | | | | | 25,766 | |
| | | LUCKY CEMENT | | COMMON STOCK PKR10. | | | 29,500 | | | | | | 128,510 | |
| | | LUFAX HOLDING LTD | | ADR USD.00001 | | | 29,200 | | | | | | 414,713 | |
| | | LUK FOOK HOLDINGS INTL LTD | | COMMON STOCK HKD.1 | | | 63,000 | | | | | | 152,089 | |
| | | LUKOIL PJSC | | COMMON STOCK RUB.025 | | | 12,220 | | | | | | 856,307 | |
| | | LUKOIL PJSC SPON ADR | | ADR RUB.025 | | | 63,563 | | | | | | 4,345,167 | |
| | | LUNDBERGS AB B SHS | | COMMON STOCK | | | 14,876 | | | | | | 797,849 | |
| | | LUNDIN ENERGY AB | | COMMON STOCK SEK.01 | | | 35,025 | | | | | | 947,522 |
| | | LUNDIN GOLD INC | | COMMON STOCK | | | 12,400 | | | | | | 106,383 | |
| | | LUNDIN MINING CORP | | COMMON STOCK | | | 104,800 | | | | | | 1,000,502 | |
| | | LUNG YEN LIFE SERVICE CORP | | COMMON STOCK TWD10. | | | 37,000 | | | | | | 69,630 | |
| | | LUXSHARE PRECISION INDUSTR A | | COMMON STOCK CNY1.0 | | | 75,658 | | | | | | 652,312 | |
| | | LUYE PHARMA GROUP LTD | | COMMON STOCK USD.02 | | | 323,500 | | | | | | 150,992 | |
| | | LUZHOU LAOJIAO CO LTD A | | COMMON STOCK CNY1.0 | | | 15,900 | | | | | | 550,991 | |
| | | LVGEM CHINA REAL ESTATE INVE | | COMMON STOCK HKD.01 | | | 182,000 | | | | | | 54,705 | |
| | | LVMH MOET HENNESSY LOUIS VUI | | COMMON STOCK EUR.3 | | | 46,776 | | | | | | 29,661,352 | |
| | | LXI REIT PLC | | REIT | | | 89,485 | | | | | | 145,650 | |
| | | LYNAS RARE EARTHS LTD | | COMMON STOCK | | | 136,846 | | | | | | 420,624 | |
| | | M DIAS BRANCO SA | | COMMON STOCK | | | 23,600 | | | | | | 155,343 | |
| | | M+A CAPITAL PARTNERS CO LTD | | COMMON STOCK | | | 2,900 | | | | | | 166,495 | |
| | | M+G PLC | | COMMON STOCK GBP.05 | | | 410,012 | | | | | | 1,201,857 | |
| | | M3 INC | | COMMON STOCK | | | 74,500 | | | | | | 7,047,433 | |
| | | M6 METROPOLE TELEVISION | | COMMON STOCK EUR.4 | | | 4,317 | | | | | | 70,027 | |
| | | MABANEE CO KPSC | | COMMON STOCK KWD.1 | | | 93,719 | | | | | | 202,411 | |
| | | MABUCHI MOTOR CO LTD | | COMMON STOCK | | | 8,700 | | | | | | 380,356 | |
| | | MACHVISION INC | | COMMON STOCK TWD10.0 | | | 3,119 | | | | | | 32,763 | |
| | | MACNICA FUJI ELECTRONICS HOL | | COMMON STOCK | | | 8,000 | | | | | | 157,375 | |
| | | MACQUARIE GROUP LTD | | COMMON STOCK | | | 57,685 | | | | | | 6,227,312 | |
| | | MACQUARIE MEXICO REAL ESTATE | | REIT | | | 131,200 | | | | | | 185,025 | |
| | | MACRONIX INTERNATIONAL | | COMMON STOCK TWD10. | | | 340,681 | | | | | | 510,428 | |
| | | MAEDA CORP | | COMMON STOCK | | | 28,300 | | | | | | 252,758 | |
| | | MAEDA KOSEN CO LTD | | COMMON STOCK | | | 3,000 | | | | | | 78,985 | |
| | | MAEDA ROAD CONSTRUCTION CO | | COMMON STOCK | | | 5,200 | | | | | | 87,435 | |
| | | MAG SILVER CORP | | COMMON STOCK | | | 14,200 | | | | | | 290,465 | |
| | | MAGAZINE LUIZA SA | | COMMON STOCK | | | 474,196 | | | | | | 2,280,439 | |
| | | MAGELLAN FINANCIAL GROUP LTD | | COMMON STOCK | | | 20,882 | | | | | | 870,128 | |
| | | MAGNA INTERNATIONAL INC | | COMMON STOCK | | | 47,912 | | | | | | 3,388,815 | |
| | | MAGNIT PJSC SPON GDR REGS | | GDR | | | 76,542 | | | | | | 1,348,299 | |
| | | MAGYAR TELEKOM TELECOMMUNICA | | COMMON STOCK HUF100.0 | | | 81,594 | | | | | | 104,597 | |
| | | MAHARAH HUMAN RESOURCES CO | | COMMON STOCK SAR10.0 | | | 3,117 | | | | | | 62,729 | |
| | | MAHINDRA + MAHINDRA SPON GDR | | GDR | | | 30,062 | | | | | | 292,203 | |
| | | MAIRE TECNIMONT SPA | | COMMON STOCK | | | 26,444 | | | | | | 59,147 | |
| | | MAISONS DU MONDE SA | | COMMON STOCK EUR3.24 | | | 9,912 | | | | | | 181,463 | |
| | | MAJOR CINEPLEX GROUP FOREIGN | | FOREIGN SH. THB1.0 A | | | 94,200 | | | | | | 57,539 | |
| | | MAKALOT INDUSTRIAL CO LTD | | COMMON STOCK TWD10. | | | 36,750 | | | | | | 250,515 | |
| | | MAKINO MILLING MACHINE CO | | COMMON STOCK | | | 4,000 | | | | | | 144,819 | |
| | | MAKITA CORP | | COMMON STOCK | | | 37,800 | | | | | | 1,897,677 | |
| | | MAKUAKE INC | | COMMON STOCK | | | 800 | | | | | | 64,157 | |
| | | MALAYAN BANKING BHD | | COMMON STOCK | | | 664,662 | | | | | | 1,398,332 | |
| | | MALAYSIA AIRPORTS HLDGS BHD | | COMMON STOCK | | | 191,300 | | | | | | 282,706 | |
| | | MALAYSIAN PACIFIC INDUSTRIES | | COMMON STOCK | | | 5,000 | | | | | | 32,384 | |
| | | MALAYSIAN RESOURCES CORP BHD | | COMMON STOCK | | | 1,514,800 | | | | | | 179,893 | |
| | | MALAYSIAN RINGGIT | | FOREIGN CURRENCY | | | 911,630 | | | | | | 226,633 | |
| | | MAN GROUP PLC/JERSEY | | COMMON STOCK USD.03428571 | | | 253,800 | | | | | | 481,592 | |
| | | MAN WAH HOLDINGS LTD | | COMMON STOCK HKD.4 | | | 210,400 | | | | | | 458,158 | |
| | | MANDO CORP | | COMMON STOCK KRW1000.0 | | | 10,945 | | | | | | 594,806 | |
| | | MANDOM CORP | | COMMON STOCK | | | 7,200 | | | | | | 118,674 | |
| | | MANGO EXCELLENT MEDIA CO L A | | COMMON STOCK CNY1.0 | | | 27,400 | | | | | | 304,225 | |
| | | MANI INC | | COMMON STOCK | | | 12,900 | | | | | | 351,358 | |
| | | MANILA ELECTRIC COMPANY | | COMMON STOCK PHP10. | | | 28,800 | | | | | | 175,171 | |
| | | MANITOU BF | | COMMON STOCK EUR1.0 | | | 1,610 | | | | | | 47,109 | |
| | | MANULIFE FINANCIAL CORP | | COMMON STOCK | | | 335,491 | | | | | | 5,964,577 | |
| | | MANULIFE US REAL ESTATE INV | | REIT | | | 230,493 | | | | | | 171,866 | |
| | | MAOYAN ENTERTAINMENT | | COMMON STOCK USD.00002 | | | 77,600 | | | | | | 122,481 | |
| | | MAPFRE SA | | COMMON STOCK EUR.1 | | | 135,352 | | | | | | 360,149 | |
| | | MAPLE LEAF FOODS INC | | COMMON STOCK | | | 14,900 | | | | | | 330,046 | |
| | | MAPLETREE COMMERCIAL TRUST | | REIT | | | 427,864 | | | | | | 688,687 | |
| | | MAPLETREE INDUSTRIAL TRUST | | REIT | | | 243,593 | | | | | | 532,999 | |
| | | MAPLETREE LOGISTICS TRUST | | REIT | | | 496,376 | | | | | | 755,119 | |
| | | MAPLETREE NORTH ASIA COMMERC | | REIT | | | 406,333 | | | | | | 297,888 | |
| | | MARCOPOLO SA PREF | | PREFERENCE | | | 33,600 | | | | | | 18,646 | |
| | | MARFRIG GLOBAL FOODS SA | | COMMON STOCK | | | 82,800 | | | | | | 232,033 | |
| | | MARKS + SPENCER GROUP PLC | | COMMON STOCK GBP.25 | | | 334,661 | | | | | | 624,719 | |
| | | MARR SPA | | COMMON STOCK EUR.5 | | | 6,036 | | | | | | 123,932 | |
| | | MARS GROUP HOLDINGS CORP | | COMMON STOCK | | | 6,200 | | | | | | 93,457 | |
| | | MARSHALLS PLC | | COMMON STOCK GBP.25 | | | 26,964 | | | | | | 350,140 | |
| | | MARSTON S PLC | | COMMON STOCK GBP.07375 | | | 108,813 | | | | | | 112,830 | |
| | | MARTINREA INTERNATIONAL INC | | COMMON STOCK | | | 15,300 | | | | | | 178,460 | |
| | | MARUBENI CORP | | COMMON STOCK | | | 286,300 | | | | | | 1,908,432 | |
| | | MARUDAI FOOD CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 52,498 | |
| | | MARUHA NICHIRO CORP | | COMMON STOCK | | | 8,400 | | | | | | 181,067 | |
| | | MARUI GROUP CO LTD | | COMMON STOCK | | | 35,200 | | | | | | 619,367 | |
| | | MARUICHI STEEL TUBE LTD | | COMMON STOCK | | | 12,000 | | | | | | 266,740 | |
| | | MARUSAN SECURITIES CO LTD | | COMMON STOCK | | | 19,300 | | | | | | 86,747 | |
| | | MARUWA CO LTD | | COMMON STOCK | | | 1,500 | | | | | | 168,224 | |
| | | MARUWA UNYU KIKAN CO LTD | | COMMON STOCK | | | 10,000 | | | | | | 213,613 | |
| | | MARUZEN SHOWA UNYU CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 111,404 | |
| | | MARVELOUS INC | | COMMON STOCK | | | 9,700 | | | | | | 83,265 | |
| | | MASSMART HOLDINGS LTD | | COMMON STOCK ZAR.01 | | | 25,575 | | | | | | 73,141 | |
| | | MATAS A/S | | COMMON STOCK DKK2.5 | | | 6,243 | | | | | | 88,626 | |
| | | MATRIX IT LTD | | COMMON STOCK ILS1.0 | | | 6,050 | | | | | | 137,343 | |
| | | MATSUI SECURITIES CO LTD | | COMMON STOCK | | | 23,400 | | | | | | 183,946 | |
| | | MATSUMOTOKIYOSHI HOLDINGS CO | | COMMON STOCK | | | 12,900 | | | | | | 550,654 | |
| | | MATSUYA CO LTD | | COMMON STOCK | | | 11,900 | | | | | | 86,476 | |
| | | MATSUYAFOODS HOLDINGS CO LTD | | COMMON STOCK | | | 900 | | | | | | 29,381 | |
| | | MAVERIX METALS INC | | COMMON STOCK | | | 7,700 | | | | | | 42,423 | |
| | | MAVI GIYIM SANAYI VE TICA B | | COMMON STOCK | | | 25,251 | | | | | | 176,749 | |
| | | MAX CO LTD | | COMMON STOCK | | | 4,500 | | | | | | 62,807 | |
| | | MAXELL HOLDINGS LTD | | COMMON STOCK | | | 3,300 | | | | | | 41,186 | |
| | | MAXIS BHD | | COMMON STOCK | | | 360,600 | | | | | | 452,784 | |
| | | MAXSCEND MICROELECTRONICS A | | COMMON STOCK CNY1.0 | | | 1,500 | | | | | | 130,941 | |
| | | MAYNE PHARMA GROUP LTD | | COMMON STOCK | | | 234,071 | | | | | | 62,443 | |
| | | MAZDA MOTOR CORP | | COMMON STOCK | | | 97,400 | | | | | | 655,224 | |
| | | MBANK SA | | COMMON STOCK PLN4.0 | | | 3,212 | | | | | | 155,013 | |
| | | MBB SE | | COMMON STOCK | | | 353 | | | | | | 46,874 | |
| | | MCB BANK LTD | | COMMON STOCK PKR10. | | | 86,800 | | | | | | 102,013 | |
| | | MCCARTHY + STONE PLC | | COMMON STOCK GBP.08 | | | 85,699 | | | | | | 140,243 | |
| | | MCDONALD S HOLDINGS CO JAPAN | | COMMON STOCK | | | 12,100 | | | | | | 586,030 | |
| | | MCJ CO LTD | | COMMON STOCK | | | 12,000 | | | | | | 128,977 | |
| | | MCMILLAN SHAKESPEARE LTD | | COMMON STOCK | | | 12,087 | | | | | | 115,677 | |
| | | MCPHY ENERGY SA | | COMMON STOCK EUR.12 | | | 3,562 | | | | | | 149,737 | |
| | | MCUBS MIDCITY INVESTMENT COR | | REIT | | | 289 | | | | | | 263,160 | |
| | | MEBUKI FINANCIAL GROUP INC | | COMMON STOCK | | | 187,700 | | | | | | 372,069 | |
| | | MECHEL PJSC SPONSORED ADR | | ADR | | | 102,269 | | | | | | 209,651 | |
| | | MEDACTA GROUP SA | | COMMON STOCK CHF.1 | | | 418 | | | | | | 41,158 | |
| | | MEDIA DO CO LTD | | COMMON STOCK | | | 2,000 | | | | | | 143,107 | |
| | | MEDIA NUSANTARA CITRA TBK PT | | COMMON STOCK IDR100. | | | 3,647,500 | | | | | | 296,541 | |
| | | MEDIASET ESPANA COMUNICACION | | COMMON STOCK EUR.5 | | | 3,285 | | | | | | 145,793 | |
| | | MEDIASET SPA | | COMMON STOCK EUR.52 | | | 53,585 | | | | | | 136,096 | |
| | | MEDIATEK INC | | COMMON STOCK TWD10. | | | 267,165 | | | | | | 7,134,861 | |
| | | MEDIBANK PRIVATE LTD | | COMMON STOCK | | | 506,074 | | | | | | 1,176,109 | |
| | | MEDICAL DATA VISION CO LTD | | COMMON STOCK | | | 2,100 | | | | | | 57,928 | |
| | | MEDICLINIC INTERNATIONAL PLC | | COMMON STOCK GBP.1 | | | 69,588 | | | | | | 268,139 | |
| | | MEDINET NASR HOUSING | | COMMON STOCK EGP1.0 | | | 524,174 | | | | | | 126,294 | |
| | | MEDIOBANCA SPA | | COMMON STOCK EUR.5 | | | 120,574 | | | | | | 1,103,702 | |
| | | MEDIOS AG | | COMMON STOCK | | | 1,640 | | | | | | 74,901 | |
| | | MEDIPAL HOLDINGS CORP | | COMMON STOCK | | | 31,000 | | | | | | 582,785 | |
| | | MEDIPOST CO LTD | | COMMON STOCK KRW500.0 | | | 4,614 | | | | | | 147,310 | |
| | | MEDLEY INC | | COMMON STOCK | | | 2,900 | | | | | | 127,883 | |
| | | MEDPACTO INC | | COMMON STOCK KRW500.0 | | | 1,901 | | | | | | 206,712 | |
| | | MEDPEER INC | | COMMON STOCK | | | 2,200 | | | | | | 174,366 | |
| | | MEDY TOX INC | | COMMON STOCK KRW500. | | | 1,792 | | | | | | 289,007 | |
| | MEG ENERGY CORP | | COMMON STOCK | | | 46,800 | | | | | | 163,469 | |
| | | MEGA FINANCIAL HOLDING CO LT | | COMMON STOCK TWD10. | | | 2,107,361 | | | | | | 2,237,678 | |
| | | MEGA LIFESCIENCES PCL FOREIG | | FOREIGN SH. THB.5 A | | | 74,400 | | | | | | 88,778 | |
| | | MEGACABLE HOLDINGS CPO | | UNIT | | | 41,000 | | | | | | 148,481 | |
| | | MEGACHIPS CORP | | COMMON STOCK | | | 2,700 | | | | | | 73,496 | |
| | | MEGAPORT LTD | | COMMON STOCK | | | 18,844 | | | | | | 207,000 | |
| | | MEGAWORLD CORP | | COMMON STOCK PHP1.0 | | | 3,879,000 | | | | | | 329,696 | |
| | | MEGGITT PLC | | COMMON STOCK GBP.05 | | | 134,997 | | | | | | 862,136 | |
| | | MEGMILK SNOW BRAND CO LTD | | COMMON STOCK | | | 9,400 | | | | | | 201,097 | |
| | | MEIDENSHA CORP | | COMMON STOCK | | | 6,100 | | | | | | 137,477 | |
| | | MEIJI HOLDINGS CO LTD | | COMMON STOCK | | | 19,000 | | | | | | 1,336,180 | |
| | | MEIKO ELECTRONICS CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 59,923 | |
| | | MEINIAN ONEHEALTH HEALTHCA A | | COMMON STOCK CNY1.0 | | | 40,800 | | | | | | 70,675 | |
| | | MEITEC CORP | | COMMON STOCK | | | 4,500 | | | | | | 234,001 | |
| | | MEITU INC | | COMMON STOCK USD.00001 | | | 288,500 | | | | | | 53,598 | |
| | | MEITUAN CLASS B | | COMMON STOCK USD.00001 | | | 615,900 | | | | | | 23,551,666 | |
| | | MEKONOMEN AB | | COMMON STOCK SEK2.5 | | | 15,073 | | | | | | 167,162 | |
| | | MELCO HOLDINGS INC | | COMMON STOCK | | | 1,000 | | | | | | 32,455 | |
| | | MELCO INTERNATIONAL DEVELOP. | | COMMON STOCK | | | 121,000 | | | | | | 235,591 | |
| | | MELCO RESORTS + ENTERT ADR | | ADR USD.01 | | | 32,148 | | | | | | 596,345 | |
| | | MELEXIS NV | | COMMON STOCK | | | 3,610 | | | | | | 352,887 | |
| | | MELIA HOTELS INTERNATIONAL | | COMMON STOCK EUR.2 | | | 20,405 | | | | | | 142,262 | |
| | | MELISRON | | COMMON STOCK ILS1.0 | | | 3,261 | | | | | | 177,705 | |
| | | MELROSE INDUSTRIES PLC | | COMMON STOCK GBP.06857143 | | | 789,230 | | | | | | 2,021,934 | |
| | | MENICON CO LTD | | COMMON STOCK | | | 5,200 | | | | | | 315,202 | |
| | | MERCARI INC | | COMMON STOCK | | | 15,700 | | | | | | 697,864 | |
| | | MERCIALYS | | REIT EUR1.0 | | | 13,697 | | | | | | 121,080 | |
| | | MERCK KGAA | | COMMON STOCK | | | 21,967 | | | | | | 3,771,296 | |
| | | MERCURIES + ASSOCIATES HOLDI | | COMMON STOCK TWD10.0 | | | 67,798 | | | | | | 50,173 | |
| | | MERCURY NZ LTD | | COMMON STOCK | | | 182,743 | | | | | | 859,044 | |
| | | MERIDA INDUSTRY CO LTD | | COMMON STOCK TWD10. | | | 35,000 | | | | | | 293,702 | |
| | | MERIDIAN ENERGY LTD | | COMMON STOCK | | | 295,493 | | | | | | 1,578,375 | |
| | | MERITZ FIRE + MARINE INSURAN | | COMMON STOCK KRW500. | | | 12,808 | | | | | | 172,957 | |
| | | MERITZ SECURITIES CO LTD | | COMMON STOCK KRW1000.0 | | | 84,619 | | | | | | 287,090 | |
| | | MERLIN PROPERTIES SOCIMI SA | | REIT EUR1.0 | | | 53,881 | | | | | | 611,044 | |
| | | MERRY ELECTRONICS CO LTD | | COMMON STOCK TWD10.0 | | | 28,451 | | | | | | 148,870 | |
| | | MERSEN | | COMMON STOCK EUR2.0 | | | 2,861 | | | | | | 86,706 | |
| | | MESOBLAST LTD | | COMMON STOCK | | | 95,781 | | | | | | 165,119 | |
| | | METALL ZUG AG SHS B REG | | COMMON STOCK CHF25.0 | | | 33 | | | | | | 56,003 | |
| | | METALLURGICAL CORP OF CHIN A | | COMMON STOCK CNY1.0 | | | 194,300 | | | | | | 81,202 | |
| | | METALURGICA GERDAU SA PREF | | PREFERENCE | | | 137,159 | | | | | | 298,014 | |
| | | METAWATER CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 90,031 | |
| | | METCASH LTD | | COMMON STOCK | | | 180,700 | | | | | | 471,666 | |
| | | METHANEX CORP | | COMMON STOCK | | | 12,000 | | | | | | 550,926 | |
| | | METRO AG | | COMMON STOCK | | | 27,608 | | | | | | 310,687 | |
| | | METRO INC/CN | | COMMON STOCK | | | 43,578 | | | | | | 1,942,881 | |
| | | METRO PACIFIC INVESTMENTS CO | | COMMON STOCK PHP1. | | | 2,267,600 | | | | | | 202,244 | |
| | | METROPOLITAN BANK + TRUST | | COMMON STOCK PHP20. | | | 420,165 | | | | | | 429,309 | |
| | | METROVACESA SA | | COMMON STOCK EUR.16 | | | 8,084 | | | | | | 59,942 | |
| | | METSA BOARD OYJ | | COMMON STOCK EUR1.7 | | | 30,433 | | | | | | 319,300 | |
| | | METSO OUTOTEC OYJ | | COMMON STOCK | | | 106,782 | | | | | | 1,070,981 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | | 4,628,229 | | | | | | 232,277 | |
| | | MEYER BURGER TECHNOLOGY AG | | COMMON STOCK CHF.05 | | | 363,364 | | | | | | 139,067 | |
| | | MEZZION PHARMA CO LTD | | COMMON STOCK KRW500.0 | | | 2,061 | | | | | | 334,150 | |
| | | MH DEVELOPMENT LTD | | COMMON STOCK HKD.1 | | | 78,000 | | | | | | 11,669 | |
| | | MICHELIN (CGDE) | | COMMON STOCK EUR2.0 | | | 29,170 | | | | | | 3,749,466 | |
| | | MICRO FOCUS INTERNATIONAL | | COMMON STOCK GBP.1 | | | 57,431 | | | | | | 331,807 | |
| | | MICRO STAR INTERNATIONAL CO | | COMMON STOCK TWD10.0 | | | 149,000 | | | | | | 702,925 | |
| | | MICROBIO CO LTD | | COMMON STOCK TWD10. | | | 51,000 | | | | | | 123,475 | |
| | | MICRONICS JAPAN CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 40,349 | |
| | | MICROPORT SCIENTIFIC CORP | | COMMON STOCK USD.00001 | | | 100,507 | | | | | | 670,056 | |
| | | MIDDLE EAST HEALTHCARE CO | | COMMON STOCK SAR10.0 | | | 6,244 | | | | | | 58,336 | |
| | | MILBON CO LTD | | COMMON STOCK | | | 4,200 | | | | | | 267,951 | |
| | | MILLICOM INTL CELLULAR SDR | | SDR USD1.5 | | | 15,015 | | | | | | 591,546 | |
| | | MIMASU SEMICONDUCTOR INDUST | | COMMON STOCK | | | 4,400 | | | | | | 110,232 | |
| | | MINEBEA MITSUMI INC | | COMMON STOCK | | | 62,500 | | | | | | 1,243,566 | |
| | | MINERAL RESOURCES LTD | | COMMON STOCK | | | 30,017 | | | | | | 868,155 | |
| | | MINISTOP CO LTD | | COMMON STOCK | | | 4,800 | | | | | | 65,511 | |
| | | MINOR INTERNATIONAL PCL NVDR | | NVDR THB1.0 | | | 436,900 | | | | | | 376,439 | |
| | | MINTH GROUP LTD | | COMMON STOCK HKD.1 | | | 132,000 | | | | | | 699,251 | |
| | | MINTO APARTMENT REAL ESTATE | | REIT NPV | | | 3,000 | | | | | | 47,967 | |
| | | MIQUEL Y COSTAS | | COMMON STOCK EUR2.0 | | | 3,305 | | | | | | 59,370 | |
| | | MIRAE ASSET SECURITIES CO LT | | COMMON STOCK KRW5000.0 | | | 83,006 | | | | | | 723,581 | |
| | | MIRAI CORP | | REIT | | | 291 | | | | | | 108,487 | |
| | | MIRAIT HOLDINGS CORP | | COMMON STOCK | | | 13,700 | | | | | | 234,649 | |
| | | MIROKU JYOHO SERVICE CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 67,052 | |
| | | MIRVAC GROUP | | REIT | | | 721,705 | | | | | | 1,471,812 | |
| | | MISC BHD | | COMMON STOCK | | | 173,340 | | | | | | 296,647 | |
| | | MISUMI GROUP INC | | COMMON STOCK | | | 47,900 | | | | | | 1,573,389 | |
| | | MITAC HOLDINGS CORP | | COMMON STOCK TWD10.0 | | | 280,964 | | | | | | 294,431 | |
| | | MITCHELLS + BUTLERS PLC | | COMMON STOCK GBP.0854167 | | | 33,146 | | | | | | 109,557 | |
| | | MITIE GROUP PLC | | COMMON STOCK GBP.025 | | | 181,827 | | | | | | 101,949 | |
| | | MITRA ADIPERKASA TBK PT | | COMMON STOCK IDR50.0 | | | 616,900 | | | | | | 34,611 | |
| | | MITSUBISHI CHEMICAL HOLDINGS | | COMMON STOCK | | | 215,300 | | | | | | 1,309,852 | |
| | | MITSUBISHI CORP | | COMMON STOCK | | | 225,700 | | | | | | 5,566,488 | |
| | | MITSUBISHI ELECTRIC CORP | | COMMON STOCK | | | 308,000 | | | | | | 4,663,052 | |
| | | MITSUBISHI ESTATE CO LTD | | COMMON STOCK | | | 199,600 | | | | | | 3,223,724 | |
| | | MITSUBISHI ESTATE LOGISTICS | | REIT | | | 51 | | | | | | 212,417 | |
| | | MITSUBISHI GAS CHEMICAL CO | | COMMON STOCK | | | 29,100 | | | | | | 670,079 | |
| | | MITSUBISHI HC CAPITAL INC | | COMMON STOCK | | | 66,900 | | | | | | 322,873 | |
| | | MITSUBISHI HEAVY INDUSTRIES | | COMMON STOCK | | | 54,100 | | | | | | 1,658,211 | |
| | | MITSUBISHI LOGISTICS CORP | | COMMON STOCK | | | 9,400 | | | | | | 282,741 | |
| | | MITSUBISHI MATERIALS CORP | | COMMON STOCK | | | 21,700 | | | | | | 458,621 | |
| | | MITSUBISHI MOTORS CORP | | COMMON STOCK | | | 112,900 | | | | | | 238,056 | |
| | | MITSUBISHI PENCIL CO LTD | | COMMON STOCK | | | 9,500 | | | | | | 126,644 | |
| | | MITSUBISHI RESEARCH INSTITUT | | COMMON STOCK | | | 1,400 | | | | | | 58,089 | |
| | | MITSUBISHI SHOKUHIN CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 88,790 | |
| | | MITSUBISHI UFJ FINANCIAL GRO | | COMMON STOCK | | | 2,077,600 | | | | | | 9,201,811 | |
| | | MITSUBOSHI BELTING LTD | | COMMON STOCK | | | 4,000 | | | | | | 66,001 | |
| | | MITSUI + CO LTD | | COMMON STOCK | | | 275,300 | | | | | | 5,051,224 | |
| | | MITSUI CHEMICALS INC | | COMMON STOCK | | | 31,100 | | | | | | 913,749 | |
| | | MITSUI FUDOSAN CO LTD | | COMMON STOCK | | | 154,800 | | | | | | 3,263,171 | |
| | | MITSUI FUDOSAN LOGISTICS PAR | | REIT | | | 87 | | | | | | 440,756 | |
| | | MITSUI HIGH TEC INC | | COMMON STOCK | | | 3,300 | | | | | | 124,135 | |
| | | MITSUI MINING + SMELTING CO | | COMMON STOCK | | | 9,900 | | | | | | 365,186 | |
| | | MITSUI OSK LINES LTD | | COMMON STOCK | | | 18,700 | | | | | | 572,450 | |
| | | MITSUI SOKO HOLDINGS CO LTD | | COMMON STOCK | | | 3,700 | | | | | | 82,626 | |
| | | MITSUI SUGAR CO LTD | | COMMON STOCK | | | 2,800 | | | | | | 49,299 | |
| | | MITSUUROKO HOLDINGS CO LTD | | COMMON STOCK | | | 6,300 | | | | | | 81,475 | |
| | | MIURA CO LTD | | COMMON STOCK | | | 14,800 | | | | | | 826,788 | |
| | | MIVNE REAL ESTATE KD LTD | | COMMON STOCK ILS1.0 | | | 139,948 | | | | | | 361,680 | |
| | | MIXI INC | | COMMON STOCK | | | 7,400 | | | | | | 183,970 | |
| | | MIYAZAKI BANK LTD/THE | | COMMON STOCK | | | 2,500 | | | | | | 53,478 | |
| | | MIZRAHI TEFAHOT BANK LTD | | COMMON STOCK ILS.1 | | | 27,932 | | | | | | 647,933 | |
| | | MIZUHO FINANCIAL GROUP INC | | COMMON STOCK | | | 407,150 | | | | | | 5,190,483 | |
| | | MIZUHO LEASING CO LTD | | COMMON STOCK | | | 4,500 | | | | | | 135,564 | |
| | | MIZUNO CORP | | COMMON STOCK | | | 2,900 | | | | | | 56,549 | |
| | | MLP SAGLIK HIZMETLERI AS | | COMMON STOCK | | | 17,991 | | | | | | 48,118 | |
| | | MLP SE | | COMMON STOCK | | | 11,283 | | | | | | 74,557 | |
| | | MMC NORILSK NICKEL PJSC ADR | | ADR | | | 23,534 | | | | | | 734,998 | |
| | | MMC NORILSK NICKEL PJSC ADR | | DEPOSITORY RECEIPT | | | 96,021 | | | | | | 3,022,741 | |
| | | MMG LTD | | COMMON STOCK | | | 508,000 | | | | | | 221,318 | |
| | | MOBILE TELECOMMUNICATIONS CO | | COMMON STOCK KWD.1 | | | 366,963 | | | | | | 731,031 | |
| | | MOBILE TELECOMMUNICATIONS CO | | COMMON STOCK SAR10. | | | 74,588 | | | | | | 270,390 | |
| | | MOBILE TELESYSTEMS SP ADR | | ADR | | | 104,957 | | | | | | 939,365 | |
| | | MOBILEZONE HOLDING AG REG | | COMMON STOCK CHF.01 | | | 6,850 | | | | | | 78,084 | |
| | | MOBIMO HOLDING AG REG | | COMMON STOCK | | | 1,122 | | | | | | 363,438 | |
| | | MOCHIDA PHARMACEUTICAL CO | | COMMON STOCK | | | 4,400 | | | | | | 167,503 | |
| | | MODEC INC | | COMMON STOCK | | | 3,400 | | | | | | 61,848 | |
| | | MODERN TIMES GROUP B SHS | | COMMON STOCK SEK5.0 | | | 14,654 | | | | | | 263,176 | |
| | | MOELIS AUSTRALIA LTD | | COMMON STOCK | | | 15,136 | | | | | | 55,656 | |
| | | MOL HUNGARIAN OIL AND GAS PL | | COMMON STOCK HUF125.0 | | | 63,462 | | | | | | 462,421 | |
| | | MOLECULAR PARTNERS AG | | COMMON STOCK CHF.1 | | | 3,832 | | | | | | 89,505 | |
| | | MOMENTUM METROPOLITAN HOLDIN | | COMMON STOCK ZAR.000001 | | | 210,527 | | | | | | 225,877 | |
| | MOMO INC SPON ADR | | ADR USD.0001 | | | 28,800 | | | | | | 402,048 | |
| | | MOMO.COM INC | | COMMON STOCK TWD10.0 | | | 6,000 | | | | | | 136,325 | |
| | | MONADELPHOUS GROUP LTD | | COMMON STOCK | | | 16,513 | | | | | | 171,837 | |
| | | MONCLER SPA | | COMMON STOCK NPV | | | 33,731 | | | | | | 2,066,405 | |
| | | MONDI PLC | | COMMON STOCK EUR.2 | | | 14,584 | | | | | | 338,554 | |
| | | MONDI PLC | | COMMON STOCK EUR.2 | | | 65,320 | | | | | | 1,611,470 | |
| | | MONETA MONEY BANK AS | | COMMON STOCK CZK20.0 | | | 111,458 | | | | | | 353,073 | |
| | | MONEX GROUP INC | | COMMON STOCK | | | 29,900 | | | | | | 112,596 | |
| | | MONEY FORWARD INC | | COMMON STOCK | | | 6,000 | | | | | | 284,822 | |
| | | MONEYSUPERMARKET.COM | | COMMON STOCK GBP.0002 | | | 92,099 | | | | | | 328,263 | |
| | | MONOGATARI CORP | | COMMON STOCK | | | 500 | | | | | | 60,968 | |
| | | MONOTARO CO LTD | | COMMON STOCK | | | 21,100 | | | | | | 1,072,960 | |
| | | MONTEA | | REIT | | | 1,834 | | | | | | 209,034 | |
| | | MORGAN ADVANCED MATERIALS PL | | COMMON STOCK GBP.25 | | | 48,470 | | | | | | 206,220 | |
| | | MORGAN SINDALL GROUP PLC | | COMMON STOCK GBP.05 | | | 6,896 | | | | | | 143,367 | |
| | | MORGUARD NORTH AMERICAN RESI | | REIT | | | 3,300 | | | | | | 41,382 | |
| | | MORI HILLS REIT INVESTMENT C | | REIT | | | 290 | | | | | | 400,077 | |
| | | MORI TRUST HOTEL REIT INC | | REIT | | | 55 | | | | | | 61,415 | |
| | | MORI TRUST SOGO REIT INC | | REIT | | | 177 | | | | | | 228,453 | |
| | | MORINAGA + CO LTD | | COMMON STOCK | | | 7,000 | | | | | | 263,405 | |
| | | MORINAGA MILK INDUSTRY CO | | COMMON STOCK | | | 6,300 | | | | | | 310,343 | |
| | | MORITA HOLDINGS CORP | | COMMON STOCK | | | 2,600 | | | | | | 44,257 | |
| | | MORNEAU SHEPELL INC | | COMMON STOCK | | | 11,800 | | | | | | 287,405 | |
| | | MOROCCAN DIRHAM | | FOREIGN CURRENCY | | | 19,943 | | | | | | 2,240 | |
| | | MORPHOSYS AG | | COMMON STOCK | | | 5,729 | | | | | | 655,204 | |
| | | MOS FOOD SERVICES INC | | COMMON STOCK | | | 4,400 | | | | | | 124,444 | |
| | | MOSCOW EXCHANGE MICEX RTS PJ | | COMMON STOCK RUB1.0 | | | 223,970 | | | | | | 482,191 | |
| | | MOSENERGO PJSC | | COMMON STOCK RUB1.0 | | | 1,837,000 | | | | | | 51,522 | |
| | | MOTA ENGIL SGPS SA | | COMMON STOCK EUR1. | | | 58,566 | | | | | | 97,075 | |
| | | MOTOR OIL (HELLAS) SA | | COMMON STOCK EUR.75 | | | 11,407 | | | | | | 165,186 | |
| | | MOTUS HOLDINGS LTD | | COMMON STOCK | | | 35,255 | | | | | | 134,582 | |
| | | MOUNT GIBSON IRON LTD | | COMMON STOCK | | | 27,434 | | | | | | 19,531 | |
| | | MOUWASAT MEDICAL SERVICES CO | | COMMON STOCK SAR10.0 | | | 8,311 | | | | | | 305,714 | |
| | | MOWI ASA | | COMMON STOCK NOK7.5 | | | 81,028 | | | | | | 1,807,282 | |
| | | MR PRICE GROUP LTD | | COMMON STOCK ZAR.00025 | | | 44,296 | | | | | | 515,377 | |
| | | MRV ENGENHARIA | | COMMON STOCK | | | 71,984 | | | | | | 262,875 | |
| | | MS+AD INSURANCE GROUP HOLDIN | | COMMON STOCK | | | 75,100 | | | | | | 2,290,175 | |
| | | MSCI EAFE MAR21 | | IFUS 20210319 | | | 29,900 | | | | | | 1,349,465 | |
| | | MSCI EMGMKT MAR21 | | IFUS 20210319 | | | 7,550 | | | | | | 335,070 | |
| | | MTI LTD | | COMMON STOCK | | | 3,300 | | | | | | 26,364 | |
| | | MTN GROUP LTD | | COMMON STOCK ZAR.0001 | | | 311,996 | | | | | | 1,279,822 | |
| | | MTR CORP | | COMMON STOCK | | | 247,243 | | | | | | 1,382,753 | |
| | | MTU AERO ENGINES AG | | COMMON STOCK | | | 9,517 | | | | | | 2,483,515 | |
| | | MTY FOOD GROUP INC | | COMMON STOCK | | | 3,700 | | | | | | 168,301 | |
| | | MUANGTHAI CAPITAL PCL FOREIG | | FOREIGN SH. THB1.0 A | | | 165,500 | | | | | | 325,918 | |
| | | MUANGTHAI CAPITAL PCL NVDR | | NVDR THB1.0 | | | 147,400 | | | | | | 291,487 | |
| | | MUENCHENER RUECKVER AG REG | | COMMON STOCK | | | 23,812 | | | | | | 7,063,154 | |
| | | MULLEN GROUP LTD | | COMMON STOCK | | | 5,600 | | | | | | 138,661 | |
| | | MULTICHOICE GROUP LTD | | COMMON STOCK | | | 82,639 | | | | | | 754,135 | |
| | | MULTIPLAN EMPREENDIMENTOS | | COMMON STOCK | | | 56,700 | | | | | | 258,343 | |
| | | MURATA MANUFACTURING CO LTD | | COMMON STOCK | | | 97,600 | | | | | | 8,790,819 | |
| | | MUSASHI SEIMITSU INDUSTRY CO | | COMMON STOCK | | | 7,700 | | | | | | 122,346 | |
| | | MUSASHINO BANK LTD/THE | | COMMON STOCK | | | 4,600 | | | | | | 66,749 | |
| | | MUYUAN FOODSTUFF CO LTD A | | COMMON STOCK CNY1.0 | | | 40,290 | | | | | | 475,439 | |
| | | MY EG SERVICES BHD | | COMMON STOCK | | | 335,935 | | | | | | 160,895 | |
| | | MYCRONIC AB | | COMMON STOCK | | | 14,255 | | | | | | 425,810 | |
| | | MYTILINEOS S.A. | | COMMON STOCK EUR.97 | | | 15,940 | | | | | | 232,643 | |
| | | NABTESCO CORP | | COMMON STOCK | | | 19,100 | | | | | | 838,530 | |
| | | NACHI FUJIKOSHI CORP | | COMMON STOCK | | | 2,100 | | | | | | 87,232 | |
| | | NAGAILEBEN CO LTD | | COMMON STOCK | | | 4,300 | | | | | | 123,038 | |
| | | NAGARRO SE | | COMMON STOCK | | | 1,247 | | | | | | 138,845 | |
| | | NAGASE + CO LTD | | COMMON STOCK | | | 17,500 | | | | | | 256,551 | |
| | | NAGOYA RAILROAD CO LTD | | COMMON STOCK | | | 32,200 | | | | | | 850,353 | |
| | | NAJRAN CEMENT CO | | COMMON STOCK SAR10.0 | | | 14,129 | | | | | | 68,694 | |
| | | NAKANISHI INC | | COMMON STOCK | | | 12,100 | | | | | | 265,695 | |
| | | NAMCHOW HOLDINGS CO LTD | | COMMON STOCK TWD10.0 | | | 77,000 | | | | | | 128,642 | |
| | | NAN KANG RUBBER TIRE CO LTD | | COMMON STOCK TWD10. | | | 71,000 | | | | | | 105,984 | |
| | | NAN YA PLASTICS CORP | | COMMON STOCK TWD10.0 | | | 940,986 | | | | | | 2,411,940 | |
| | | NAN YA PRINTED CIRCUIT BOARD | | COMMON STOCK TWD10. | | | 39,988 | | | | | | 257,824 | |
| | | NANJI E COMMERCE CO LTD A | | COMMON STOCK CNY1.0 | | | 56,400 | | | | | | 118,155 | |
| | | NANJING KING FRIEND BIOCHE A | | COMMON STOCK CNY1.0 | | | 4,030 | | | | | | 21,652 | |
| | | NANJING SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 125,800 | | | | | | 236,094 | |
| | | NANKAI ELECTRIC RAILWAY CO | | COMMON STOCK | | | 17,200 | | | | | | 437,993 | |
| | | NANOSONICS LTD | | COMMON STOCK | | | 47,088 | | | | | | 292,576 | |
| | | NANTEX INDUSTRY CO LTD | | COMMON STOCK TWD10. | | | 28,000 | | | | | | 61,014 | |
| | | NANTO BANK LTD/THE | | COMMON STOCK | | | 5,200 | | | | | | 88,339 | |
| | | NANYA TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 225,000 | | | | | | 697,745 | |
| | | NARI TECHNOLOGY CO LTD A | | COMMON STOCK CNY1.0 | | | 38,300 | | | | | | 155,911 | |
| | | NASPERS LTD N SHS | | COMMON STOCK ZAR.02 | | | 76,011 | | | | | | 15,563,917 | |
| | | NATIONAL AGRICULTURE DEVELOP | | COMMON STOCK | | | 8,447 | | | | | | 67,097 | |
| | | NATIONAL AUSTRALIA BANK LTD | | COMMON STOCK | | | 550,252 | | | | | | 9,722,909 | |
| | | NATIONAL BANK OF CANADA | | COMMON STOCK | | | 58,570 | | | | | | 3,293,528 | |
| | | NATIONAL BANK OF GREECE | | COMMON STOCK EUR3.0 | | | 94,188 | | | | | | 263,261 | |
| | | NATIONAL BANK OF KUWAIT | | COMMON STOCK KWD.1 | | | 777,381 | | | | | | 3,052,751 | |
| | | NATIONAL EXPRESS GROUP PLC | | COMMON STOCK GBP.05 | | | 86,419 | | | | | | 280,708 | |
| | | NATIONAL GAS + INDUSTRIALIZA | | COMMON STOCK SAR10. | | | 6,233 | | | | | | 50,673 | |
| | | NATIONAL GRID PLC | | COMMON STOCK GBP.1243129 | | | 602,341 | | | | | | 7,171,340 | |
| | | NATIONAL INDUSTRIALIZATION C | | COMMON STOCK SAR10.0 | | | 55,594 | | | | | | 202,720 | |
| | | NATIONAL INDUSTRIES GRP HOLD | | COMMON STOCK KWD.1 | | | 181,636 | | | | | | 105,089 | |
| | | NATIONAL MEDICAL CARE CO | | COMMON STOCK SAR10.0 | | | 3,728 | | | | | | 53,064 | |
| | | NATIONAL REAL ESTATE CO | | COMMON STOCK KWD.1 | | | 133,354 | | | | | | 33,054 | |
| | | NATIONAL STORAGE REIT | | REIT | | | 132,466 | | | | | | 195,345 | |
| * | | NATIXIS | | COMMON STOCK | | | 175,499 | | | | | | 605,000 | |
| | | NATURA +CO HOLDING S.A. | | COMMON STOCK | | | 137,541 | | | | | | 1,380,018 | |
| | | NATURECELL CO LTD | | COMMON STOCK KRW500.0 | | | 8,348 | | | | | | 78,911 | |
| | | NATURGY ENERGY GROUP SA | | COMMON STOCK EUR1.0 | | | 46,627 | | | | | | 1,177,486 | |
| | | NATWEST GROUP PLC | | COMMON STOCK GBP1.0 | | | 803,520 | | | | | | 1,913,836 | |
| | | NAURA TECHNOLOGY GROUP CO A | | COMMON STOCK CNY1.0 | | | 5,000 | | | | | | 138,707 | |
| | | NAVER CORP | | COMMON STOCK KRW100.0 | | | 21,007 | | | | | | 5,672,340 | |
| | | NAVIGATOR CO SA/THE | | COMMON STOCK NPV | | | 38,458 | | | | | | 117,589 | |
| | | NCC AB B SHS | | COMMON STOCK SEK8.0 | | | 17,681 | | | | | | 323,532 | |
| | | NCC GROUP PLC | | COMMON STOCK GBP.01 | | | 47,865 | | | | | | 165,222 | |
| | | NCSOFT CORP | | COMMON STOCK KRW500.0 | | | 3,156 | | | | | | 2,709,336 | |
| | | NEARMAP LTD | | COMMON STOCK | | | 70,192 | | | | | | 120,345 | |
| | | NEC CORP | | COMMON STOCK | | | 44,100 | | | | | | 2,361,463 | |
| | | NEC NETWORKS + SYSTEM INTEGR | | COMMON STOCK | | | 12,300 | | | | | | 212,070 | |
| | | NEDBANK GROUP LTD | | COMMON STOCK ZAR1.0 | | | 74,161 | | | | | | 654,402 | |
| | | NEINOR HOMES SA | | COMMON STOCK EUR10.0 | | | 9,826 | | | | | | 131,173 | |
| | | NEL ASA | | COMMON STOCK NOK.2 | | | 190,405 | | | | | | 649,385 | |
| | | NELES OYJ | | COMMON STOCK | | | 18,062 | | | | | | 239,821 | |
| | | NEMETSCHEK SE | | COMMON STOCK | | | 10,352 | | | | | | 765,225 | |
| | | NEOEN SA | | COMMON STOCK | | | 5,109 | | | | | | 393,334 | |
| | | NEPES CORP | | COMMON STOCK KRW500.0 | | | 2,939 | | | | | | 115,384 | |
| | | NEPI ROCKCASTLE PLC | | COMMON STOCK | | | 82,025 | | | | | | 521,892 | |
| | | NESTE OYJ | | COMMON STOCK | | | 72,592 | | | | | | 5,252,160 | |
| | | NESTLE (MALAYSIA) BERHAD | | COMMON STOCK | | | 10,800 | | | | | | 373,086 | |
| | | NESTLE SA REG | | COMMON STOCK CHF.1 | | | 489,668 | | | | | | 57,736,112 | |
| | | NET ONE SYSTEMS CO LTD | | COMMON STOCK | | | 15,800 | | | | | | 558,886 | |
| | | NETCARE LTD | | COMMON STOCK ZAR.01 | | | 226,837 | | | | | | 191,618 | |
| | | NETCOMPANY GROUP AS | | COMMON STOCK DKK1.0 | | | 4,776 | | | | | | 488,459 | |
| | | NETDRAGON WEBSOFT HOLDINGS L | | COMMON STOCK USD.01 | | | 10,000 | | | | | | 22,432 | |
| | | NETEASE INC ADR | | ADR USD.0001 | | | 71,500 | | | | | | 6,847,555 | |
| | | NETLINK NBN TRUST | | UNIT | | | 528,400 | | | | | | 385,932 | |
| | | NETMARBLE CORP | | COMMON STOCK KRW100.0 | | | 4,680 | | | | | | 567,894 | |
| | | NETWEALTH GROUP LTD | | COMMON STOCK | | | 6,103 | | | | | | 146,904 | |
| | | NETWORK INTERNATIONAL HOLDIN | | COMMON STOCK GBP.1 | | | 77,962 | | | | | | 347,981 | |
| | | NEW CHINA LIFE INSURANCE C A | | COMMON STOCK CNY1.0 | | | 22,700 | | | | | | 201,696 | |
| | | NEW CHINA LIFE INSURANCE C H | | COMMON STOCK CNY1.0 | | | 144,500 | | | | | | 565,659 | |
| | | NEW GOLD INC | | COMMON STOCK | | | 119,800 | | | | | | 263,297 | |
| | | NEW HOPE CORP LTD | | COMMON STOCK | | | 43,075 | | | | | | 47,042 | |
| | | NEW HOPE LIUHE CO LTD A | | COMMON STOCK CNY1.0 | | | 34,958 | | | | | | 119,996 | |
| | | NEW ISRAELI SHEQEL | | FOREIGN CURRENCY | | | 646,093 | | | | | | 201,225 | |
| | | NEW ORIENTAL EDUCATIO SP ADR | | ADR USD.01 | | | 26,700 | | | | | | 4,961,127 | |
| | | NEW TAIWAN DOLLAR | | FOREIGN CURRENCY | | | 164,813,652 | | | | | | 5,865,672 | |
| | | NEW WORK SE | | COMMON STOCK NPV | | | 518 | | | | | | 177,533 | |
| | | NEW WORLD DEVELOPMENT | | COMMON STOCK | | | 243,964 | | | | | | 1,136,474 | |
| | | NEW ZEALAND DOLLAR | | FOREIGN CURRENCY | | | 71,067 | | | | | | 51,168 | |
| | | NEWCREST MINING LTD | | COMMON STOCK | | | 140,846 | | | | | | 2,808,339 | |
| | | NEXANS SA | | COMMON STOCK EUR1.0 | | | 2,828 | | | | | | 325,219 | |
| | | NEXGEN ENERGY LTD | | COMMON STOCK | | | 56,100 | | | | | | 154,561 | |
| | | NEXI SPA | | COMMON STOCK | | | 57,829 | | | | | | 1,150,559 | |
| | | NEXITY | | COMMON STOCK EUR5.0 | | | 5,989 | | | | | | 312,242 | |
| | | NEXON CO LTD | | COMMON STOCK | | | 82,100 | | | | | | 2,528,756 | |
| | | NEXT PLC | | COMMON STOCK GBP.1 | | | 22,210 | | | | | | 2,200,327 | |
| | | NEXTAGE CO LTD | | COMMON STOCK | | | 6,400 | | | | | | 82,176 | |
| | | NEXTDC LTD | | COMMON STOCK | | | 60,296 | | | | | | 666,234 | |
| | | NEXTEER AUTOMOTIVE GROUP LTD | | COMMON STOCK HKD.1 | | | 159,000 | | | | | | 171,267 | |
| | | NFI GROUP INC | | COMMON STOCK | | | 11,000 | | | | | | 207,998 | |
| | | NGK INSULATORS LTD | | COMMON STOCK | | | 47,000 | | | | | | 726,811 | |
| | | NGK SPARK PLUG CO LTD | | COMMON STOCK | | | 28,500 | | | | | | 487,992 | |
| | | NH FOODS LTD | | COMMON STOCK | | | 14,000 | | | | | | 616,306 | |
| | | NH INVESTMENT + SECURITIES C | | COMMON STOCK KRW5000.0 | | | 35,706 | | | | | | 372,311 | |
| | | NHK SPRING CO LTD | | COMMON STOCK | | | 43,300 | | | | | | 297,853 | |
| | | NHN CORP | | COMMON STOCK KRW500.0 | | | 5,376 | | | | | | 369,846 | |
| | | NHN KCP CORP | | COMMON STOCK KRW500.0 | | | 2,298 | | | | | | 145,211 | |
| | | NIB HOLDINGS LTD | | COMMON STOCK | | | 83,810 | | | | | | 386,411 | |
| | | NIBE INDUSTRIER AB B SHS | | COMMON STOCK SEK.1562 | | | 56,846 | | | | | | 1,870,085 | |
| | | NICE INFORMATION SERVICE CO | | COMMON STOCK KRW500.0 | | | 5,676 | | | | | | 129,877 | |
| | | NICE LTD | | COMMON STOCK ILS1.0 | | | 8,269 | | | | | | 2,337,593 | |
| | | NICE LTD SPON ADR | | ADR | | | 2,740 | | | | | | 776,900 | |
| | | NICHI IKO PHARMACEUTICAL CO | | COMMON STOCK | | | 9,000 | | | | | | 84,985 | |
| | | NICHIAS CORP | | COMMON STOCK | | | 10,600 | | | | | | 252,981 | |
| | | NICHICON CORPORATION | | COMMON STOCK | | | 7,900 | | | | | | 100,119 | |
| | | NICHIDEN CORP | | COMMON STOCK | | | 3,200 | | | | | | 69,441 | |
| | | NICHIHA CORP | | COMMON STOCK | | | 4,500 | | | | | | 141,915 | |
| | | NICHIREI CORP | | COMMON STOCK | | | 21,000 | | | | | | 590,405 | |
| | | NICHIREKI CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 60,508 | |
| | | NICK SCALI LTD | | COMMON STOCK | | | 6,718 | | | | | | 50,170 | |
| | | NICKEL MINES LTD | | COMMON STOCK | | | 98,163 | | | | | | 83,665 | |
| | | NIDEC CORP | | COMMON STOCK | | | 76,000 | | | | | | 9,576,543 | |
| | | NIEN MADE ENTERPRISE CO LTD | | COMMON STOCK TWD10.0 | | | 32,000 | | | | | | 371,679 | |
| | | NIFCO INC | | COMMON STOCK | | | 14,800 | | | | | | 581,239 | |
| | | NIHON KOHDEN CORP | | COMMON STOCK | | | 14,300 | | | | | | 532,856 | |
| | | NIHON M+A CENTER INC | | COMMON STOCK | | | 25,500 | | | | | | 1,706,629 | |
| | | NIHON NOHYAKU CO LTD | | COMMON STOCK | | | 6,000 | | | | | | 29,396 | |
| | | NIHON PARKERIZING CO LTD | | COMMON STOCK | | | 13,400 | | | | | | 139,402 | |
| | | NIHON UNISYS LTD | | COMMON STOCK | | | 13,100 | | | | | | 514,177 | |
| | | NIKKISO CO LTD | | COMMON STOCK | | | 8,800 | | | | | | 85,752 | |
| | | NIKKON HOLDINGS CO LTD | | COMMON STOCK | | | 9,800 | | | | | | 196,681 | |
| | | NIKON CORP | | COMMON STOCK | | | 57,900 | | | | | | 366,147 | |
| | | NILFISK HOLDING A/S | | COMMON STOCK DKK20.0 | | | 3,949 | | | | | | 85,406 | |
| | | NINE DRAGONS PAPER HOLDINGS | | COMMON STOCK HKD.1 | | | 336,000 | | | | | | 478,155 | |
| | | NINE ENTERTAINMENT CO HOLDIN | | COMMON STOCK | | | 294,552 | | | | | | 527,757 | |
| | | NINESTAR CORP A | | COMMON STOCK CNY1.0 | | | 11,700 | | | | | | 47,900 | |
| | | NINETY ONE LTD | | COMMON STOCK | | | 21,849 | | | | | | 65,504 | |
| | | NINETY ONE PLC | | COMMON STOCK | | | 64,111 | | | | | | 203,043 | |
| | | NINTENDO CO LTD | | COMMON STOCK | | | 19,000 | | | | | | 12,126,769 | |
| | | NIO INC ADR | | ADR USD.00025 | | | 217,200 | | | | | | 10,586,328 | |
| | | NIPPN CORP | | COMMON STOCK | | | 8,600 | | | | | | 134,333 | |
| | | NIPPO CORP | | COMMON STOCK | | | 11,000 | | | | | | 302,122 | |
| | | NIPPON ACCOMMODATIONS FUND | | REIT | | | 80 | | | | | | 449,583 | |
| | | NIPPON BUILDING FUND INC | | REIT | | | 250 | | | | | | 1,448,097 | |
| | | NIPPON CARBON CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 61,231 | |
| | | NIPPON CERAMIC CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 107,004 | |
| | | NIPPON DENSETSU KOGYO CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 128,599 | |
| | | NIPPON ELECTRIC GLASS CO LTD | | COMMON STOCK | | | 15,900 | | | | | | 348,159 | |
| | | NIPPON EXPRESS CO LTD | | COMMON STOCK | | | 12,400 | | | | | | 834,332 | |
| | | NIPPON GAS CO LTD | | COMMON STOCK | | | 6,600 | | | | | | 356,135 | |
| | | NIPPON KANZAI CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 62,313 | |
| | | NIPPON KAYAKU CO LTD | | COMMON STOCK | | | 23,800 | | | | | | 220,723 | |
| | | NIPPON KOEI CO LTD | | COMMON STOCK | | | 2,000 | | | | | | 54,948 | |
| | | NIPPON LIGHT METAL HOLDINGS | | COMMON STOCK | | | 9,370 | | | | | | 174,281 | |
| | | NIPPON PAINT HOLDINGS CO LTD | | COMMON STOCK | | | 24,700 | | | | | | 2,715,521 | |
| | | NIPPON PAPER INDUSTRIES CO L | | COMMON STOCK | | | 17,500 | | | | | | 203,259 | |
| | | NIPPON REIT INVESTMENT CORP | | REIT | | | 83 | | | | | | 298,140 | |
| | | NIPPON ROAD CO LTD | | COMMON STOCK | | | 1,100 | | | | | | 82,191 | |
| | | NIPPON SANSO HOLDINGS CORP | | COMMON STOCK | | | 25,600 | | | | | | 476,333 | |
| | | NIPPON SEIKI CO LTD | | COMMON STOCK | | | 8,200 | | | | | | 92,788 | |
| | | NIPPON SHARYO LTD | | COMMON STOCK | | | 1,200 | | | | | | 28,166 | |
| | | NIPPON SHEET GLASS CO LTD | | COMMON STOCK | | | 26,500 | | | | | | 122,914 | |
| | | NIPPON SHINYAKU CO LTD | | COMMON STOCK | | | 8,300 | | | | | | 545,161 | |
| | | NIPPON SHOKUBAI CO LTD | | COMMON STOCK | | | 4,600 | | | | | | 258,787 | |
| | | NIPPON SIGNAL COMPANY LTD | | COMMON STOCK | | | 8,200 | | | | | | 74,862 | |
| | | NIPPON SODA CO LTD | | COMMON STOCK | | | 4,300 | | | | | | 128,335 | |
| | | NIPPON STEEL CORP | | COMMON STOCK | | | 135,982 | | | | | | 1,763,828 | |
| | | NIPPON STEEL TRADING CORP | | COMMON STOCK | | | 2,500 | | | | | | 90,783 | |
| | | NIPPON SUISAN KAISHA LTD | | COMMON STOCK | | | 57,500 | | | | | | 237,619 | |
| | | NIPPON TELEGRAPH + TELEPHONE | | COMMON STOCK | | | 217,200 | | | | | | 5,569,819 | |
| | | NIPPON TELEVISION HOLDINGS | | COMMON STOCK | | | 8,900 | | | | | | 97,112 | |
| | | NIPPON YUSEN KK | | COMMON STOCK | | | 27,400 | | | | | | 639,296 | |
| | | NIPRO CORP | | COMMON STOCK | | | 28,300 | | | | | | 333,258 | |
| | | NISHI NIPPON FINANCIAL HOLDI | | COMMON STOCK | | | 20,600 | | | | | | 132,822 | |
| | | NISHI NIPPON RAILROAD CO LTD | | COMMON STOCK | | | 10,800 | | | | | | 319,775 | |
| | | NISHIMATSU CONSTRUCTION CO | | COMMON STOCK | | | 9,400 | | | | | | 193,069 | |
| | | NISHIMATSUYA CHAIN CO LTD | | COMMON STOCK | | | 7,700 | | | | | | 110,334 | |
| | | NISHIO RENT ALL CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 65,134 | |
| | | NISSAN CHEMICAL CORP | | COMMON STOCK | | | 20,800 | | | | | | 1,303,783 | |
| | | NISSAN MOTOR CO LTD | | COMMON STOCK | | | 391,800 | | | | | | 2,131,697 | |
| | | NISSAN SHATAI CO LTD | | COMMON STOCK | | | 13,200 | | | | | | 109,628 | |
| | | NISSEI ASB MACHINE CO LTD | | COMMON STOCK | | | 500 | | | | | | 28,585 | |
| | | NISSHA CO LTD | | COMMON STOCK | | | 8,600 | | | | | | 125,132 | |
| | | NISSHIN OILLIO GROUP LTD/THE | | COMMON STOCK | | | 4,300 | | | | | | 126,526 | |
| | | NISSHIN SEIFUN GROUP INC | | COMMON STOCK | | | 33,400 | | | | | | 531,756 | |
| | | NISSHINBO HOLDINGS INC | | COMMON STOCK | | | 23,100 | | | | | | 168,670 | |
| | | NISSIN ELECTRIC CO LTD | | COMMON STOCK | | | 8,200 | | | | | | 97,305 | |
| | | NISSIN FOODS HOLDINGS CO LTD | | COMMON STOCK | | | 11,200 | | | | | | 959,894 | |
| | | NITORI HOLDINGS CO LTD | | COMMON STOCK NPV | | | 13,800 | | | | | | 2,893,404 | |
| | | NITTA CORP | | COMMON STOCK | | | 3,700 | | | | | | 80,332 | |
| | | NITTO BOSEKI CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 176,708 | |
| | | NITTO DENKO CORP | | COMMON STOCK | | | 27,000 | | | | | | 2,424,650 | |
| | | NITTO KOGYO CORP | | COMMON STOCK | | | 4,300 | | | | | | 85,407 | |
| | | NITTO KOHKI CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 30,538 | |
| | | NITTOKU CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 64,588 | |
| | | NIU TECHNOLOGIES SPONS ADR | | ADR USD.0001 | | | 5,000 | | | | | | 140,263 | |
| | | NKT A/S | | COMMON STOCK DKK20.0 | | | 7,370 | | | | | | 329,264 | |
| | | NN GROUP NV | | COMMON STOCK EUR.12 | | | 50,172 | | | | | | 2,198,323 | |
| | | NNIT A/S | | COMMON STOCK DKK10.0 | | | 2,145 | | | | | | 42,721 | |
| | | NOAH HOLDINGS LTD SPON ADS | | ADR USD.0005 | | | 4,600 | | | | | | 219,926 | |
| | | NOBIA AB | | COMMON STOCK SEK.33 | | | 6,670 | | | | | | 53,460 | |
| | | NOBINA AB | | COMMON STOCK SEK.36 | | | 9,065 | | | | | | 75,852 | |
| | | NOEVIR HOLDING CO | | COMMON STOCK | | | 2,600 | | | | | | 115,214 | |
| | | NOF CORP | | COMMON STOCK | | | 11,500 | | | | | | 584,806 | |
| | | NOHMI BOSAI LTD | | COMMON STOCK | | | 4,000 | | | | | | 87,319 | |
| | | NOJIMA CO LTD | | COMMON STOCK | | | 5,200 | | | | | | 142,826 | |
| | | NOK CORP | | COMMON STOCK | | | 19,700 | | | | | | 212,231 | |
| | | NOKIA OYJ | | COMMON STOCK | | | 820,747 | | | | | | 3,135,013 | |
| | | NOKIA OYJ | | COMMON STOCK NPV | | | 149,550 | | | | | | 572,584 | |
| | | NOKIAN RENKAAT OYJ | | COMMON STOCK | | | 19,619 | | | | | | 686,681 | |
| | | NOLATO AB B SHS | | COMMON STOCK SEK5.0 | | | 3,681 | | | | | | 372,879 | |
| | | NOMURA CO LTD | | COMMON STOCK | | | 17,400 | | | | | | 144,217 | |
| | | NOMURA HOLDINGS INC | | COMMON STOCK | | | 530,600 | | | | | | 2,809,113 | |
| | | NOMURA REAL ESTATE HOLDINGS | | COMMON STOCK | | | 21,000 | | | | | | 467,160 | |
| | | NOMURA REAL ESTATE MASTER FU | | REIT | | | 689 | | | | | | 985,923 | |
| | | NOMURA RESEARCH INSTITUTE LT | | COMMON STOCK | | | 55,300 | | | | | | 1,976,120 | |
| | | NONG SHIM HOLDINGS CO | | COMMON STOCK KRW5000. | | | 2,210 | | | | | | 157,811 | |
| | | NONGSHIM CO LTD | | COMMON STOCK KRW5000. | | | 854 | | | | | | 235,575 | |
| | | NORBORD INC | | COMMON STOCK | | | 9,050 | | | | | | 390,414 | |
| | | NORDEA BANK ABP | | COMMON STOCK EUR1.0 | | | 8,192 | | | | | | 66,837 | |
| | | NORDEA BANK ABP | | COMMON STOCK EUR1.0 | | | 561,472 | | | | | | 4,593,167 | |
| | | NORDEX SE | | COMMON STOCK | | | 11,473 | | | | | | 311,181 | |
| | | NORDIC ENTERTAINMENT GROUP B | | COMMON STOCK SEK1.0 | | | 14,654 | | | | | | 819,966 | |
| | | NORDIC SEMICONDUCTOR ASA | | COMMON STOCK NOK.01 | | | 24,908 | | | | | | 399,248 | |
| | | NORITSU KOKI CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 73,236 | |
| | | NORITZ CORP | | COMMON STOCK | | | 4,700 | | | | | | 73,518 | |
| | | NORMA GROUP SE | | COMMON STOCK | | | 5,711 | | | | | | 292,706 | |
| | | NORSK HYDRO ASA | | COMMON STOCK NOK1.098 | | | 251,460 | | | | | | 1,161,862 | |
| | | NORTH PACIFIC BANK LTD | | COMMON STOCK | | | 44,000 | | | | | | 93,542 | |
| | | NORTH WEST CO INC/THE | | COMMON STOCK | | | 9,100 | | | | | | 231,714 | |
| | | NORTHAM PLATINUM LTD | | COMMON STOCK ZAR.0001 | | | 80,931 | | | | | | 1,156,667 | |
| | | NORTHERN REGION CEMENT CO | | COMMON STOCK | | | 14,960 | | | | | | 48,490 | |
| | | NORTHERN STAR RESOURCES LTD | | COMMON STOCK | | | 134,479 | | | | | | 1,302,385 | |
| | | NORTHLAND POWER INC | | COMMON STOCK | | | 30,300 | | | | | | 1,165,059 | |
| | | NORTHWEST HEALTHCARE PROPERT | | REIT | | | 11,900 | | | | | | 117,692 | |
| | | NORWAY ROYAL SALMON ASA | | COMMON STOCK NOK1. | | | 2,440 | | | | | | 61,234 | |
| | | NORWEGIAN FINANS HOLDING ASA | | COMMON STOCK NOK1.0 | | | 24,678 | | | | | | 209,338 | |
| | | NORWEGIAN KRONE | | FOREIGN CURRENCY | | | 1,843,487 | | | | | | 215,312 | |
| | | NOS SGPS | | COMMON STOCK EUR.01 | | | 64,686 | | | | | | 226,951 | |
| | | NOTRE DAME INTERMED PAR SA | | COMMON STOCK | | | 88,271 | | | | | | 1,339,408 | |
| | | NOVA MEASURING INSTRUMENTS | | COMMON STOCK ILS.01 | | | 4,380 | | | | | | 310,422 | |
| | | NOVACYT | | COMMON STOCK EUR.0667 | | | 12,058 | | | | | | 144,614 | |
| | | NOVAGOLD RESOURCES INC | | COMMON STOCK | | | 45,000 | | | | | | 435,165 | |
| | | NOVARTIS AG REG | | COMMON STOCK CHF.5 | | | 377,382 | | | | | | 35,698,468 | |
| | | NOVATEK MICROELECTRONICS COR | | COMMON STOCK TWD10. | | | 109,822 | | | | | | 1,436,522 | |
| | | NOVATEK PJSC SPONS GDR REG S | | GDR | | | 16,274 | | | | | | 2,640,342 | |
| | | NOVO NORDISK A/S B | | COMMON STOCK DKK.2 | | | 295,512 | | | | | | 20,699,970 | |
| | | NOVOLIPETSK STEEL PJSC | | COMMON STOCK RUB1.0 | | | 221,560 | | | | | | 626,178 | |
| | | NOVOZYMES A/S B SHARES | | COMMON STOCK DKK2.0 | | | 35,719 | | | | | | 2,052,942 | |
| | | NRW HOLDINGS LTD | | COMMON STOCK | | | 73,875 | | | | | | 166,708 | |
| | | NS SOLUTIONS CORP | | COMMON STOCK | | | 5,500 | | | | | | 162,124 | |
| | | NSD CO LTD | | COMMON STOCK | | | 13,400 | | | | | | 289,164 | |
| | | NSI NV | | REIT EUR3.68 | | | 1,106 | | | | | | 44,295 | |
| | | NSK LTD | | COMMON STOCK | | | 60,500 | | | | | | 528,732 | |
| | | NTN CORP | | COMMON STOCK | | | 90,400 | | | | | | 233,970 | |
| | | NTT DATA CORP | | COMMON STOCK | | | 110,000 | | | | | | 1,507,530 | |
| | | NTT UD REIT INVESTMENT CORP | | REIT | | | 242 | | | | | | 299,160 | |
| | | NUFARM LTD | | COMMON STOCK | | | 49,973 | | | | | | 158,266 | |
| | | NUMIS CORPORATION PLC | | COMMON STOCK GBP.05 | | | 7,207 | | | | | | 33,230 | |
| | | NUTRIEN LTD | | COMMON STOCK | | | 98,476 | | | | | | 4,733,650 | |
| | | NWS HOLDINGS LTD | | COMMON STOCK HKD1.0 | | | 275,371 | | | | | | 256,144 | |
| | | NYFOSA AB | | COMMON STOCK SEK.5 | | | 33,919 | | | | | | 338,346 | |
| | | OBARA GROUP INC | | COMMON STOCK | | | 2,600 | | | | | | 99,317 | |
| | | OBAYASHI CORP | | COMMON STOCK | | | 111,800 | | | | | | 968,593 | |
| | | OBI PHARMA INC | | COMMON STOCK TWD10.0 | | | 40,364 | | | | | | 200,425 | |
| | | OBIC BUSINESS CONSULTANTS | | COMMON STOCK | | | 3,600 | | | | | | 248,931 | |
| | | OBIC CO LTD | | COMMON STOCK | | | 12,000 | | | | | | 2,413,617 | |
| | | OC OERLIKON CORP AG REG | | COMMON STOCK CHF1.0 | | | 34,648 | | | | | | 359,913 | |
| | | OCADO GROUP PLC | | COMMON STOCK GBP.02 | | | 78,434 | | | | | | 2,599,532 | |
| | | OCEAN YIELD ASA | | COMMON STOCK NOK10.0 | | | 11,775 | | | | | | 36,363 | |
| | | OCEANAGOLD CORP | | COMMON STOCK | | | 114,800 | | | | | | 221,670 | |
| | | OCI CO LTD | | COMMON STOCK KRW5000. | | | 3,630 | | | | | | 309,995 | |
| | | OCI NV | | COMMON STOCK EUR.02 | | | 15,131 | | | | | | 292,174 | |
| | | ODAKYU ELECTRIC RAILWAY CO | | COMMON STOCK | | | 50,700 | | | | | | 1,593,865 | |
| | | ODONTOPREV S.A. | | COMMON STOCK | | | 59,512 | | | | | | 167,319 | |
| | | OESTERREICHISCHE POST AG | | COMMON STOCK | | | 6,014 | | | | | | 211,480 | |
| | | OFILM GROUP CO LTD A | | COMMON STOCK CNY1.0 | | | 29,500 | | | | | | 59,622 | |
| | | OGAKI KYORITSU BANK LTD/THE | | COMMON STOCK | | | 6,000 | | | | | | 122,642 | |
| | | OHB SE | | COMMON STOCK | | | 891 | | | | | | 42,087 | |
| | | OHSHO FOOD SERVICE CORP | | COMMON STOCK | | | 3,000 | | | | | | 168,444 | |
| | | OIL + GAS DEVELOPMENT CO LTD | | COMMON STOCK PKR10. | | | 115,300 | | | | | | 75,188 | |
| | | OIL REFINERIES LTD | | COMMON STOCK ILS1. | | | 280,836 | | | | | | 63,728 | |
| | | OIL SEARCH LTD | | COMMON STOCK | | | 301,028 | | | | | | 921,114 | |
| | | OILES CORP | | COMMON STOCK | | | 4,200 | | | | | | 66,108 | |
| | | OISIX RA DAICHI INC | | COMMON STOCK | | | 3,800 | | | | | | 114,676 | |
| | | OITA BANK LTD/THE | | COMMON STOCK | | | 2,500 | | | | | | 49,340 | |
| | | OJI HOLDINGS CORP | | COMMON STOCK | | | 156,800 | | | | | | 893,257 | |
| | | OKAMOTO INDUSTRIES INC | | COMMON STOCK | | | 1,800 | | | | | | 69,138 | |
| | | OKAMURA CORP | | COMMON STOCK | | | 9,500 | | | | | | 85,207 | |
| | | OKASAN SECURITIES GROUP INC | | COMMON STOCK | | | 12,000 | | | | | | 43,708 | |
| | | OKI ELECTRIC INDUSTRY CO LTD | | COMMON STOCK | | | 14,800 | | | | | | 130,804 | |
| | | OKINAWA ELECTRIC POWER CO | | COMMON STOCK | | | 7,808 | | | | | | 105,355 | |
| | | OKUMA CORP | | COMMON STOCK | | | 4,700 | | | | | | 263,547 | |
| | | OKUMURA CORP | | COMMON STOCK | | | 4,400 | | | | | | 109,101 | |
| | | OKUWA CO LTD | | COMMON STOCK | | | 5,800 | | | | | | 73,142 | |
| | | OLD MUTUAL LTD | | COMMON STOCK | | | 879,827 | | | | | | 712,454 | |
| | | OLYMPUS CORP | | COMMON STOCK | | | 196,700 | | | | | | 4,306,203 | |
| | | OMEGA GERACAO SA | | COMMON STOCK | | | 3,413 | | | | | | 26,660 | |
| | | OMNI BRIDGEWAY LTD | | COMMON STOCK | | | 46,871 | | | | | | 155,633 | |
| | | OMRON CORP | | COMMON STOCK | | | 31,300 | | | | | | 2,793,713 | |
| | | OMV AG | | COMMON STOCK | | | 26,382 | | | | | | 1,066,733 | |
| | | ON THE BEACH GROUP PLC | | COMMON STOCK GBP.01 | | | 25,655 | | | | | | 130,915 | |
| | | ONCOPEPTIDES AB | | COMMON STOCK SEK.11 | | | 7,725 | | | | | | 158,551 | |
| | | ONE REIT INC | | REIT | | | 37 | | | | | | 93,936 | |
| | | ONENESS BIOTECH CO LTD | | COMMON STOCK TWD10. | | | 39,000 | | | | | | 334,044 | |
| | | ONESMART INTERNATIONAL ADR | | ADR | | | 13,500 | | | | | | 51,300 | |
| | | ONEX CORPORATION | | COMMON STOCK | | | 14,455 | | | | | | 828,950 | |
| | | ONO PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 62,400 | | | | | | 1,880,725 | |
| | | ONTEX GROUP NV | | COMMON STOCK | | | 11,774 | | | | | | 158,618 | |
| | | ONWARD HOLDINGS CO LTD | | COMMON STOCK | | | 31,300 | | | | | | 62,871 | |
| | | OOH MEDIA LTD | | COMMON STOCK | | | 96,496 | | | | | | 123,716 | |
| | | OPAP SA | | COMMON STOCK EUR.3 | | | 34,465 | | | | | | 462,243 | |
| | | OPEN DOOR INC | | COMMON STOCK | | | 2,000 | | | | | | 27,010 | |
| | | OPEN HOUSE CO LTD | | COMMON STOCK | | | 11,600 | | | | | | 426,709 | |
| | | OPEN TEXT CORP | | COMMON STOCK | | | 45,500 | | | | | | 2,106,575 | |
| | | OPTEX GROUP CO LTD | | COMMON STOCK | | | 5,900 | | | | | | 108,010 | |
| | | OPTIM CORP | | COMMON STOCK | | | 2,400 | | | | | | 65,025 | |
| | | OPTORUN CO LTD | | COMMON STOCK | | | 2,600 | | | | | | 53,213 | |
| | | ORACLE CORP JAPAN | | COMMON STOCK | | | 6,500 | | | | | | 845,884 | |
| | | ORANGE | | COMMON STOCK EUR4.0 | | | 342,944 | | | | | | 4,087,930 | |
| | | ORANGE BELGIUM | | COMMON STOCK | | | 5,363 | | | | | | 143,096 | |
| | | ORANGE POLSKA SA | | COMMON STOCK PLN3.0 | | | 102,085 | | | | | | 180,489 | |
| | | ORBIA ADVANCE CORP SAB DE CV | | COMMON STOCK | | | 180,886 | | | | | | 424,765 | |
| | | ORGANIGRAM HOLDINGS INC | | COMMON STOCK | | | 21,900 | | | | | | 29,051 | |
| | | ORGANO CORP | | COMMON STOCK | | | 1,100 | | | | | | 65,567 | |
| | | ORICA LTD | | COMMON STOCK | | | 63,696 | | | | | | 783,022 | |
| | | ORIENT CORP | | COMMON STOCK | | | 78,900 | | | | | | 88,801 | |
| | | ORIENT SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 49,433 | | | | | | 88,090 | |
| | | ORIENTAL LAND CO LTD | | COMMON STOCK | | | 33,800 | | | | | | 5,587,273 | |
| | | ORIENTAL PEARL GROUP CO LT A | | COMMON STOCK CNY1.0 | | | 68,351 | | | | | | 93,555 | |
| | | ORIENTAL UNION CHEMICAL | | COMMON STOCK TWD10. | | | 98,000 | | | | | | 70,951 | |
| | | ORIGIN ENERGY LTD | | COMMON STOCK | | | 323,639 | | | | | | 1,190,534 | |
| | | ORIGIN ENTERPRISES PLC | | COMMON STOCK EUR.01 | | | 18,885 | | | | | | 71,598 | |
| | | ORIOLA CORP B | | COMMON STOCK | | | 19,517 | | | | | | 45,418 | |
| | | ORION CORP/REPUBLIC OF KOREA | | COMMON STOCK KRW500.0 | | | 4,671 | | | | | | 532,168 | |
| | | ORION HOLDINGS CORP | | COMMON STOCK KRW500.0 | | | 5,427 | | | | | | 66,039 | |
| | | ORION OYJ CLASS B | | COMMON STOCK EUR.65 | | | 18,059 | | | | | | 829,100 | |
| | | ORIOR AG | | COMMON STOCK CHF4.0 | | | 1,108 | | | | | | 94,497 | |
| | | ORIX CORP | | COMMON STOCK | | | 221,800 | | | | | | 3,442,454 | |
| | | ORIX JREIT INC | | REIT | | | 443 | | | | | | 732,495 | |
| | | ORKLA ASA | | COMMON STOCK NOK1.25 | | | 146,882 | | | | | | 1,492,358 | |
| | | ORLA MINING LTD | | COMMON STOCK | | | 23,300 | | | | | | 125,590 | |
| | | ORO CO LTD | | COMMON STOCK | | | 1,100 | | | | | | 46,829 | |
| | | OROCOBRE LTD | | COMMON STOCK | | | 37,759 | | | | | | 130,817 | |
| | | ORORA LTD | | COMMON STOCK | | | 177,392 | | | | | | 369,875 | |
| | | ORPEA | | COMMON STOCK EUR1.25 | | | 8,304 | | | | | | 1,164,749 | |
| | | ORSTED A/S | | COMMON STOCK DKK10.0 | | | 32,465 | | | | | | 6,649,611 | |
| | | OSAKA GAS CO LTD | | COMMON STOCK | | | 63,300 | | | | | | 1,296,821 | |
| | | OSAKA ORGANIC CHEMICAL IND | | COMMON STOCK | | | 2,500 | | | | | | 77,697 | |
| | | OSAKA SODA CO LTD | | COMMON STOCK | | | 2,300 | | | | | | 60,883 | |
| | | OSAKA TITANIUM TECHNOLOGIES | | COMMON STOCK | | | 8,200 | | | | | | 68,160 | |
| | | OSB GROUP PLC | | COMMON STOCK GBP.01 | | | 76,575 | | | | | | 443,400 | |
| | | OSCOTEC INC | | COMMON STOCK KRW500.0 | | | 3,474 | | | | | | 210,381 | |
| | | OSG CORP | | COMMON STOCK | | | 16,800 | | | | | | 321,866 | |
| | | OSISKO GOLD ROYALTIES LTD | | COMMON STOCK | | | 20,378 | | | | | | 258,004 | |
| | | OSISKO MINING INC | | COMMON STOCK | | | 33,700 | | | | | | 144,138 | |
| | | OSOTSPA PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 243,700 | | | | | | 288,763 | |
| | | OSRAM LICHT AG | | COMMON STOCK | | | 6,584 | | | | | | 419,397 | |
| | | OTOKAR OTOMOTIV VE SAVUNMA | | COMMON STOCK TRY1. | | | 4,958 | | | | | | 211,918 | |
| | | OTP BANK PLC | | COMMON STOCK HUF100. | | | 40,481 | | | | | | 1,824,153 | |
| | | OTSUKA CORP | | COMMON STOCK | | | 18,700 | | | | | | 985,453 | |
| | | OTSUKA HOLDINGS CO LTD | | COMMON STOCK | | | 67,200 | | | | | | 2,881,493 | |
| | | OTTOGI CORPORATION | | COMMON STOCK KRW5000. | | | 331 | | | | | | 176,026 | |
| | | OUE COMMERCIAL REAL ESTATE I | | REIT | | | 247,753 | | | | | | 72,274 | |
| | | OUTOKUMPU OYJ | | COMMON STOCK | | | 53,592 | | | | | | 210,992 | |
| | | OUTSOURCING INC | | COMMON STOCK | | | 20,700 | | | | | | 277,976 | |
| | | OVERSEA CHINESE BANKING CORP | | COMMON STOCK | | | 616,798 | | | | | | 4,689,161 | |
| | | OXFORD BIOMEDICA PLC | | COMMON STOCK GBP.5 | | | 9,871 | | | | | | 138,781 | |
| | | OYO CORP | | COMMON STOCK | | | 3,300 | | | | | | 39,212 | |
| | | OZ MINERALS LTD | | COMMON STOCK | | | 59,702 | | | | | | 870,619 | |
| | | PABRIK KERTAS TJIWI KIMIA PT | | COMMON STOCK IDR1000. | | | 312,400 | | | | | | 219,030 | |
| | | PACIFIC BASIN SHIPPING LTD | | COMMON STOCK USD.01 | | | 837,000 | | | | | | 158,015 | |
| | | PACIFIC INDUSTRIAL CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 70,753 | |
| | | PACIFIC METALS CO LTD | | COMMON STOCK | | | 5,500 | | | | | | 119,180 | |
| | | PACIFIC TEXTILES HOLDINGS | | COMMON STOCK HKD.001 | | | 171,000 | | | | | | 112,278 | |
| | | PACK CORP/THE | | COMMON STOCK | | | 2,500 | | | | | | 68,511 | |
| | | PAGEGROUP PLC | | COMMON STOCK GBP.01 | | | 56,396 | | | | | | 345,278 | |
| | | PAKISTAN RUPEE | | FOREIGN CURRENCY | | | 6,870,124 | | | | | | 42,992 | |
| | | PAKISTAN STATE OIL CO LTD | | COMMON STOCK PKR10. | | | 77,112 | | | | | | 103,716 | |
| | | PALTAC CORPORATION | | COMMON STOCK | | | 5,600 | | | | | | 304,787 | |
| | | PAMPA ENERGIA SA SPON ADR | | ADR | | | 11,700 | | | | | | 161,226 | |
| | | PAN AMERICAN SILVER CORP | | COMMON STOCK | | | 36,294 | | | | | | 1,250,633 | |
| | | PAN AMERICAN SILVER CORP | | EXP 22FEB29 | | | 59,600 | | | | | | 49,170 | |
| | | PAN INTERNATIONAL INDUSTRIAL | | COMMON STOCK TWD10. | | | 223,678 | | | | | | 204,260 | |
| | | PAN JIT INTERNATIONAL INC | | COMMON STOCK TWD10. | | | 17,100 | | | | | | 33,065 | |
| | | PAN OCEAN CO LTD | | COMMON STOCK KRW1000.0 | | | 55,662 | | | | | | 256,779 | |
| | | PAN PACIFIC INTERNATIONAL HO | | COMMON STOCK | | | 69,500 | | | | | | 1,605,528 | |
| | | PANASONIC CORP | | COMMON STOCK | | | 372,700 | | | | | | 4,306,941 | |
| | | PANDORA A/S | | COMMON STOCK DKK.01 | | | 17,162 | | | | | | 1,920,117 | |
| | | PANDOX AB | | COMMON STOCK SEK2.5 | | | 13,362 | | | | | | 236,017 | |
| | | PANGANG GROUP VANADIUM TIT A | | COMMON STOCK CNY1.0 | | | 100,100 | | | | | | 33,245 | |
| | | PARADE TECHNOLOGIES LTD | | COMMON STOCK TWD10. | | | 11,000 | | | | | | 436,885 | |
| | | PARADISE CO LTD | | COMMON STOCK KRW500. | | | 13,634 | | | | | | 191,844 | |
| | | PARADOX INTERACTIVE AB | | COMMON STOCK SEK.005 | | | 2,538 | | | | | | 79,086 | |
| | | PARAGON BANKING GROUP PLC | | COMMON STOCK GBP1.0 | | | 44,016 | | | | | | 294,894 | |
| | | PARAMOUNT BED HOLDINGS CO LT | | COMMON STOCK | | | 3,700 | | | | | | 168,776 | |
| | | PAREX RESOURCES INC | | COMMON STOCK | | | 26,400 | | | | | | 363,052 | |
| | | PARK LAWN CORP | | COMMON STOCK | | | 5,300 | | | | | | 116,234 | |
| | | PARK24 CO LTD | | COMMON STOCK | | | 20,000 | | | | | | 348,183 | |
| | | PARKLAND CORP | | COMMON STOCK | | | 25,700 | | | | | | 814,775 | |
| | | PARKWAYLIFE REAL ESTATE | | REIT | | | 62,100 | | | | | | 181,825 | |
| | | PARQUE ARAUCO S.A. | | COMMON STOCK | | | 108,669 | | | | | | 178,681 | |
| | | PARTNER COMMUNICATIONS CO | | COMMON STOCK ILS.01 | | | 24,392 | | | | | | 135,429 | |
| | | PARTNERS GROUP HOLDING AG | | COMMON STOCK CHF.01 | | | 3,177 | | | | | | 3,716,695 | |
| | | PASON SYSTEMS INC | | COMMON STOCK | | | 14,300 | | | | | | 88,449 | |
| | | PASONA GROUP INC | | COMMON STOCK | | | 4,300 | | | | | | 86,708 | |
| | | PATISSERIE HOLDINGS PLC | | COMMON STOCK GBP.01 | | | 4,808 | | | | | | 28,228 | |
| | | PATRIZIA AG | | COMMON STOCK | | | 7,848 | | | | | | 252,099 | |
| | | PAX GLOBAL TECHNOLOGY LTD | | COMMON STOCK HKD.1 | | | 239,000 | | | | | | 211,986 | |
| | | PAZ OIL CO LTD | | COMMON STOCK ILS5. | | | 1,714 | | | | | | 184,018 | |
| | | PCCW LTD | | COMMON STOCK | | | 683,056 | | | | | | 411,289 | |
| | | PCHOME ONLINE INC | | COMMON STOCK TWD10. | | | 35,000 | | | | | | 112,044 | |
| | | PEAB AB CLASS B | | COMMON STOCK SEK5.35 | | | 23,825 | | | | | | 259,950 | |
| | | PEARL ABYSS CORP | | COMMON STOCK KRW100.0 | | | 1,028 | | | | | | 246,334 | |
| | | PEARSON PLC | | COMMON STOCK GBP.25 | | | 117,527 | | | | | | 1,190,510 | |
| | | PEGATRON CORP | | COMMON STOCK TWD10. | | | 346,853 | | | | | | 832,397 | |
| | | PEMBINA PIPELINE CORP | | COMMON STOCK | | | 95,029 | | | | | | 2,245,191 | |
| | | PENDAL GROUP LTD | | COMMON STOCK | | | 19,494 | | | | | | 153,301 | |
| | | PENNON GROUP PLC | | COMMON STOCK GBP.407 | | | 66,270 | | | | | | 936,770 | |
| | | PENTA OCEAN CONSTRUCTION CO | | COMMON STOCK | | | 49,400 | | | | | | 425,213 | |
| | | PEOPLE S INSURANCE CO GROU H | | COMMON STOCK CNY1.0 | | | 1,526,000 | | | | | | 484,704 | |
| | | PEPTIDREAM INC | | COMMON STOCK | | | 17,100 | | | | | | 869,165 | |
| | | PER AARSLEFF HOLDING A/S | | COMMON STOCK DKK2.0 | | | 2,940 | | | | | | 149,046 | |
| | | PERENTI GLOBAL LTD | | COMMON STOCK | | | 119,922 | | | | | | 126,984 | |
| | | PERFECT WORLD CO LTD A | | COMMON STOCK CNY1.0 | | | 21,150 | | | | | | 95,575 | |
| | | PERNOD RICARD SA | | COMMON STOCK EUR1.55 | | | 35,299 | | | | | | 6,867,097 | |
| | | PERPETUAL LTD | | COMMON STOCK | | | 8,611 | | | | | | 231,237 | |
| | | PERSEUS MINING LTD | | COMMON STOCK | | | 214,628 | | | | | | 212,970 | |
| | | PERSIMMON PLC | | COMMON STOCK GBP.1 | | | 52,544 | | | | | | 2,061,725 | |
| | | PERSOL HOLDINGS CO LTD | | COMMON STOCK | | | 30,000 | | | | | | 542,327 | |
| | | PERUSAHAAN GAS NEGARA TBK PT | | COMMON STOCK IDR100.0 | | | 2,371,000 | | | | | | 279,940 | |
| | | PETKIM PETROKIMYA HOLDING AS | | COMMON STOCK TRY1. | | | 241,987 | | | | | | 162,168 | |
| | | PETRO RIO SA | | COMMON STOCK | | | 9,300 | | | | | | 125,137 | |
| | | PETROBRAS PETROLEO BRAS | | COMMON STOCK | | | 685,503 | | | | | | 3,840,648 | |
| | | PETROBRAS PETROLEO BRAS PR | | PREFERENCE | | | 777,217 | | | | | | 4,294,736 | |
| | | PETROBRAS DISTRIBUIDORA SA | | COMMON STOCK | | | 129,300 | | | | | | 553,250 | |
| | | PETROCHINA CO LTD A | | COMMON STOCK CNY1.0 | | | 459,000 | | | | | | 291,277 | |
| | | PETROCHINA CO LTD H | | COMMON STOCK CNY1.0 | | | 3,962,000 | | | | | | 1,216,377 | |
| | | PETROFAC LTD | | COMMON STOCK USD.02 | | | 44,523 | | | | | | 84,068 | |
| | | PETRONAS CHEMICALS GROUP BHD | | COMMON STOCK | | | 435,300 | | | | | | 805,873 | |
| | | PETRONAS DAGANGAN BHD | | COMMON STOCK | | | 67,000 | | | | | | 358,020 | |
| | | PETRONAS GAS BHD | | COMMON STOCK | | | 115,600 | | | | | | 493,770 | |
| | | PETROPAVLOVSK PLC | | COMMON STOCK GBP.01 | | | 437,354 | | | | | | 193,748 | |
| | | PETS AT HOME GROUP PLC | | COMMON STOCK GBP.01 | | | 85,808 | | | | | | 488,052 | |
| | | PEUGEOT INVEST | | COMMON STOCK EUR1.0 | | | 851 | | | | | | 98,740 | |
| | | PEUGEOT SA | | COMMON STOCK EUR1.0 | | | 102,666 | | | | | | 2,814,045 | |
| | | PEYTO EXPLORATION + DEV CORP | | COMMON STOCK | | | 32,500 | | | | | | 74,490 | |
| | | PFEIFFER VACUUM TECHNOLOGY | | COMMON STOCK | | | 884 | | | | | | 169,166 | |
| | | PGE SA | | COMMON STOCK PLN10.25 | | | 150,025 | | | | | | 262,868 | |
| | | PHARMA FOODS INTERNATIONAL | | COMMON STOCK | | | 3,700 | | | | | | 72,979 | |
| | | PHARMA MAR SA | | COMMON STOCK EUR.6 | | | 1,892 | | | | | | 220,428 | |
| | | PHARMAENGINE INC | | COMMON STOCK TWD10.0 | | | 48,000 | | | | | | 98,842 | |
| | | PHARMAESSENTIA CORP | | COMMON STOCK TWD10.0 | | | 48,283 | | | | | | 161,243 | |
| | | PHARMAGEST INTERACTIVE | | COMMON STOCK EUR.2 | | | 648 | | | | | | 88,015 | |
| | | PHARMALLY INTERENATIONAL HOL | | COMMON STOCK TWD10.0 | | | 10,256 | | | | | | 20,659 | |
| | | PHARMARON BEIJING CO LTD H | | COMMON STOCK CNY1.0 | | | 21,700 | | | | | | 367,063 | |
| | | PHARMICELL CO LTD | | COMMON STOCK KRW500. | | | 9,597 | | | | | | 153,528 | |
| | | PHARMING GROUP NV | | COMMON STOCK EUR.01 | | | 49,027 | | | | | | 76,505 | |
| | | PHILIPPINE PESO | | FOREIGN STOCK | | | 1,900,862 | | | | | | 39,582 | |
| | | PHISON ELECTRONICS CORP | | COMMON STOCK TWD10. | | | 27,229 | | | | | | 323,260 | |
| | | PHOENIX GROUP HOLDINGS PLC | | COMMON STOCK GBP.1 | | | 86,495 | | | | | | 899,409 | |
| | | PHOENIX HOLDINGS LTD/THE | | COMMON STOCK ILS1.0 | | | 44,225 | | | | | | 337,797 | |
| | | PHOSAGRO PJSC GDR REG S | | GDR | | | 36,516 | | | | | | 497,961 | |
| | | PIA CORP | | COMMON STOCK | | | 900 | | | | | | 24,401 | |
| | | PIAGGIO + C. S.P.A. | | COMMON STOCK | | | 29,245 | | | | | | 96,382 | |
| | | PICC HOLDING CO A | | COMMON STOCK CNY1.0 | | | 69,600 | | | | | | 69,994 | |
| | | PICC PROPERTY + CASUALTY H | | COMMON STOCK CNY1.0 | | | 1,280,309 | | | | | | 969,890 | |
| | | PICK N PAY STORES LTD | | COMMON STOCK ZAR.0125 | | | 62,462 | | | | | | 214,832 | |
| | | PICTON PROPERTY INCOME LTD | | REIT | | | 73,352 | | | | | | 75,006 | |
| | | PIGEON CORP | | COMMON STOCK | | | 19,500 | | | | | | 806,051 | |
| | | PIHSIANG MACHINERY MFG CO | | COMMON STOCK TWD10.0 | | | 190,000 | | | | | | 116,983 | |
| | | PILBARA MINERALS LTD | | COMMON STOCK | | | 281,242 | | | | | | 189,014 | |
| | | PILOT CORP | | COMMON STOCK | | | 4,800 | | | | | | 135,188 | |
| | | PINDUODUO INC ADR | | ADR USD.00002 | | | 64,200 | | | | | | 11,530,783 | |
| | | PING AN BANK CO LTD A | | COMMON STOCK CNY1.0 | | | 212,900 | | | | | | 630,865 | |
| | | PING AN HEALTHCARE AND TECHN | | COMMON STOCK USD.000005 | | | 58,100 | | | | | | 1,069,022 | |
| | | PING AN INSURANCE GROUP CO A | | COMMON STOCK CNY1.0 | | | 117,897 | | | | | | 1,568,691 | |
| | | PING AN INSURANCE GROUP CO H | | COMMON STOCK CNY1.0 | | | 1,053,500 | | | | | | 12,937,843 | |
| | | PINNACLE INVESTMENT MANAGEME | | COMMON STOCK | | | 33,211 | | | | | | 182,080 | |
| | | PIOLAX INC | | COMMON STOCK | | | 4,700 | | | | | | 72,243 | |
| | | PIRAEUS FINANCIAL HOLDINGS S | | COMMON STOCK EUR1.0 | | | 48,709 | | | | | | 77,619 | |
| | | PIRAEUS PORT AUTHORITY SA | | COMMON STOCK EUR2.0 | | | 1,287 | | | | | | 30,747 | |
| | | PIRELLI + C SPA | | COMMON STOCK NPV | | | 72,980 | | | | | | 395,435 | |
| | | PIXART IMAGING INC | | COMMON STOCK TWD10. | | | 23,509 | | | | | | 160,098 | |
| | | PKO BANK POLSKI SA | | COMMON STOCK PLN1. | | | 161,081 | | | | | | 1,244,901 | |
| | | PKSHA TECHNOLOGY INC | | COMMON STOCK | | | 2,400 | | | | | | 59,720 | |
| | | PLA ADMINISTRADORA INDUSTRIA | | REIT | | | 136,200 | | | | | | 209,439 | |
| | | PLAN B MEDIA PCL F | | FOREIGN SH. THB.1 A | | | 382,700 | | | | | | 79,836 | |
| | | PLASTIC OMNIUM | | COMMON STOCK EUR.5 | | | 12,340 | | | | | | 429,058 | |
| | | PLATINUM ASSET MANAGEMENT | | COMMON STOCK | | | 21,346 | | | | | | 118,970 | |
| | | PLAYTECH PLC | | COMMON STOCK | | | 51,370 | | | | | | 282,755 | |
| | | PLDT INC | | COMMON STOCK PHP5.0 | | | 17,262 | | | | | | 483,324 | |
| | | PLENUS CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 69,356 | |
| | | PLUS500 LTD | | COMMON STOCK ILS.01 | | | 14,088 | | | | | | 322,285 | |
| | | PNE AG | | COMMON STOCK | | | 6,506 | | | | | | 63,541 | |
| | | POINTSBET HOLDINGS LTD | | COMMON STOCK | | | 13,343 | | | | | | 122,239 | |
| | | POLA ORBIS HOLDINGS INC | | COMMON STOCK | | | 17,600 | | | | | | 357,692 | |
| | | POLISH ZLOTY | | FOREIGN CURRENCY | | | 320,587 | | | | | | 86,041 | |
| | | POLSKI KONCERN NAFTOWY ORLEN | | COMMON STOCK PLN1.25 | | | 60,835 | | | | | | 941,134 | |
| | | POLSKIE GORNICTWO NAFTOWE I | | COMMON STOCK PLN1. | | | 343,791 | | | | | | 511,064 | |
| | | POLY DEVELOPMENTS AND HOLD A | | COMMON STOCK CNY1.0 | | | 129,500 | | | | | | 313,639 | |
| | | POLY PROPERTY GROUP CO LTD | | COMMON STOCK | | | 769,000 | | | | | | 225,254 | |
| | | POLY PROPERTY SERVICES CO LT | | COMMON STOCK CNY1.0 | | | 19,600 | | | | | | 154,639 | |
| | | POLYMETAL INTERNATIONAL PLC | | COMMON STOCK | | | 38,893 | | | | | | 897,834 | |
| | | POLYNOVO LTD | | COMMON STOCK | | | 103,259 | | | | | | 309,443 | |
| | | POLYUS PJSC | | COMMON STOCK RUB1.0 | | | 4,300 | | | | | | 887,040 | |
| | | POONGSAN CORP | | COMMON STOCK KRW5000. | | | 5,370 | | | | | | 137,886 | |
| | | PORSCHE AUTOMOBIL HLDG PRF | | PREFERENCE | | | 27,447 | | | | | | 1,894,853 | |
| | | POSCO | | COMMON STOCK KRW5000. | | | 11,988 | | | | | | 3,003,995 | |
| | | POSCO SPON ADR | | ADR | | | 1,480 | | | | | | 92,219 | |
| | | POSCO CHEMICAL CO LTD | | COMMON STOCK KRW500.0 | | | 5,893 | | | | | | 566,227 | |
| | | POSCO CHEMICAL CO LTD | | RIGHT | | | 1,404 | | | | | | 39,355 | |
| | | POSCO INTERNATIONAL CORP | | COMMON STOCK KRW5000.0 | | | 11,657 | | | | | | 156,281 | |
| | | POSTAL SAVINGS BANK OF CHI H | | COMMON STOCK CNY1.0 | | | 1,490,000 | | | | | | 959,721 | |
| | | POSTE ITALIANE SPA | | COMMON STOCK EUR1.0 | | | 85,456 | | | | | | 868,967 | |
| | | POSTNL NV | | COMMON STOCK EUR.08 | | | 99,392 | | | | | | 339,567 | |
| | | POU CHEN | | COMMON STOCK TWD10. | | | 513,520 | | | | | | 574,025 | |
| | | POU SHENG INTL HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 395,000 | | | | | | 93,774 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 1,264,518 | | | | | | 1,728,533 | |
| | | POWER ASSETS HOLDINGS LTD | | COMMON STOCK | | | 221,500 | | | | | | 1,201,272 | |
| | | POWER CONSTRUCTION CORP OF A | | COMMON STOCK CNY1.0 | | | 105,700 | | | | | | 62,806 | |
| | | POWER CORP OF CANADA | | COMMON STOCK | | | 93,412 | | | | | | 2,191,378 | |
| | | POWERCELL SWEDEN AB | | COMMON STOCK SEK.02 | | | 5,260 | | | | | | 209,446 | |
| | | POWERTECH TECHNOLOGY INC | | COMMON STOCK TWD10. | | | 134,897 | | | | | | 456,979 | |
| | | POWSZECHNY ZAKLAD UBEZPIECZE | | COMMON STOCK PLN.1 | | | 108,267 | | | | | | 939,692 | |
| | | POYA INTERNATIONAL CO LTD | | COMMON STOCK TWD10.0 | | | 10,000 | | | | | | 204,676 | |
| | | PP PERSERO TBK PT | | COMMON STOCK IDR100.0 | | | 440,900 | | | | | | 58,534 | |
| | | PPB GROUP BERHAD | | COMMON STOCK | | | 135,000 | | | | | | 621,812 | |
| | | PRAIRIESKY ROYALTY LTD | | COMMON STOCK | | | 39,862 | | | | | | 315,705 | |
| | | PRECINCT PROPERTIES NEW ZEAL | | COMMON STOCK | | | 203,019 | | | | | | 257,229 | |
| | | PREMIER FOODS PLC | | COMMON STOCK GBP.1 | | | 101,903 | | | | | | 139,689 | |
| | | PREMIER GOLD MINES LTD | | COMMON STOCK | | | 34,400 | | | | | | 81,464 | |
| | | PREMIER INVESTMENTS LIMITED | | COMMON STOCK | | | 17,533 | | | | | | 318,320 | |
| | | PREMIUM BRANDS HOLDINGS CORP | | COMMON STOCK | | | 6,000 | | | | | | 474,396 | |
| | | PRESIDENT CHAIN STORE CORP | | COMMON STOCK TWD10. | | | 107,608 | | | | | | 1,022,208 | |
| | | PRESS KOGYO CO LTD | | COMMON STOCK | | | 16,300 | | | | | | 48,429 | |
| | | PRESS METAL ALUMINIUM HOLDIN | | COMMON STOCK | | | 210,500 | | | | | | 439,186 | |
| | | PRESSANCE CORP | | COMMON STOCK | | | 6,100 | | | | | | 105,090 | |
| | | PRESTIGE INTERNATIONAL INC | | COMMON STOCK | | | 17,600 | | | | | | 155,589 | |
| | | PRETIUM RESOURCES INC | | COMMON STOCK | | | 30,200 | | | | | | 345,854 | |
| | | PRIMA MARINE PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 184,200 | | | | | | 49,186 | |
| | | PRIMA MEAT PACKERS LTD | | COMMON STOCK | | | 4,300 | | | | | | 136,564 | |
| | | PRIMARY HEALTH PROPERTIES | | REIT GBP.125 | | | 208,972 | | | | | | 436,724 | |
| | | PRIMAX ELECTRONICS LTD | | COMMON STOCK TWD10. | | | 83,000 | | | | | | 144,351 | |
| | | PRIMO WATER CORP | | COMMON STOCK | | | 24,900 | | | | | | 390,113 | |
| | | PRO MEDICUS LTD | | COMMON STOCK | | | 7,656 | | | | | | 202,536 | |
| | | PROLOGIS PROPERTY MEXICO SA | | REIT | | | 80,447 | | | | | | 180,915 | |
| | | PROMOTORA DE INFORMACIONES A | | COMMON STOCK EUR.1 | | | 32,747 | | | | | | 35,755 | |
| | | PROMOTORA Y OPERADORA DE INF | | COMMON STOCK | | | 39,285 | | | | | | 347,868 | |
| | | PROSEGUR CASH SA | | COMMON STOCK EUR.02 | | | 79,951 | | | | | | 78,321 | |
| | | PROSEGUR COMP SEGURIDAD | | COMMON STOCK EUR.06 | | | 42,547 | | | | | | 126,988 | |
| | | PROSIEBENSAT.1 MEDIA SE | | COMMON STOCK | | | 36,920 | | | | | | 621,487 | |
| | | PROSPERITY REIT | | REIT | | | 234,000 | | | | | | 73,013 | |
| | | PROSUS NV | | COMMON STOCK EUR.05 | | | 83,782 | | | | | | 9,026,726 | |
| | | PROTECTOR FORSIKRING ASA | | COMMON STOCK NOK1. | | | 13,528 | | | | | | 94,302 | |
| | | PROTO CORP | | COMMON STOCK | | | 5,600 | | | | | | 56,562 | |
| | | PROVIDENT FINANCIAL PLC | | COMMON STOCK GBP.2072727 | | | 43,525 | | | | | | 184,017 | |
| | | PROXIMUS | | COMMON STOCK | | | 26,584 | | | | | | 528,085 | |
| | | PRUDENTIAL PLC | | COMMON STOCK GBP.05 | | | 447,722 | | | | | | 8,260,826 | |
| | | PRYSMIAN SPA | | COMMON STOCK EUR.1 | | | 43,510 | | | | | | 1,553,537 | |
| | | PSG GROUP LTD | | COMMON STOCK ZAR.01 | | | 27,754 | | | | | | 113,380 | |
| | | PSP SWISS PROPERTY AG REG | | COMMON STOCK CHF.1 | | | 8,009 | | | | | | 1,072,607 | |
| | | PTG ENERGY PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 82,100 | | | | | | 43,571 | |
| | | PTT EXPLORATION + PROD FOR | | FOREIGN SH. THB1.0 A | | | 302,812 | | | | | | 993,033 | |
| | | PTT GLOBAL CHEMICAL PCL FOR | | FOREIGN SH. THB10.0 A | | | 454,442 | | | | | | 887,345 | |
| | | PTT PCL NVDR | | NVDR THB1.0 | | | 265,300 | | | | | | 376,093 | |
| | | PTT PCL/FOREIGN | | FOREIGN SH. THB1.0 A | | | 1,842,240 | | | | | | 2,613,324 | |
| | | PUBLIC BANK BERHAD | | COMMON STOCK | | | 567,481 | | | | | | 2,908,685 | |
| | | PUBLIC POWER CORP | | COMMON STOCK EUR2.48 | | | 17,917 | | | | | | 164,304 | |
| | | PUBLICIS GROUPE | | COMMON STOCK EUR.4 | | | 37,777 | | | | | | 1,885,482 | |
| | | PUMA SE | | COMMON STOCK | | | 16,663 | | | | | | 1,881,667 | |
| | | PUSHPAY HOLDINGS LTD | | COMMON STOCK | | | 236,996 | | | | | | 308,561 | |
| | | PZ CUSSONS PLC | | COMMON STOCK GBP.01 | | | 39,323 | | | | | | 123,784 | |
| | | Q TECHNOLOGY GROUP CO LTD | | COMMON STOCK HKD.01 | | | 74,000 | | | | | | 125,902 | |
| | | QANTAS AIRWAYS LTD | | COMMON STOCK | | | 132,500 | | | | | | 550,638 | |
| | | QASSIM CEMENT/THE | | COMMON STOCK SAR10. | | | 7,480 | | | | | | 161,499 | |
| | | QBE INSURANCE GROUP LTD | | COMMON STOCK | | | 241,688 | | | | | | 1,592,551 | |
| | | QIAGEN N.V. | | COMMON STOCK EUR.01 | | | 41,375 | | | | | | 2,149,334 | |
| | | QINETIQ GROUP PLC | | COMMON STOCK GBP.01 | | | 97,471 | | | | | | 428,420 | |
| | | QISDA CORP | | COMMON STOCK TWD10. | | | 551,955 | | | | | | 566,939 | |
| | | QL RESOURCES BHD | | COMMON STOCK | | | 176,520 | | | | | | 254,562 | |
| | | QOL HOLDINGS CO LTD | | COMMON STOCK | | | 3,700 | | | | | | 40,394 | |
| | | QUADIENT SA | | COMMON STOCK EUR1.0 | | | 9,204 | | | | | | 178,021 | |
| | | QUALICORP CONS E CORR SEG SA | | COMMON STOCK | | | 53,979 | | | | | | 364,629 | |
| | | QUALITY HOUSE PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 4,039,238 | | | | | | 310,088 | |
| | | QUANG VIET ENTERPRISE CO LTD | | COMMON STOCK TWD10.0 | | | 5,000 | | | | | | 19,247 | |
| | | QUANTA COMPUTER INC | | COMMON STOCK TWD10. | | | 499,511 | | | | | | 1,442,235 | |
| | | QUBE HOLDINGS LTD | | COMMON STOCK | | | 259,587 | | | | | | 649,356 | |
| | | QUDIAN INC SPON ADR | | ADR USD.0001 | | | 27,400 | | | | | | 37,812 | |
| | | QUEBECOR INC CL B | | COMMON STOCK | | | 27,900 | | | | | | 761,147 | |
| | | QUILTER PLC | | COMMON STOCK GBP.01 | | | 319,677 | | | | | | 671,889 | |
| | | QUIMICA Y MINERA CHIL SP ADR | | ADR USD1.0 | | | 22,925 | | | | | | 1,125,388 | |
| | | QURAIN PETROCHEMICAL INDUSTR | | COMMON STOCK KWD.1 | | | 102,541 | | | | | | 113,934 | |
| | | QUTOUTIAO INC ADR | | ADR USD.000025 | | | 10,100 | | | | | | 16,059 | |
| | | RABIGH REFINING AND PETROCHE | | COMMON STOCK SAR10. | | | 37,145 | | | | | | 136,833 | |
| | | RADIANT OPTO ELECTRONICS COR | | COMMON STOCK TWD10. | | | 90,000 | | | | | | 365,306 | |
| | | RADIUM LIFE TECH CO LTD | | COMMON STOCK TWD10.0 | | | 252,982 | | | | | | 108,758 | |
| | | RADWARE LTD | | COMMON STOCK ILS.05 | | | 7,700 | | | | | | 213,675 | |
| | | RAFFLES MEDICAL GROUP LTD | | COMMON STOCK | | | 43,258 | | | | | | 32,586 | |
| | | RAI WAY SPA | | COMMON STOCK NPV | | | 19,337 | | | | | | 129,511 | |
| | | RAIA DROGASIL SA | | COMMON STOCK | | | 210,000 | | | | | | 1,015,735 | |
| | | RAIFFEISEN BANK INTERNATIONA | | COMMON STOCK | | | 27,381 | | | | | | 553,866 | |
| | | RAITO KOGYO CO LTD | | COMMON STOCK | | | 7,300 | | | | | | 128,603 | |
| | | RAIZNEXT CORP | | COMMON STOCK | | | 6,000 | | | | | | 71,535 | |
| | | RAKSUL INC | | COMMON STOCK | | | 2,100 | | | | | | 90,600 | |
| | | RAKUS CO LTD | | COMMON STOCK | | | 12,500 | | | | | | 288,079 | |
| | | RAKUTEN GROUP INC | | COMMON STOCK | | | 142,200 | | | | | | 1,365,858 | |
| | | RAMELIUS RESOURCES LTD | | COMMON STOCK | | | 121,000 | | | | | | 155,492 | |
| | | RAMI LEVY CHAIN STORES HASHI | | COMMON STOCK ILS.01 | | | 1,464 | | | | | | 102,675 | |
| | | RAMSAY HEALTH CARE LTD | | COMMON STOCK | | | 29,707 | | | | | | 1,469,096 | |
| | | RAND MERCHANT INVESTMENT HOL | | COMMON STOCK ZAR.0001 | | | 135,484 | | | | | | 296,513 | |
| | | RANDON PARTICIPACOES SA PREF | | PREFERENCE | | | 17,000 | | | | | | 52,941 | |
| | | RANDSTAD NV | | COMMON STOCK EUR.1 | | | 19,619 | | | | | | 1,279,098 | |
| | | RATCH GROUP PCL NVDR | | NVDR THB10.0 | | | 133,700 | | | | | | 235,292 | |
| | | RATHBONE BROTHERS PLC | | COMMON STOCK GBP.05 | | | 9,684 | | | | | | 204,036 | |
| | | RATIONAL AG | | COMMON STOCK | | | 870 | | | | | | 810,760 | |
| | | RATOS AB B SHS | | COMMON STOCK SEK3.15 | | | 45,969 | | | | | | 215,248 | |
| | | REA GROUP LTD | | COMMON STOCK | | | 9,712 | | | | | | 1,116,597 | |
| | | REAL MATTERS INC | | COMMON STOCK | | | 14,900 | | | | | | 224,670 | |
| | | REALTEK SEMICONDUCTOR CORP | | COMMON STOCK TWD10. | | | 85,329 | | | | | | 1,181,564 | |
| | | RECIPHARM AB B SHS | | COMMON STOCK SEK.5 | | | 2,532 | | | | | | 67,810 | |
| | | RECKITT BENCKISER GROUP PLC | | COMMON STOCK GBP.1 | | | 121,918 | | | | | | 10,899,423 | |
| | | RECORDATI INDUSTRIA CHIMICA | | COMMON STOCK EUR.125 | | | 18,974 | | | | | | 1,050,333 | |
| | | RECRUIT HOLDINGS CO LTD | | COMMON STOCK | | | 229,800 | | | | | | 9,639,554 | |
| | | RED ELECTRICA CORPORACION SA | | COMMON STOCK EUR.5 | | | 69,810 | | | | | | 1,521,638 | |
| | | REDBUBBLE LTD | | COMMON STOCK | | | 18,542 | | | | | | 78,996 | |
| | | REDCO PROPERTIES GROUP LTD | | COMMON STOCK HKD.05 | | | 164,000 | | | | | | 61,348 | |
| | | REDDE NORTHGATE PLC | | COMMON STOCK GBP.5 | | | 25,144 | | | | | | 152,033 | |
| | | REDEFINE PROPERTIES LTD | | REIT | | | 992,005 | | | | | | 225,095 | |
| | | REDES ENERGETICAS NACIONAIS | | COMMON STOCK EUR1. | | | 79,189 | | | | | | 229,603 | |
| | | REDROW PLC | | COMMON STOCK GBP.105 | | | 42,954 | | | | | | 336,482 | |
| | | REGIONAL REIT LTD | | REIT | | | 23,179 | | | | | | 25,750 | |
| | | REGIONAL SAB DE CV | | COMMON STOCK | | | 36,700 | | | | | | 169,525 | |
| | | REGIS RESOURCES LTD | | COMMON STOCK | | | 88,040 | | | | | | 252,007 | |
| | | REINET INVESTMENTS SCA | | COMMON STOCK | | | 26,808 | | | | | | 502,429 | |
| | | REIT 1 LTD | | REIT ILS1.0 | | | 48,764 | | | | | | 244,819 | |
| | | RELIA INC | | COMMON STOCK | | | 6,200 | | | | | | 77,177 | |
| | | RELIANCE WORLDWIDE CORP LTD | | COMMON STOCK | | | 131,284 | | | | | | 410,706 | |
| | | RELIEF THERAPEUTICS HOLDING | | COMMON STOCK CHF.01 | | | 306,964 | | | | | | 93,757 | |
| | | RELO GROUP INC | | COMMON STOCK | | | 20,800 | | | | | | 504,534 | |
| | | RELX PLC | | COMMON STOCK GBP.144397 | | | 150,053 | | | | | | 3,694,580 | |
| | | RELX PLC | | COMMON STOCK GBP.144397 | | | 181,397 | | | | | | 4,460,008 | |
| | | REMGRO LTD | | COMMON STOCK | | | 96,268 | | | | | | 631,844 | |
| | | REMY COINTREAU | | COMMON STOCK EUR1.6 | | | 3,482 | | | | | | 717,325 | |
| | | RENAULT SA | | COMMON STOCK EUR3.81 | | | 33,042 | | | | | | 1,448,039 | |
| | | RENESAS ELECTRONICS CORP | | COMMON STOCK | | | 130,700 | | | | | | 1,371,560 | |
| | | RENGO CO LTD | | COMMON STOCK | | | 32,500 | | | | | | 272,265 | |
| | | RENISHAW PLC | | COMMON STOCK GBP.2 | | | 6,246 | | | | | | 491,744 | |
| | | RENOVA INC | | COMMON STOCK | | | 5,900 | | | | | | 226,785 | |
| | | RENTOKIL INITIAL PLC | | COMMON STOCK GBP.01 | | | 317,908 | | | | | | 2,216,093 | |
| | | REPLY SPA | | COMMON STOCK EUR.13 | | | 3,836 | | | | | | 448,458 | |
| | | REPSOL SA | | COMMON STOCK EUR1. | | | 244,967 | | | | | | 2,536,056 | |
| | | REPSOL SA | | RIGHT | | | 244,967 | | | | | | 84,134 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2035 | | | 1 | | | | | | 0 | |
| | | RESILIENT REIT LTD | | REIT | | | 66,746 | | | | | | 192,422 | |
| | | RESOLUTE MINING LTD | | COMMON STOCK | | | 129,276 | | | | | | 78,528 | |
| | | RESONA HOLDINGS INC | | COMMON STOCK | | | 360,000 | | | | | | 1,267,794 | |
| | | RESORTTRUST INC | | COMMON STOCK | | | 14,000 | | | | | | 200,629 | |
| | | RESTAR HOLDINGS CORP | | COMMON STOCK | | | 3,300 | | | | | | 71,077 | |
| | | RESTAURANT BRANDS INTERN | | COMMON STOCK | | | 49,294 | | | | | | 3,011,422 | |
| | | RESTAURANT BRANDS NZ LTD | | COMMON STOCK | | | 7,718 | | | | | | 64,181 | |
| | | RESTAURANT GROUP PLC | | COMMON STOCK GBP.28125 | | | 92,604 | | | | | | 81,651 | |
| | | RESTORE PLC | | COMMON STOCK GBP.05 | | | 20,549 | | | | | | 115,521 | |
| | | RETAIL PARTNERS CO LTD | | COMMON STOCK | | | 5,400 | | | | | | 76,627 | |
| | | REUNERT LTD | | COMMON STOCK ZAR.1 | | | 44,303 | | | | | | 108,376 | |
| | | REXEL SA | | COMMON STOCK EUR5.0 | | | 37,053 | | | | | | 656,769 | |
| | | RFHIC CORP | | COMMON STOCK KRW500.0 | | | 2,432 | | | | | | 100,188 | |
| | | RHB BANK BHD | | COMMON STOCK | | | 217,728 | | | | | | 295,662 | |
| | | RHEINMETALL AG | | COMMON STOCK | | | 7,403 | | | | | | 783,584 | |
| | | RHI MAGNESITA NV | | COMMON STOCK EUR1.0 | | | 4,207 | | | | | | 241,122 | |
| | | RICHELIEU HARDWARE LTD | | COMMON STOCK | | | 9,900 | | | | | | 256,747 | |
| | | RICHTER GEDEON NYRT | | COMMON STOCK HUF100. | | | 26,273 | | | | | | 660,298 | |
| | | RICHWAVE TECHNOLOGY CORP | | COMMON STOCK TWD10.0 | | | 9,000 | | | | | | 126,412 | |
| | | RICOH CO LTD | | COMMON STOCK | | | 115,400 | | | | | | 757,746 | |
| | | RICOH LEASING CO LTD | | COMMON STOCK | | | 2,400 | | | | | | 71,469 | |
| | | RIETER HOLDING AG REG | | COMMON STOCK CHF5.0 | | | 516 | | | | | | 56,190 | |
| | | RIGHTMOVE PLC | | COMMON STOCK GBP.001 | | | 144,659 | | | | | | 1,326,907 | |
| | | RIKEN KEIKI CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 95,255 | |
| | | RINGER HUT CO LTD | | COMMON STOCK | | | 2,100 | | | | | | 45,854 | |
| | | RINGKJOEBING LANDBOBANK A/S | | COMMON STOCK DKK1.0 | | | 4,765 | | | | | | 434,334 | |
| | | RINNAI CORP | | COMMON STOCK | | | 6,200 | | | | | | 720,329 | |
| | | RIO TINTO LTD | | COMMON STOCK | | | 65,432 | | | | | | 5,752,427 | |
| | | RIO TINTO PLC | | COMMON STOCK GBP.1 | | | 188,768 | | | | | | 14,327,952 | |
| | | RIOCAN REAL ESTATE INVST TR | | REIT | | | 26,900 | | | | | | 353,670 | |
| | | RISESUN REAL ESTATE DEVEL A | | COMMON STOCK CNY1.0 | | | 47,300 | | | | | | 47,293 | |
| | | RISO KAGAKU CORP | | COMMON STOCK | | | 5,500 | | | | | | 74,328 | |
| | | RISO KYOIKU CO LTD | | COMMON STOCK | | | 21,600 | | | | | | 63,925 | |
| | | RITCHIE BROS AUCTIONEERS | | COMMON STOCK | | | 17,400 | | | | | | 1,291,780 | |
| | | RITEK CORPORATION | | COMMON STOCK TWD10. | | | 98,940 | | | | | | 38,318 | |
| | | RIYAD BANK | | COMMON STOCK SAR10. | | | 228,978 | | | | | | 1,232,902 | |
| | | ROAD KING INFRASTRUCTURE LTD | | COMMON STOCK HKD.1 | | | 239,000 | | | | | | 305,251 | |
| | | ROBINSONS LAND CO | | COMMON STOCK PHP1.0 | | | 644,400 | | | | | | 284,603 | |
| | | ROCHE HOLDING AG GENUSSCHEIN | | COMMON STOCK | | | 119,411 | | | | | | 41,727,068 | |
| | | ROCKWOOL INTL A/S B SHS | | COMMON STOCK DKK10. | | | 1,475 | | | | | | 553,128 | |
| | | ROGERS COMMUNICATIONS INC B | | COMMON STOCK | | | 61,642 | | | | | | 2,867,272 | |
| | | ROGERS SUGAR INC | | COMMON STOCK | | | 17,400 | | | | | | 76,620 | |
| | | ROHM CO LTD | | COMMON STOCK | | | 15,100 | | | | | | 1,464,782 | |
| | | ROHTO PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 17,400 | | | | | | 515,770 | |
| | | ROLLS ROYCE HOLDINGS PLC | | COMMON STOCK GBP.2 | | | 1,354,669 | | | | | | 2,174,192 | |
| | | RONGSHENG PETROCHEMICAL CO A | | COMMON STOCK CNY1.0 | | | 45,600 | | | | | | 192,613 | |
| | | RONSHINE CHINA HOLDINGS LTD | | COMMON STOCK HKD.00001 | | | 95,500 | | | | | | 66,671 | |
| | | RORZE CORP | | COMMON STOCK | | | 1,600 | | | | | | 103,683 | |
| | | ROSNEFT OIL CO PJSC REGS GDR | | GDR | | | 103,786 | | | | | | 585,239 | |
| | | ROSNEFT OIL CO PJSC REGS GDR | | GDR | | | 96,285 | | | | | | 543,047 | |
| | | ROTORK PLC | | COMMON STOCK GBP.005 | | | 130,031 | | | | | | 651,297 | |
| | | ROUND ONE CORP | | COMMON STOCK | | | 15,000 | | | | | | 135,185 | |
| | | ROXGOLD INC | | COMMON STOCK | | | 54,100 | | | | | | 68,665 | |
| | | ROYAL BANK OF CANADA | | COMMON STOCK | | | 246,160 | | | | | | 20,208,693 | |
| | | ROYAL DUTCH SHELL PLC A SHS | | COMMON STOCK EUR.07 | | | 703,838 | | | | | | 12,490,470 | |
| | | ROYAL DUTCH SHELL PLC B SHS | | COMMON STOCK EUR.07 | | | 636,040 | | | | | | 10,953,479 | |
| | | ROYAL HOLDINGS CO LTD | | COMMON STOCK | | | 5,200 | | | | | | 92,915 | |
| | | ROYAL MAIL PLC | | COMMON STOCK GBP.01 | | | 154,454 | | | | | | 713,580 | |
| | | ROYAL UNIBREW | | COMMON STOCK DKK2.0 | | | 8,469 | | | | | | 983,325 | |
| | | RPA HOLDINGS INC | | COMMON STOCK | | | 3,600 | | | | | | 22,351 | |
| | | RS PCL FOREIGN SHS | | FOREIGN SH. THB1.0 A | | | 191,100 | | | | | | 110,348 | |
| | | RS TECHNOLOGIES CO LTD | | COMMON STOCK | | | 1,400 | | | | | | 77,253 | |
| | | RSA INSURANCE GROUP PLC | | COMMON STOCK GBP1.0 | | | 168,619 | | | | | | 1,644,174 | |
| | | RUBIS | | COMMON STOCK EUR1.25 | | | 13,878 | | | | | | 739,897 | |
| | | RUENTEX DEVELOPMENT CO LTD | | COMMON STOCK TWD10.0 | | | 153,000 | | | | | | 222,761 | |
| | | RUENTEX INDUSTRIES LTD | | COMMON STOCK TWD10. | | | 67,200 | | | | | | 166,722 | |
| | | RUMO SA | | COMMON STOCK | | | 248,250 | | | | | | 922,659 | |
| | | RURAL FUNDS GROUP | | REIT | | | 29,714 | | | | | | 59,156 | |
| | | RUSSEL METALS INC | | COMMON STOCK | | | 10,800 | | | | | | 192,688 | |
| | | RUSSIAN RUBLE | | FOREIGN CURRENCY | | | (697,782 | ) | | | | | (9,434 | ) |
| | | RWE AG | | COMMON STOCK | | | 109,187 | | | | | | 4,618,765 | |
| | | RWS HOLDINGS PLC | | COMMON STOCK GBP.01 | | | 33,864 | | | | | | 362,752 | |
| | | RYMAN HEALTHCARE LTD | | COMMON STOCK | | | 72,721 | | | | | | 796,597 | |
| | | RYOBI LTD | | COMMON STOCK | | | 4,000 | | | | | | 48,711 | |
| | | RYOHIN KEIKAKU CO LTD | | COMMON STOCK | | | 41,100 | | | | | | 839,729 | |
| | | RYOSAN CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 57,906 | |
| | | RYOYO ELECTRO CORP | | COMMON STOCK | | | 2,500 | | | | | | 77,005 | |
| | | S 1 CORPORATION | | COMMON STOCK KRW500. | | | 4,547 | | | | | | 356,075 | |
| | | S F HOLDING CO LTD A | | COMMON STOCK CNY1.0 | | | 23,600 | | | | | | 525,630 | |
| | | S FOODS INC | | COMMON STOCK | | | 3,000 | | | | | | 97,876 | |
| | | S IMMO AG | | COMMON STOCK | | | 8,591 | | | | | | 178,313 | |
| | | S OIL CORP | | COMMON STOCK KRW2500.0 | | | 9,000 | | | | | | 574,017 | |
| | | S POOL INC | | COMMON STOCK | | | 7,400 | | | | | | 53,996 | |
| | | S.O.I.T.E.C. | | COMMON STOCK EUR2.0 | | | 3,076 | | | | | | 718,747 | |
| | | S+P/TSX 60 IX FUT MAR21 | | XMOD 20210318 | | | 6,200 | | | | | | (48,281 | ) |
| | | S+S TECH CORP | | COMMON STOCK KRW500.0 | | | 2,552 | | | | | | 102,578 | |
| | | S+T AG | | COMMON STOCK | | | 8,083 | | | | | | 189,609 | |
| | | S4 CAPITAL PLC | | COMMON STOCK GBP.25 | | | 26,132 | | | | | | 179,590 | |
| | | SA SA INTERNATIONAL HLDGS | | COMMON STOCK HKD.1 | | | 182,153 | | | | | | 28,436 | |
| | | SAAB AB B | | COMMON STOCK | | | 15,021 | | | | | | 437,838 | |
| | | SABIC AGRI NUTRIENTS CO | | COMMON STOCK SAR10.0 | | | 34,629 | | | | | | 743,975 | |
| | | SABINA GOLD + SILVER CORP | | COMMON STOCK | | | 50,100 | | | | | | 129,654 | |
| | | SABRE INSURANCE GROUP PLC | | COMMON STOCK GBP.001 | | | 44,564 | | | | | | 169,264 | |
| | | SACYR SA | | COMMON STOCK EUR1.0 | | | 64,492 | | | | | | 158,983 | |
| | | SAES GETTERS SPA | | COMMON STOCK EUR.554196 | | | 1,358 | | | | | | 38,380 | |
| | | SAFESTORE HOLDINGS PLC | | REIT GBP.01 | | | 36,115 | | | | | | 383,948 | |
| | | SAFRAN SA | | COMMON STOCK EUR.2 | | | 55,282 | | | | | | 7,852,310 | |
| | | SAGE GROUP PLC/THE | | COMMON STOCK GBP.01051948 | | | 185,745 | | | | | | 1,478,900 | |
| | | SAHARA INTERNATIONAL PETROCH | | COMMON STOCK SAR10.0 | | | 60,948 | | | | | | 281,378 | |
| | | SAIBU GAS HOLDINGS CO LTD | | COMMON STOCK | | | 3,800 | | | | | | 115,059 | |
| | | SAIC MOTOR CORP LTD A | | COMMON STOCK CNY1.0 | | | 84,800 | | | | | | 317,171 | |
| | | SAINSBURY (J) PLC | | COMMON STOCK GBP.285714 | | | 301,030 | | | | | | 928,290 | |
| | | SAINT MARC HOLDINGS CO LTD | | COMMON STOCK | | | 2,800 | | | | | | 38,024 | |
| | | SAIPEM SPA | | COMMON STOCK NPV | | | 112,223 | | | | | | 300,023 | |
| | | SAIZERIYA CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 125,807 | |
| | | SAKAI MOVING SERVICE CO LTD | | COMMON STOCK | | | 1,900 | | | | | | 96,087 | |
| | | SAKATA INX CORP | | COMMON STOCK | | | 3,700 | | | | | | 41,586 | |
| | | SAKATA SEED CORP | | COMMON STOCK | | | 5,100 | | | | | | 177,384 | |
| | | SALMAR ASA | | COMMON STOCK NOK.25 | | | 11,611 | | | | | | 679,789 | |
| | | SALVATORE FERRAGAMO SPA | | COMMON STOCK EUR.1 | | | 9,188 | | | | | | 178,071 | |
| | | SALZGITTER AG | | COMMON STOCK | | | 7,002 | | | | | | 185,968 | |
| | | SAM CHUN DANG PHARM CO LTD | | COMMON STOCK KRW500. | | | 2,322 | | | | | | 176,068 | |
| | | SAMBA FINANCIAL GROUP | | COMMON STOCK SAR10.0 | | | 166,221 | | | | | | 1,353,570 | |
| | | SAMHALLSBYGGNADSBOLAGET I NO | | COMMON STOCK | | | 169,716 | | | | | | 591,846 | |
| | | SAMPO OYJ A SHS | | COMMON STOCK | | | 80,836 | | | | | | 3,433,537 | |
| | | SAMSUNG BIOLOGICS CO LTD | | COMMON STOCK KRW2500.0 | | | 3,220 | | | | | | 2,443,772 | |
| | | SAMSUNG C+T CORP | | COMMON STOCK KRW100.0 | | | 13,679 | | | | | | 1,735,167 | |
| | | SAMSUNG CARD CO | | COMMON STOCK KRW5000. | | | 8,611 | | | | | | 258,074 | |
| | | SAMSUNG ELECTRO MECHANICS CO | | COMMON STOCK KRW5000. | | | 8,998 | | | | | | 1,478,772 | |
| | | SAMSUNG ELECTRONICS CO LTD | | COMMON STOCK KRW100.0 | | | 811,722 | | | | | | 60,666,017 | |
| | | SAMSUNG ELECTRONICS PREF | | PREFERENCE | | | 140,678 | | | | | | 9,549,503 | |
| | | SAMSUNG ENGINEERING CO LTD | | COMMON STOCK KRW5000. | | | 34,049 | | | | | | 416,597 | |
| | | SAMSUNG FIRE + MARINE INS | | COMMON STOCK KRW500. | | | 6,170 | | | | | | 1,067,047 | |
| | | SAMSUNG HEAVY INDUSTRIES | | COMMON STOCK KRW5000. | | | 76,022 | | | | | | 493,341 | |
| | | SAMSUNG LIFE INSURANCE CO LT | | COMMON STOCK KRW500. | | | 13,922 | | | | | | 1,016,587 | |
| | | SAMSUNG SDI CO LTD PFD | | COMMON STOCK KRW5000. | | | 10,079 | | | | | | 5,846,270 | |
| | | SAMSUNG SDS CO LTD | | COMMON STOCK KRW500.0 | | | 5,971 | | | | | | 979,800 | |
| | | SAMSUNG SECURITIES CO LTD | | COMMON STOCK KRW5000. | | | 13,462 | | | | | | 502,753 | |
| | | SAMTY CO LTD | | COMMON STOCK | | | 5,200 | | | | | | 90,567 | |
| | | SAMTY RESIDENTIAL INVESTMENT | | REIT | | | 54 | | | | | | 56,909 | |
| | | SAN A CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 135,723 | |
| | | SAN AI OIL CO LTD | | COMMON STOCK | | | 13,100 | | | | | | 142,018 | |
| | | SAN IN GODO BANK LTD/THE | | COMMON STOCK | | | 24,300 | | | | | | 116,676 | |
| | | SAN JU SAN FINANCIAL GROUP I | | COMMON STOCK | | | 1,500 | | | | | | 18,371 | |
| | | SANAN OPTOELECTRONICS CO L A | | COMMON STOCK CNY1.0 | | | 44,400 | | | | | | 183,701 | |
| | | SANBIO CO LTD | | COMMON STOCK | | | 4,500 | | | | | | 58,403 | |
| | | SANDFIRE RESOURCES LTD | | COMMON STOCK | | | 23,424 | | | | | | 96,789 | |
| | | SANDS CHINA LTD | | COMMON STOCK USD.01 | | | 394,800 | | | | | | 1,735,076 | |
| | | SANDSTORM GOLD LTD | | COMMON STOCK | | | 33,600 | | | | | | 240,527 | |
| | | SANDVIK AB | | COMMON STOCK SEK1.2 | | | 192,177 | | | | | | 4,706,234 | |
| | | SANGETSU CORP | | COMMON STOCK | | | 8,600 | | | | | | 129,420 | |
| | | SANGFOR TECHNOLOGIES INC A | | COMMON STOCK CNY1.0 | | | 3,700 | | | | | | 140,342 | |
| | | SANKEN ELECTRIC CO LTD | | COMMON STOCK | | | 3,900 | | | | | | 169,289 | |
| | | SANKI ENGINEERING CO LTD | | COMMON STOCK | | | 6,600 | | | | | | 77,805 | |
| | | SANKYO CO LTD | | COMMON STOCK | | | 9,800 | | | | | | 265,168 | |
| | | SANKYU INC | | COMMON STOCK | | | 9,400 | | | | | | 356,696 | |
| | | SANLAM LTD | | COMMON STOCK ZAR.01 | | | 316,171 | | | | | | 1,265,831 | |
| | | SANNE GROUP PLC | | COMMON STOCK GBP.01 | | | 25,148 | | | | | | 213,016 | |
| | | SANOFI | | COMMON STOCK EUR2.0 | | | 190,908 | | | | | | 18,718,809 | |
| | | SANOMA OYJ | | COMMON STOCK | | | 12,632 | | | | | | 211,874 | |
| | | SANRIO CO LTD | | COMMON STOCK | | | 11,200 | | | | | | 153,295 | |
| | | SANSAN INC | | COMMON STOCK | | | 2,100 | | | | | | 137,913 | |
| | | SANTANDER BANK POLSKA SA | | COMMON STOCK PLN10.0 | | | 6,814 | | | | | | 339,347 | |
| | | SANTEN PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 60,800 | | | | | | 987,762 | |
| | | SANTOS LTD | | COMMON STOCK | | | 285,611 | | | | | | 1,428,685 | |
| | | SANWA HOLDINGS CORP | | COMMON STOCK | | | 31,300 | | | | | | 364,486 | |
| | | SANY HEAVY EQUIPMENT INTL | | COMMON STOCK HKD.1 | | | 171,000 | | | | | | 128,078 | |
| | | SANY HEAVY INDUSTRY CO LTD A | | COMMON STOCK CNY1.0 | | | 91,100 | | | | | | 487,493 | |
| | | SANYANG MOTOR CO LTD | | COMMON STOCK TWD10.0 | | | 206,140 | | | | | | 262,723 | |
| | | SANYO CHEMICAL INDUSTRIES | | COMMON STOCK | | | 1,400 | | | | | | 74,849 | |
| | | SANYO DENKI CO LTD | | COMMON STOCK | | | 1,400 | | | | | | 75,384 | |
| | | SAO MARTINHO SA | | COMMON STOCK | | | 44,000 | | | | | | 232,788 | |
| | | SAP SE | | COMMON STOCK | | | 177,482 | | | | | | 23,358,919 | |
| | | SAPIENS INTERNATIONAL CORP | | COMMON STOCK EUR.01 | | | 4,434 | | | | | | 137,675 | |
| | | SAPPI LIMITED | | COMMON STOCK ZAR1.0 | | | 108,677 | | | | | | 240,430 | |
| | | SAPPORO HOLDINGS LTD | | COMMON STOCK | | | 11,600 | | | | | | 224,208 | |
| | | SAPURA ENERGY BHD | | COMMON STOCK | | | 1,225,600 | | | | | | 38,198 | |
| | | SAPUTO INC | | COMMON STOCK | | | 42,400 | | | | | | 1,185,802 | |
| | | SARACEN MINERAL HOLDINGS LTD | | COMMON STOCK | | | 185,750 | | | | | | 683,462 | |
| | | SARANTIS SA | | COMMON STOCK EUR.78 | | | 5,024 | | | | | | 57,508 | |
| | | SARAS SPA | | COMMON STOCK | | | 94,007 | | | | | | 67,888 | |
| | | SARTORIUS AG VORZUG | | PREFERENCE | | | 6,045 | | | | | | 2,537,648 | |
| | | SARTORIUS STEDIM BIOTECH | | COMMON STOCK EUR.2 | | | 4,666 | | | | | | 1,665,644 | |
| | | SAS AB | | COMMON STOCK | | | 494,340 | | | | | | 110,191 | |
| | | SASA POLYESTER SANAYI | | COMMON STOCK TRY1. | | | 28,700 | | | | | | 78,123 | |
| | | SASOL LTD | | COMMON STOCK | | | 102,780 | | | | | | 925,676 | |
| | | SATO HOLDINGS CORP | | COMMON STOCK | | | 4,800 | | | | | | 103,779 | |
| | | SATS LTD | | COMMON STOCK | | | 136,358 | | | | | | 409,905 | |
| | | SAUDI AIRLINES CATERING CO | | COMMON STOCK | | | 6,815 | | | | | | 140,057 | |
| | | SAUDI ARABIAN MINING CO | | COMMON STOCK SAR10. | | | 73,054 | | | | | | 788,647 | |
| | | SAUDI ARABIAN OIL CO | | COMMON STOCK | | | 373,149 | | | | | | 3,481,239 | |
| | | SAUDI BASIC INDUSTRIES CORP | | COMMON STOCK SAR10. | | | 152,652 | | | | | | 4,125,950 | |
| | | SAUDI BRITISH BANK | | COMMON STOCK SAR10. | | | 139,408 | | | | | | 918,586 | |
| | | SAUDI CEMENT | | COMMON STOCK SAR10. | | | 12,716 | | | | | | 208,453 | |
| | | SAUDI CERAMIC CO | | COMMON STOCK SAR10.0 | | | 4,987 | | | | | | 63,740 | |
| | | SAUDI CHEMICAL CO HOLDING | | COMMON STOCK SAR10.0 | | | 7,008 | | | | | | 65,287 | |
| | | SAUDI CO FOR HARDWARE LLC | | COMMON STOCK SAR10.0 | | | 2,748 | | | | | | 42,631 | |
| | | SAUDI ELECTRICITY CO | | COMMON STOCK SAR10. | | | 141,342 | | | | | | 802,480 | |
| | | SAUDI FISHERIES | | COMMON STOCK SAR10. | | | 3,324 | | | | | | 48,643 | |
| | | SAUDI GROUND SERVICES CO | | COMMON STOCK | | | 15,625 | | | | | | 133,693 | |
| | | SAUDI IND INVESTMENT GROUP | | COMMON STOCK SAR10. | | | 37,400 | | | | | | 273,153 | |
| | | SAUDI INDUSTRIAL SERVICES CO | | COMMON STOCK SAR10.0 | | | 6,782 | | | | | | 58,571 | |
| | | SAUDI KAYAN PETROCHEMICAL CO | | COMMON STOCK SAR10. | | | 124,666 | | | | | | 475,190 | |
| | | SAUDI PHARMACEUTICAL INDUSTR | | COMMON STOCK SAR10. | | | 9,973 | | | | | | 104,207 | |
| | | SAUDI PUBLIC TRANSPORT CO | | COMMON STOCK SAR10. | | | 10,389 | | | | | | 49,680 | |
| | | SAUDI REAL ESTATE CO | | COMMON STOCK SAR10.0 | | | 16,283 | | | | | | 65,625 | |
| | | SAUDI RESEARCH AND MARKETING | | COMMON STOCK SAR10. | | | 6,106 | | | | | | 127,764 | |
| | | SAUDI RIYAL | | FOREIGN CURRENCY | | | 7,132,507 | | | | | | 1,901,191 | |
| | | SAUDI TELECOM CO | | COMMON STOCK SAR10. | | | 101,768 | | | | | | 2,875,415 | |
| | | SAUDIA DAIRY + FOODSTUFF CO | | COMMON STOCK SAR10.0 | | | 2,701 | | | | | | 125,993 | |
| | | SAVARIA CORP | | COMMON STOCK | | | 5,200 | | | | | | 59,049 | |
| | | SAVILLS PLC | | COMMON STOCK GBP.025 | | | 24,551 | | | | | | 318,662 | |
| | | SAVOLA | | COMMON STOCK SAR10. | | | 44,379 | | | | | | 502,747 | |
| | | SAWAI PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 7,400 | | | | | | 335,768 | |
| | | SB TECHNOLOGY CORP | | COMMON STOCK | | | 800 | | | | | | 27,104 | |
| | | SBANKEN ASA | | COMMON STOCK NOK10.0 | | | 16,465 | | | | | | 132,490 | |
| | | SBERBANK OF RUSSIA PJSC | | COMMON STOCK RUB3.0 | | | 1,580,007 | | | | | | 5,789,240 | |
| | | SBERBANK PJSC SPONSORED ADR | | ADR | | | 65,554 | | | | | | 945,019 | |
| | | SBI HOLDINGS INC | | COMMON STOCK | | | 41,923 | | | | | | 996,049 | |
| | | SBM OFFSHORE NV | | COMMON STOCK EUR.25 | | | 22,818 | | | | | | 433,079 | |
| | | SBS HOLDINGS INC | | COMMON STOCK | | | 3,900 | | | | | | 98,945 | |
| | | SCANDIC HOTELS GROUP AB | | COMMON STOCK SEK.25 | | | 28,343 | | | | | | 120,012 | |
| | | SCANDINAVIAN TOBACCO GROUP A | | COMMON STOCK DKK1.0 | | | 11,155 | | | | | | 190,235 | |
| | | SCATEC ASA | | COMMON STOCK NOK.025 | | | 12,608 | | | | | | 496,216 | |
| | | SCENTRE GROUP | | REIT | | | 847,290 | | | | | | 1,867,806 | |
| | | SCHIBSTED ASA B SHS | | COMMON STOCK NOK.5 | | | 18,106 | | | | | | 677,629 | |
| | | SCHIBSTED ASA CL A | | COMMON STOCK NOK.5 | | | 12,759 | | | | | | 544,319 | |
| | | SCHINDLER HOLDING AG REG | | COMMON STOCK CHF.1 | | | 3,691 | | | | | | 995,029 | |
| | | SCHINDLER HOLDING PART CERT | | COMMON STOCK CHF.1 | | | 6,920 | | | | | | 1,871,384 | |
| | | SCHNEIDER ELECTRIC SE | | COMMON STOCK EUR4.0 | | | 88,024 | | | | | | 12,905,361 | |
| | | SCHNEIDER ELECTRIC SE | | COMMON STOCK EUR4.0 | | | 2,893 | | | | | | 421,405 | |
| | | SCHOELLER BLECKMANN OILFIELD | | COMMON STOCK EUR1. | | | 4,014 | | | | | | 151,452 | |
| | | SCHOUW + CO | | COMMON STOCK DKK10.0 | | | 2,188 | | | | | | 221,528 | |
| | | SCHRODERS PLC | | COMMON STOCK GBP1.0 | | | 21,334 | | | | | | 974,054 | |
| | | SCHWEITER TECHNOLOGIES AG BR | | COMMON STOCK CHF1.0 | | | 184 | | | | | | 304,708 | |
| | | SCOR SE | | COMMON STOCK EUR7.876972 | | | 24,743 | | | | | | 876,005 | |
| | | SCOUT24 AG | | COMMON STOCK | | | 19,287 | | | | | | 1,582,469 | |
| | | SCREEN HOLDINGS CO LTD | | COMMON STOCK | | | 6,400 | | | | | | 473,060 | |
| | | SCSK CORP | | COMMON STOCK | | | 9,300 | | | | | | 532,405 | |
| | | SDIC CAPITAL CO LTD A | | COMMON STOCK CNY1.0 | | | 38,300 | | | | | | 81,182 | |
| | | SDIC POWER HOLDINGS CO LTD A | | COMMON STOCK CNY1.0 | | | 56,300 | | | | | | 74,425 | |
| | | SEABRIDGE GOLD INC | | COMMON STOCK | | | 6,000 | | | | | | 193,405 | |
| | | SEALINK TRAVEL GROUP LTD | | COMMON STOCK | | | 10,655 | | | | | | 55,106 | |
| | | SEARLE COMPANY LTD/THE | | COMMON STOCK PKR10. | | | 48,509 | | | | | | 75,444 | |
| | | SEAZEN GROUP LTD | | COMMON STOCK HKD.001 | | | 428,000 | | | | | | 356,790 | |
| | | SEAZEN HOLDINGS CO LTD A | | COMMON STOCK CNY1.0 | | | 363,168 | | | | | | 1,934,674 | |
| | | SEB SA | | COMMON STOCK EUR1.0 | | | 3,562 | | | | | | 705,102 | |
| | | SECOM CO LTD | | COMMON STOCK | | | 35,400 | | | | | | 3,268,726 | |
| | | SECURITAS AB B SHS | | COMMON STOCK SEK1. | | | 59,760 | | | | | | 965,412 | |
| | | SECURITY BANK CORP | | COMMON STOCK PHP10. | | | 78,670 | | | | | | 219,728 | |
| | | SEEGENE INC | | COMMON STOCK KRW500. | | | 2,791 | | | | | | 497,242 | |
| | | SEEK LTD | | COMMON STOCK | | | 61,451 | | | | | | 1,354,166 | |
| | | SEERA GROUP HOLDING | | COMMON STOCK SAR10.0 | | | 24,933 | | | | | | 126,140 | |
| | | SEGA SAMMY HOLDINGS INC | | COMMON STOCK | | | 29,200 | | | | | | 460,846 | |
| | | SEGRO PLC | | REIT GBP.1 | | | 201,169 | | | | | | 2,606,978 | |
| | | SEIBU HOLDINGS INC | | COMMON STOCK | | | 39,300 | | | | | | 386,004 | |
| | | SEIKAGAKU CORP | | COMMON STOCK | | | 12,600 | | | | | | 124,297 | |
| | | SEIKO EPSON CORP | | COMMON STOCK | | | 49,500 | | | | | | 735,842 | |
| | | SEIKO HOLDINGS CORP | | COMMON STOCK | | | 8,600 | | | | | | 110,184 | |
| | | SEINO HOLDINGS CO LTD | | COMMON STOCK | | | 24,500 | | | | | | 345,835 | |
| | | SEIREN CO LTD | | COMMON STOCK | | | 8,300 | | | | | | 125,703 | |
| | | SEKISUI CHEMICAL CO LTD | | COMMON STOCK | | | 60,700 | | | | | | 1,151,627 | |
| | | SEKISUI HOUSE LTD | | COMMON STOCK | | | 106,100 | | | | | | 2,161,845 | |
| | | SEKISUI HOUSE REIT INC | | REIT | | | 657 | | | | | | 477,924 | |
| | | SEKISUI JUSHI CORP | | COMMON STOCK | | | 4,400 | | | | | | 93,097 | |
| | | SELCUK ECZA DEPOSU TICARET V | | COMMON STOCK TRY1. | | | 58,897 | | | | | | 108,235 | |
| | | SELECT HARVESTS LTD | | COMMON STOCK | | | 20,676 | | | | | | 83,320 | |
| | | SELVAAG BOLIG ASA | | COMMON STOCK NOK2.0 | | | 7,795 | | | | | | 52,774 | |
| | | SEMAPA SOCIEDADE DE INVESTIM | | COMMON STOCK NPV | | | 17,748 | | | | | | 194,368 | |
| | | SEMBCORP INDUSTRIES LTD | | COMMON STOCK | | | 181,200 | | | | | | 234,658 | |
| | | SEMBCORP MARINE LTD | | COMMON STOCK | | | 1,055,473 | | | | | | 113,854 | |
| | | SEMEN INDONESIA PERSERO TBK | | COMMON STOCK IDR100. | | | 666,700 | | | | | | 590,787 | |
| | | SEMICONDUCTOR MANUFACTURING | | COMMON STOCK USD.004 | | | 554,200 | | | | | | 1,278,288 | |
| | | SEMPERIT AG HOLDING | | COMMON STOCK | | | 5,667 | | | | | | 168,574 | |
| | | SENIOR PLC | | COMMON STOCK GBP.1 | | | 79,024 | | | | | | 96,458 | |
| | | SENKO GROUP HOLDINGS CO LTD | | COMMON STOCK | | | 19,500 | | | | | | 190,404 | |
| | | SENSHU IKEDA HOLDINGS INC | | COMMON STOCK | | | 70,120 | | | | | | 100,618 | |
| | | SENSIRION HOLDING AG | | COMMON STOCK | | | 2,359 | | | | | | 152,830 | |
| | | SEOBU T+D | | COMMON STOCK KRW500. | | | 28,242 | | | | | | 196,782 | |
| | | SEOJIN SYSTEM CO LTD | | COMMON STOCK KRW500.0 | | | 2,154 | | | | | | 100,665 | |
| | | SEOUL SEMICONDUCTOR CO LTD | | COMMON STOCK KRW500. | | | 13,517 | | | | | | 254,752 | |
| | | SERCO GROUP PLC | | COMMON STOCK GBP.02 | | | 179,780 | | | | | | 344,466 | |
| | | SERCOMM CORPORATION | | COMMON STOCK TWD10. | | | 42,000 | | | | | | 116,457 | |
| | | SERIA CO LTD | | COMMON STOCK | | | 8,000 | | | | | | 293,235 | |
| | | SERICA ENERGY PLC | | COMMON STOCK USD.1 | | | 31,868 | | | | | | 50,112 | |
| | | SERVICE STREAM LTD | | COMMON STOCK | | | 63,062 | | | | | | 88,250 | |
| | | SES | | RECEIPT | | | 66,663 | | | | | | 631,550 | |
| | | SESA SPA | | COMMON STOCK NPV | | | 502 | | | | | | 63,101 | |
| | | SEVEN + I HOLDINGS CO LTD | | COMMON STOCK | | | 127,200 | | | | | | 4,517,512 | |
| | | SEVEN BANK LTD | | COMMON STOCK | | | 126,900 | | | | | | 268,314 | |
| | | SEVEN GENERATIONS ENERGY A | | COMMON STOCK | | | 50,545 | | | | | | 262,247 | |
| | | SEVEN GROUP HOLDINGS LTD | | COMMON STOCK | | | 21,876 | | | | | | 394,633 | |
| | | SEVERN TRENT PLC | | COMMON STOCK GBP.9789 | | | 39,708 | | | | | | 1,243,144 | |
| | | SEVERSTAL GDR REG S | | GDR | | | 49,935 | | | | | | 874,101 | |
| | | SFA ENGINEERING CORP | | COMMON STOCK KRW500. | | | 8,554 | | | | | | 304,796 | |
| | | SFP HOLDINGS CO LTD | | COMMON STOCK | | | 4,400 | | | | | | 54,217 | |
| | | SFS GROUP AG | | COMMON STOCK CHF.1 | | | 2,995 | | | | | | 355,607 | |
| | | SG HOLDINGS CO LTD | | COMMON STOCK | | | 55,300 | | | | | | 1,509,732 | |
| | | SGL CARBON SE | | COMMON STOCK | | | 14,975 | | | | | | 65,574 | |
| | | SGS SA REG | | COMMON STOCK CHF1.0 | | | 1,047 | | | | | | 3,161,157 | |
| | | SHAANXI COAL INDUSTRY CO L A | | COMMON STOCK CNY1.0 | | | 172,500 | | | | | | 247,102 | |
| | | SHAFTESBURY PLC | | REIT GBP.25 | | | 29,563 | | | | | | 228,538 | |
| | | SHAMAL AZ ZOUR AL OULA FOR T | | COMMON STOCK | | | 93,287 | | | | | | 84,946 | |
| | | SHANDONG GOLD MINING CO LT A | | COMMON STOCK CNY1.0 | | | 30,240 | | | | | | 109,460 | |
| | | SHANDONG GOLD MINING CO LT H | | COMMON STOCK CNY1.0 | | | 95,500 | | | | | | 220,633 | |
| | | SHANDONG HUALU HENGSHENG A | | COMMON STOCK CNY1.0 | | | 13,100 | | | | | | 74,792 | |
| | | SHANDONG SINOCERA FUNCTION A | | COMMON STOCK CNY1.0 | | | 9,800 | | | | | | 67,745 | |
| | | SHANDONG SUN PAPER INDUSTR A | | COMMON STOCK CNY1.0 | | | 98,400 | | | | | | 217,569 | |
| | | SHANDONG WEIGAO GP MEDICAL H | | COMMON STOCK CNY.1 | | | 372,000 | | | | | | 960,402 | |
| | | SHANG GONG GROUP CO LTD B | | COMMON STOCK CNY1.0 | | | 462,245 | | | | | | 170,582 | |
| | | SHANGHAI BAOSIGHT SOFTWARE A | | COMMON STOCK CNY1.0 | | | 5,200 | | | | | | 54,864 | |
| | | SHANGHAI CHLOR ALKALI CHEM B | | COMMON STOCK CNY1. | | | 59,700 | | | | | | 26,954 | |
| | | SHANGHAI DIESEL ENGINE CO B | | COMMON STOCK CNY1. | | | 51,900 | | | | | | 22,525 | |
| | | SHANGHAI ELECTRIC GRP CO L A | | COMMON STOCK CNY1.0 | | | 88,400 | | | | | | 73,136 | |
| | | SHANGHAI FOSUN PHARMACEUTI A | | COMMON STOCK CNY1.0 | | | 16,700 | | | | | | 138,691 | |
| | | SHANGHAI FOSUN PHARMACEUTI H | | COMMON STOCK CNY1.0 | | | 108,500 | | | | | | 520,428 | |
| | | SHANGHAI GREENCOURT INVEST B | | COMMON STOCK CNY1.0 | | | 73,700 | | | | | | 20,274 | |
| | | SHANGHAI HAIXIN GROUP CO B | | COMMON STOCK CNY1. | | | 48,800 | | | | | | 16,741 | |
| | | SHANGHAI HIGHLY GROUP CO B | | COMMON STOCK CNY1. | | | 105,931 | | | | | | 54,554 | |
| | | SHANGHAI INDUSTRIAL HLDG LTD | | COMMON STOCK | | | 111,000 | | | | | | 151,801 | |
| | | SHANGHAI INDUSTRIAL URBAN DE | | COMMON STOCK HKD.04 | | | 133,200 | | | | | | 14,083 | |
| | | SHANGHAI INTERNATIONAL AIR A | | COMMON STOCK CNY1.0 | | | 8,000 | | | | | | 92,596 | |
| | | SHANGHAI INTERNATIONAL POR A | | COMMON STOCK CNY1.0 | | | 92,500 | | | | | | 64,660 | |
| | | SHANGHAI JIN JIANG ONLINE B | | COMMON STOCK CNY1.0 | | | 95,200 | | | | | | 63,826 | |
| | | SHANGHAI LUJIAZUI FIN+TRAD B | | COMMON STOCK CNY1.0 | | | 266,976 | | | | | | 209,057 | |
| | | SHANGHAI M+G STATIONERY IN A | | COMMON STOCK CNY1.0 | | | 10,000 | | | | | | 135,581 | |
| | | SHANGHAI PHARMACEUTICALS A | | COMMON STOCK CNY1.0 | | | 20,900 | | | | | | 61,372 | |
| | | SHANGHAI PHARMACEUTICALS H | | COMMON STOCK CNY1.0 | | | 197,400 | | | | | | 348,401 | |
| | | SHANGHAI PUDONG DEVEL BANK A | | COMMON STOCK CNY1.0 | | | 355,500 | | | | | | 526,906 | |
| | | SHANGHAI RAAS BLOOD PRODUC A | | COMMON STOCK CNY1.0 | | | 187,400 | | | | | | 212,082 | |
| | | SHANGRI LA ASIA LTD | | COMMON STOCK HKD1.0 | | | 191,595 | | | | | | 170,848 | |
| | | SHANXI LU AN ENVIRONMENTAL A | | COMMON STOCK CNY1.0 | | | 51,700 | | | | | | 51,481 | |
| | | SHANXI MEIJIN ENERGY CO LT A | | COMMON STOCK CNY1.0 | | | 63,300 | | | | | | 64,659 | |
| | | SHANXI XINGHUACUN FEN WINE A | | COMMON STOCK CNY1.0 | | | 7,200 | | | | | | 413,893 | |
| | | SHAPIR ENGINEERING AND INDUS | | COMMON STOCK | | | 22,089 | | | | | | 167,940 | |
| | | SHARP CORP | | COMMON STOCK | | | 40,200 | | | | | | 610,290 | |
| | | SHAW COMMUNICATIONS INC B | | COMMON STOCK | | | 76,873 | | | | | | 1,395,338 | |
| | | SHENERGY COMPANY LIMITED A | | COMMON STOCK CNY1.0 | | | 173,645 | | | | | | 138,701 | |
| | | SHENG SIONG GROUP LTD | | COMMON STOCK | | | 50,800 | | | | | | 59,657 | |
| | | SHENG YE CAPITAL LTD | | COMMON STOCK HKD.01 | | | 56,000 | | | | | | 43,694 | |
| | | SHENGYI TECHNOLOGY CO LTD A | | COMMON STOCK CNY1.0 | | | 24,799 | | | | | | 107,130 | |
| | | SHENNAN CIRCUITS CO LTD A | | COMMON STOCK CNY1.0 | | | 5,180 | | | | | | 85,893 | |
| | | SHENWAN HONGYUAN GROUP CO A | | COMMON STOCK CNY1.0 | | | 186,900 | | | | | | 151,155 | |
| | | SHENZHEN ENERGY GROUP CO L A | | COMMON STOCK CNY1.0 | | | 121,035 | | | | | | 112,888 | |
| | | SHENZHEN GOODIX TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 4,100 | | | | | | 97,721 | |
| | | SHENZHEN INOVANCE TECHNOLO A | | COMMON STOCK CNY1.0 | | | 18,100 | | | | | | 258,792 | |
| | | SHENZHEN INTL HOLDINGS | | COMMON STOCK HKD1.0 | | | 234,838 | | | | | | 379,013 | |
| | | SHENZHEN INVESTMENT LTD | | COMMON STOCK | | | 818,883 | | | | | | 281,507 | |
| | | SHENZHEN KANGTAI BIOLOGICA A | | COMMON STOCK CNY1.0 | | | 9,600 | | | | | | 257,246 | |
| | | SHENZHEN MINDRAY BIO MEDIC A | | COMMON STOCK CNY1.0 | | | 11,100 | | | | | | 721,191 | |
| | | SHENZHEN OVERSEAS CHINESE A | | COMMON STOCK CNY1.0 | | | 68,000 | | | | | | 73,762 | |
| | | SHENZHEN SALUBRIS PHARM A | | COMMON STOCK CNY1.0 | | | 4,100 | | | | | | 17,764 | |
| | | SHENZHEN SUNWAY COMMUNICAT A | | COMMON STOCK CNY1.0 | | | 10,500 | | | | | | 57,831 | |
| | | SHENZHOU INTERNATIONAL GROUP | | COMMON STOCK HKD.1 | | | 140,000 | | | | | | 2,745,420 | |
| | | SHIBAURA MACHINE CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 75,627 | |
| | | SHIBUYA CORPORATION | | COMMON STOCK | | | 1,900 | | | | | | 65,165 | |
| | | SHIFT INC | | COMMON STOCK | | | 1,800 | | | | | | 248,662 | |
| | | SHIGA BANK LTD/THE | | COMMON STOCK | | | 7,300 | | | | | | 149,216 | |
| | | SHIJIAZHUANG YILING PHARMA A | | COMMON STOCK CNY1.0 | | | 4,200 | | | | | | 16,403 | |
| | | SHIKOKU CHEMICALS CORP | | COMMON STOCK | | | 8,000 | | | | | | 93,203 | |
| | | SHIKOKU ELECTRIC POWER CO | | COMMON STOCK | | | 26,400 | | | | | | 172,857 | |
| | | SHIKUN + BINUI LTD | | COMMON STOCK ILS1.0 | | | 41,188 | | | | | | 240,454 | |
| | | SHIMA SEIKI MFG LTD | | COMMON STOCK | | | 5,200 | | | | | | 88,478 | |
| | | SHIMACHU CO LTD | | COMMON STOCK | | | 6,900 | | | | | | 366,209 | |
| | | SHIMADZU CORP | | COMMON STOCK | | | 38,200 | | | | | | 1,488,034 | |
| | | SHIMAMURA CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 430,150 | |
| | | SHIMANO INC | | COMMON STOCK | | | 12,500 | | | | | | 2,919,503 | |
| | | SHIMAO GROUP HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 199,000 | | | | | | 636,104 | |
| | | SHIMIZU CORP | | COMMON STOCK | | | 93,200 | | | | | | 680,758 | |
| | | SHIN ETSU CHEMICAL CO LTD | | COMMON STOCK | | | 60,200 | | | | | | 10,539,847 | |
| | | SHIN ETSU POLYMER CO LTD | | COMMON STOCK | | | 7,700 | | | | | | 70,440 | |
| | | SHIN KONG FINANCIAL HOLDING | | COMMON STOCK TWD10. | | | 2,003,078 | | | | | | 628,234 | |
| | | SHIN POONG PHARMACEUTICAL CO | | COMMON STOCK KRW500. | | | 4,180 | | | | | | 478,724 | |
| | | SHIN ZU SHING CO LTD | | COMMON STOCK TWD10.0 | | | 26,000 | | | | | | 122,478 | |
| | | SHINHAN FINANCIAL GROUP LTD | | COMMON STOCK KRW5000. | | | 82,496 | | | | | | 2,440,383 | |
| | | SHINING BUILDING BUSINESS CO | | COMMON STOCK TWD10.0 | | | 316,414 | | | | | | 185,663 | |
| | | SHINKO ELECTRIC INDUSTRIES | | COMMON STOCK | | | 12,400 | | | | | | 284,362 | |
| | | SHINKONG SYNTHETIC FIBERS | | COMMON STOCK TWD10. | | | 193,000 | | | | | | 97,920 | |
| | | SHINMAYWA INDUSTRIES LTD | | COMMON STOCK | | | 8,800 | | | | | | 75,479 | |
| | | SHINSEGAE INC | | COMMON STOCK KRW5000.0 | | | 1,645 | | | | | | 362,401 | |
| | | SHINSEI BANK LTD | | COMMON STOCK | | | 27,800 | | | | | | 345,022 | |
| | | SHIONOGI + CO LTD | | COMMON STOCK | | | 45,600 | | | | | | 2,492,808 | |
| | | SHIP HEALTHCARE HOLDINGS INC | | COMMON STOCK | | | 7,500 | | | | | | 417,654 | |
| | | SHISEIDO CO LTD | | COMMON STOCK | | | 67,500 | | | | | | 4,682,702 | |
| | | SHIZUOKA BANK LTD/THE | | COMMON STOCK | | | 78,000 | | | | | | 574,621 | |
| | | SHIZUOKA GAS CO LTD | | COMMON STOCK | | | 7,900 | | | | | | 79,234 | |
| | | SHO BOND HOLDINGS CO LTD | | COMMON STOCK | | | 7,000 | | | | | | 340,978 | |
| | | SHOCHIKU CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 219,548 | |
| | | SHOEI CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 160,859 | |
| | | SHOEI FOODS CORP | | COMMON STOCK | | | 2,100 | | | | | | 73,260 | |
| | | SHOP APOTHEKE EUROPE NV | | COMMON STOCK EUR.02 | | | 1,885 | | | | | | 341,887 | |
| | | SHOPIFY INC CLASS A | | COMMON STOCK | | | 18,600 | | | | | | 20,984,421 | |
| | | SHOPPING CENTRES AUSTRALASIA | | REIT | | | 175,080 | | | | | | 340,684 | |
| | | SHOPRITE HOLDINGS LTD | | COMMON STOCK ZAR1.134 | | | 80,369 | | | | | | 761,620 | |
| | | SHOUCHENG HOLDINGS LTD | | COMMON STOCK | | | 720,800 | | | | | | 204,699 | |
| | | SHOUGANG FUSHAN RESOURCES GR | | COMMON STOCK | | | 506,193 | | | | | | 118,823 | |
| | | SHOWA DENKO K K | | COMMON STOCK | | | 25,100 | | | | | | 537,913 | |
| | | SHOWA SANGYO CO LTD | | COMMON STOCK | | | 3,100 | | | | | | 91,480 | |
| | | SHUFERSAL LTD | | COMMON STOCK ILS.1 | | | 31,646 | | | | | | 244,494 | |
| | | SHUI ON LAND LTD | | COMMON STOCK USD.0025 | | | 718,828 | | | | | | 100,158 | |
| | | SHUN TAK HOLDINGS LTD | | COMMON STOCK | | | 240,750 | | | | | | 73,623 | |
| | | SIA ENGINEERING CO LTD | | COMMON STOCK | | | 51,300 | | | | | | 76,757 | |
| | | SIAM CEMENT PCL NVDR | | NVDR THB1.0 | | | 67,100 | | | | | | 848,227 | |
| | | SIAM CEMENT PUB CO FOR REG | | FOREIGN SH. THB1.0 A | | | 76,900 | | | | | | 970,234 | |
| | | SIAM COMMERCIAL BANK FOREIGN | | FOREIGN SH. THB10.0 A | | | 153,825 | | | | | | 449,255 | |
| | | SIAMGAS + PETROCHEMICALS FOR | | FOREIGN SH. THB.5 A | | | 125,800 | | | | | | 41,989 | |
| | | SIBANYE STILLWATER LTD | | COMMON STOCK | | | 337,826 | | | | | | 1,360,979 | |
| | | SICHUAN CHUANTOU ENERGY CO A | | COMMON STOCK CNY1.0 | | | 125,221 | | | | | | 192,454 | |
| | | SICHUAN KELUN PHARMACEUTIC A | | COMMON STOCK CNY1.0 | | | 15,700 | | | | | | 46,749 | |
| | | SIEGFRIED HOLDING AG REG | | COMMON STOCK CHF2.0 | | | 703 | | | | | | 517,776 | |
| | | SIEMENS AG REG | | COMMON STOCK NPV | | | 130,023 | | | | | | 18,638,685 | |
| | | SIEMENS ENERGY AG | | COMMON STOCK | | | 67,927 | | | | | | 2,496,858 | |
| | | SIEMENS GAMESA RENEWABLE ENE | | COMMON STOCK EUR.17 | | | 38,029 | | | | | | 1,654,532 | |
| | | SIEMENS HEALTHINEERS AG | | COMMON STOCK | | | 45,356 | | | | | | 2,325,682 | |
| | | SIENNA SENIOR LIVING INC | | COMMON STOCK | | | 12,400 | | | | | | 137,626 | |
| | | SIERRA WIRELESS INC | | COMMON STOCK | | | 6,300 | | | | | | 91,582 | |
| | | SIG COMBIBLOC GROUP AG | | COMMON STOCK CHF.01 | | | 54,398 | | | | | | 1,261,737 | |
| | | SIGMA HEALTHCARE LTD | | COMMON STOCK | | | 199,334 | | | | | | 94,615 | |
| | | SIGNATURE AVIATION PLC | | COMMON STOCK GBP.3720238 | | | 142,241 | | | | | | 747,756 | |
| | | SIGNIFY NV | | COMMON STOCK | | | 19,885 | | | | | | 843,758 | |
| | | SIGURD MICROELECTRONICS CORP | | COMMON STOCK TWD10. | | | 65,000 | | | | | | 104,753 | |
| | | SIHUAN PHARMACEUTICAL HLDGS | | COMMON STOCK HKD.01 | | | 905,000 | | | | | | 95,574 | |
| | | SIIX CORP | | COMMON STOCK | | | 4,700 | | | | | | 70,356 | |
| | | SIKA AG REG | | COMMON STOCK CHF.01 | | | 24,098 | | | | | | 6,588,852 | |
| | | SILERGY CORP | | COMMON STOCK TWD10.0 | | | 11,000 | | | | | | 1,114,638 | |
| | | SILICON WORKS CO LTD | | COMMON STOCK KRW500. | | | 1,935 | | | | | | 103,318 | |
| | | SILLAJEN INC | | COMMON STOCK KRW500.0 | | | 10,918 | | | | | | 121,613 | |
| | | SILTRONIC AG | | COMMON STOCK | | | 3,919 | | | | | | 614,279 | |
| | | SILVER LAKE RESOURCES LTD | | COMMON STOCK | | | 160,028 | | | | | | 218,502 | |
| | | SILVERCORP METALS INC | | COMMON STOCK | | | 31,400 | | | | | | 209,744 | |
| | | SILVERCREST METALS INC | | COMMON STOCK | | | 17,300 | | | | | | 192,690 | |
| | | SILVERLAKE AXIS LTD | | COMMON STOCK USD.02 | | | 275,700 | | | | | | 56,251 | |
| | | SIMCORP A/S | | COMMON STOCK DKK1. | | | 6,950 | | | | | | 1,033,814 | |
| | | SIME DARBY BERHAD | | COMMON STOCK | | | 534,155 | | | | | | 306,876 | |
| | | SIME DARBY PLANTATION BHD | | COMMON STOCK | | | 534,155 | | | | | | 662,720 | |
| | | SIME DARBY PROPERTY BHD | | COMMON STOCK | | | 534,155 | | | | | | 88,337 | |
| | | SIMPLO TECHNOLOGY CO LTD | | COMMON STOCK TWD10.0 | | | 31,000 | | | | | | 386,075 | |
| | | SIMS LTD | | COMMON STOCK | | | 31,701 | | | | | | 329,482 | |
| | | SINA CORP | | COMMON STOCK USD.133 | | | 11,000 | | | | | | 466,180 | |
| | | SINANEN HOLDINGS CO LTD | | COMMON STOCK | | | 2,300 | | | | | | 66,059 | |
| | | SINBON ELECTRONICS CO LTD | | COMMON STOCK TWD10.0 | | | 40,000 | | | | | | 308,220 | |
| | | SINCH AB | | COMMON STOCK SEK.1 | | | 5,968 | | | | | | 973,449 | |
| | | SINGAPORE AIRLINES LTD | | COMMON STOCK | | | 254,100 | | | | | | 821,280 | |
| | | SINGAPORE DOLLAR | | FOREIGN CURRENCY | | | 1,223,474 | | | | | | 925,717 | |
| | | SINGAPORE EXCHANGE LTD | | COMMON STOCK | | | 138,400 | | | | | | 974,044 | |
| | | SINGAPORE POST LTD | | COMMON STOCK | | | 122,900 | | | | | | 65,626 | |
| | | SINGAPORE PRESS HOLDINGS LTD | | COMMON STOCK | | | 306,750 | | | | | | 262,928 | |
| | | SINGAPORE TECH ENGINEERING | | COMMON STOCK | | | 273,000 | | | | | | 788,189 | |
| | | SINGAPORE TELECOMMUNICATIONS | | COMMON STOCK | | | 1,511,890 | | | | | | 2,639,465 | |
| | | SINO AMERICAN SILICON PRODUC | | COMMON STOCK TWD10.0 | | | 91,013 | | | | | | 577,062 | |
| | | SINO BIOPHARMACEUTICAL | | COMMON STOCK HKD.025 | | | 1,882,495 | | | | | | 1,820,633 | |
| | | SINO LAND CO | | COMMON STOCK | | | 579,298 | | | | | | 754,867 | |
| | | SINO OCEAN GROUP HOLDING LTD | | COMMON STOCK | | | 869,074 | | | | | | 173,914 | |
| | | SINOFERT HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 562,000 | | | | | | 55,176 | |
| | | SINOLINK SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 25,000 | | | | | | 62,446 | |
| | | SINOPAC FINANCIAL HOLDINGS | | COMMON STOCK TWD10. | | | 1,979,142 | | | | | | 804,932 | |
| | | SINOPEC ENGINEERING GROUP H | | COMMON STOCK CNY1.0 | | | 239,500 | | | | | | 103,201 | |
| | | SINOPEC KANTONS HOLDINGS | | COMMON STOCK HKD.1 | | | 184,000 | | | | | | 64,105 | |
| | | SINOPEC SHANGHAI PETROCHE A | | COMMON STOCK CNY1.0 | | | 69,700 | | | | | | 36,680 | |
| | | SINOPHARM GROUP CO H | | COMMON STOCK CNY1.0 | | | 245,200 | | | | | | 597,589 | |
| | | SINOTRANS LIMITED A | | COMMON STOCK CNY1.0 | | | 37,400 | | | | | | 25,291 | |
| | | SINOTRUK HONG KONG LTD | | COMMON STOCK | | | 197,500 | | | | | | 505,710 | |
| | | SIRIUS REAL ESTATE LTD | | COMMON STOCK | | | 160,381 | | | | | | 204,007 | |
| | | SISTEMA PJSC REG S SPONS GDR | | GDR | | | 41,127 | | | | | | 308,773 | |
| | | SITC INTERNATIONAL HOLDINGS | | COMMON STOCK HKD.1 | | | 238,000 | | | | | | 515,173 | |
| | | SITRONIX TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 19,000 | | | | | | 109,927 | |
| | | SIX OF OCTOBER DEVELOPMENT | | COMMON STOCK EGP4.0 | | | 161,414 | | | | | | 151,871 | |
| | | SIXT SE | | COMMON STOCK | | | 2,323 | | | | | | 278,540 | |
| | | SIXT SE�� PRFD | | PREFERENCE | | | 3,127 | | | | | | 219,691 | |
| | | SJM HOLDINGS LTD | | COMMON STOCK | | | 352,000 | | | | | | 394,285 | |
| | | SK BIOPHARMACEUTICALS CO LTD | | COMMON STOCK KRW500.0 | | | 2,643 | | | | | | 411,580 | |
| | | SK CHEMICALS CO LTD/NEW | | COMMON STOCK KRW5000.0 | | | 1,084 | | | | | | 393,706 | |
| | | SK DISCOVERY CO LTD | | COMMON STOCK KRW5000.0 | | | 3,907 | | | | | | 237,269 | |
| | | SK HOLDINGS CO LTD | | COMMON STOCK KRW200.0 | | | 5,863 | | | | | | 1,300,868 | |
| | | SK HYNIX INC | | COMMON STOCK KRW5000. | | | 93,396 | | | | | | 10,217,293 | |
| | | SK INNOVATION CO LTD | | COMMON STOCK KRW5000. | | | 8,894 | | | | | | 1,561,559 | |
| | | SK MATERIALS CO LTD | | COMMON STOCK KRW500.0 | | | 1,561 | | | | | | 515,009 | |
| | | SK NETWORKS CO LTD | | COMMON STOCK KRW2500.0 | | | 38,023 | | | | | | 170,019 | |
| | | SK TELECOM | | COMMON STOCK KRW500. | | | 5,887 | | | | | | 1,291,846 | |
| | | SK TELECOM CO LTD SPON ADR | | ADR | | | 5,719 | | | | | | 140,001 | |
| | | SKANDINAVISKA ENSKILDA BAN A | | COMMON STOCK SEK10.0 | | | 274,058 | | | | | | 2,818,479 | |
| | | SKANSKA AB B SHS | | COMMON STOCK | | | 55,103 | | | | | | 1,405,830 | |
| | | SKC CO LTD | | COMMON STOCK KRW5000. | | | 5,904 | | | | | | 512,614 | |
| | | SKF AB B SHARES | | COMMON STOCK SEK2.5 | | | 68,503 | | | | | | 1,778,129 | |
| | | SKISTAR AB | | COMMON STOCK SEK.5 | | | 7,739 | | | | | | 100,203 | |
| | | SKY PERFECT JSAT HOLDINGS | | COMMON STOCK | | | 22,600 | | | | | | 111,452 | |
| | | SKYCITY ENTERTAINMENT GROUP | | COMMON STOCK | | | 177,454 | | | | | | 410,014 | |
| | | SKYFAME REALTY HOLDINGS LTD | | COMMON STOCK HKD.0033 | | | 432,000 | | | | | | 55,162 | |
| | | SKYLARK HOLDINGS CO LTD | | COMMON STOCK | | | 36,500 | | | | | | 563,958 | |
| | | SKYWORTH GROUP LTD | | COMMON STOCK HKD.1 | | | 282,358 | | | | | | 78,857 | |
| | | SLC AGRICOLA SA | | COMMON STOCK | | | 11,400 | | | | | | 60,378 | |
| | | SLEEP COUNTRY CANADA HOLDING | | COMMON STOCK | | | 6,300 | | | | | | 130,896 | |
| | | SM ENTERTAINMENT CO LTD | | COMMON STOCK KRW500.0 | | | 3,177 | | | | | | 87,108 | |
| | | SM INVESTMENTS CORP | | COMMON STOCK PHP10. | | | 54,195 | | | | | | 1,185,499 | |
| | | SM PRIME HOLDINGS INC | | COMMON STOCK PHP1.0 | | | 1,970,989 | | | | | | 1,580,373 | |
| | | SMA SOLAR TECHNOLOGY AG | | COMMON STOCK | | | 1,769 | | | | | | 121,085 | |
| | | SMART METERING SYSTEMS PLC | | COMMON STOCK GBP.01 | | | 18,398 | | | | | | 178,870 | |
| | | SMARTCENTRES REAL ESTATE INV | | REIT | | | 12,500 | | | | | | 226,452 | |
| | | SMARTGROUP CORP LTD | | COMMON STOCK | | | 23,025 | | | | | | 121,448 | |
| | | SMARTONE TELECOMMUNICATIONS | | COMMON STOCK HKD.1 | | | 61,310 | | | | | | 32,757 | |
| | | SMC CORP | | COMMON STOCK | | | 9,700 | | | | | | 5,924,583 | |
| | | SMILES FIDELIDADE SA | | COMMON STOCK | | | 14,600 | | | | | | 66,202 | |
| | | SMITH + NEPHEW PLC | | COMMON STOCK USD.2 | | | 148,997 | | | | | | 3,110,101 | |
| | | SMITHS GROUP PLC | | COMMON STOCK GBP.375 | | | 66,027 | | | | | | 1,366,002 | |
| | | SMOORE INTERNATIONAL HOLDING | | COMMON STOCK USD.01 | | | 80,000 | | | | | | 618,211 | |
| | | SMS CO LTD | | COMMON STOCK | | | 12,800 | | | | | | 490,489 | |
| | | SMURFIT KAPPA GROUP PLC | | COMMON STOCK EUR.001 | | | 41,987 | | | | | | 1,955,833 | |
| | | SNAM SPA | | COMMON STOCK | | | 369,608 | | | | | | 2,078,797 | |
| | | SNC LAVALIN GROUP INC | | COMMON STOCK | | | 31,200 | | | | | | 532,163 | |
| | | SOCIETE BIC SA | | COMMON STOCK EUR3.82 | | | 3,572 | | | | | | 242,126 | |
| | | SOCIETE GENERALE SA | | COMMON STOCK EUR1.25 | | | 140,964 | | | | | | 2,941,162 | |
| | | SODEXO SA | | COMMON STOCK EUR4.0 | | | 14,327 | | | | | | 1,280,519 | |
| | | SODICK CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 58,141 | |
| | | SOFINA | | COMMON STOCK | | | 2,760 | | | | | | 936,019 | |
| | | SOFTBANK CORP | | COMMON STOCK | | | 486,200 | | | | | | 6,095,908 | |
| | | SOFTBANK GROUP CORP | | COMMON STOCK | | | 265,800 | | | | | | 20,818,302 | |
| | | SOFTCAT PLC | | COMMON STOCK GBP.0005 | | | 20,610 | | | | | | 386,284 | |
| | | SOFTWARE AG | | COMMON STOCK | | | 8,804 | | | | | | 359,237 | |
| | | SOFTWAREONE HOLDING AG | | COMMON STOCK CHF.01 | | | 14,824 | | | | | | 439,095 | |
| | | SOHGO SECURITY SERVICES CO | | COMMON STOCK | | | 12,700 | | | | | | 659,211 | |
| | | SOHO CHINA LTD | | COMMON STOCK HKD.02 | | | 472,500 | | | | | | 140,821 | |
| | | SOHU.COM LTD ADR | | ADR | | | 12,500 | | | | | | 199,250 | |
| | | SOJITZ CORP | | COMMON STOCK | | | 234,700 | | | | | | 525,124 | |
| | | SOK MARKETLER TICARET AS | | COMMON STOCK | | | 39,940 | | | | | | 67,909 | |
| | | SOL | | FOREIGN CURRENCY | | | 47,634 | | | | | | 13,168 | |
| | | SOLARIA ENERGIA Y MEDIO AMBI | | COMMON STOCK EUR.01 | | | 6,382 | | | | | | 308,635 | |
| | | SOLARPACK CORP TECNOLOGICA S | | COMMON STOCK | | | 2,271 | | | | | | 79,725 | |
| | | SOLASTO CORP | | COMMON STOCK | | | 9,700 | | | | | | 150,396 | |
| | | SOLGOLD PLC | | COMMON STOCK GBP.01 | | | 119,103 | | | | | | 52,778 | |
| | | SOLUS ADVANCED MATERIALS CO | | COMMON STOCK KRW100.0 | | | 2,080 | | | | | | 94,793 | |
| | | SOLUTIONS 30 SE | | COMMON STOCK EUR.1275 | | | 15,017 | | | | | | 193,507 | |
| | SOLVAY SA | | COMMON STOCK EUR15.0 | | | 12,908 | | | | | | 1,532,099 | |
| | SOMPO HOLDINGS INC | | COMMON STOCK | | | 56,500 | | | | | | 2,304,954 | |
| | SONAE | | COMMON STOCK EUR1.0 | | | 168,952 | | | | | | 136,784 | |
| | SONDA SA | | COMMON STOCK | | | 184,856 | | | | | | 113,186 | |
| | SONGCHENG PERFORMANCE DEVE A | | COMMON STOCK CNY1.0 | | | 28,440 | | | | | | 77,095 | |
| | SONIC HEALTHCARE LTD | | COMMON STOCK | | | 74,988 | | | | | | 1,864,461 | |
| | SONOVA HOLDING AG REG | | COMMON STOCK CHF.05 | | | 9,304 | | | | | | 2,398,906 | |
| | SONY GROUP CORP | | COMMON STOCK | | | 213,900 | | | | | | 21,508,377 | |
| | SOPRA STERIA GROUP | | COMMON STOCK EUR1.0 | | | 3,016 | | | | | | 488,191 | |
| | SOSEI GROUP CORP | | COMMON STOCK | | | 15,600 | | | | | | 272,435 | |
| | SOSILA LOGISTICS REIT INC | | REIT | | | 98 | | | | | | 119,802 | |
| | SOTETSU HOLDINGS INC | | COMMON STOCK | | | 12,700 | | | | | | 305,347 | |
| | SOULBRAIN CO LTD/NEW | | COMMON STOCK KRW500.0 | | | 661 | | | | | | 166,233 | |
| | SOUTH AFRICAN RAND | | FOREIGN CURRENCY | | | 11,949,989 | | | | | | 813,547 | |
| | SOUTH KOREAN WON | | FOREIGN CURRENCY | | | 25,154,097 | | | | | | 23,156 | |
| | SOUTH32 LTD DI | | COMMON STOCK | | | 204,158 | | | | | | 390,313 | |
| | SOUTH32 LTD DI | | COMMON STOCK | | | 584,999 | | | | | | 1,158,148 | |
| | SOUTHERN COPPER CORP | | COMMON STOCK USD.01 | | | 8,595 | | | | | | 559,706 | |
| | SOUTHERN CROSS MEDIA GROUP L | | COMMON STOCK | | | 39,066 | | | | | | 67,566 | |
| | SOUTHERN PROVINCE CEMENT CO | | COMMON STOCK SAR10. | | | 11,635 | | | | | | 261,443 | |
| | SP SETIA BHD | | COMMON STOCK | | | 204,729 | | | | | | 50,572 | |
| | SPAR GROUP LIMITED/THE | | COMMON STOCK | | | 33,105 | | | | | | 424,989 | |
| | SPAR NORD BANK A/S | | COMMON STOCK DKK10. | | | 14,776 | | | | | | 145,525 | |
| | SPAREBANK 1 NORD NORGE | | COMMON STOCK NOK18. | | | 18,546 | | | | | | 161,791 | |
| | SPAREBANK 1 OESTLANDET | | COMMON STOCK NOK50.0 | | | 7,489 | | | | | | 85,327 | |
| | SPAREBANK 1 SMN | | COMMON STOCK NOK20.0 | | | 23,958 | | | | | | 273,085 | |
| | SPAREBANK 1 SR BANK ASA | | COMMON STOCK NOK25.0 | | | 33,152 | | | | | | 353,161 | |
| | SPARK INFRASTRUCTURE GROUP | | STAPLED SECURITY | | | 332,452 | | | | | | 541,727 | |
| | SPARK NEW ZEALAND LTD | | COMMON STOCK | | | 417,072 | | | | | | 1,411,116 | |
| | SPARX GROUP CO LTD | | COMMON STOCK | | | 14,400 | | | | | | 35,640 | |
| | SPCG PCL | | FOREIGN SH. THB1.0 A | | | 152,000 | | | | | | 101,976 | |
| | SPECTRIS PLC | | COMMON STOCK GBP.05 | | | 18,089 | | | | | | 764,547 | |
| | SPH REIT | | REIT | | | 140,600 | | | | | | 89,827 | |
| | SPI 200 FUTURES MAR21 | | XSFE 20210318 | | | 400 | | | | | | (21,369 | ) |
| | SPIE SA | | COMMON STOCK EUR.47 | | | 17,249 | | | | | | 440,818 | |
| | SPIN MASTER CORP SUB VTG SHR | | COMMON STOCK | | | 4,300 | | | | | | 97,914 | |
| | SPIRAX SARCO ENGINEERING PLC | | COMMON STOCK GBP.269231 | | | 12,525 | | | | | | 1,935,036 | |
| | SPIRE HEALTHCARE GROUP PLC | | COMMON STOCK GBP.01 | | | 48,182 | | | | | | 102,922 | |
| | SPIRENT COMMUNICATIONS PLC | | COMMON STOCK GBP.03333333 | | | 104,985 | | | | | | 378,155 | |
| | SPORTON INTERNATIONAL INC | | COMMON STOCK TWD10. | | | 15,000 | | | | | | 143,124 | |
| | SPRING AIRLINES CO LTD A | | COMMON STOCK CNY1.0 | | | 10,000 | | | | | | 84,794 | |
| | SPROTT INC | | COMMON STOCK | | | 4,010 | | | | | | 116,334 | |
| | SQUARE ENIX HOLDINGS CO LTD | | COMMON STOCK | | | 16,600 | | | | | | 1,007,423 | |
| | SRI LANKA RUPEE | | FOREIGN CURRENCY | | | 2,414 | | | | | | 13 | |
| | SRI TRANG AGRO INDS PCL NVDR | | NVDR THB1.0 | | | 54,100 | | | | | | 47,853 | |
| | SRISAWAD CORP PCL | | SRISAWAD CORP PCL CW25 | | | 7,853 | | | | | | 2,647 | |
| | SRISAWADCORP PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 196,330 | | | | | | 430,864 | |
| | SSAB AB B SHARES | | COMMON STOCK | | | 80,533 | | | | | | 257,436 | |
| | SSAB AB A SHARES | | COMMON STOCK | | | 13,792 | | | | | | 49,369 | |
| | SSE PLC | | COMMON STOCK GBP.5 | | | 178,835 | | | | | | 3,684,499 | |
| | SSP GROUP PLC | | COMMON STOCK GBP.01085 | | | 82,919 | | | | | | 416,626 | |
| | SSR MINING INC | | COMMON STOCK | | | 34,525 | | | | | | 750,852 | |
| | SSY GROUP LTD | | COMMON STOCK HKD.02 | | | 418,000 | | | | | | 237,767 | |
| | ST BARBARA LTD | | COMMON STOCK | | | 136,340 | | | | | | 249,093 | |
| | ST CORP | | COMMON STOCK | | | 4,800 | | | | | | 91,099 | |
| | ST GALLER KANTONALBANK A REG | | COMMON STOCK CHF80.0 | | | 532 | | | | | | 250,174 | |
| | ST JAMES S PLACE PLC | | COMMON STOCK GBP.15 | | | 92,094 | | | | | | 1,428,219 | |
| | ST SHINE OPTICAL CO LTD | | COMMON STOCK TWD10. | | | 16,008 | | | | | | 159,568 | |
| | ST. MODWEN PROPERTIES PLC | | COMMON STOCK GBP.1 | | | 35,614 | | | | | | 193,405 | |
| | STABILUS SA | | COMMON STOCK EUR.01 | | | 4,427 | | | | | | 312,559 | |
| | STADLER RAIL AG | | COMMON STOCK CHF.2 | | | 7,648 | | | | | | 349,575 | |
| | STAGECOACH GROUP PLC | | COMMON STOCK GBP.005482 | | | 80,692 | | | | | | 81,656 | |
| | STANDARD BANK GROUP LTD | | COMMON STOCK ZAR.1 | | | 236,489 | | | | | | 2,051,264 | |
| | STANDARD CHARTERED PLC | | COMMON STOCK USD.5 | | | 460,404 | | | | | | 2,951,072 | |
| | STANDARD FOODS CORP | | COMMON STOCK TWD10. | | | 93,000 | | | | | | 203,249 | |
| | STANDARD LIFE ABERDEEN PLC | | COMMON STOCK GBP.1396825 | | | 389,845 | | | | | | 1,510,563 | |
| | STANLEY ELECTRIC CO LTD | | COMMON STOCK | | | 24,000 | | | | | | 774,558 | |
| | STANTEC INC | | COMMON STOCK | | | 19,200 | | | | | | 622,116 | |
| | STAR ASIA INVESTMENT CORPORA | | REIT | | | 241 | | | | | | 117,746 | |
| | STAR ENTERTAINMENT GRP LTD/T | | COMMON STOCK | | | 157,485 | | | | | | 447,797 | |
| | STAR MICRONICS CO LTD | | COMMON STOCK | | | 5,700 | | | | | | 91,333 | |
| | STARHILL GLOBAL REIT | | REIT | | | 258,800 | | | | | | 98,937 | |
| | STARHUB LTD | | COMMON STOCK | | | 139,000 | | | | | | 137,696 | |
| | STARTS CORP INC | | COMMON STOCK | | | 5,500 | | | | | | 152,949 | |
| | STARTS PROCEED INVESTMENT CO | | REIT | | | 37 | | | | | | 72,237 | |
| | STATE BANK OF INDI GDR REG S | | GDR | | | 13,079 | | | | | | 490,222 | |
| | STEADFAST GROUP LTD | | COMMON STOCK | | | 161,078 | | | | | | 496,419 | |
| | STEINHOFF INTERNATIONAL H NV | | COMMON STOCK EUR.5 | | | 719,894 | | | | | | 51,048 | |
| | STELCO HOLDINGS INC | | COMMON STOCK | | | 6,100 | | | | | | 108,925 | |
| | STELLA JONES INC | | COMMON STOCK | | | 11,200 | | | | | | 406,857 | |
| | STILLFRONT GROUP AB | | COMMON STOCK SEK.07 | | | 28,190 | | | | | | 343,021 | |
| | STMICROELECTRONICS NV | | COMMON STOCK EUR1.04 | | | 109,566 | | | | | | 4,065,755 | |
| | STO SE + CO. KGAA PREF SHRS | | PREFERENCE | | | 431 | | | | | | 68,249 | |
| | STOCKLAND | | REIT NPV | | | 428,703 | | | | | | 1,384,111 | |
| | STOLT NIELSEN LTD | | COMMON STOCK USD1. | | | 9,685 | | | | | | 123,726 | |
| | STORA ENSO OYJ R SHS | | COMMON STOCK EUR1.7 | | | 96,130 | | | | | | 1,838,799 | |
| | STOREBRAND ASA | | COMMON STOCK NOK5. | | | 87,522 | | | | | | 656,136 | |
| | STORYTEL AB | | COMMON STOCK SEK.5 | | | 5,472 | | | | | | 179,805 | |
| | STRATEC SE | | COMMON STOCK | | | 1,233 | | | | | | 185,181 | |
| | STRAUMANN HOLDING AG REG | | COMMON STOCK CHF.1 | | | 1,757 | | | | | | 2,049,376 | |
| | STRAUSS GROUP LTD | | COMMON STOCK ILS1. | | | 11,603 | | | | | | 348,464 | |
| | STRIKE CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 89,297 | |
| | STRIX GROUP PLC | | COMMON STOCK GBP.01 | | | 6,455 | | | | | | 19,261 | |
| | STROEER SE + CO KGAA | | COMMON STOCK | | | 5,275 | | | | | | 523,288 | |
| | STUDIO ALICE CO LTD | | COMMON STOCK | | | 1,500 | | | | | | 28,038 | |
| | SUBARU CORP | | COMMON STOCK | | | 103,100 | | | | | | 2,066,073 | |
| | SUBSEA 7 SA | | COMMON STOCK USD2. | | | 54,414 | | | | | | 558,125 | |
| | SUEDZUCKER AG | | COMMON STOCK | | | 12,810 | | | | | | 182,965 | |
| | SUEZ | | COMMON STOCK EUR4.0 | | | 55,539 | | | | | | 1,171,405 | |
| | SUGI HOLDINGS CO LTD | | COMMON STOCK | | | 5,900 | | | | | | 394,884 | |
| | SUL AMERICA SA UNITS | | UNIT | | | 51,755 | | | | | | 442,754 | |
| | SULZER AG REG | | COMMON STOCK CHF.01 | | | 3,203 | | | | | | 335,226 | |
| | SUMCO CORP | | COMMON STOCK | | | 43,800 | | | | | | 961,754 | |
| | SUMITOMO BAKELITE CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 214,365 | |
| | SUMITOMO CHEMICAL CO LTD | | COMMON STOCK | | | 251,400 | | | | | | 1,012,918 | |
| | SUMITOMO CORP | | COMMON STOCK | | | 200,300 | | | | | | 2,655,315 | |
| | SUMITOMO DAINIPPON PHARMA CO | | COMMON STOCK | | | 31,000 | | | | | | 457,402 | |
| | SUMITOMO DENSETSU CO LTD | | COMMON STOCK | | | 2,700 | | | | | | 68,754 | |
| | SUMITOMO ELECTRIC INDUSTRIES | | COMMON STOCK | | | 127,300 | | | | | | 1,688,882 | |
| | SUMITOMO FORESTRY CO LTD | | COMMON STOCK | | | 21,600 | | | | | | 450,729 | |
| | SUMITOMO HEAVY INDUSTRIES | | COMMON STOCK | | | 21,200 | | | | | | 525,265 | |
| | SUMITOMO METAL MINING CO LTD | | COMMON STOCK | | | 39,300 | | | | | | 1,747,350 | |
| | SUMITOMO MITSUI CONSTRUCTION | | COMMON STOCK | | | 29,600 | | | | | | 123,220 | |
| | SUMITOMO MITSUI FINANCIAL GR | | COMMON STOCK | | | 220,254 | | | | | | 6,816,001 | |
| | SUMITOMO MITSUI TRUST HOLDIN | | COMMON STOCK | | | 58,700 | | | | | | 1,820,320 | |
| | SUMITOMO OSAKA CEMENT CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 182,003 | |
| | SUMITOMO REALTY + DEVELOPMEN | | COMMON STOCK | | | 51,200 | | | | | | 1,582,158 | |
| | SUMITOMO RUBBER INDUSTRIES | | COMMON STOCK | | | 32,053 | | | | | | 276,248 | |
| | SUMITOMO SEIKA CHEMICALS CO | | COMMON STOCK | | | 1,400 | | | | | | 55,771 | |
| | SUMITOMO WAREHOUSE CO LTD | | COMMON STOCK | | | 9,300 | | | | | | 119,136 | |
| | SUMMARECON AGUNG TBK PT | | COMMON STOCK IDR100.0 | | | 3,871,500 | | | | | | 222,372 | |
| | SUMMERSET GROUP HOLDINGS LTD | | COMMON STOCK | | | 64,574 | | | | | | 583,396 | |
| | SUMMIT INDUSTRIAL INCOME REI | | REIT | | | 10,700 | | | | | | 114,643 | |
| | SUMMIT REAL ESTATE HOLDING | | REIT ILS1.0 | | | 14,048 | | | | | | 209,996 | |
| | SUN ART RETAIL GROUP LTD | | COMMON STOCK | | | 436,000 | | | | | | 444,044 | |
| | SUN HUNG KAI PROPERTIES | | COMMON STOCK | | | 217,302 | | | | | | 2,804,920 | |
| | SUN LIFE FINANCIAL INC | | COMMON STOCK | | | 100,197 | | | | | | 4,451,452 | |
| | SUNAC CHINA HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 441,000 | | | | | | 1,630,486 | |
| | SUNCOR ENERGY INC | | COMMON STOCK | | | 264,123 | | | | | | 4,426,237 | |
| | SUNCORP GROUP LTD | | COMMON STOCK | | | 206,408 | | | | | | 1,605,211 | |
| | SUNDRUG CO LTD | | COMMON STOCK | | | 12,300 | | | | | | 490,917 | |
| | SUNEVISION HOLDINGS | | COMMON STOCK HKD.1 | | | 124,000 | | | | | | 112,991 | |
| | SUNGROW POWER SUPPLY CO LT A | | COMMON STOCK CNY1.0 | | | 14,900 | | | | | | 164,780 | |
| | SUNING.COM CO LTD A | | COMMON STOCK CNY1.0 | | | 101,300 | | | | | | 119,624 | |
| | SUNLIGHT REAL ESTATE INVEST | | REIT | | | 62,000 | | | | | | 30,156 | |
| | SUNNY OPTICAL TECH | | COMMON STOCK HKD.1 | | | 130,900 | | | | | | 2,879,942 | |
| | SUNONWEALTH ELECTRIC MACHINE | | COMMON STOCK TWD10. | | | 27,000 | | | | | | 51,857 | |
| | SUNOPTA INC | | COMMON STOCK | | | 11,400 | | | | | | 133,125 | |
| | SUNTEC REIT | | REIT | | | 286,000 | | | | | | 322,038 | |
| | SUNTORY BEVERAGE + FOOD LTD | | COMMON STOCK | | | 23,900 | | | | | | 845,989 | |
| | SUPALAI PCL NVDR | | NVDR THB1.0 | | | 433,700 | | | | | | 296,783 | |
| | SUPER ENERGY CORP PCL NVDR | | NVDR THB.1 | | | 8,453,700 | | | | | | 272,074 | |
| | SUPER GROUP LTD | | COMMON STOCK ZAR1.0 | | | 49,637 | | | | | | 79,169 | |
| | SUPER RETAIL GROUP LTD | | COMMON STOCK | | | 21,866 | | | | | | 177,801 | |
| | SUPERIOR PLUS CORP | | COMMON STOCK | | | 32,300 | | | | | | 308,802 | |
| | SURGUTNEFTEGAS PREFERENCE | | PREFERENCE | | | 1,031,300 | | | | | | 581,849 | |
| | SURGUTNEFTEGAS SP ADR | | ADR | | | 173,423 | | | | | | 806,417 | |
| | SURGUTNEFTEGAZ SP ADR PREF | | ADR | | | 34,310 | | | | | | 188,966 | |
| | SURUGA BANK LTD | | COMMON STOCK | | | 33,100 | | | | | | 109,208 | |
| | SURYA CITRA MEDIA PT TBK | | COMMON STOCK IDR50.0 | | | 2,341,000 | | | | | | 382,704 | |
| | SUSHIRO GLOBAL HOLDINGS LTD | | COMMON STOCK | | | 18,000 | | | | | | 687,540 | |
| | SUZANO SA | | COMMON STOCK NPV | | | 103,107 | | | | | | 1,154,502 | |
| | SUZANO SA SPON ADR | | ADR | | | 12,712 | | | | | | 142,120 | |
| | SUZHOU DONGSHAN PRECISION A | | COMMON STOCK CNY1.0 | | | 17,600 | | | | | | 70,185 | |
| | SUZUKEN CO LTD | | COMMON STOCK | | | 12,000 | | | | | | 434,097 | |
| | SUZUKI MOTOR CORP | | COMMON STOCK | | | 62,200 | | | | | | 2,888,028 | |
| | SVENSKA CELLULOSA AB SCA B | | COMMON STOCK SEK3.33 | | | 99,646 | | | | | | 1,741,083 | |
| | SVENSKA HANDELSBANKEN A SHS | | COMMON STOCK SEK1.55 | | | 274,934 | | | | | | 2,763,654 | |
| | SWATCH GROUP AG/THE BR | | COMMON STOCK CHF2.25 | | | 4,918 | | | | | | 1,342,446 | |
| | SWATCH GROUP AG/THE REG | | COMMON STOCK CHF.45 | | | 8,942 | | | | | | 472,723 | |
| | SWECO AB B SHS | | COMMON STOCK SEK1.0 | | | 38,391 | | | | | | 705,848 | |
| | SWEDBANK AB A SHARES | | COMMON STOCK SEK22.0 | | | 152,413 | | | | | | 2,684,640 | |
| | SWEDISH KRONA | | FOREIGN CURRENCY | | | 3,239,409 | | | | | | 394,446 | |
| | SWEDISH MATCH AB | | COMMON STOCK SEK1.9823 | | | 27,146 | | | | | | 2,112,613 | |
| | SWEDISH ORPHAN BIOVITRUM AB | | COMMON STOCK SEK.55 | | | 30,351 | | | | | | 610,135 | |
| | SWIRE PACIFIC LTD CL A | | COMMON STOCK | | | 88,500 | | | | | | 492,013 | |
| | SWIRE PROPERTIES LTD | | COMMON STOCK | | | 195,200 | | | | | | 568,738 | |
| | SWISS FRANC | | FOREIGN CURRENCY | | | 236,588 | | | | | | 267,649 | |
| | SWISS LIFE HOLDING AG REG | | COMMON STOCK CHF.1 | | | 5,293 | | | | | | 2,467,667 | |
| | SWISS PRIME SITE REG | | COMMON STOCK | | | 12,912 | | | | | | 1,271,350 | |
| | SWISS RE AG | | COMMON STOCK CHF.1 | | | 48,567 | | | | | | 4,576,096 | |
| | SWISSCOM AG REG | | COMMON STOCK CHF1.0 | | | 4,478 | | | | | | 2,415,927 | |
| | SWISSQUOTE GROUP HOLDING REG | | COMMON STOCK CHF.2 | | | 1,687 | | | | | | 164,170 | |
| | SYDBANK A/S | | COMMON STOCK DKK10. | | | 10,598 | | | | | | 234,260 | |
| | SYDNEY AIRPORT | | STAPLED SECURITY | | | 242,858 | | | | | | 1,202,130 | |
| | SYMRISE AG | | COMMON STOCK | | | 21,867 | | | | | | 2,896,688 | |
| | SYNERGIE SA | | COMMON STOCK EUR5.0 | | | 1,993 | | | | | | 77,883 | |
| | SYNLAIT MILK LTD | | COMMON STOCK | | | 24,742 | | | | | | 93,023 | |
| | SYNNEX TECHNOLOGY INTL CORP | | COMMON STOCK TWD10. | | | 290,150 | | | | | | 486,297 | |
| | SYNTHOMER PLC | | COMMON STOCK GBP.1 | | | 51,243 | | | | | | 357,056 | |
| | SYSMEX CORP | | COMMON STOCK | | | 28,300 | | | | | | 3,403,810 | |
| | SYSTENA CORP | | COMMON STOCK | | | 14,400 | | | | | | 302,155 | |
| | T GAIA CORP | | COMMON STOCK | | | 3,600 | | | | | | 67,564 | |
| | T HASEGAWA CO LTD | | COMMON STOCK | | | 6,800 | | | | | | 143,115 | |
| | T+D HOLDINGS INC | | COMMON STOCK | | | 95,200 | | | | | | 1,126,779 | |
| | TA CHEN STAINLESS PIPE CO | | COMMON STOCK TWD10. | | | 123,558 | | | | | | 138,038 | |
| | TABCORP HOLDINGS LTD | | COMMON STOCK | | | 392,496 | | | | | | 1,182,325 | |
| | TACHI S CO LTD | | COMMON STOCK | | | 4,700 | | | | | | 53,628 | |
| | TADANO LTD | | COMMON STOCK | | | 23,600 | | | | | | 202,359 | |
| | TAG IMMOBILIEN AG | | COMMON STOCK | | | 24,900 | | | | | | 788,380 | |
| | TAICHUNG COMMERCIAL BANK | | COMMON STOCK TWD10. | | | 571,259 | | | | | | 220,305 | |
| | TAIHEI DENGYO KAISHA LTD | | COMMON STOCK | | | 2,400 | | | | | | 54,692 | |
| | TAIHEIYO CEMENT CORP | | COMMON STOCK | | | 19,300 | | | | | | 485,610 | |
| | TAIKISHA LTD | | COMMON STOCK | | | 4,500 | | | | | | 118,271 | |
| | TAIKO PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 4,100 | | | | | | 64,111 | |
| | TAIMED BIOLOGICS INC | | COMMON STOCK TWD10. | | | 53,000 | | | | | | 158,696 | |
| | TAINAN SPINNING | | COMMON STOCK TWD10. | | | 184,000 | | | | | | 98,267 | |
| | TAISEI CORP | | COMMON STOCK | | | 32,900 | | | | | | 1,138,637 | |
| | TAISHIN FINANCIAL HOLDING | | COMMON STOCK TWD10. | | | 1,913,122 | | | | | | 902,300 | |
| | TAISHO PHARMACEUTICAL HOLDIN | | COMMON STOCK | | | 6,600 | | | | | | 445,023 | |
| | TAIWAN BUSINESS BANK | | COMMON STOCK TWD10. | | | 781,672 | | | | | | 270,940 | |
| | TAIWAN CEMENT | | COMMON STOCK TWD10. | | | 975,059 | | | | | | 1,501,659 | |
| | TAIWAN COOPERATIVE FINANCIAL | | COMMON STOCK TWD10.0 | | | 1,703,462 | | | | | | 1,231,561 | |
| | TAIWAN FERTILIZER CO LTD | | COMMON STOCK TWD10. | | | 141,000 | | | | | | 271,527 | |
| | TAIWAN GLASS IND CORP | | COMMON STOCK TWD10. | | | 302,084 | | | | | | 209,774 | |
| | TAIWAN HIGH SPEED RAIL CORP | | COMMON STOCK TWD10. | | | 432,000 | | | | | | 486,564 | |
| | TAIWAN MOBILE CO LTD | | COMMON STOCK TWD10. | | | 303,528 | | | | | | 1,067,206 | |
| | TAIWAN PAIHO LTD | | COMMON STOCK TWD10. | | | 44,389 | | | | | | 116,942 | |
| | TAIWAN SECOM | | COMMON STOCK TWD10.0 | | | 84,261 | | | | | | 265,653 | |
| | TAIWAN SEMICONDUCTOR MANUFAC | | COMMON STOCK TWD10. | | | 4,157,363 | | | | | | 79,855,224 | |
| | TAIWAN SURFACE MOUNTING TECH | | COMMON STOCK TWD10. | | | 82,000 | | | | | | 377,944 | |
| | TAIWAN TEA CORP | | COMMON STOCK TWD10. | | | 421,607 | | | | | | 268,559 | |
| | TAIWAN UNION TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 24,000 | | | | | | 103,704 | |
| | TAIYO HOLDINGS CO LTD | | COMMON STOCK | | | 3,200 | | | | | | 189,694 | |
| | TAIYO YUDEN CO LTD | | COMMON STOCK | | | 19,800 | | | | | | 929,340 | |
| | TAKARA BIO INC | | COMMON STOCK | | | 8,900 | | | | | | 238,856 | |
| | TAKARA HOLDINGS INC | | COMMON STOCK | | | 25,400 | | | | | | 317,747 | |
| | TAKARA LEBEN REAL ESTATE INV | | REIT | | | 75 | | | | | | 67,114 | |
| | TAKARA STANDARD CO LTD | | COMMON STOCK | | | 5,000 | | | | | | 73,582 | |
| | TAKASAGO THERMAL ENGINEERING | | COMMON STOCK | | | 8,100 | | | | | | 123,293 | |
| | TAKASHIMAYA CO LTD | | COMMON STOCK | | | 26,500 | | | | | | 227,847 | |
| | TAKEDA PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 267,933 | | | | | | 9,713,954 | |
| | TAKEUCHI MFG CO LTD | | COMMON STOCK | | | 5,800 | | | | | | 136,848 | |
| | TAKI CHEMICAL CO LTD | | COMMON STOCK | | | 900 | | | | | | 56,848 | |
| | TAKKT AG | | COMMON STOCK | | | 7,162 | | | | | | 93,424 | |
| | TAKUMA CO LTD | | COMMON STOCK | | | 12,100 | | | | | | 216,687 | |
| | TAL EDUCATION GROUP ADR | | ADR | | | 65,400 | | | | | | 4,676,754 | |
| | TALGO SA | | COMMON STOCK EUR.301 | | | 13,345 | | | | | | 67,252 | |
| | TALKTALK TELECOM GROUP | | COMMON STOCK GBP.001 | | | 118,031 | | | | | | 158,806 | |
| | TAMBURI INVESTMENT PARTNERS | | COMMON STOCK NPV | | | 20,287 | | | | | | 170,898 | |
| | TAMRON CO LTD | | COMMON STOCK | | | 2,900 | | | | | | 51,374 | |
| | TAMURA CORP | | COMMON STOCK | | | 12,000 | | | | | | 66,666 | |
| | TANSEISHA CO LTD | | COMMON STOCK | | | 2,300 | | | | | | 18,352 | |
| | TANVEX BIOPHARMA INC | | COMMON STOCK TWD10.0 | | | 49,111 | | | | | | 65,761 | |
| | TARKETT | | COMMON STOCK EUR5.0 | | | 7,924 | | | | | | 140,317 | |
| | TASSAL GROUP LTD | | COMMON STOCK | | | 39,262 | | | | | | 101,849 | |
| | TATE + LYLE PLC | | COMMON STOCK GBP.25 | | | 73,437 | | | | | | 737,949 | |
| | TATNEFT PAO SPONSORED ADR | | ADR | | | 3,724 | | | | | | 150,822 | |
| | TATNEFT PJSC | | COMMON STOCK RUB1.0 | | | 265,606 | | | | | | 1,846,491 | |
| | TAURON POLSKA ENERGIA SA | | COMMON STOCK PLN5. | | | 260,209 | | | | | | 190,435 | |
| | TAV HAVALIMANLARI HOLDING AS | | COMMON STOCK TRY1. | | | 30,591 | | | | | | 87,732 | |
| | TAYCA CORP | | COMMON STOCK | | | 4,300 | | | | | | 63,049 | |
| | TAYLOR WIMPEY PLC | | COMMON STOCK GBP.01 | | | 608,332 | | | | | | 1,382,487 | |
| | TBC BANK GROUP PLC | | COMMON STOCK GBP.01 | | | 7,063 | | | | | | 121,153 | |
| | TBS HOLDINGS INC | | COMMON STOCK | | | 9,000 | | | | | | 158,462 | |
| | TC ENERGY CORP | | COMMON STOCK | | | 162,183 | | | | | | 6,587,889 | |
| | TCI CO LTD | | COMMON STOCK TWD10.0 | | | 16,085 | | | | | | 114,852 | |
| | TCL ELECTRONICS HOLDINGS LTD | | COMMON STOCK HKD1.0 | | | 5,533 | | | | | | 4,147 | |
| | TCL TECHNOLOGY GROUP CORP A | | COMMON STOCK CNY1.0 | | | 147,500 | | | | | | 160,199 | |
| | TDK CORP | | COMMON STOCK | | | 21,900 | | | | | | 3,303,471 | |
| | TEAM17 GROUP PLC | | COMMON STOCK GBP.01 | | | 16,835 | | | | | | 186,210 | |
| | TEAMVIEWER AG | | COMMON STOCK | | | 23,302 | | | | | | 1,249,887 | |
| | TECAN GROUP AG REG | | COMMON STOCK CHF.1 | | | 2,031 | | | | | | 998,820 | |
| | TECHMATRIX CORPORATION | | COMMON STOCK | | | 6,000 | | | | | | 124,276 | |
| | TECHNOGYM SPA | | COMMON STOCK NPV | | | 12,652 | | | | | | 142,003 | |
| | TECHNOLOGY ONE LTD | | COMMON STOCK | | | 28,184 | | | | | | 224,139 | |
| | TECHNOPRO HOLDINGS INC | | COMMON STOCK | | | 6,100 | | | | | | 506,381 | |
| | TECHTRONIC INDUSTRIES CO LTD | | COMMON STOCK | | | 230,000 | | | | | | 3,292,585 | |
| | TECK RESOURCES LTD CLS B | | COMMON STOCK | | | 74,861 | | | | | | 1,457,097 | |
| | TECNICAS REUNIDAS SA | | COMMON STOCK EUR.1 | | | 5,959 | | | | | | 78,455 | |
| | TECO ELECTRIC + MACHINERY | | COMMON STOCK TWD10. | | | 423,775 | | | | | | 417,570 | |
| | TEIJIN LTD | | COMMON STOCK | | | 33,200 | | | | | | 626,075 | |
| | TEIKOKU SEN I CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 41,808 | |
| | TEKFEN HOLDING AS | | COMMON STOCK TRY1. | | | 35,736 | | | | | | 79,836 | |
| | TELCON RF PHARMACEUTICAL INC | | COMMON STOCK KRW100.0 | | | 10,128 | | | | | | 56,744 | |
| | TELE2 AB B SHS | | COMMON STOCK SEK1.25 | | | 91,136 | | | | | | 1,206,843 | |
| | TELECOM ARGENTINA S.A. B | | COMMON STOCK ARS1.0 | | | 6 | | | | | | 14 | |
| | TELECOM ARGENTINA SA SP ADR | | ADR USD1.0 | | | 16,200 | | | | | | 106,272 | |
| | TELECOM ITALIA RSP | | COMMON STOCK | | | 955,211 | | | | | | 495,043 | |
| | TELECOM ITALIA SPA | | COMMON STOCK | | | 1,517,283 | | | | | | 699,836 | |
| | TELECOM PLUS PLC | | COMMON STOCK | | | 10,791 | | | | | | 211,178 | |
| | TELEFONICA BRASIL S.A. | | COMMON STOCK | | | 78,448 | | | | | | 706,286 | |
| | TELEFONICA DEUTSCHLAND HOLDI | | COMMON STOCK | | | 176,949 | | | | | | 488,536 | |
| | TELEFONICA SA | | COMMON STOCK EUR1. | | | 814,131 | | | | | | 3,260,072 | |
| | TELEFONICA SA | | COMMON STOCK | | | 45,229 | | | | | | 179,578 | |
| | TELEKOM AUSTRIA AG | | COMMON STOCK | | | 30,475 | | | | | | 235,756 | |
| | TELEKOM MALAYSIA BHD | | COMMON STOCK | | | 468,534 | | | | | | 631,206 | |
| | TELENET GROUP HOLDING NV | | COMMON STOCK | | | 8,190 | | | | | | 351,853 | |
| | TELENOR ASA | | COMMON STOCK NOK6. | | | 135,910 | | | | | | 2,305,035 | |
| | TELEPERFORMANCE | | COMMON STOCK EUR2.5 | | | 10,094 | | | | | | 3,352,503 | |
| | TELESITES SAB DE CV | | COMMON STOCK | | | 227,353 | | | | | | 245,318 | |
| | TELEVISION BROADCASTS LTD | | COMMON STOCK | | | 58,300 | | | | | | 60,062 | |
| | TELEVISION FRANCAISE (T.F.1) | | COMMON STOCK EUR.2 | | | 13,761 | | | | | | 111,045 | |
| | TELIA CO AB | | COMMON STOCK SEK3.2 | | | 404,864 | | | | | | 1,678,448 | |
| | TELKOM INDONESIA PERSERO TBK | | COMMON STOCK IDR50.0 | | | 9,240,000 | | | | | | 2,180,731 | |
| | TELKOM SA SOC LTD | | COMMON STOCK ZAR10.0 | | | 56,670 | | | | | | 118,469 | |
| | TELSTRA CORP LTD | | COMMON STOCK | | | 683,713 | | | | | | 1,608,961 | |
| | TELUS CORP | | COM (NON CANADIAN | | | 72,313 | | | | | | 1,430,935 | |
| | TEMENOS AG REG | | COMMON STOCK CHF5.0 | | | 11,818 | | | | | | 1,651,544 | |
| | TEMPLE + WEBSTER GROUP LTD | | COMMON STOCK | | | 7,639 | | | | | | 65,255 | |
| | TENAGA NASIONAL BHD | | COMMON STOCK | | | 414,705 | | | | | | 1,075,774 | |
| | TENARIS SA | | COMMON STOCK USD1. | | | 86,764 | | | | | | 702,016 | |
| | TENCENT HOLDINGS LTD | | COMMON STOCK HKD.00002 | | | 970,300 | | | | | | 72,472,043 | |
| | TENCENT MUSIC ENTERTAINM ADR | | ADR USD.000083 | | | 67,200 | | | | | | 1,292,928 | |
| | TENMA CORP | | COMMON STOCK | | | 3,400 | | | | | | 67,332 | |
| | TERANGA GOLD CORP | | COMMON STOCK | | | 21,600 | | | | | | 231,598 | |
| | TERNA ENERGY SA | | COMMON STOCK EUR.3 | | | 1,597 | | | | | | 25,744 | |
| | TERNA SPA | | COMMON STOCK EUR.22 | | | 263,241 | | | | | | 2,011,577 | |
| | TERUMO CORP | | COMMON STOCK | | | 109,000 | | | | | | 4,559,330 | |
| | TESCO PLC | | COMMON STOCK GBP.05 | | | 1,680,720 | | | | | | 5,304,155 | |
| | TESSENDERLO GROUP | | COMMON STOCK | | | 3,085 | | | | | | 123,286 | |
| | TEST RESEARCH INC | | COMMON STOCK TWD10. | | | 28,812 | | | | | | 59,387 | |
| | TEVA PHARMACEUTICAL IND LTD | | COMMON STOCK ILS.1 | | | 116,549 | | | | | | 1,125,911 | |
| | TEVA PHARMACEUTICAL SP ADR | | ADR | | | 67,911 | | | | | | 655,341 | |
| | TEXHONG TEXTILE GROUP LTD | | COMMON STOCK HKD.1 | | | 50,000 | | | | | | 42,928 | |
| | TFI INTERNATIONAL INC | | COMMON STOCK | | | 15,600 | | | | | | 802,408 | |
| | TGS NOPEC GEOPHYSICAL CO ASA | | COMMON STOCK NOK.25 | | | 25,339 | | | | | | 387,408 | |
| | THAI OIL PCL FOREIGN | | FOREIGN SH. THB10.0 A | | | 189,600 | | | | | | 329,079 | |
| | THAI UNION GROUP PCL F | | FOREIGN SH. THB.25 A | | | 268,800 | | | | | | 122,019 | |
| | THAI VEGETABLE OIL PCL FOR | | FOREIGN SH. THB1.0 A | | | 473,480 | | | | | | 533,376 | |
| | THAILAND BAHT | | FOREIGN CURRENCY | | | 5,148,015 | | | | | | 171,830 | |
| | THALES SA | | COMMON STOCK EUR3.0 | | | 18,316 | | | | | | 1,680,406 | |
| | THANACHART CAPITAL FOREIGN | | FOREIGN SH. THB10.0 A | | | 106,900 | | | | | | 123,099 | |
| | THE FOSCHINI GROUP LTD | | COMMON STOCK ZAR.0125 | | | 60,643 | | | | | | 423,125 | |
| | THE SAUDI NATIONAL BANK | | COMMON STOCK SAR10.0 | | | 249,332 | | | | | | 2,881,049 | |
| | THE SHANGHAI COMMERCIAL + SA | | COMMON STOCK TWD10.0 | | | 651,880 | | | | | | 955,824 | |
| | THK CO LTD | | COMMON STOCK | | | 20,700 | | | | | | 669,632 | |
| | THOMSON REUTERS CORP | | COMMON STOCK | | | 29,231 | | | | | | 2,390,334 | |
| | THULE GROUP AB/THE | | COMMON STOCK SEK.01 | | | 21,847 | | | | | | 818,045 | |
| | THYSSENKRUPP AG | | COMMON STOCK | | | 72,532 | | | | | | 721,208 | |
| | TI FLUID SYSTEMS PLC | | COMMON STOCK GBP.01 | | | 42,983 | | | | | | 143,685 | |
| | TIANGONG INTL CO LTD | | COMMON STOCK USD.0025 | | | 162,000 | | | | | | 72,341 | |
| | TIANJIN PORT DVLP HLDS LTD | | COMMON STOCK HKD.1 | | | 1,004,000 | | | | | | 81,525 | |
| | TIANJIN ZHONGHUAN SEMICOND A | | COMMON STOCK CNY1.0 | | | 30,500 | | | | | | 119,348 | |
| | TIANLI EDUCATION INTERNATION | | COMMON STOCK HKD.1 | | | 95,000 | | | | | | 100,026 | |
| | TIANNENG POWER INTL LTD | | COMMON STOCK HKD.1 | | | 242,000 | | | | | | 585,585 | |
| | TIETOEVRY OYJ | | COMMON STOCK | | | 12,646 | | | | | | 412,803 | |
| | TIETOEVRY OYJ | | COMMON STOCK | | | 3,287 | | | | | | 109,414 | |
| | TIGER BRANDS LTD | | COMMON STOCK ZAR.1 | | | 31,447 | | | | | | 443,368 | |
| | TIM SA | | COMMON STOCK | | | 178,072 | | | | | | 504,107 | |
| | TIMBERCREEK FINANCIAL CORP | | COMMON STOCK | | | 15,100 | | | | | | 102,524 | |
| | TIME DOTCOM BHD | | COMMON STOCK | | | 65,520 | | | | | | 216,386 | |
| | TINEXTA SPA | | COMMON STOCK NPV | | | 2,989 | | | | | | 76,739 | |
| | TINGYI (CAYMAN ISLN) HLDG CO | | COMMON STOCK USD.005 | | | 364,000 | | | | | | 622,644 | |
| | TIS INC | | COMMON STOCK | | | 40,000 | | | | | | 820,422 | |
| | TITAN CEMENT INTERNATIONAL T | | COMMON STOCK | | | 7,075 | | | | | | 119,287 | |
| | TKC CORP | | COMMON STOCK | | | 2,500 | | | | | | 187,630 | |
| | TKH GROUP NV DUTCH CERT | | DUTCH CERT EUR.25 | | | 7,379 | | | | | | 357,155 | |
| | TKP CORP | | COMMON STOCK | | | 2,300 | | | | | | 62,937 | |
| | TMX GROUP LTD | | COMMON STOCK | | | 9,372 | | | | | | 935,287 | |
| | TOA CORP | | COMMON STOCK | | | 2,700 | | | | | | 52,305 | |
| | TOAGOSEI CO LTD | | COMMON STOCK | | | 16,800 | | | | | | 198,277 | |
| | TOBII AB | | COMMON STOCK SEK.001 | | | 4 | | | | | | 28 | |
| | TOBU RAILWAY CO LTD | | COMMON STOCK | | | 33,800 | | | | | | 1,011,102 | |
| | TOCALO CO LTD | | COMMON STOCK | | | 10,500 | | | | | | 144,512 | |
| | TOD S SPA | | COMMON STOCK EUR2.0 | | | 3,032 | | | | | | 105,060 | |
| | TODA CORP | | COMMON STOCK | | | 48,000 | | | | | | 318,914 | |
| | TOEI ANIMATION CO LTD | | COMMON STOCK | | | 1,500 | | | | | | 117,675 | |
| | TOEI CO LTD | | COMMON STOCK | | | 1,100 | | | | | | 179,887 | |
| | TOENEC CORP | | COMMON STOCK | | | 1,400 | | | | | | 54,843 | |
| | TOHO BANK LTD/THE | | COMMON STOCK | | | 37,300 | | | | | | 75,556 | |
| | TOHO CO LTD | | COMMON STOCK | | | 18,900 | | | | | | 797,248 | |
| | TOHO GAS CO LTD | | COMMON STOCK | | | 12,500 | | | | | | 830,554 | |
| | TOHO HOLDINGS CO LTD | | COMMON STOCK | | | 9,200 | | | | | | 161,932 | |
| | TOHO TITANIUM CO LTD | | COMMON STOCK | | | 13,400 | | | | | | 115,255 | |
| | TOHOKU ELECTRIC POWER CO INC | | COMMON STOCK | | | 78,800 | | | | | | 653,126 | |
| | TOKAI CARBON CO LTD | | COMMON STOCK | | | 35,600 | | | | | | 446,713 | |
| | TOKAI CARBON KOREA CO LTD | | COMMON STOCK KRW500. | | | 794 | | | | | | 91,818 | |
| | TOKAI CORP/GIFU | | COMMON STOCK | | | 4,700 | | | | | | 92,750 | |
| | TOKAI HOLDINGS CORP | | COMMON STOCK | | | 18,000 | | | | | | 179,359 | |
| | TOKAI RIKA CO LTD | | COMMON STOCK | | | 9,400 | | | | | | 159,288 | |
| | TOKAI TOKYO FINANCIAL HOLDIN | | COMMON STOCK | | | 51,100 | | | | | | 151,401 | |
| | TOKEN CORP | | COMMON STOCK | | | 1,240 | | | | | | 98,264 | |
| | TOKIO MARINE HOLDINGS INC | | COMMON STOCK | | | 106,600 | | | | | | 5,522,741 | |
| | TOKUSHU TOKAI PAPER CO LTD | | COMMON STOCK | | | 1,500 | | | | | | 72,657 | |
| | TOKUYAMA CORP | | COMMON STOCK | | | 12,800 | | | | | | 288,061 | |
| | TOKYO CENTURY CORP | | COMMON STOCK | | | 7,500 | | | | | | 595,820 | |
| | TOKYO DOME CORP | | COMMON STOCK | | | 13,400 | | | | | | 168,520 | |
| | TOKYO ELECTRIC POWER COMPANY | | COMMON STOCK | | | 263,000 | | | | | | 694,178 | |
| | TOKYO ELECTRON LTD | | COMMON STOCK | | | 25,400 | | | | | | 9,474,761 | |
| | TOKYO GAS CO LTD | | COMMON STOCK | | | 63,500 | | | | | | 1,476,293 | |
| | TOKYO KIRABOSHI FINANCIAL GR | | COMMON STOCK | | | 6,900 | | | | | | 74,233 | |
| | TOKYO OHKA KOGYO CO LTD | | COMMON STOCK | | | 5,800 | | | | | | 408,389 | |
| | TOKYO SEIMITSU CO LTD | | COMMON STOCK | | | 6,900 | | | | | | 324,874 | |
| | TOKYO STEEL MFG CO LTD | | COMMON STOCK | | | 15,800 | | | | | | 102,250 | |
| | TOKYO TATEMONO CO LTD | | COMMON STOCK | | | 32,400 | | | | | | 447,370 | |
| | TOKYOTOKEIBA CO LTD | | COMMON STOCK | | | 2,900 | | | | | | 131,689 | |
| | TOKYU CONSTRUCTION CO LTD | | COMMON STOCK | | | 23,560 | | | | | | 113,150 | |
| | TOKYU CORP | | COMMON STOCK | | | 86,000 | | | | | | 1,070,023 | |
| | TOKYU FUDOSAN HOLDINGS CORP | | COMMON STOCK | | | 105,300 | | | | | | 562,838 | |
| | TOKYU REIT INC | | REIT | | | 163 | | | | | | 258,381 | |
| | TOLY BREAD CO LTD A | | COMMON STOCK CNY1.0 | | | 5,900 | | | | | | 53,490 | |
| | TOMONY HOLDINGS INC | | COMMON STOCK | | | 24,900 | | | | | | 75,937 | |
| | TOMRA SYSTEMS ASA | | COMMON STOCK NOK1. | | | 20,558 | | | | | | 1,014,508 | |
| | TOMTOM NV | | COMMON STOCK EUR.2 | | | 17,107 | | | | | | 177,499 | |
| | TOMY COMPANY LTD | | COMMON STOCK | | | 16,800 | | | | | | 147,927 | |
| | TONAMI HOLDINGS CO LTD | | COMMON STOCK | | | 900 | | | | | | 52,082 | |
| | TONG HSING ELECTRONIC INDUST | | COMMON STOCK TWD10. | | | 41,455 | | | | | | 261,979 | |
| | TONG REN TANG TECHNOLOGIES H | | COMMON STOCK CNY1.0 | | | 168,000 | | | | | | 105,171 | |
| | TONG YANG INDUSTRY | | COMMON STOCK TWD10. | | | 66,000 | | | | | | 91,498 | |
| | TONGCHENG ELONG HOLDINGS LTD | | COMMON STOCK USD.0005 | | | 105,600 | | | | | | 204,542 | |
| | TONGDA GROUP HOLDINGS LTD | | COMMON STOCK HKD.01 | | | 660,000 | | | | | | 48,637 | |
| | TONGDAO LIEPIN GROUP | | COMMON STOCK USD.0001 | | | 23,600 | | | | | | 56,441 | |
| | TONGWEI CO LTD A | | COMMON STOCK CNY1.0 | | | 32,200 | | | | | | 190,315 | |
| | TOP GLOVE CORP BHD | | COMMON STOCK MYR.5 | | | 724,200 | | | | | | 1,105,607 | |
| | TOPCHOICE MEDICAL CORPORAT A | | COMMON STOCK CNY1.0 | | | 3,500 | | | | | | 148,282 | |
| | TOPCO SCIENTIFIC CO LTD | | COMMON STOCK TWD10. | | | 28,000 | | | | | | 119,017 | |
| | TOPCON CORP | | COMMON STOCK | | | 22,000 | | | | | | 273,880 | |
| | TOPDANMARK A/S | | COMMON STOCK DKK1.0 | | | 7,723 | | | | | | 336,017 | |
| | TOPICUS.COM INC SUB VOTING | | COMMON STOCK | | | 6,323 | | | | | | 23,884 | |
| | TOPPAN FORMS CO LTD | | COMMON STOCK | | | 7,800 | | | | | | 79,995 | |
| | TOPPAN PRINTING CO LTD | | COMMON STOCK | | | 47,000 | | | | | | 663,697 | |
| | TOPRE CORP | | COMMON STOCK | | | 9,400 | | | | | | 144,345 | |
| | TOPSPORTS INTERNATIONAL HOLD | | COMMON STOCK HKD.000001 | | | 227,000 | | | | | | 340,569 | |
| | TORAY INDUSTRIES INC | | COMMON STOCK | | | 238,700 | | | | | | 1,416,537 | |
| | TOREX GOLD RESOURCES INC | | COMMON STOCK | | | 15,500 | | | | | | 232,257 | |
| | TORIDOLL HOLDINGS CORP | | COMMON STOCK | | | 7,400 | | | | | | 99,301 | |
| | TORII PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 2,400 | | | | | | 74,972 | |
| | TORM PLC | | COMMON STOCK USD.01 | | | 5,132 | | | | | | 37,727 | |
| | TOROMONT INDUSTRIES LTD | | COMMON STOCK | | | 13,004 | | | | | | 980,503 | |
| | TORONTO DOMINION BANK | | COMMON STOCK | | | 312,906 | | | | | | 17,664,207 | |
| | TOSEI CORP | | COMMON STOCK | | | 5,000 | | | | | | 57,364 | |
| | TOSHIBA CORP | | COMMON STOCK | | | 65,300 | | | | | | 1,828,825 | |
| | TOSHIBA TEC CORP | | COMMON STOCK | | | 4,800 | | | | | | 173,442 | |
| | TOSOH CORP | | COMMON STOCK | | | 43,900 | | | | | | 687,914 | |
| | TOTAL ACCESS COMMUNICA NVDR | | NVDR THB2.0 | | | 173,900 | | | | | | 193,336 | |
| | TOTAL SE | | COMMON STOCK EUR2.5 | | | 424,898 | | | | | | 18,592,192 | |
| | TOTETSU KOGYO CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 105,904 | |
| | TOTO LTD | | COMMON STOCK | | | 24,000 | | | | | | 1,444,434 | |
| | TOTVS SA | | COMMON STOCK | | | 100,638 | | | | | | 557,128 | |
| | TOURMALINE OIL CORP | | COMMON STOCK | | | 45,400 | | | | | | 611,510 | |
| | TOWA PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 4,800 | | | | | | 89,190 | |
| | TOWER SEMICONDUCTOR LTD | | COMMON STOCK ILS1. | | | 19,586 | | | | | | 511,216 | |
| | TOWN HEALTH INTERNATIONAL ME | | COMMON STOCK HKD.01 | | | 692,000 | | | | | | 61,580 | |
| | TOWNGAS CHINA CO LTD | | COMMON STOCK HKD.1 | | | 350,998 | | | | | | 158,529 | |
| | TOYO GOSEI CO LTD | | COMMON STOCK | | | 800 | | | | | | 91,623 | |
| | TOYO INK SC HOLDINGS CO LTD | | COMMON STOCK | | | 6,200 | | | | | | 119,035 | |
| | TOYO SEIKAN GROUP HOLDINGS L | | COMMON STOCK | | | 29,000 | | | | | | 318,613 | |
| | TOYO SUISAN KAISHA LTD | | COMMON STOCK | | | 15,900 | | | | | | 773,704 | |
| | TOYO TIRE CORP | | COMMON STOCK | | | 20,400 | | | | | | 310,785 | |
| | TOYOBO CO LTD | | COMMON STOCK | | | 13,600 | | | | | | 182,175 | |
| | TOYODA GOSEI CO LTD | | COMMON STOCK | | | 11,000 | | | | | | 319,791 | |
| | TOYOTA BOSHOKU CORP | | COMMON STOCK | | | 14,300 | | | | | | 232,463 | |
| | TOYOTA INDUSTRIES CORP | | COMMON STOCK | | | 25,300 | | | | | | 2,011,159 | |
| | TOYOTA MOTOR CORP | | COMMON STOCK | | | 360,500 | | | | | | 27,645,441 | |
| | TOYOTA TSUSHO CORP | | COMMON STOCK | | | 36,600 | | | | | | 1,480,974 | |
| | TP ICAP PLC | | COMMON STOCK GBP.25 | | | 96,678 | | | | | | 315,953 | |
| | TPG TELECOM LTD | | COMMON STOCK | | | 68,198 | | | | | | 380,312 | |
| | TPI POLENE PCL | | FOREIGN SH. THB1.0 A | | | 755,700 | | | | | | 107,957 | |
| | TPK HOLDING CO LTD | | COMMON STOCK TWD10. | | | 78,000 | | | | | | 128,863 | |
| | TPR CO LTD | | COMMON STOCK | | | 4,000 | | | | | | 54,990 | |
| | TQM CORP PCL FOREIGN | | FOREIGN SH. THB1.0 A | | | 8,000 | | | | | | 35,915 | |
| | TRADA ALAM MINERA TBK PT | | COMMON STOCK IDR100.0 | | | 4,197,300 | | | | | | 14,937 | |
| | TRAINLINE PLC | | COMMON STOCK GBP.01 | | | 78,368 | | | | | | 497,739 | |
| | TRANCOM CO LTD | | COMMON STOCK | | | 1,300 | | | | | | 112,461 | |
| | TRANSALTA CORP | | COMMON STOCK | | | 47,696 | | | | | | 362,025 | |
| | TRANSALTA RENEWABLES INC | | COMMON STOCK | | | 19,600 | | | | | | 334,769 | |
| | TRANSCEND INFORMATION INC | | COMMON STOCK TWD10.0 | | | 72,566 | | | | | | 167,879 | |
| | TRANSCONTINENTAL INC CL A | | COMMON STOCK | | | 11,700 | | | | | | 188,357 | |
| | TRANSCOSMOS INC | | COMMON STOCK | | | 4,500 | | | | | | 113,796 | |
| | TRANSMISSORA ALIANCA DE UNIT | | UNIT | | | 46,000 | | | | | | 295,672 | |
| | TRANSPORTADOR GAS ADR SP B | | ADR | | | 14,954 | | | | | | 77,761 | |
| | TRANSPORTADORA DE GAS SUR B | | COMMON STOCK ARS1.0 | | | 3 | | | | | | 6 | |
| | TRANSURBAN GROUP | | STAPLED SECURITY | | | 468,239 | | | | | | 4,940,216 | |
| | TRAVELSKY TECHNOLOGY LTD H | | COMMON STOCK CNY1.0 | | | 181,000 | | | | | | 436,602 | |
| | TRAVIS PERKINS PLC | | COMMON STOCK GBP.1 | | | 37,531 | | | | | | 793,775 | |
| | TREASURY WINE ESTATES LTD | | COMMON STOCK | | | 132,297 | | | | | | 960,551 | |
| | TRELLEBORG AB B SHS | | COMMON STOCK SEK25. | | | 43,468 | | | | | | 968,625 | |
| | TREND MICRO INC | | COMMON STOCK | | | 23,500 | | | | | | 1,353,060 | |
| | TRI CHEMICAL LABORATORIES IN | | COMMON STOCK | | | 600 | | | | | | 96,941 | |
| | TRICON RESIDENTIAL INC | | COMMON STOCK | | | 24,500 | | | | | | 295,216 | |
| | TRIGANO SA | | COMMON STOCK EUR4.2568 | | | 1,866 | | | | | | 330,765 | |
| | TRILLIUM THERAPEUTICS INC | | COMMON STOCK | | | 14,500 | | | | | | 213,255 | |
| | TRIP.COM GROUP LTD ADR | | ADR USD.01 | | | 85,400 | | | | | | 2,880,542 | |
| | TRIPOD TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 76,366 | | | | | | 322,193 | |
| | TRISURA GROUP LTD | | COMMON STOCK | | | 1,400 | | | | | | 97,887 | |
| | TRITAX BIG BOX REIT PLC | | REIT GBP.01 | | | 292,944 | | | | | | 672,555 | |
| | TROAX GROUP AB | | COMMON STOCK EUR.13 | | | 8,527 | | | | | | 199,546 | |
| | TRUE CORP PCL FOREIGN | | FOREIGN SH. THB4.0 A | | | 1,128,300 | | | | | | 129,551 | |
| | TRUSCO NAKAYAMA CORP | | COMMON STOCK | | | 7,800 | | | | | | 219,643 | |
| | TRUWORTHS INTERNATIONAL LTD | | COMMON STOCK ZAR.00015 | | | 88,510 | | | | | | 222,276 | |
| | TRYG A/S | | COMMON STOCK DKK5.0 | | | 20,741 | | | | | | 655,139 | |
| | TS TECH CO LTD | | COMMON STOCK | | | 7,400 | | | | | | 229,134 | |
| | TSINGTAO BREWERY CO LTD A | | COMMON STOCK CNY1.0 | | | 7,600 | | | | | | 115,750 | |
| | TSINGTAO BREWERY CO LTD H | | COMMON STOCK CNY1.0 | | | 74,000 | | | | | | 774,096 | |
| | TSRC CORP | | COMMON STOCK TWD10. | | | 122,000 | | | | | | 101,469 | |
| | TSUBAKI NAKASHIMA CO LTD | | COMMON STOCK | | | 7,000 | | | | | | 76,534 | |
| | TSUBAKIMOTO CHAIN CO | | COMMON STOCK | | | 4,200 | | | | | | 110,385 | |
| | TSUGAMI CORP | | COMMON STOCK | | | 10,600 | | | | | | 160,395 | |
| | TSUKISHIMA KIKAI CO LTD | | COMMON STOCK | | | 5,000 | | | | | | 67,669 | |
| | TSUMURA + CO | | COMMON STOCK | | | 10,200 | | | | | | 306,662 | |
| | TSURUHA HOLDINGS INC | | COMMON STOCK | | | 6,600 | | | | | | 941,057 | |
| | TSURUMI MANUFACTURING CO LTD | | COMMON STOCK | | | 3,000 | | | | | | 51,340 | |
| | TTW PCL FOREIGN SHARES | | FOREIGN SH. THB1.0 A | | | 466,100 | | | | | | 192,912 | |
| | TTY BIOPHARM CO LTD | | COMMON STOCK TWD10. | | | 40,000 | | | | | | 97,680 | |
| | TUI AG DI | | COMMON STOCK | | | 50,077 | | | | | | 317,843 | |
| | TUI AG DI | | COMMON STOCK | | | 20,683 | | | | | | 129,800 | |
| | TULLOW OIL PLC | | COMMON STOCK GBP.1 | | | 261,438 | | | | | | 104,739 | |
| | TUNG HO STEEL ENTERPRISE COR | | COMMON STOCK TWD10. | | | 267,419 | | | | | | 347,458 | |
| | TUPRAS TURKIYE PETROL RAFINE | | COMMON STOCK TRY1. | | | 24,577 | | | | | | 357,379 | |
| | TURK HAVA YOLLARI AO | | COMMON STOCK TRY1. | | | 117,544 | | | | | | 204,334 | |
| | TURK SISE VE CAM FABRIKALARI | | COMMON STOCK TRY1. | | | 207,699 | | | | | | 203,844 | |
| | TURKCELL ILETISIM HIZMET AS | | COMMON STOCK TRY1. | | | 203,681 | | | | | | 442,574 | |
| | TURKISH LIRA | | FOREIGN CURRENCY | | | 1,168,505 | | | | | | 157,216 | |
| | TURKIYE GARANTI BANKASI | | COMMON STOCK TRY1. | | | 471,283 | | | | | | 660,286 | |
| | TURKIYE IS BANKASI C | | COMMON STOCK TRY1. | | | 486,207 | | | | | | 459,839 | |
| | TURKIYE SINAI KALKINMA BANK | | COMMON STOCK TRY1. | | | 941,520 | | | | | | 225,451 | |
| | TURQUOISE HILL RESOURCES LTD | | COMMON STOCK | | | 18,983 | | | | | | 235,872 | |
| | TV ASAHI HOLDINGS CORP | | COMMON STOCK | | | 5,500 | | | | | | 90,338 | |
| | TX GROUP AG | | COMMON STOCK CHF10.0 | | | 805 | | | | | | 64,501 | |
| | TXC CORP | | COMMON STOCK TWD10. | | | 50,000 | | | | | | 133,337 | |
| | TYRO PAYMENTS LTD | | COMMON STOCK | | | 17,072 | | | | | | 42,032 | |
| | U BLOX HOLDING AG | | COMMON STOCK CHF15.4 | | | 1,501 | | | | | | 99,889 | |
| | U MING MARINE TRANSPORT CORP | | COMMON STOCK TWD10. | | | 127,000 | | | | | | 166,380 | |
| | UACJ CORP | | COMMON STOCK | | | 5,300 | | | | | | 97,307 | |
| | UAE DIRHAM | | FOREIGN CURRENCY | | | 876,999 | | | | | | 238,759 | |
| | UBE INDUSTRIES LTD | | COMMON STOCK | | | 17,000 | | | | | | 309,887 | |
| | UBISOFT ENTERTAINMENT | | COMMON STOCK EUR.0775 | | | 14,831 | | | | | | 1,508,662 | |
| | UBS GROUP AG REG | | COMMON STOCK CHF.1 | | | 623,108 | | | | | | 8,728,366 | |
| | UCB SA | | COMMON STOCK | | | 22,114 | | | | | | 2,289,292 | |
| | UDG HEALTHCARE PLC | | COMMON STOCK EUR.05 | | | 43,047 | | | | | | 459,284 | |
| | UEM SUNRISE BHD | | COMMON STOCK | | | 522,833 | | | | | | 64,688 | |
| | UK COMMERCIAL PROPERTY REIT | | REIT | | | 133,800 | | | | | | 126,416 | |
| | ULKER BISKUVI SANAYI | | COMMON STOCK TRY1. | | | 26,962 | | | | | | 84,001 | |
| | ULTRA ELECTRONICS HLDGS PLC | | COMMON STOCK GBP.05 | | | 12,182 | | | | | | 345,236 | |
| | ULTRAPAR PARTICIPACOES SA | | COMMON STOCK | | | 134,000 | | | | | | 608,643 | |
| | ULVAC INC | | COMMON STOCK | | | 7,500 | | | | | | 321,346 | |
| | UMICORE | | COMMON STOCK | | | 35,232 | | | | | | 1,695,151 | |
| | UMW HOLDINGS BHD | | COMMON STOCK | | | 190,800 | | | | | | 161,260 | |
| | UNI PRESIDENT CHINA HOLDINGS | | COMMON STOCK HKD.01 | | | 236,000 | | | | | | 240,175 | |
| | UNI PRESIDENT ENTERPRISES CO | | COMMON STOCK TWD10. | | | 892,507 | | | | | | 2,148,095 | |
| | UNIBAIL RODAMCO WESTFIEL/CDI | | CDI | | | 129,300 | | | | | | 509,539 | |
| | UNIBAIL RODAMCO WESTFIELD | | REIT EUR5.0 | | | 18,706 | | | | | | 1,479,071 | |
| | UNICAJA BANCO SA | | COMMON STOCK EUR1.0 | | | 143,050 | | | | | | 125,293 | |
| | UNICHARM CORP | | COMMON STOCK | | | 68,300 | | | | | | 3,240,955 | |
| | UNICREDIT SPA | | COMMON STOCK NPV | | | 370,944 | | | | | | 3,437,994 | |
| | UNIGROUP GUOXIN MICROELECT A | | COMMON STOCK CNY1.0 | | | 6,200 | | | | | | 126,935 | |
| | UNILEVER INDONESIA TBK PT | | COMMON STOCK IDR2.0 | | | 1,730,400 | | | | | | 905,278 | |
| | UNILEVER PLC | | COMMON STOCK GBP.0311 | | | 191,244 | | | | | | 11,903,329 | |
| | UNILEVER PLC | | COMMON STOCK GBP.0311 | | | 251,094 | | | | | | 15,227,659 | |
| | UNIMICRON TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 219,805 | | | | | | 688,248 | |
| | UNION BANK OF TAIWAN | | COMMON STOCK TWD10. | | | 274,990 | | | | | | 105,216 | |
| | UNION PROPERTIES PJSC | | COMMON STOCK AED1.0 | | | 482,877 | | | | | | 36,871 | |
| | UNION TOOL CO | | COMMON STOCK | | | 900 | | | | | | 27,020 | |
| | UNIPAR CARBOCLORO SA | | PREFERENCE | | | 3,300 | | | | | | 32,632 | |
| | UNIPER SE | | COMMON STOCK | | | 36,079 | | | | | | 1,246,800 | |
| | UNIPOL GRUPPO SPA | | COMMON STOCK | | | 89,515 | | | | | | 427,703 | |
| | UNIPRES CORP | | COMMON STOCK | | | 9,000 | | | | | | 84,757 | |
| | UNIPRO PJSC | | COMMON STOCK RUB.4 | | | 2,331,000 | | | | | | 88,147 | |
| | UNIQA INSURANCE GROUP AG | | COMMON STOCK | | | 24,861 | | | | | | 194,741 | |
| | UNISPLENDOUR CORP LTD A | | COMMON STOCK CNY1.0 | | | 25,900 | | | | | | 81,179 | |
| | UNITE GROUP PLC/THE | | REIT GBP.25 | | | 50,043 | | | | | | 777,320 | |
| | UNITED ARROWS LTD | | COMMON STOCK | | | 7,400 | | | | | | 109,708 | |
| | UNITED BANK LTD | | COMMON STOCK PKR10. | | | 116,800 | | | | | | 93,533 | |
| | UNITED ELECTRONICS CO | | COMMON STOCK | | | 4,987 | | | | | | 114,984 | |
| | UNITED INTEGRATED SERVICES | | COMMON STOCK TWD10. | | | 28,000 | | | | | | 215,326 | |
| | UNITED INTERNATIONAL TRANSPO | | COMMON STOCK SAR10. | | | 5,915 | | | | | | 59,913 | |
| | UNITED INTERNET AG REG SHARE | | COMMON STOCK | | | 18,373 | | | | | | 775,416 | |
| | UNITED MALT GRP LTD | | COMMON STOCK | | | 39,952 | | | | | | 126,517 | |
| | UNITED MICROELECTRONICS CORP | | COMMON STOCK TWD10. | | | 2,160,021 | | | | | | 3,620,836 | |
| | UNITED OVERSEAS BANK LTD | | COMMON STOCK | | | 202,212 | | | | | | 3,452,018 | |
| | UNITED RENEWABLE ENERGY CO L | | COMMON STOCK TWD10.0 | | | 398,127 | | | | | | 201,844 | |
| | UNITED SUPER MARKETS HOLDING | | COMMON STOCK | | | 9,700 | | | | | | 106,285 | |
| | UNITED TRACTORS TBK PT | | COMMON STOCK IDR250.0 | | | 372,519 | | | | | | 706,713 | |
| | UNITED URBAN INVESTMENT CORP | | REIT | | | 550 | | | | | | 680,672 | |
| | UNITED UTILITIES GROUP PLC | | COMMON STOCK GBP.05 | | | 114,143 | | | | | | 1,403,357 | |
| | UNIVERSAL ENTERTAINMENT CORP | | COMMON STOCK | | | 4,800 | | | | | | 110,949 | |
| | UNIVERSAL ROBINA CORP | | COMMON STOCK PHP1. | | | 141,090 | | | | | | 448,327 | |
| | UNIVERSAL SCIENTIFIC INDUS A | | COMMON STOCK CNY1.0 | | | 5,800 | | | | | | 17,225 | |
| | UNTRADE.BRIGHTOIL | | COMMON STOCK | | | 494,000 | | | | | | 95,565 | |
| | UOL GROUP LTD | | COMMON STOCK | | | 70,218 | | | | | | 410,539 | |
| | UPM KYMMENE OYJ | | COMMON STOCK | | | 91,598 | | | | | | 3,413,179 | |
| | UPONOR OYJ | | COMMON STOCK | | | 9,423 | | | | | | 209,327 | |
| | URANIUM PARTICIPATION CORP | | COMMON STOCK | | | 20,900 | | | | | | 80,883 | |
| | URANIUM PARTICIPATION CORP | | COMMON STOCK | | | 4,600 | | | | | | 17,728 | |
| | URBAN + CIVIC PLC | | COMMON STOCK GBP.2 | | | 18,415 | | | | | | 86,599 | |
| | UROGEN PHARMA LTD | | COMMON STOCK USD.01 | | | 6,200 | | | | | | 111,724 | |
| | US DOLLAR | | | | | 4,242,256 | | | | | | 4,242,256 | |
| | USHIO INC | | COMMON STOCK | | | 17,300 | | | | | | 225,298 | |
| | USS CO LTD | | COMMON STOCK | | | 39,800 | | | | | | 805,202 | |
| | UT GROUP CO LTD | | COMMON STOCK | | | 4,900 | | | | | | 152,868 | |
| | UUUM CO LTD | | COMMON STOCK | | | 600 | | | | | | 9,292 | |
| | UZABASE INC | | COMMON STOCK | | | 2,100 | | | | | | 72,997 | |
| | V CUBE INC | | COMMON STOCK | | | 3,100 | | | | | | 91,066 | |
| | V TECHNOLOGY CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 102,821 | |
| | V ZUG HOLDING AG | | COMMON STOCK CHF.27 | | | 382 | | | | | | 38,102 | |
| | VALE SA | | COMMON STOCK | | | 634,791 | | | | | | 10,604,612 | |
| | VALEO SA | | COMMON STOCK EUR1.0 | | | 38,782 | | | | | | 1,534,033 | |
| | VALIANT HOLDING AG REG | | COMMON STOCK CHF.5 | | | 2,897 | | | | | | 284,627 | |
| | VALMET OYJ | | COMMON STOCK NPV | | | 23,147 | | | | | | 662,774 | |
| | VALNEVA SE | | COMMON STOCK EUR.15 | | | 10,867 | | | | | | 103,019 | |
| | VALOR HOLDINGS CO LTD | | COMMON STOCK | | | 5,900 | | | | | | 151,190 | |
| | VALORA HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 843 | | | | | | 165,711 | |
| | VALQUA LTD | | COMMON STOCK | | | 1,400 | | | | | | 27,896 | |
| | VALUE PARTNERS GROUP LTD | | COMMON STOCK HKD.1 | | | 198,000 | | | | | | 105,108 | |
| | VALUECOMMERCE CO LTD | | COMMON STOCK | | | 3,500 | | | | | | 108,583 | |
| | VANGUARD INTERNATIONAL SEMI | | COMMON STOCK TWD10. | | | 159,691 | | | | | | 661,819 | |
| | VARTA AG | | COMMON STOCK NPV | | | 3,364 | | | | | | 486,586 | |
| | VAT GROUP AG | | COMMON STOCK CHF.1 | | | 4,792 | | | | | | 1,196,190 | |
| | VECTOR INC | | COMMON STOCK | | | 3,400 | | | | | | 32,944 | |
| | VECTURA GROUP PLC | | COMMON STOCK GBP.000271 | | | 103,722 | | | | | | 178,091 | |
| | VEIDEKKE ASA | | COMMON STOCK NOK.5 | | | 19,759 | | | | | | 254,508 | |
| | VELESTO ENERGY BHD | | COMMON STOCK | | | 795,952 | | | | | | 27,758 | |
| | VENTURE CORP LTD | | COMMON STOCK | | | 54,200 | | | | | | 799,632 | |
| | VENUSTECH GROUP INC A | | COMMON STOCK CNY1.0 | | | 8,700 | | | | | | 38,955 | |
| | VEOLIA ENVIRONNEMENT | | COMMON STOCK EUR5.0 | | | 90,543 | | | | | | 2,218,623 | |
| | VERALLIA | | COMMON STOCK EUR1.0 | | | 1,791 | | | | | | 64,190 | |
| | VERBIO VEREINIGTE BIOENERGI | | COMMON STOCK | | | 3,748 | | | | | | 140,824 | |
| | VERBUND AG | | COMMON STOCK | | | 12,609 | | | | | | 1,080,509 | |
| | VERMILION ENERGY INC | | COMMON STOCK | | | 26,083 | | | | | | 116,288 | |
| | VESTAS WIND SYSTEMS A/S | | COMMON STOCK DKK1. | | | 33,795 | | | | | | 8,010,091 | |
| | VESTEL ELEKTRONIK SANAYI | | COMMON STOCK TRY1. | | | 137,367 | | | | | | 389,339 | |
| | VESUVIUS PLC | | COMMON STOCK GBP.1 | | | 37,236 | | | | | | 273,261 | |
| | VETROPACK HOLDING REGISTERED | | COMMON STOCK CHF1.0 | | | 2,224 | | | | | | 150,175 | |
| | VIA VAREJO SA | | COMMON STOCK | | | 127,150 | | | | | | 396,192 | |
| | VICAT | | COMMON STOCK EUR4.0 | | | 4,252 | | | | | | 177,690 | |
| | VICINITY CENTRES | | REIT | | | 590,994 | | | | | | 782,324 | |
| | VICTORIA GOLD CORP | | COMMON STOCK | | | 5,800 | | | | | | 55,528 | |
| | VICTORIA PLC | | COMMON STOCK GBP.05 | | | 15,064 | | | | | | 134,514 | |
| | VICTREX PLC | | COMMON STOCK GBP.01 | | | 14,860 | | | | | | 476,978 | |
| | VIEMED HEALTHCARE INC | | COMMON STOCK | | | 6,000 | | | | | | 46,893 | |
| | VIENNA INSURANCE GROUP AG | | COMMON STOCK | | | 7,731 | | | | | | 197,164 | |
| | VIFOR PHARMA AG | | COMMON STOCK CHF.01 | | | 7,733 | | | | | | 1,220,900 | |
| | VINA CONCHA Y TORO S.A. | | COMMON STOCK | | | 142,191 | | | | | | 247,154 | |
| | VINCI SA | | COMMON STOCK EUR2.5 | | | 89,194 | | | | | | 8,888,729 | |
| | VINDA INTERNATIONAL HOLDINGS | | COMMON STOCK HKD.1 | | | 112,000 | | | | | | 306,177 | |
| | VINYTHAI PUBLIC CO LTD FOREI | | FOREIGN SH. THB6.0 A | | | 78,900 | | | | | | 84,272 | |
| | VIPSHOP HOLDINGS LTD ADR | | ADR USD.0001 | | | 80,800 | | | | | | 2,271,288 | |
| | VIRBAC SA | | COMMON STOCK EUR1.25 | | | 781 | | | | | | 227,434 | |
| | VIRGIN MONEY UK PLC | | COMMON STOCK GBP.1 | | | 54,325 | | | | | | 101,433 | |
| | VIRGIN MONEY UK PLC CDI | | CDI | | | 170,674 | | | | | | 313,183 | |
| | VISCOFAN SA | | COMMON STOCK EUR.7 | | | 5,456 | | | | | | 479,917 | |
| | VISIONOX TECHNOLOGY INC A | | COMMON STOCK CNY1.0 | | | 26,900 | | | | | | 46,897 | |
| | VISTA LAND + LIFESCAPES INC | | COMMON STOCK PHP1.0 | | | 2,646,600 | | | | | | 258,119 | |
| | VISTRY GROUP PLC | | COMMON STOCK GBP.5 | | | 38,960 | | | | | | 494,508 | |
| | VITAL KSK HOLDINGS INC | | COMMON STOCK | | | 11,600 | | | | | | 91,380 | |
| | VITASOY INTL HOLDINGS LTD | | COMMON STOCK | | | 108,000 | | | | | | 421,490 | |
| | VITROLIFE AB | | COMMON STOCK SEK1.02 | | | 7,809 | | | | | | 205,310 | |
| | VITROX CORP BHD | | COMMON STOCK | | | 14,400 | | | | | | 52,640 | |
| | VIVA ENERGY GROUP LTD | | COMMON STOCK | | | 166,035 | | | | | | 244,867 | |
| | VIVENDI | | COMMON STOCK EUR5.5 | | | 142,104 | | | | | | 4,589,781 | |
| | VOCUS GROUP LTD | | COMMON STOCK | | | 112,022 | | | | | | 349,495 | |
| | VODACOM GROUP LTD | | COMMON STOCK | | | 109,991 | | | | | | 928,111 | |
| | VODAFONE GROUP PLC | | COMMON STOCK USD.2095 | | | 4,594,715 | | | | | | 7,558,170 | |
| | VOESTALPINE AG | | COMMON STOCK | | | 22,522 | | | | | | 811,346 | |
| | VOLKSWAGEN AG | | COMMON STOCK | | | 5,818 | | | | | | 1,211,219 | |
| | VOLKSWAGEN AG PREF | | PREFERENCE | | | 31,609 | | | | | | 5,898,238 | |
| | VOLTRONIC POWER TECHNOLOGY | | COMMON STOCK TWD10.0 | | | 11,025 | | | | | | 439,569 | |
| | VOLVO AB B SHS | | COMMON STOCK SEK1.2 | | | 264,353 | | | | | | 6,232,240 | |
| | VONOVIA SE | | COMMON STOCK | | | 88,625 | | | | | | 6,472,762 | |
| | VONTOBEL HOLDING AG REG | | COMMON STOCK CHF1.0 | | | 5,047 | | | | | | 398,001 | |
| | VOPAK | | COMMON STOCK EUR.5 | | | 12,948 | | | | | | 680,027 | |
| | VOSSLOH AG | | COMMON STOCK | | | 1,493 | | | | | | 75,543 | |
| | VTB BANK JSC GDR REG S | | GDR | | | 397,993 | | | | | | 378,013 | |
| | VTB BANK SPON GDR 144A | | GDR | | | 136,000 | | | | | | 129,812 | |
| | VTECH HOLDINGS LTD | | COMMON STOCK USD.05 | | | 29,000 | | | | | | 225,030 | |
| | VUKILE PROPERTY FUND LTD | | REIT | | | 169,620 | | | | | | 92,369 | |
| | VZ HOLDING AG | | COMMON STOCK CHF.25 | | | 2,485 | | | | | | 227,266 | |
| | WACKER CHEMIE AG | | COMMON STOCK | | | 2,659 | | | | | | 379,871 | |
| | WACKER NEUSON SE | | COMMON STOCK | | | 5,390 | | | | | | 115,499 | |
| | WACOAL HOLDINGS CORP | | COMMON STOCK | | | 7,600 | | | | | | 153,110 | |
| | WACOM CO LTD | | COMMON STOCK | | | 26,100 | | | | | | 218,986 | |
| | WAFER WORKS CORP | | COMMON STOCK TWD10. | | | 62,000 | | | | | | 94,234 | |
| | WAKITA + CO LTD | | COMMON STOCK | | | 5,700 | | | | | | 58,329 | |
| | WALLBRIDGE MINING CO LTD | | COMMON STOCK | | | 86,500 | | | | | | 53,122 | |
| | WALLENIUS WILHELMSEN ASA | | COMMON STOCK NOK.52 | | | 33,243 | | | | | | 89,561 | |
| | WALLENSTAM AB B SHS | | COMMON STOCK SEK.5 | | | 22,669 | | | | | | 360,362 | |
| | WALMART DE MEXICO SAB DE CV | | COMMON STOCK | | | 902,364 | | | | | | 2,531,537 | |
| | WALSIN LIHWA CORP | | COMMON STOCK TWD10. | | | 471,696 | | | | | | 323,033 | |
| | WALSIN TECHNOLOGY CORP | | COMMON STOCK TWD10. | | | 55,000 | | | | | | 453,062 | |
| | WALVAX BIOTECHNOLOGY CO A | | COMMON STOCK CNY1.0 | | | 28,100 | | | | | | 165,736 | |
| | WAN HAI LINES LTD | | COMMON STOCK TWD10. | | | 95,000 | | | | | | 178,928 | |
| | WANHUA CHEMICAL GROUP CO A | | COMMON STOCK CNY1.0 | | | 34,198 | | | | | | 476,897 | |
| | WANT WANT CHINA HOLDINGS LTD | | COMMON STOCK USD.02 | | | 1,046,000 | | | | | | 756,876 | |
| | WARBA BANK KSCP | | COMMON STOCK | | | 133,571 | | | | | | 103,625 | |
| | WAREHOUSE REIT PLC | | REIT | | | 61,528 | | | | | | 100,494 | |
| | WAREHOUSES DE PAUW SCA | | REIT | | | 23,122 | | | | | | 801,433 | |
| | WARTSILA OYJ ABP | | COMMON STOCK | | | 76,162 | | | | | | 758,933 | |
| | WASHINGTON H. SOUL PATTINSON | | COMMON STOCK | | | 13,212 | | | | | | 375,832 | |
| | WASHTEC AG | | COMMON STOCK | | | 2,171 | | | | | | 115,956 | |
| | WASKITA KARYA PERSERO TBK PT | | COMMON STOCK IDR100.0 | | | 3,113,500 | | | | | | 319,813 | |
| | WATAMI CO LTD | | COMMON STOCK | | | 4,500 | | | | | | 38,027 | |
| | WATKIN JONES PLC | | COMMON STOCK GBP.01 | | | 6,066 | | | | | | 15,520 | |
| | WAYPOINT REIT | | REIT | | | 100,194 | | | | | | 211,186 | |
| | WDB HOLDINGS CO LTD | | COMMON STOCK | | | 1,600 | | | | | | 41,113 | |
| | WEBJET LTD | | COMMON STOCK | | | 64,797 | | | | | | 253,924 | |
| | WEBUILD | | COMMON STOCK | | | 13,359 | | | | | | 19,302 | |
| | WEG SA | | COMMON STOCK | | | 145,640 | | | | | | 2,137,218 | |
| | WEIBO CORP SPON ADR | | ADR USD.00025 | | | 10,160 | | | | | | 416,458 | |
| | WEICHAI POWER CO LTD A | | COMMON STOCK CNY1.0 | | | 49,700 | | | | | | 120,357 | |
| | WEICHAI POWER CO LTD H | | COMMON STOCK CNY1.0 | | | 421,200 | | | | | | 847,124 | |
| | WEIHAI GUANGWEI COMPOSITES A | | COMMON STOCK CNY1.0 | | | 6,900 | | | | | | 94,020 | |
| | WEIMOB INC | | COMMON STOCK USD.0001 | | | 212,000 | | | | | | 381,761 | |
| | WEIR GROUP PLC/THE | | COMMON STOCK GBP.125 | | | 44,554 | | | | | | 1,213,091 | |
| | WELCIA HOLDINGS CO LTD | | COMMON STOCK | | | 17,400 | | | | | | 656,499 | |
| | WELL HEALTH TECHNOLOGIES COR | | COMMON STOCK | | | 18,400 | | | | | | 116,365 | |
| | WENDEL | | COMMON STOCK EUR4.0 | | | 4,337 | | | | | | 520,150 | |
| | WENS FOODSTUFFS GROUP CO A | | COMMON STOCK CNY1.0 | | | 69,360 | | | | | | 193,657 | |
| | WERELDHAVE NV | | REIT EUR1.0 | | | 9,276 | | | | | | 121,700 | |
| | WESDOME GOLD MINES LTD | | COMMON STOCK | | | 25,500 | | | | | | 212,567 | |
| | WESFARMERS LTD | | COMMON STOCK | | | 194,972 | | | | | | 7,588,429 | |
| | WEST AFRICAN RESOURCES LTD | | COMMON STOCK | | | 81,212 | | | | | | 65,394 | |
| | WEST CHINA CEMENT LTD | | COMMON STOCK GBP.002 | | | 450,000 | | | | | | 66,765 | |
| | WEST FRASER TIMBER CO LTD | | COMMON STOCK | | | 9,200 | | | | | | 590,562 | |
| | WEST HOLDINGS CORP | | COMMON STOCK | | | 2,700 | | | | | | 124,481 | |
| | WEST JAPAN RAILWAY CO | | COMMON STOCK | | | 28,000 | | | | | | 1,472,129 | |
| | WESTERN AREAS LTD | | COMMON STOCK | | | 41,729 | | | | | | 84,773 | |
| | WESTERN SECURITIES CO LTD A | | COMMON STOCK CNY1.0 | | | 19,300 | | | | | | 29,983 | |
| | WESTGOLD RESOURCES LTD | | COMMON STOCK NPV | | | 57,005 | | | | | | 114,926 | |
| | WESTON (GEORGE) LTD | | COMMON STOCK | | | 13,246 | | | | | | 988,563 | |
| | WESTPAC BANKING CORP | | COMMON STOCK | | | 632,234 | | | | | | 9,441,770 | |
| | WESTPORTS HOLDINGS BHD | | COMMON STOCK | | | 295,600 | | | | | | 316,179 | |
| | WESTSHORE TERMINALS INVESTME | | COMMON STOCK | | | 9,100 | | | | | | 111,357 | |
| | WESTWING GROUP AG | | COMMON STOCK | | | 1,939 | | | | | | 78,577 | |
| | WETHERSPOON (J.D.) PLC | | COMMON STOCK GBP.02 | | | 12,942 | | | | | | 197,623 | |
| | WH GROUP LTD | | COMMON STOCK USD.0001 | | | 1,539,500 | | | | | | 1,290,649 | |
| | WH SMITH PLC | | COMMON STOCK GBP.22 | | | 20,644 | | | | | | 426,569 | |
| | WHA CORP PCL NVDR | | NVDR THB.1 | | | 2,128,700 | | | | | | 214,514 | �� |
| | WHA UTILITIES AND POWER FORE | | FOREIGN SH. THB1.0 A | | | 724,900 | | | | | | 101,622 | |
| | WHARF HOLDINGS LTD | | COMMON STOCK | | | 364,650 | | | | | | 982,009 | |
| | WHARF REAL ESTATE INVESTMENT | | COMMON STOCK HKD.1 | | | 267,650 | | | | | | 1,395,305 | |
| | WHEATON PRECIOUS METALS CORP | | COMMON STOCK | | | 77,792 | | | | | | 3,246,015 | |
| | WHITBREAD PLC | | COMMON STOCK GBP.767974 | | | 32,952 | | | | | | 1,461,446 | |
| | WHITECAP RESOURCES INC | | COMMON STOCK | | | 77,800 | | | | | | 296,788 | |
| | WHITEHAVEN COAL LTD | | COMMON STOCK | | | 131,170 | | | | | | 166,572 | |
| | WIENERBERGER AG | | COMMON STOCK | | | 22,786 | | | | | | 727,697 | |
| | WIHLBORGS FASTIGHETER AB | | COMMON STOCK SEK2.5 | | | 20,264 | | | | | | 458,399 | |
| | WILL SEMICONDUCTOR CO LTD A | | COMMON STOCK CNY1.0 | | | 6,300 | | | | | | 223,387 | |
| | WILLIAM HILL PLC | | COMMON STOCK GBP.1 | | | 161,482 | | | | | | 595,702 | |
| | WILMAR INTERNATIONAL LTD | | COMMON STOCK | | | 350,700 | | | | | | 1,234,823 | |
| | WILSON BAYLY HOLMES OVCON | | COMMON STOCK ZAR.01 | | | 9,229 | | | | | | 57,041 | |
| | WIN SEMICONDUCTORS CORP | | COMMON STOCK TWD10.0 | | | 77,000 | | | | | | 951,979 | |
| | WINBOND ELECTRONICS CORP | | COMMON STOCK TWD10. | | | 641,477 | | | | | | 659,010 | |
| | WING TAI HOLDINGS LTD | | COMMON STOCK | | | 72,500 | | | | | | 107,100 | |
| | WINGTECH TECHNOLOGY CO LTD A | | COMMON STOCK CNY1.0 | | | 10,300 | | | | | | 156,363 | |
| | WINNING HEALTH TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 84,500 | | | | | | 226,785 | |
| | WINPAK LTD | | COMMON STOCK | | | 6,000 | | | | | | 201,664 | |
| | WISETECH GLOBAL LTD | | COMMON STOCK | | | 21,019 | | | | | | 551,028 | |
| | WISTRON CORP | | COMMON STOCK TWD10. | | | 486,374 | | | | | | 538,124 | |
| | WISTRON NEWEB CORP | | COMMON STOCK TWD10. | | | 52,000 | | | | | | 144,234 | |
| | WIWYNN CORP | | COMMON STOCK TWD10.0 | | | 14,000 | | | | | | 350,677 | |
| | WIX.COM LTD | | COMMON STOCK ILS.01 | | | 9,100 | | | | | | 2,274,636 | |
| | WM MORRISON SUPERMARKETS | | COMMON STOCK GBP.1 | | | 378,087 | | | | | | 996,956 | |
| | WOLTERS KLUWER | | COMMON STOCK EUR.12 | | | 46,931 | | | | | | 3,967,278 | |
| | WONIK IPS CO LTD | | COMMON STOCK KRW500.0 | | | 7,988 | | | | | | 326,536 | |
| | WOODSIDE PETROLEUM LTD | | COMMON STOCK | | | 166,567 | | | | | | 2,923,898 | |
| | WOOLWORTHS GROUP LTD | | COMMON STOCK | | | 216,882 | | | | | | 6,583,654 | |
| | WOOLWORTHS HOLDINGS LTD | | COMMON STOCK | | | 171,458 | | | | | | 463,316 | |
| | WOORI FINANCIAL GROUP INC | | COMMON STOCK KRW5000.0 | | | 86,387 | | | | | | 777,707 | |
| | WORKSPACE GROUP PLC | | REIT GBP1.0 | | | 23,265 | | | | | | 244,519 | |
| | WORLDLINE SA | | COMMON STOCK EUR.68 | | | 39,523 | | | | | | 3,959,454 | |
| | WORLEY LTD | | COMMON STOCK | | | 60,410 | | | | | | 535,807 | |
| | WOWOW INC | | COMMON STOCK | | | 1,000 | | | | | | 27,483 | |
| | WPG HOLDINGS LTD | | COMMON STOCK TWD10. | | | 268,451 | | | | | | 409,400 | |
| | WPP PLC | | COMMON STOCK GBP.1 | | | 209,789 | | | | | | 2,278,446 | |
| | WPT INDUSTRIAL REAL ESTATE I | | REIT | | | 7,500 | | | | | | 108,375 | |
| | WSP GLOBAL INC | | COMMON STOCK | | | 19,000 | | | | | | 1,798,438 | |
| | WT MICROELECTRONICS CO LTD | | COMMON STOCK TWD10. | | | 66,723 | | | | | | 95,516 | |
| | WUESTENROT + WUERTTEMBERG | | COMMON STOCK | | | 4,374 | | | | | | 88,414 | |
| | WUHAN GUIDE INFRARED CO LT A | | COMMON STOCK CNY1.0 | | | 60,860 | | | | | | 389,201 | |
| | WUHU SANQI INTERACTIVE ENT A | | COMMON STOCK CNY1.0 | | | 23,000 | | | | | | 110,066 | |
| | WULIANGYE YIBIN CO LTD A | | COMMON STOCK CNY1.0 | | | 42,280 | | | | | | 1,891,555 | |
| | WUS PRINTED CIRCUIT KUNSHA A | | COMMON STOCK CNY1.0 | | | 18,800 | | | | | | 54,204 | |
| | WUXI APPTEC CO LTD A | | COMMON STOCK CNY1.0 | | | 22,400 | | | | | | 462,444 | |
| | WUXI APPTEC CO LTD H | | COMMON STOCK CNY1.0 | | | 39,592 | | | | | | 926,680 | |
| | WUXI BIOLOGICS CAYMAN INC | | COMMON STOCK USD.00001 | | | 502,500 | | | | | | 6,944,345 | |
| | WUXI LEAD INTELLIGENT EQUI A | | COMMON STOCK CNY1.0 | | | 36,600 | | | | | | 471,492 | |
| | WYNN MACAU LTD | | COMMON STOCK HKD.001 | | | 276,800 | | | | | | 465,316 | |
| | X 5 RETAIL GROUP NV REGS GDR | | GDR EUR1.0 | | | 23,929 | | | | | | 861,883 | |
| | X FAB SILICON FOUNDRIES SE | | COMMON STOCK | | | 10,048 | | | | | | 60,273 | |
| | XCMG CONSTRUCTION MACHIN A | | COMMON STOCK CNY1.0 | | | 85,300 | | | | | | 70,131 | |
| | XERO LTD | | COMMON STOCK | | | 20,492 | | | | | | 2,335,077 | |
| | XIABUXIABU CATERING MANAGEME | | COMMON STOCK USD.000025 | | | 64,500 | | | | | | 146,150 | |
| | XIAOMI CORP CLASS B | | COMMON STOCK USD.0000025 | | | 2,425,200 | | | | | | 10,457,200 | |
| | XINGDA INT L HOLDINGS | | COMMON STOCK HKD.1 | | | 542,595 | | | | | | 158,203 | |
| | XINHU ZHONGBAO CO LTD A | | COMMON STOCK CNY1.0 | | | 93,600 | | | | | | 44,477 | |
| | XINJIANG GOLDWIND SCI+TEC H | | COMMON STOCK CNY1.0 | | | 112,600 | | | | | | 225,834 | |
| | XINJIANG GOLDWIND SCI+TECH A | | COMMON STOCK CNY1.0 | | | 37,600 | | | | | | 82,221 | |
| | XINTEC INC | | COMMON STOCK TWD10.0 | | | 28,000 | | | | | | 182,933 | |
| | XINYI GLASS HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 269,580 | | | | | | 754,273 | |
| | XINYI SOLAR HOLDINGS LTD | | COMMON STOCK HKD.1 | | | 911,676 | | | | | | 2,378,676 | |
| | XPENG INC ADR | | ADR USD.00001 | | | 17,500 | | | | | | 1,224,961 | |
| | XTEP INTERNATIONAL HOLDINGS | | COMMON STOCK HKD.01 | | | 187,808 | | | | | | 93,801 | |
| | XVIVO PERFUSION AB | | COMMON STOCK | | | 3,935 | | | | | | 150,232 | |
| | YA MAN LTD | | COMMON STOCK | | | 4,900 | | | | | | 88,937 | |
| | YADEA GROUP HOLDINGS LTD | | COMMON STOCK USD.00001 | | | 192,000 | | | | | | 396,894 | |
| | YAGEO CORPORATION | | COMMON STOCK TWD10. | | | 46,458 | | | | | | 1,169,804 | |
| | YAKULT HONSHA CO LTD | | COMMON STOCK | | | 21,700 | | | | | | 1,093,993 | |
| | YAKUODO HOLDINGS CO LTD | | COMMON STOCK | | | 2,100 | | | | | | 50,316 | |
| | YAMABIKO CORP | | COMMON STOCK | | | 5,600 | | | | | | 70,457 | |
| | YAMADA HOLDINGS CO LTD | | COMMON STOCK | | | 122,900 | | | | | | 653,093 | |
| | YAMAGATA BANK LTD/THE | | COMMON STOCK | | | 4,500 | | | | | | 45,059 | |
| | YAMAGUCHI FINANCIAL GROUP IN | | COMMON STOCK | | | 35,400 | | | | | | 200,777 | |
| | YAMAHA CORP | | COMMON STOCK | | | 22,800 | | | | | | 1,344,117 | |
| | YAMAHA MOTOR CO LTD | | COMMON STOCK | | | 49,800 | | | | | | 1,018,409 | |
| | YAMAMA CEMENT CO | | COMMON STOCK SAR10.0 | | | 16,830 | | | | | | 132,564 | |
| | YAMANA GOLD INC | | COMMON STOCK | | | 164,581 | | | | | | 939,171 | |
| | YAMASHIN FILTER CORP | | COMMON STOCK | | | 3,300 | | | | | | 36,246 | |
| | YAMATO HOLDINGS CO LTD | | COMMON STOCK | | | 52,000 | | | | | | 1,328,402 | |
| | YAMATO KOGYO CO LTD | | COMMON STOCK | | | 7,300 | | | | | | 196,017 | |
| | YAMAZAKI BAKING CO LTD | | COMMON STOCK | | | 24,000 | | | | | | 401,104 | |
| | YAMAZEN CORP | | COMMON STOCK | | | 13,700 | | | | | | 137,669 | |
| | YANBU CEMENT CO | | COMMON STOCK SAR10.0 | | | 13,090 | | | | | | 141,486 | |
| | YANBU NATIONAL PETROCHEMICAL | | COMMON STOCK SAR10. | | | 42,933 | | | | | | 731,266 | |
| | YANDEX NV A | | COMMON STOCK EUR.01 | | | 51,713 | | | | | | 3,598,191 | |
| | YANG MING MARINE TRANSPORT | | COMMON STOCK TWD10. | | | 272,107 | | | | | | 284,119 | |
| | YANGZIJIANG SHIPBUILDING | | COMMON STOCK | | | 466,500 | | | | | | 337,406 | |
| | YANLORD LAND GROUP LTD | | COMMON STOCK | | | 124,500 | | | | | | 105,434 | |
| | YANZHOU COAL MINING CO H | | COMMON STOCK CNY1.0 | | | 400,800 | | | | | | 320,501 | |
| | YAOKO CO LTD | | COMMON STOCK | | | 3,300 | | | | | | 230,060 | |
| | YARA INTERNATIONAL ASA | | COMMON STOCK NOK1.7 | | | 32,806 | | | | | | 1,363,908 | |
| | YASKAWA ELECTRIC CORP | | COMMON STOCK | | | 41,300 | | | | | | 2,057,743 | |
| | YDUQS PARTICIPACOES SA | | COMMON STOCK | | | 66,100 | | | | | | 420,518 | |
| | YEALINK NETWORK TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 14,250 | | | | | | 159,302 | |
| | YELLOW HAT LTD | | COMMON STOCK | | | 5,500 | | | | | | 89,562 | |
| | YFY INC | | COMMON STOCK TWD10. | | | 200,000 | | | | | | 209,963 | |
| | YICHANG HEC CHANGJIANG PHA H | | COMMON STOCK CNY1.0 | | | 45,600 | | | | | | 51,940 | |
| | YIFENG PHARMACY CHAIN CO L A | | COMMON STOCK CNY1.0 | | | 7,420 | | | | | | 102,353 | |
| | YIHAI INTERNATIONAL HOLDING | | COMMON STOCK USD.00001 | | | 101,000 | | | | | | 1,504,672 | |
| | YINSON HOLDINGS BHD | | COMMON STOCK | | | 190,800 | | | | | | 273,097 | |
| | YIT OYJ | | COMMON STOCK | | | 23,548 | | | | | | 142,049 | |
| | YODOGAWA STEEL WORKS LTD | | COMMON STOCK | | | 3,600 | | | | | | 73,595 | |
| | YOKOGAWA BRIDGE HOLDINGS COR | | COMMON STOCK | | | 5,400 | | | | | | 114,495 | |
| | YOKOGAWA ELECTRIC CORP | | COMMON STOCK | | | 38,500 | | | | | | 768,455 | |
| | YOKOHAMA REITO CO LTD | | COMMON STOCK | | | 8,200 | | | | | | 68,547 | |
| | YOKOHAMA RUBBER CO LTD | | COMMON STOCK | | | 22,000 | | | | | | 327,899 | |
| | YOKOWO CO LTD | | COMMON STOCK | | | 2,500 | | | | | | 75,205 | |
| | YOMIURI LAND CO LTD | | COMMON STOCK | | | 700 | | | | | | 40,874 | |
| | YONDOSHI HOLDINGS INC | | COMMON STOCK | | | 2,500 | | | | | | 48,375 | |
| | YONEX CO LTD | | COMMON STOCK | | | 16,800 | | | | | | 97,540 | |
| | YONGHUI SUPERSTORES CO LTD A | | COMMON STOCK CNY1.0 | | | 113,000 | | | | | | 124,213 | |
| | YONYOU NETWORK TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 29,120 | | | | | | 195,669 | |
| | YOSHINOYA HOLDINGS CO LTD | | COMMON STOCK | | | 12,100 | | | | | | 223,768 | |
| | YOUNGONE CORP | | COMMON STOCK KRW500.0 | | | 8,486 | | | | | | 247,169 | |
| | YPF S.A. SPONSORED ADR | | ADR | | | 38,700 | | | | | | 181,890 | |
| | YPSOMED HOLDING AG REG | | COMMON STOCK CHF14.15 | | | 538 | | | | | | 90,201 | |
| | YUAN RENMINBI | | FOREIGN CURRENCY | | | 12,880,370 | | | | | | 1,969,536 | |
| | YUANTA FINANCIAL HOLDING CO | | COMMON STOCK TWD10. | | | 1,931,705 | | | | | | 1,413,098 | |
| | YUANTA SECURITIES KOREA | | COMMON STOCK KRW5000.0 | | | 41,698 | | | | | | 117,617 | |
| | YUASA TRADING CO LTD | | COMMON STOCK | | | 1,800 | | | | | | 58,021 | |
| | YUE YUEN INDUSTRIAL HLDG | | COMMON STOCK HKD.25 | | | 143,238 | | | | | | 298,343 | |
| | YUEXIU PROPERTY CO LTD | | COMMON STOCK | | | 1,812,000 | | | | | | 365,303 | |
| | YUEXIU REAL ESTATE INVESTMEN | | REIT | | | 275,000 | | | | | | 134,109 | |
| | YUEXIU TRANSPORT INFRASTRUCT | | COMMON STOCK HKD.1 | | | 472,799 | | | | | | 322,075 | |
| | YUHAN CORP | | COMMON STOCK KRW1000.0 | | | 11,880 | | | | | | 821,858 | |
| | YULON MOTOR COMPANY | | COMMON STOCK TWD10. | | | 100,763 | | | | | | 168,243 | |
| | YUM CHINA HOLDINGS INC | | COMMON STOCK USD.01 | | | 63,800 | | | | | | 3,882,120 | |
| | YUNDA HOLDING CO LTD A | | COMMON STOCK CNY1.0 | | | 47,190 | | | | | | 113,472 | |
| | YUNGJIN PHARMACEUTICAL CO | | COMMON STOCK KRW500. | | | 27,349 | | | | | | 203,450 | |
| | YUNGTAY ENGINEERING CO LTD | | COMMON STOCK TWD10. | | | 11,000 | | | | | | 24,560 | |
| | YUNNAN BAIYAO GROUP CO LTD A | | COMMON STOCK CNY1.0 | | | 13,900 | | | | | | 242,046 | |
| | YUNNAN ENERGY NEW MATERIAL A | | COMMON STOCK CNY1.0 | | | 9,000 | | | | | | 194,850 | |
| | YURTEC CORP | | COMMON STOCK | | | 6,500 | | | | | | 52,528 | |
| | YUZHOU GROUP HOLDINGS CO LTD | | COMMON STOCK HKD.1 | | | 544,941 | | | | | | 196,874 | |
| | Z ENERGY LTD | | COMMON STOCK | | | 81,890 | | | | | | 188,636 | |
| | Z HOLDINGS CORP | | COMMON STOCK | | | 456,600 | | | | | | 2,769,613 | |
| | ZAI LAB LTD ADR | | ADR USD.00006 | | | 6,700 | | | | | | 1,583,488 | |
| | ZALANDO SE | | COMMON STOCK | | | 25,954 | | | | | | 2,896,277 | |
| | ZARDOYA OTIS SA | | COMMON STOCK EUR.1 | | | 18,157 | | | | | | 225,113 | |
| | ZEAL NETWORK SE | | COMMON STOCK | | | 2,284 | | | | | | 128,449 | |
| | ZEALAND PHARMA A/S | | COMMON STOCK DKK1. | | | 4,763 | | | | | | 173,275 | |
| | ZEDER INVESTMENTS LTD | | COMMON STOCK ZAR.01 | | | 187,873 | | | | | | 33,388 | |
| | ZEHNDER GROUP AG RG | | COMMON STOCK CHF.05 | | | 1,575 | | | | | | 105,245 | |
| | ZENKOKU HOSHO CO LTD | | COMMON STOCK | | | 9,500 | | | | | | 436,966 | |
| | ZENRIN CO LTD | | COMMON STOCK | | | 5,400 | | | | | | 66,111 | |
| | ZENSHO HOLDINGS CO LTD | | COMMON STOCK | | | 16,900 | | | | | | 440,750 | |
| | ZEON CORP | | COMMON STOCK | | | 24,000 | | | | | | 346,230 | |
| | ZERIA PHARMACEUTICAL CO LTD | | COMMON STOCK | | | 4,900 | | | | | | 90,342 | |
| | ZHANGZHOU PIENTZEHUANG PHA A | | COMMON STOCK CNY1.0 | | | 5,000 | | | | | | 205,145 | |
| | ZHAOJIN MINING INDUSTRY H | | COMMON STOCK CNY1.0 | | | 309,000 | | | | | | 365,238 | |
| | ZHEJIANG CHINT ELECTRICS A | | COMMON STOCK CNY1.0 | | | 23,376 | | | | | | 140,261 | |
| | ZHEJIANG DAHUA TECHNOLOGY A | | COMMON STOCK CNY1.0 | | | 32,600 | | | | | | 99,372 | |
| | ZHEJIANG DINGLI MACHINERY A | | COMMON STOCK CNY1.0 | | | 4,060 | | | | | | 62,979 | |
| | ZHEJIANG EXPRESSWAY CO H | | COMMON STOCK CNY1.0 | | | 336,000 | | | | | | 284,148 | |
| | ZHEJIANG HUAYOU COBALT CO A | | COMMON STOCK CNY1.0 | | | 43,800 | | | | | | 531,498 | |
| | ZHEJIANG JUHUA CO A | | COMMON STOCK CNY1.0 | | | 25,500 | | | | | | 31,665 | |
| | ZHEJIANG LONGSHENG GROUP C A | | COMMON STOCK CNY1.0 | | | 35,400 | | | | | | 73,749 | |
| | ZHEJIANG NHU CO LTD A | | COMMON STOCK CNY1.0 | | | 23,400 | | | | | | 120,758 | |
| | ZHEJIANG SANHUA INTELLIGEN A | | COMMON STOCK CNY1.0 | | | 39,130 | | | | | | 147,930 | |
| | ZHEJIANG SEMIR GARMENT CO A | | COMMON STOCK CNY1.0 | | | 53,600 | | | | | | 82,275 | |
| | ZHEJIANG SUPOR CO LTD A | | COMMON STOCK CNY1.0 | | | 6,000 | | | | | | 71,603 | |
| | ZHEJIANG WOLWO BIO PHARMAC A | | COMMON STOCK CNY1.0 | | | 2,500 | | | | | | 29,324 | |
| | ZHEN DING TECHNOLOGY HOLDING | | COMMON STOCK TWD10. | | | 82,000 | | | | | | 333,946 | |
| | ZHENRO PROPERTIES GROUP LTD | | COMMON STOCK USD.00001 | | | 277,000 | | | | | | 166,754 | |
| | ZHONGAN ONLINE P+C INSURAN H | | COMMON STOCK CNY1.0 | | | 55,400 | | | | | | 260,010 | |
| | ZHONGJI INNOLIGHT CO LTD A | | COMMON STOCK CNY1.0 | | | 8,100 | | | | | | 63,150 | |
| | ZHONGSHENG GROUP HOLDINGS | | COMMON STOCK HKD.0001 | | | 101,500 | | | | | | 723,519 | |
| | ZHOU HEI YA INTERNATIONAL HO | | COMMON STOCK USD.000001 | | | 108,000 | | | | | | 115,115 | |
| | ZHUZHOU CRRC TIMES ELECTRI H | | COMMON STOCK CNY1.0 | | | 111,000 | | | | | | 484,929 | |
| | ZIGEXN CO LTD | | COMMON STOCK | | | 6,500 | | | | | | 24,974 | |
| | ZIGNAGO VETRO SPA | | COMMON STOCK EUR.1 | | | 2,240 | | | | | | 37,562 | |
| | ZIJIN MINING GROUP CO LTD A | | COMMON STOCK CNY.1 | | | 143,400 | | | | | | 204,487 | |
| | ZIJIN MINING GROUP CO LTD H | | COMMON STOCK CNY.1 | | | 1,227,000 | | | | | | 1,380,251 | |
| | ZINUS INC | | KRW5000 | | | 1,469 | | | | | | 139,292 | |
| | ZIP CO LTD | | COMMON STOCK | | | 37,692 | | | | | | 232,369 | |
| | ZOJIRUSHI CORP | | COMMON STOCK | | | 5,500 | | | | | | 98,484 | |
| | ZOOMLION HEAVY INDUSTRY H | | COMMON STOCK CNY1.0 | | | 251,800 | | | | | | 302,137 | |
| | ZOOMLION HEAVY INDUSTRY S A | | COMMON STOCK CNY1.0 | | | 69,800 | | | | | | 105,708 | |
| | ZOOPLUS AG | | COMMON STOCK | | | 1,089 | | | | | | 225,884 | |
| | ZOZO INC | | COMMON STOCK | | | 20,100 | | | | | | 497,138 | |
| | ZTE CORP A | | COMMON STOCK CNY1.0 | | | 37,400 | | | | | | 193,043 | |
| | ZTE CORP H | | COMMON STOCK CNY1.0 | | | 101,390 | | | | | | 254,838 | |
| | ZTO EXPRESS CAYMAN INC ADR | | ADR USD.0001 | | | 60,000 | | | | | | 2,014,959 | |
| | ZUKEN INC | | COMMON STOCK | | | 2,400 | | | | | | 66,960 | |
| | ZUR ROSE GROUP AG | | COMMON STOCK CHF5.75 | | | 1,431 | | | | | | 457,834 | |
| | ZURICH INSURANCE GROUP AG | | COMMON STOCK CHF.1 | | | 25,573 | | | | | | 10,855,436 | |
| | | | | | | | | | | | | | |
| | | | EXHIBIT C - Total International Stock Market Index Fund | | | | | $ | 5,132,976,152 | |
| | | | | |
| n / a - Cost is not applicable | | | | |
EXHIBIT D - Total Bond Market Fund
(Managed by Neuberger Berman)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | | value | |
| | | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | | |
| | | | | | | Par Value | | | | | | | |
| | | 3M COMPANY | | 3.05% 15 Apr 2030 | | | 1,000,000 | | | | | | $ | 1,136,860 | |
| | | 3M COMPANY | | 4% 14 Sep 2048 | | | 2,000,000 | | | | | | | 2,570,685 | |
| | | ABBOTT LABORATORIES | | 4.9% 30 Nov 2046 | | | 1,150,000 | | | | | | | 1,704,880 | |
| | | ABBVIE INC | | 2.6% 21 Nov 2024 | | | 9,705,000 | | | | | | | 10,401,778 | |
| | | ABBVIE INC | | 3.8% 15 Mar 2025 | | | 3,300,000 | | | | | | | 3,680,089 | |
| | | ABBVIE INC | | 4.85% 15 Jun 2044 | | | 620,000 | | | | | | | 820,595 | |
| | | ABBVIE INC | | 2.9% 06 Nov 2022 | | | 2,000,000 | | | | | | | 2,092,160 | |
| | | ABBVIE INC | | 4.7% 14 May 2045 | | | 2,760,000 | | | | | | | 3,610,674 | |
| | | ACUITY BRANDS LIGHTING | | 2.15% 15 Dec 2030 | | | 3,740,000 | | | | | | | 3,794,344 | |
| | | AEP TEXAS INC | | 3.45% 15 Jan 2050 | | | 2,000,000 | | | | | | | 2,239,863 | |
| | | AERCAP IRELAND CAP/GLOBA | | 2.875% 14 Aug 2024 | | | 2,495,000 | | | | | | | 2,594,765 | |
| | | AETNA INC | | 2.75% 15 Nov 2022 | | | 1,650,000 | | | | | | | 1,711,156 | |
| | | AIR LEASE CORP | | 3.5% 15 Jan 2022 | | | 4,715,000 | | | | | | | 4,852,253 | |
| | | AIR PRODUCTS + CHEMICALS | | 1.5% 15 Oct 2025 | | | 3,935,000 | | | | | | | 4,101,559 | |
| | | AIRCASTLE LTD | | 5% 01 Apr 2023 | | | 2,000,000 | | | | | | | 2,131,809 | |
| | | ALIBABA GROUP HOLDING | | 4% 06 Dec 2037 | | | 1,355,000 | | | | | | | 1,598,102 | |
| | | ALLSTATE CORP | | 3.28% 15 Dec 2026 | | | 4,000,000 | | | | | | | 4,566,403 | |
| | | ALPHABET INC | | 1.1% 15 Aug 2030 | | | 2,170,000 | | | | | | | 2,140,332 | |
| | | ALPHABET INC | | 2.05% 15 Aug 2050 | | | 1,000,000 | | | | | | | 954,430 | |
| | | ALPHABET INC | | 2.25% 15 Aug 2060 | | | 855,000 | | | | | | | 826,758 | |
| | | ALTRIA GROUP INC | | 5.375% 31 Jan 2044 | | | 3,000,000 | | | | | | | 3,834,285 | |
| | | AMAZON.COM INC | | 0.8% 03 Jun 2025 | | | 3,730,000 | | | | | | | 3,784,712 | |
| | | AMAZON.COM INC | | 1.5% 03 Jun 2030 | | | 3,730,000 | | | | | | | 3,793,443 | |
| | | AMAZON.COM INC | | 4.8% 05 Dec 2034 | | | 1,500,000 | | | | | | | 2,058,171 | |
| | | AMEREN CORP | | 3.5% 15 Jan 2031 | | | 3,030,000 | | | | | | | 3,495,875 | |
| | | AMERICA MOVIL SAB DE CV | | 6.125% 30 Mar 2040 | | | 2,100,000 | | | | | | | 3,121,797 | |
| | | AMERICAN EXPRESS CO | | 3.4% 22 Feb 2024 | | | 5,000,000 | | | | | | | 5,426,407 | |
| | | AMERICAN HONDA FINANCE | | 2.2% 27 Jun 2022 | | | 3,500,000 | | | | | | | 3,596,705 | |
| | | AMERICAN INTL GROUP | | 4.7% 10 Jul 2035 | | | 1,465,000 | | | | | | | 1,891,009 | |
| | | AMERICAN INTL GROUP | | 3.75% 10 Jul 2025 | | | 3,000,000 | | | | | | | 3,370,485 | |
| | | AMERICAN MUNI PWR OHIO INC OH | | 7.834% 15 Feb 2041 | | | 930,000 | | | | | | | 1,511,380 | |
| | | AMERICAN TOWER CORP | | 3.1% 15 Jun 2050 | | | 1,000,000 | | | | | | | 1,030,027 | |
| | | AMERICAN TOWER CORP | | 3.5% 31 Jan 2023 | | | 2,000,000 | | | | | | | 2,120,338 | |
| | | AMERICAN WATER CAPITAL C | | 4.15% 01 Jun 2049 | | | 2,000,000 | | | | | | | 2,648,134 | |
| | | AMGEN INC | | 3.15% 21 Feb 2040 | | | 1,025,000 | | | | | | | 1,128,330 | |
| | | AMGEN INC | | 4.4% 01 May 2045 | | | 1,500,000 | | | | | | | 1,925,200 | |
| | | AMGEN INC | | 2.65% 11 May 2022 | | | 1,315,000 | | | | | | | 1,355,682 | |
| | | AMGEN INC | | 3.2% 02 Nov 2027 | | | 1,000,000 | | | | | | | 1,122,732 | |
| | | ANHEUSER BUSCH CO/INBEV | | 4.9% 01 Feb 2046 | | | 8,885,000 | | | | | | | 11,552,549 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.15% 23 Jan 2025 | | | 4,000,000 | | | | | | | 4,554,760 | |
| | | ANTHEM INC | | 3.65% 01 Dec 2027 | | | 4,000,000 | | | | | | | 4,612,684 | |
| | | ANTHEM INC | | 3.3% 15 Jan 2023 | | | 1,400,000 | | | | | | | 1,480,839 | |
| | | APPLE INC | | 2.5% 09 Feb 2022 | | | 3,690,000 | | | | | | | 3,773,996 | |
| | | APPLE INC | | 1.25% 20 Aug 2030 | | | 2,175,000 | | | | | | | 2,175,455 | |
| | | APPLE INC | | 2.55% 20 Aug 2060 | | | 865,000 | | | | | | | 889,637 | |
| | | APPLE INC | | 4.5% 23 Feb 2036 | | | 3,750,000 | | | | | | | 5,048,328 | |
| | | APPLE INC | | 4.65% 23 Feb 2046 | | | 1,120,000 | | | | | | | 1,592,031 | |
| | | APPLE INC | | 3.2% 11 May 2027 | | | 2,920,000 | | | | | | | 3,297,057 | |
| | | ARES CAPITAL CORP | | 3.875% 15 Jan 2026 | | | 2,000,000 | | | | | | | 2,167,165 | |
| | | ASIAN DEVELOPMENT BANK | | 1.875% 24 Jan 2030 | | | 4,010,000 | | | | | | | 4,318,722 | |
| | | ASIAN DEVELOPMENT BANK | | 2.75% 19 Jan 2028 | | | 2,000,000 | | | | | | | 2,267,244 | |
| | | ASTRAZENECA PLC | | 6.45% 15 Sep 2037 | | | 2,000,000 | | | | | | | 3,086,735 | |
| | | AT+T INC | | 3.1% 01 Feb 2043 | | | 2,435,000 | | | | | | | 2,471,448 | |
| | | AT+T INC | | 3.5% 01 Feb 2061 | | | 1,820,000 | | | | | | | 1,812,683 | |
| | | AT+T INC | | 3.5% 15 Sep 2053 | | | 2,263,000 | | | | | | | 2,266,321 | |
| | | AT+T INC | | 3.55% 15 Sep 2055 | | | 2,198,000 | | | | | | | 2,190,538 | |
| | | AT+T INC | | 3.65% 15 Sep 2059 | | | 672,000 | | | | | | | 678,544 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | | 3,508,000 | | | | | | | 3,596,185 | |
| | | AT+T INC | | 4.5% 09 Mar 2048 | | | 3,467,000 | | | | | | | 4,147,052 | |
| | | AT+T INC | | 4.35% 01 Mar 2029 | | | 3,000,000 | | | | | | | 3,577,983 | |
| | | ATHENE HOLDING LTD | | 3.5% 15 Jan 2031 | | | 2,500,000 | | | | | | | 2,642,022 | |
| | | AUTODESK INC | | 2.85% 15 Jan 2030 | | | 4,705,000 | | | | | | | 5,224,456 | |
| | | BAKER HUGHES LLC/CO OBL | | 2.773% 15 Dec 2022 | | | 3,000,000 | | | | | | | 3,133,181 | |
| | | BANCO SANTANDER SA | | 2.749% 03 Dec 2030 | | | 3,200,000 | | | | | | | 3,298,326 | |
| | | BANCO SANTANDER SA | | 3.8% 23 Feb 2028 | | | 2,200,000 | | | | | | | 2,491,730 | |
| | | BANK OF AMERICA CORP | | 3.875% 01 Aug 2025 | | | 3,590,000 | | | | | | | 4,091,866 | |
| | | BANK OF AMERICA CORP | | 1% 20 Mar 2051 | | | 855,000 | | | | | | | 1,079,753 | |
| | | BANK OF AMERICA CORP | | 3.3% 11 Jan 2023 | | | 3,525,000 | | | | | | | 3,737,240 | |
| | | BANK OF AMERICA CORP | | 1% 24 Apr 2038 | | | 2,000,000 | | | | | | | 2,463,833 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2028 | | | 7,261,000 | | | | | | | 8,201,620 | |
| | | BANK OF AMERICA CORP | | 1% 15 Mar 2050 | | | 1,020,000 | | | | | | | 1,338,214 | |
| | | BANK OF AMERICA CORP | | 1% 23 Apr 2040 | | | 1,165,000 | | | | | | | 1,434,422 | |
| | | BANK OF AMERICA CORP | | 1% 22 Oct 2030 | | | 2,130,000 | | | | | | | 2,338,974 | |
| | | BANK OF AMERICA NA | | 6% 15 Oct 2036 | | | 1,100,000 | | | | | | | 1,645,271 | |
| | | BANK OF NOVA SCOTIA | | 1.625% 01 May 2023 | | | 3,905,000 | | | | | | | 4,017,364 | |
| | | BANK OF NY MELLON CORP | | 2.6% 07 Feb 2022 | | | 2,750,000 | | | | | | | 2,815,184 | |
| | | BARCLAYS PLC | | 4.337% 10 Jan 2028 | | | 5,000,000 | | | | | | | 5,743,939 | |
| | | BARRICK PD AU FIN PTY LT | | 5.95% 15 Oct 2039 | | | 1,055,000 | | | | | | | 1,518,919 | |
| | | BAT CAPITAL CORP | | 2.726% 25 Mar 2031 | | | 2,300,000 | | | | | | | 2,382,208 | |
| | | BAT CAPITAL CORP | | 3.222% 15 Aug 2024 | | | 1,800,000 | | | | | | | 1,948,720 | |
| | | BAT CAPITAL CORP | | 4.54% 15 Aug 2047 | | | 1,545,000 | | | | | | | 1,715,648 | |
| | | BAY AREA CA TOLL AUTH TOLL BRI | | 7.043% 01 Apr 2050 | | | 500,000 | | | | | | | 915,320 | |
| | | BECTON DICKINSON AND CO | | 3.734% 15 Dec 2024 | | | 4,015,000 | | | | | | | 4,451,374 | |
| | | BERKSHIRE HATHAWAY ENERG | | 2.85% 15 May 2051 | | | 2,000,000 | | | | | | | 2,057,345 | |
| | | BERKSHIRE HATHAWAY ENERG | | 6.125% 01 Apr 2036 | | | 3,931,000 | | | | | | | 5,818,201 | |
| | | BERKSHIRE HATHAWAY FIN | | 5.75% 15 Jan 2040 | | | 1,275,000 | | | | | | | 1,956,636 | |
| | | BIOGEN INC | | 2.25% 01 May 2030 | | | 1,500,000 | | | | | | | 1,566,901 | |
| * | | BLACKROCK INC | | 2.4% 30 Apr 2030 | | | 3,565,000 | | | | | | | 3,897,715 | |
| | | BOEING CO | | 5.93% 01 May 2060 | | | 2,430,000 | | | | | | | 3,447,183 | |
| | | BOEING CO | | 5.15% 01 May 2030 | | | 5,510,000 | | | | | | | 6,668,486 | |
| | | BOEING CO | | 3.25% 01 Mar 2028 | | | 2,350,000 | | | | | | | 2,486,939 | |
| | | BOEING CO | | 3.55% 01 Mar 2038 | | | 1,000,000 | | | | | | | 1,020,192 | |
| | | BOSTON PROPERTIES LP | | 3.4% 21 Jun 2029 | | | 4,065,000 | | | | | | | 4,537,604 | |
| | | BP CAP MARKETS AMERICA | | 3.79% 06 Feb 2024 | | | 5,000,000 | | | | | | | 5,464,192 | |
| | | BRIGHTHOUSE FINANCIAL IN | | 4.7% 22 Jun 2047 | | | 600,000 | | | | | | | 626,547 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.4% 26 Jul 2029 | | | 3,500,000 | | | | | | | 4,074,563 | |
| | | BRISTOL MYERS SQUIBB CO | | 5% 15 Aug 2045 | | | 2,000,000 | | | | | | | 2,892,765 | |
| | | BRITISH TELECOMMUNICATIO | | 9.625% 15 Dec 2030 | | | 400,000 | | | | | | | 663,675 | |
| | | BROADCOM CRP / CAYMN FI | | 3.875% 15 Jan 2027 | | | 2,930,000 | | | | | | | 3,288,360 | |
| | | BROADCOM INC | | 5% 15 Apr 2030 | | | 4,180,000 | | | | | | | 5,081,258 | |
| | | BROOKFIELD FINANCE INC | | 3.9% 25 Jan 2028 | | | 3,000,000 | | | | | | | 3,442,266 | |
| | | BURLINGTN NORTH SANTA FE | | 4.375% 01 Sep 2042 | | | 1,800,000 | | | | | | | 2,381,938 | |
| | | BURLINGTN NORTH SANTA FE | | 4.9% 01 Apr 2044 | | | 1,000,000 | | | | | | | 1,410,099 | |
| | | CALIFORNIA ST | | 7.55% 01 Apr 2039 | | | 3,710,000 | | | | | | | 6,514,018 | |
| | | CANADIAN NATL RESOURCES | | 2.95% 15 Jan 2023 | | | 5,710,000 | | | | | | | 5,971,975 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.9% 29 Jan 2024 | | | 5,000,000 | | | | | | | 5,476,884 | |
| | | CARDINAL HEALTH INC | | 3.5% 15 Nov 2024 | | | 3,735,000 | | | | | | | 4,095,357 | |
| | | CARRIER GLOBAL CORP | | 2.242% 15 Feb 2025 | | | 3,255,000 | | | | | | | 3,444,320 | |
| | | CARRINGTON MORTGAGE LOAN TRUST | | 1% 25 Jun 2036 | | | 74,336 | | | | | | | 27,128 | |
| | | CATERPILLAR INC | | 2.6% 09 Apr 2030 | | | 4,000,000 | | | | | | | 4,409,408 | |
| | | CATERPILLAR INC | | 3.25% 19 Sep 2049 | | | 925,000 | | | | | | | 1,085,061 | |
| | | CENTERPOINT ENER HOUSTON | | 3.95% 01 Mar 2048 | | | 1,250,000 | | | | | | | 1,573,150 | |
| | | CHARTER COMM OPT LLC/CAP | | 3.7% 01 Apr 2051 | | | 2,105,000 | | | | | | | 2,185,947 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.908% 23 Jul 2025 | | | 1,600,000 | | | | | | | 1,858,317 | |
| | | CHARTER COMM OPT LLC/CAP | | 6.484% 23 Oct 2045 | | | 2,000,000 | | | | | | | 2,828,919 | |
| | | CHEVRON CORP | | 1.141% 11 May 2023 | | | 3,965,000 | | | | | | | 4,048,485 | |
| | | CIGNA CORP | | 4.375% 15 Oct 2028 | | | 1,600,000 | | | | | | | 1,933,899 | |
| | | CIGNA CORP | | 4.9% 15 Dec 2048 | | | 2,465,000 | | | | | | | 3,389,711 | |
| | | CISCO SYSTEMS INC | | 2.6% 28 Feb 2023 | | | 4,735,000 | | | | | | | 4,975,635 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 4.023% 10 Mar 2047 | | | 3,530,000 | | | | | | | 3,852,161 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.371% 10 Oct 2047 | | | 5,634,369 | | | | | | | 5,893,963 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.717% 15 Sep 2048 | | | 3,400,000 | | | | | | | 3,822,429 | |
| | | CITIGROUP INC | | 1% 26 Mar 2041 | | | 1,310,000 | | | | | | | 1,844,636 | |
| | | CITIGROUP INC | | 3.875% 25 Oct 2023 | | | 4,900,000 | | | | | | | 5,388,432 | |
| | | CITIGROUP INC | | 4.3% 20 Nov 2026 | | | 4,090,000 | | | | | | | 4,761,597 | |
| | | CITIGROUP INC | | 4.4% 10 Jun 2025 | | | 4,820,000 | | | | | | | 5,510,736 | |
| | | CITIGROUP INC | | 4.65% 30 Jul 2045 | | | 2,098,000 | | | | | | | 2,808,111 | |
| | | CMS ENERGY CORP | | 1% 01 Dec 2050 | | | 2,500,000 | | | | | | | 2,554,250 | |
| | | CNOOC PETROLEUM NORTH | | 6.4% 15 May 2037 | | | 2,205,000 | | | | | | | 3,003,320 | |
| | | COCA COLA CO/THE | | 2.5% 01 Jun 2040 | | | 2,025,000 | | | | | | | 2,156,920 | |
| | | COMCAST CORP | | 3.75% 01 Apr 2040 | | | 1,165,000 | | | | | | | 1,407,349 | |
| | | COMCAST CORP | | 1.5% 15 Feb 2031 | | | 2,115,000 | | | | | | | 2,100,691 | |
| | | COMCAST CORP | | 2.65% 15 Aug 2062 | | | 890,000 | | | | | | | 890,986 | |
| | | COMCAST CORP | | 4.65% 15 Jul 2042 | | | 2,760,000 | | | | | | | 3,739,628 | |
| | | COMCAST CORP | | 3.375% 15 Aug 2025 | | | 3,100,000 | | | | | | | 3,458,798 | |
| | | COMCAST CORP | | 3% 01 Feb 2024 | | | 2,750,000 | | | | | | | 2,958,297 | |
| | | COMCAST CORP | | 4% 15 Aug 2047 | | | 2,000,000 | | | | | | | 2,512,101 | |
| | | COMCAST CORP | | 3.95% 15 Oct 2025 | | | 1,810,000 | | | | | | | 2,079,473 | |
| | | COMM MORTGAGE TRUST | | 4.046% 10 Oct 2046 | | | 4,000,000 | | | | | | | 4,331,162 | |
| | | COMM MORTGAGE TRUST | | 3.528% 10 Dec 2047 | | | 4,479,412 | | | | | | | 4,843,230 | |
| | | COMM MORTGAGE TRUST | | 3.644% 10 Dec 2047 | | | 2,535,000 | | | | | | | 2,793,766 | |
| | | COMM MORTGAGE TRUST | | 3.63% 10 Oct 2048 | | | 4,250,000 | | | | | | | 4,763,572 | |
| | | COMMONSPIRIT HEALTH | | 3.91% 01 Oct 2050 | | | 1,205,000 | | | | | | | 1,343,344 | |
| | | CON EDISON CO OF NY INC | | 3.95% 01 Mar 2043 | | | 1,250,000 | | | | | | | 1,474,654 | |
| | | CON EDISON CO OF NY INC | | 4.125% 15 May 2049 | | | 2,145,000 | | | | | | | 2,651,051 | |
| | | CONAGRA BRANDS INC | | 4.85% 01 Nov 2028 | | | 1,000,000 | | | | | | | 1,241,873 | |
| | | CONCHO RESOURCES INC | | 3.75% 01 Oct 2027 | | | 3,000,000 | | | | | | | 3,428,735 | |
| | | CONNECTICUT ST | | 5.85% 15 Mar 2032 | | | 1,045,000 | | | | | | | 1,460,471 | |
| | | CONOCOPHILLIPS | | 6.5% 01 Feb 2039 | | | 2,000,000 | | | | | | | 3,093,138 | |
| | | CONOCOPHILLIPS COMPANY | | 4.3% 15 Nov 2044 | | | 600,000 | | | | | | | 754,413 | |
| | | CONSTELLATION BRANDS INC | | 2.875% 01 May 2030 | | | 2,000,000 | | | | | | | 2,191,559 | |
| | | COOPERATIEVE RABOBANK UA | | 4.625% 01 Dec 2023 | | | 2,000,000 | | | | | | | 2,229,103 | |
| | | CORPORATE OFFICE PROP LP | | 3.6% 15 May 2023 | | | 1,000,000 | | | | | | | 1,058,705 | |
| | | COSTCO WHOLESALE CORP | | 1.6% 20 Apr 2030 | | | 1,780,000 | | | | | | | 1,823,961 | |
| | | CREDIT SUISSE GROUP AG | | 3.75% 26 Mar 2025 | | | 5,000,000 | | | | | | | 5,551,047 | |
| | | CROWN CASTLE INTL CORP | | 4.3% 15 Feb 2029 | | | 3,365,000 | | | | | | | 3,996,508 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.502% 15 Nov 2049 | | | 5,555,000 | | | | | | | 6,179,372 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.779% 15 Mar 2052 | | | 5,750,000 | | | | | | | 6,555,705 | |
| | | CSX CORP | | 4.75% 30 May 2042 | | | 850,000 | | | | | | | 1,119,111 | |
| | | CSX CORP | | 3.35% 15 Sep 2049 | | | 2,035,000 | | | | | | | 2,315,153 | |
| | | CUMMINS INC | | 1.5% 01 Sep 2030 | | | 2,085,000 | | | | | | | 2,095,568 | |
| | | CVS HEALTH CORP | | 2.7% 21 Aug 2040 | | | 2,255,000 | | | | | | | 2,281,280 | |
| | | CVS HEALTH CORP | | 5.125% 20 Jul 2045 | | | 2,000,000 | | | | | | | 2,692,723 | |
| | | CVS HEALTH CORP | | 3.7% 09 Mar 2023 | | | 563,000 | | | | | | | 602,307 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | | 387,000 | | | | | | | 460,515 | |
| | | CVS HEALTH CORP | | 5.05% 25 Mar 2048 | | | 2,560,000 | | | | | | | 3,469,513 | |
| | | DELL INT LLC / EMC CORP | | 5.45% 15 Jun 2023 | | | 5,000,000 | | | | | | | 5,530,103 | |
| | | DEUTSCHE BANK COMMERCIAL MORTG | | 3.276% 10 May 2049 | | | 2,115,500 | | | | | | | 2,340,447 | |
| | | DEUTSCHE BANK COMMERCIAL MORTG | | 2.89% 10 Aug 2049 | | | 2,375,000 | | | | | | | 2,593,631 | |
| | | DEUTSCHE BANK NY | | 1% 24 Nov 2026 | | | 3,850,000 | | | | | | | 3,940,237 | |
| | | DEVON ENERGY CORPORATION | | 7.875% 30 Sep 2031 | | | 1,200,000 | | | | | | | 1,669,039 | |
| | | DISCOVER FINANCIAL SVS | | 4.1% 09 Feb 2027 | | | 4,000,000 | | | | | | | 4,608,322 | |
| | | DISCOVERY COMMUNICATIONS | | 5.2% 20 Sep 2047 | | | 2,000,000 | | | | | | | 2,597,684 | |
| | | DOW CHEMICAL CO/THE | | 4.8% 30 Nov 2028 | | | 3,200,000 | | | | | | | 3,934,590 | |
| | | DTE ELECTRIC CO | | 3.95% 01 Mar 2049 | | | 1,615,000 | | | | | | | 2,094,865 | |
| | | DUKE ENERGY CAROLINAS | | 3.875% 15 Mar 2046 | | | 1,500,000 | | | | | | | 1,843,382 | |
| | | DUKE ENERGY CORP | | 2.65% 01 Sep 2026 | | | 3,500,000 | | | | | | | 3,813,592 | |
| | | DUKE ENERGY INDIANA LLC | | 3.25% 01 Oct 2049 | | | 2,000,000 | | | | | | | 2,265,100 | |
| | | DUPONT DE NEMOURS INC | | 5.419% 15 Nov 2048 | | | 2,000,000 | | | | | | | 2,906,310 | |
| | | ECOLAB INC | | 5.5% 08 Dec 2041 | | | 95,000 | | | | | | | 136,802 | |
| | | ECOPETROL SA | | 5.875% 28 May 2045 | | | 1,275,000 | | | | | | | 1,543,388 | |
| | | ELI LILLY + CO | | 3.375% 15 Mar 2029 | | | 3,060,000 | | | | | | | 3,552,458 | |
| | | EMERSON ELECTRIC CO | | 1.95% 15 Oct 2030 | | | 2,360,000 | | | | | | | 2,489,891 | |
| | | ENBRIDGE INC | | 2.5% 15 Jan 2025 | | | 7,625,000 | | | | | | | 8,171,734 | |
| | | ENERGY TRANSFER LP | | 6.5% 01 Feb 2042 | | | 1,925,000 | | | | | | | 2,348,473 | |
| | | ENERGY TRANSFER LP | | 4.5% 15 Apr 2024 | | | 3,000,000 | | | | | | | 3,281,045 | |
| | | ENTERGY TEXAS INC | | 4% 30 Mar 2029 | | | 2,500,000 | | | | | | | 2,919,595 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.2% 15 Feb 2052 | | | 910,000 | | | | | | | 925,241 | |
| | | ENTERPRISE PRODUCTS OPER | | 7.55% 15 Apr 2038 | | | 800,000 | | | | | | | 1,220,990 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.35% 15 Mar 2023 | | | 1,800,000 | | | | | | | 1,902,571 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.25% 15 Feb 2048 | | | 2,000,000 | | | | | | | 2,344,962 | |
| | | EQUINOR ASA | | 3.7% 06 Apr 2050 | | | 2,000,000 | | | | | | | 2,410,286 | |
| | | EQUINOR ASA | | 5.1% 17 Aug 2040 | | | 815,000 | | | | | | | 1,140,316 | |
| | | EUROPEAN INVESTMENT BANK | | 1.625% 14 Mar 2025 | | | 18,000,000 | | | | | | | 18,942,411 | |
| | | EUROPEAN INVESTMENT BANK | | 0.625% 21 Oct 2027 | | | 3,395,000 | | | | | | | 3,368,563 | |
| | | EVERSOURCE ENERGY | | 1.65% 15 Aug 2030 | | | 2,000,000 | | | | | | | 1,991,898 | |
| | | EXELON CORP | | 4.45% 15 Apr 2046 | | | 3,740,000 | | | | | | | 4,768,922 | |
| | | EXXON MOBIL CORPORATION | | 2.726% 01 Mar 2023 | | | 2,000,000 | | | | | | | 2,095,525 | |
| | | EXXON MOBIL CORPORATION | | 3.452% 15 Apr 2051 | | | 1,820,000 | | | | | | | 2,080,056 | |
| | | EXXON MOBIL CORPORATION | | 4.114% 01 Mar 2046 | | | 1,500,000 | | | | | | | 1,850,108 | |
| | | FAIRFAX FINL HLDGS LTD | | 4.85% 17 Apr 2028 | | | 3,265,000 | | | | | | | 3,654,242 | |
| | | FANNIE MAE | | 0.875% 05 Aug 2030 | | | 11,025,000 | | | | | | | 10,819,803 | |
| | | FANNIE MAE | | 0.75% 08 Oct 2027 | | | 5,965,000 | | | | | | | 5,988,198 | |
| | | FANNIE MAE | | 0.5% 07 Nov 2025 | | | 5,800,000 | | | | | | | 5,824,261 | |
| | | FANNIE MAE | | 0.25% 27 Nov 2023 | | | 5,115,000 | | | | | | | 5,119,615 | |
| | | FANNIE MAE | | 7.125% 15 Jan 2030 | | | 865,000 | | | | | | | 1,320,848 | |
| | | FANNIE MAE | | 7.25% 15 May 2030 | | | 330,000 | | | | | | | 511,250 | |
| | | FANNIE MAE | | 6.625% 15 Nov 2030 | | | 535,000 | | | | | | | 810,056 | |
| | | FANNIE MAE | | 2.125% 24 Apr 2026 | | | 1,100,000 | | | | | | | 1,198,448 | |
| | | FED HM LN PC POOL A17554 | | 5.5% 01 Jan 2034 | | | 55,648 | | | | | | | 64,996 | |
| | | FED HM LN PC POOL A23137 | | 5% 01 Jun 2034 | | | 669,256 | | | | | | | 778,533 | |
| | | FED HM LN PC POOL A31788 | | 5% 01 Mar 2035 | | | 51,320 | | | | | | | 56,838 | |
| | | FED HM LN PC POOL A35945 | | 5% 01 Jul 2035 | | | 20,836 | | | | | | | 24,153 | |
| | | FED HM LN PC POOL A39272 | | 5.5% 01 Oct 2035 | | | 102,915 | | | | | | | 120,770 | |
| | | FED HM LN PC POOL A46663 | | 5% 01 Aug 2035 | | | 35,370 | | | | | | | 41,148 | |
| | | FED HM LN PC POOL A48972 | | 5.5% 01 May 2036 | | | 46,742 | | | | | | | 54,965 | |
| | | FED HM LN PC POOL A51249 | | 6% 01 Aug 2036 | | | 8,446 | | | | | | | 10,032 | |
| | | FED HM LN PC POOL A54174 | | 6% 01 Nov 2036 | | | 3,087 | | | | | | | 3,554 | |
| | | FED HM LN PC POOL A55275 | | 5.5% 01 Dec 2036 | | | 34,218 | | | | | | | 38,275 | |
| | | FED HM LN PC POOL A56733 | | 6% 01 Jan 2037 | | | 7,596 | | | | | | | 8,540 | |
| | | FED HM LN PC POOL A56988 | | 5.5% 01 Feb 2037 | | | 50,657 | | | | | | | 59,572 | |
| | | FED HM LN PC POOL A57943 | | 5% 01 Mar 2037 | | | 27,422 | | | | | | | 31,894 | |
| | | FED HM LN PC POOL A60311 | | 5% 01 May 2037 | | | 44,761 | | | | | | | 52,061 | |
| | | FED HM LN PC POOL A61985 | | 6% 01 Jun 2037 | | | 15,836 | | | | | | | 18,705 | |
| | | FED HM LN PC POOL A63820 | | 6% 01 Aug 2037 | | | 6,096 | | | | | | | 7,196 | |
| | | FED HM LN PC POOL A65647 | | 5.5% 01 Sep 2037 | | | 215 | | | | | | | 250 | |
| | | FED HM LN PC POOL A65895 | | 6% 01 Sep 2037 | | | 798 | | | | | | | 946 | |
| | | FED HM LN PC POOL A66380 | | 6% 01 Sep 2037 | | | 11,738 | | | | | | | 13,846 | |
| | | FED HM LN PC POOL A66777 | | 6% 01 Oct 2037 | | | 20,976 | | | | | | | 24,880 | |
| | | FED HM LN PC POOL A68547 | | 5.5% 01 Nov 2037 | | | 1,082 | | | | | | | 1,272 | |
| | | FED HM LN PC POOL A71925 | | 5% 01 Jan 2038 | | | 74,728 | | | | | | | 86,919 | |
| | | FED HM LN PC POOL A72047 | | 5% 01 Jan 2038 | | | 706 | | | | | | | 819 | |
| | | FED HM LN PC POOL A74128 | | 5.5% 01 Feb 2038 | | | 85,349 | | | | | | | 96,134 | |
| | | FED HM LN PC POOL A74793 | | 5% 01 Mar 2038 | | | 96,594 | | | | | | | 112,317 | |
| | | FED HM LN PC POOL A75230 | | 5% 01 Apr 2038 | | | 34,977 | | | | | | | 40,682 | |
| | | FED HM LN PC POOL A76467 | | 6% 01 Apr 2038 | | | 7,602 | | | | | | | 8,942 | |
| | | FED HM LN PC POOL A77766 | | 6% 01 Jun 2038 | | | 36,927 | | | | | | | 43,587 | |
| | | FED HM LN PC POOL A77961 | | 5.5% 01 Jun 2038 | | | 9,628 | | | | | | | 11,313 | |
| | | FED HM LN PC POOL A78147 | | 5.5% 01 Jun 2038 | | | 652 | | | | | | | 767 | |
| | | FED HM LN PC POOL A80388 | | 6% 01 Dec 2036 | | | 181 | | | | | | | 215 | |
| | | FED HM LN PC POOL A80970 | | 5.5% 01 Aug 2038 | | | 5,073 | | | | | | | 5,951 | |
| | | FED HM LN PC POOL A81327 | | 6% 01 Aug 2038 | | | 11,776 | | | | | | | 13,235 | |
| | | FED HM LN PC POOL A81569 | | 6% 01 Aug 2038 | | | 30,940 | | | | | | | 34,842 | |
| | | FED HM LN PC POOL A82880 | | 5.5% 01 Nov 2038 | | | 20,395 | | | | | | | 23,921 | |
| | | FED HM LN PC POOL A83435 | | 6% 01 Dec 2038 | | | 22,843 | | | | | | | 26,796 | |
| | | FED HM LN PC POOL A84660 | | 5.5% 01 Feb 2039 | | | 4,896 | | | | | | | 5,471 | |
| | | FED HM LN PC POOL A86521 | | 4.5% 01 May 2039 | | | 92,368 | | | | | | | 103,382 | |
| | | FED HM LN PC POOL A87250 | | 5% 01 Jun 2039 | | | 59,520 | | | | | | | 69,234 | |
| | | FED HM LN PC POOL A88235 | | 5.5% 01 Aug 2039 | | | 7,492 | | | | | | | 8,370 | |
| | | FED HM LN PC POOL A90575 | | 5.5% 01 Jan 2040 | | | 4,443 | | | | | | | 4,965 | |
| | | FED HM LN PC POOL A91538 | | 4.5% 01 Mar 2040 | | | 91,755 | | | | | | | 102,581 | |
| | | FED HM LN PC POOL A91695 | | 4.5% 01 Apr 2040 | | | 29,079 | | | | | | | 32,659 | |
| | | FED HM LN PC POOL A92458 | | 5% 01 Jun 2040 | | | 22,074 | | | | | | | 25,506 | |
| | | FED HM LN PC POOL A92939 | | 5% 01 Jul 2040 | | | 129,770 | | | | | | | 148,010 | |
| | | FED HM LN PC POOL A93010 | | 4.5% 01 Jul 2040 | | | 77,144 | | | | | | | 86,646 | |
| | | FED HM LN PC POOL A93505 | | 4.5% 01 Aug 2040 | | | 82,289 | | | | | | | 92,100 | |
| | | FED HM LN PC POOL A93520 | | 4.5% 01 Aug 2040 | | | 89,292 | | | | | | | 98,888 | |
| | | FED HM LN PC POOL A93548 | | 4.5% 01 Aug 2040 | | | 14,738 | | | | | | | 16,495 | |
| | | FED HM LN PC POOL A95258 | | 4% 01 Nov 2040 | | | 125,293 | | | | | | | 137,481 | |
| | | FED HM LN PC POOL A95582 | | 4% 01 Dec 2040 | | | 196,804 | | | | | | | 214,600 | |
| | | FED HM LN PC POOL A96174 | | 4% 01 Jan 2041 | | | 99,852 | | | | | | | 109,564 | |
| | | FED HM LN PC POOL A96687 | | 4% 01 Jan 2041 | | | 207,563 | | | | | | | 227,050 | |
| | | FED HM LN PC POOL A96807 | | 4% 01 Feb 2041 | | | 91,061 | | | | | | | 99,297 | |
| | | FED HM LN PC POOL A97473 | | 4.5% 01 Mar 2041 | | | 78,174 | | | | | | | 87,803 | |
| | | FED HM LN PC POOL A97479 | | 4.5% 01 Mar 2041 | | | 88,995 | | | | | | | 98,736 | |
| | | FED HM LN PC POOL A97620 | | 4.5% 01 Mar 2041 | | | 367,760 | | | | | | | 411,620 | |
| | | FED HM LN PC POOL A97673 | | 4.5% 01 Mar 2041 | | | 7,771 | | | | | | | 8,728 | |
| | | FED HM LN PC POOL A97759 | | 5% 01 Mar 2041 | | | 149,893 | | | | | | | 173,489 | |
| | | FED HM LN PC POOL C01846 | | 5% 01 Jun 2034 | | | 138,731 | | | | | | | 161,124 | |
| | | FED HM LN PC POOL C02551 | | 6% 01 Jun 2036 | | | 18,990 | | | | | | | 22,265 | |
| | | FED HM LN PC POOL C03478 | | 4.5% 01 Jun 2040 | | | 65,534 | | | | | | | 73,605 | |
| | | FED HM LN PC POOL C03479 | | 5% 01 Jun 2040 | | | 58,468 | | | | | | | 68,007 | |
| | | FED HM LN PC POOL C03531 | | 4% 01 Oct 2040 | | | 106,545 | | | | | | | 116,180 | |
| | | FED HM LN PC POOL C04244 | | 3.5% 01 Sep 2042 | | | 716,508 | | | | | | | 779,384 | |
| | | FED HM LN PC POOL C09008 | | 3% 01 Aug 2042 | | | 187,774 | | | | | | | 198,839 | |
| | | FED HM LN PC POOL C09035 | | 3% 01 Apr 2043 | | | 250,820 | | | | | | | 266,780 | |
| | | FED HM LN PC POOL C09042 | | 3.5% 01 May 2043 | | | 204,599 | | | | | | | 221,679 | |
| | | FED HM LN PC POOL C90689 | | 4.5% 01 Jul 2023 | | | 48,031 | | | | | | | 51,936 | |
| | | FED HM LN PC POOL C90982 | | 5.5% 01 Jul 2026 | | | 16,422 | | | | | | | 18,327 | |
| | | FED HM LN PC POOL C91011 | | 5.5% 01 Jan 2027 | | | 22,447 | | | | | | | 25,090 | |
| | | FED HM LN PC POOL C91249 | | 4.5% 01 May 2029 | | | 25,838 | | | | | | | 28,244 | |
| | | FED HM LN PC POOL G01781 | | 6.5% 01 Dec 2034 | | | 625,268 | | | | | | | 723,061 | |
| | | FED HM LN PC POOL G01840 | | 5% 01 Jul 2035 | | | 1,578 | | | | | | | 1,834 | |
| | | FED HM LN PC POOL G01879 | | 4.5% 01 Aug 2035 | | | 33,592 | | | | | | | 37,080 | |
| | | FED HM LN PC POOL G01883 | | 5% 01 Aug 2035 | | | 12,595 | | | | | | | 14,642 | |
| | | FED HM LN PC POOL G01974 | | 5% 01 Dec 2035 | | | 7,458 | | | | | | | 8,663 | |
| | | FED HM LN PC POOL G02391 | | 6% 01 Nov 2036 | | | 2,128 | | | | | | | 2,539 | |
| | | FED HM LN PC POOL G02469 | | 5.5% 01 Dec 2036 | | | 22,903 | | | | | | | 26,931 | |
| | | FED HM LN PC POOL G02478 | | 5.5% 01 Dec 2036 | | | 10,398 | | | | | | | 12,210 | |
| | | FED HM LN PC POOL G02680 | | 6% 01 Mar 2037 | | | 81,811 | | | | | | | 97,569 | |
| | | FED HM LN PC POOL G02793 | | 5% 01 May 2037 | | | 35,838 | | | | | | | 41,649 | |
| | | FED HM LN PC POOL G02939 | | 5.5% 01 May 2037 | | | 54,973 | | | | | | | 64,616 | |
| | | FED HM LN PC POOL G03238 | | 6% 01 Aug 2037 | | | 10,423 | | | | | | | 12,108 | |
| | | FED HM LN PC POOL G03350 | | 5.5% 01 Sep 2037 | | | 27,598 | | | | | | | 32,445 | |
| | | FED HM LN PC POOL G03432 | | 5.5% 01 Nov 2037 | | | 5,588 | | | | | | | 6,572 | |
| | | FED HM LN PC POOL G03698 | | 6% 01 Dec 2037 | | | 10,674 | | | | | | | 12,641 | |
| | | FED HM LN PC POOL G03776 | | 6% 01 Jan 2038 | | | 4,084 | | | | | | | 4,831 | |
| | | FED HM LN PC POOL G03781 | | 6% 01 Jan 2038 | | | 26,690 | | | | | | | 31,481 | |
| | | FED HM LN PC POOL G03819 | | 6% 01 Jan 2038 | | | 27,355 | | | | | | | 32,215 | |
| | | FED HM LN PC POOL G04316 | | 6% 01 May 2038 | | | 26,768 | | | | | | | 31,597 | |
| | | FED HM LN PC POOL G04725 | | 5% 01 Oct 2036 | | | 30,471 | | | | | | | 35,437 | |
| | | FED HM LN PC POOL G04776 | | 5.5% 01 Jul 2038 | | | 69,568 | | | | | | | 81,660 | |
| | | FED HM LN PC POOL G04891 | | 5.5% 01 Jan 2038 | | | 16,632 | | | | | | | 19,533 | |
| | | FED HM LN PC POOL G04913 | | 5% 01 Mar 2038 | | | 61,265 | | | | | | | 71,230 | |
| | | FED HM LN PC POOL G04916 | | 5% 01 Dec 2035 | | | 34,211 | | | | | | | 39,787 | |
| | | FED HM LN PC POOL G04920 | | 6% 01 Nov 2038 | | | 8,755 | | | | | | | 10,426 | |
| | | FED HM LN PC POOL G04924 | | 6% 01 Nov 2038 | | | 11,573 | | | | | | | 13,597 | |
| | | FED HM LN PC POOL G04986 | | 5.5% 01 Nov 2037 | | | 75,605 | | | | | | | 88,827 | |
| | | FED HM LN PC POOL G05120 | | 5.5% 01 Dec 2038 | | | 16,063 | | | | | | | 18,875 | |
| | | FED HM LN PC POOL G05132 | | 5% 01 Dec 2038 | | | 707 | | | | | | | 823 | |
| | | FED HM LN PC POOL G05179 | | 5.5% 01 Jan 2039 | | | 9,972 | | | | | | | 11,727 | |
| | | FED HM LN PC POOL G05299 | | 4.5% 01 Jun 2038 | | | 81,309 | | | | | | | 89,849 | |
| | | FED HM LN PC POOL G05397 | | 4.5% 01 Apr 2039 | | | 108,845 | | | | | | | 121,700 | |
| | | FED HM LN PC POOL G05432 | | 6% 01 Apr 2039 | | | 95,368 | | | | | | | 111,873 | |
| | | FED HM LN PC POOL G05666 | | 6% 01 Apr 2038 | | | 7,557 | | | | | | | 8,920 | |
| | | FED HM LN PC POOL G05816 | | 5.5% 01 Nov 2038 | | | 78,196 | | | | | | | 90,253 | |
| | | FED HM LN PC POOL G05922 | | 5.5% 01 Jul 2039 | | | 16,014 | | | | | | | 18,816 | |
| | | FED HM LN PC POOL G05958 | | 5% 01 Aug 2040 | | | 58,927 | | | | | | | 68,488 | |
| | | FED HM LN PC POOL G06012 | | 4% 01 Sep 2040 | | | 48,640 | | | | | | | 55,004 | |
| | | FED HM LN PC POOL G06021 | | 5.5% 01 Jan 2040 | | | 53,867 | | | | | | | 63,332 | |
| | | FED HM LN PC POOL G06193 | | 5.5% 01 May 2040 | | | 8,505 | | | | | | | 9,999 | |
| | | FED HM LN PC POOL G06800 | | 4% 01 Oct 2041 | | | 203,292 | | | | | | | 222,965 | |
| | | FED HM LN PC POOL G06892 | | 4% 01 Jan 2042 | | | 80,676 | | | | | | | 88,108 | |
| | | FED HM LN PC POOL G06970 | | 4% 01 Jun 2041 | | | 139,075 | | | | | | | 153,336 | |
| | | FED HM LN PC POOL G07068 | | 5% 01 Jul 2041 | | | 64,147 | | | | | | | 74,491 | |
| | | FED HM LN PC POOL G07083 | | 4% 01 Jul 2042 | | | 122,950 | | | | | | | 136,723 | |
| | | FED HM LN PC POOL G07216 | | 4% 01 Jul 2042 | | | 144,507 | | | | | | | 159,757 | |
| | | FED HM LN PC POOL G07266 | | 4% 01 Dec 2042 | | | 466,530 | | | | | | | 514,316 | |
| | | FED HM LN PC POOL G07459 | | 3.5% 01 Aug 2043 | | | 613,110 | | | | | | | 664,506 | |
| | | FED HM LN PC POOL G07519 | | 5.5% 01 Apr 2039 | | | 59,333 | | | | | | | 69,758 | |
| | | FED HM LN PC POOL G07574 | | 6% 01 May 2040 | | | 27,009 | | | | | | | 31,572 | |
| | | FED HM LN PC POOL G07642 | | 5% 01 Oct 2041 | | | 419,251 | | | | | | | 486,898 | |
| | | FED HM LN PC POOL G07842 | | 4.5% 01 Jul 2044 | | | 149,429 | | | | | | | 168,101 | |
| | | FED HM LN PC POOL G07924 | | 3.5% 01 Jan 2045 | | | 1,089,483 | | | | | | | 1,191,411 | |
| | | FED HM LN PC POOL G08160 | | 5.5% 01 Nov 2036 | | | 191,084 | | | | | | | 224,220 | |
| | | FED HM LN PC POOL G08210 | | 6% 01 Jul 2037 | | | 57,189 | | | | | | | 67,787 | |
| | | FED HM LN PC POOL G08255 | | 5% 01 Mar 2038 | | | 52,666 | | | | | | | 61,227 | |
| | | FED HM LN PC POOL G08256 | | 5.5% 01 Mar 2038 | | | 312,982 | | | | | | | 367,812 | |
| | | FED HM LN PC POOL G08271 | | 6% 01 May 2038 | | | 12,348 | | | | | | | 14,529 | |
| | | FED HM LN PC POOL G08273 | | 5.5% 01 Jun 2038 | | | 11,391 | | | | | | | 13,395 | |
| | | FED HM LN PC POOL G08323 | | 5% 01 Feb 2039 | | | 53,913 | | | | | | | 62,686 | |
| | | FED HM LN PC POOL G08368 | | 4.5% 01 Oct 2039 | | | 15,085 | | | | | | | 16,931 | |
| | | FED HM LN PC POOL G08372 | | 4.5% 01 Nov 2039 | | | 58,017 | | | | | | | 64,882 | |
| | | FED HM LN PC POOL G08447 | | 4.5% 01 May 2041 | | | 42,356 | | | | | | | 46,988 | |
| | | FED HM LN PC POOL G08479 | | 3.5% 01 Mar 2042 | | | 191,179 | | | | | | | 205,620 | |
| | | FED HM LN PC POOL G08524 | | 3% 01 Mar 2043 | | | 1,873,810 | | | | | | | 1,996,936 | |
| | | FED HM LN PC POOL G08525 | | 3% 01 May 2043 | | | 558,010 | | | | | | | 593,562 | |
| | | FED HM LN PC POOL G08528 | | 3% 01 Apr 2043 | | | 752,980 | | | | | | | 800,857 | |
| | | FED HM LN PC POOL G08534 | | 3% 01 Jun 2043 | | | 68,149 | | | | | | | 72,492 | |
| | | FED HM LN PC POOL G08537 | | 3% 01 Jul 2043 | | | 1,541,391 | | | | | | | 1,639,412 | |
| | | FED HM LN PC POOL G08540 | | 3% 01 Aug 2043 | | | 318,109 | | | | | | | 338,980 | |
| | | FED HM LN PC POOL G08549 | | 4.5% 01 Sep 2043 | | | 52,090 | | | | | | | 58,420 | |
| | | FED HM LN PC POOL G08558 | | 4% 01 Nov 2043 | | | 79,133 | | | | | | | 86,146 | |
| | | FED HM LN PC POOL G08559 | | 4.5% 01 Nov 2043 | | | 207,108 | | | | | | | 232,535 | |
| | | FED HM LN PC POOL G08578 | | 4.5% 01 Mar 2044 | | | 254,414 | | | | | | | 284,007 | |
| | | FED HM LN PC POOL G08599 | | 3.5% 01 Aug 2044 | | | 189,525 | | | | | | | 204,928 | |
| | | FED HM LN PC POOL G08626 | | 3% 01 Feb 2045 | | | 370,719 | | | | | | | 391,213 | |
| | | FED HM LN PC POOL G08635 | | 3% 01 Apr 2045 | | | 448,011 | | | | | | | 472,336 | |
| | | FED HM LN PC POOL G08636 | | 3.5% 01 Apr 2045 | | | 243,421 | | | | | | | 260,663 | |
| | | FED HM LN PC POOL G08641 | | 3.5% 01 May 2045 | | | 791,317 | | | | | | | 847,297 | |
| | | FED HM LN PC POOL G08653 | | 3% 01 Jul 2045 | | | 851,118 | | | | | | | 897,568 | |
| | | FED HM LN PC POOL G08654 | | 3.5% 01 Jul 2045 | | | 345,717 | | | | | | | 370,113 | |
| | | FED HM LN PC POOL G08658 | | 3% 01 Aug 2045 | | | 558,251 | | | | | | | 588,131 | |
| | | FED HM LN PC POOL G08659 | | 3.5% 01 Aug 2045 | | | 1,282,418 | | | | | | | 1,372,740 | |
| | | FED HM LN PC POOL G08666 | | 3% 01 Sep 2045 | | | 1,446,523 | | | | | | | 1,523,849 | |
| | | FED HM LN PC POOL G08671 | | 3.5% 01 Oct 2045 | | | 403,189 | | | | | | | 431,529 | |
| | | FED HM LN PC POOL G08676 | | 3.5% 01 Nov 2045 | | | 818,042 | | | | | | | 876,145 | |
| | | FED HM LN PC POOL G08681 | | 3.5% 01 Dec 2045 | | | 998,648 | | | | | | | 1,068,643 | |
| | | FED HM LN PC POOL G08686 | | 3% 01 Jan 2046 | | | 1,164,075 | | | | | | | 1,225,016 | |
| | | FED HM LN PC POOL G08693 | | 3.5% 01 Mar 2046 | | | 569,271 | | | | | | | 609,077 | |
| | | FED HM LN PC POOL G08698 | | 3.5% 01 Mar 2046 | | | 1,068,200 | | | | | | | 1,151,069 | |
| | | FED HM LN PC POOL G08699 | | 4% 01 Mar 2046 | | | 303,413 | | | | | | | 329,232 | |
| | | FED HM LN PC POOL G08701 | | 3% 01 Apr 2046 | | | 1,103,221 | | | | | | | 1,161,116 | |
| | | FED HM LN PC POOL G08705 | | 3% 01 May 2046 | | | 345,069 | | | | | | | 363,120 | |
| | | FED HM LN PC POOL G08706 | | 3.5% 01 May 2046 | | | 197,103 | | | | | | | 212,122 | |
| | | FED HM LN PC POOL G08708 | | 4.5% 01 May 2046 | | | 334,280 | | | | | | | 368,595 | |
| | | FED HM LN PC POOL G08710 | | 3% 01 Jun 2046 | | | 3,113,507 | | | | | | | 3,277,768 | |
| | | FED HM LN PC POOL G08711 | | 3.5% 01 Jun 2046 | | | 346,910 | | | | | | | 368,309 | |
| | | FED HM LN PC POOL G08715 | | 3% 01 Aug 2046 | | | 149,499 | | | | | | | 157,244 | |
| | | FED HM LN PC POOL G08722 | | 3.5% 01 Sep 2046 | | | 638,298 | | | | | | | 683,169 | |
| | | FED HM LN PC POOL G08726 | | 3% 01 Oct 2046 | | | 1,214,114 | | | | | | | 1,283,372 | |
| | | FED HM LN PC POOL G08729 | | 4.5% 01 Sep 2046 | | | 254,740 | | | | | | | 280,510 | |
| | | FED HM LN PC POOL G08730 | | 4.5% 01 Oct 2046 | | | 634,872 | | | | | | | 700,564 | |
| | | FED HM LN PC POOL G08732 | | 3% 01 Nov 2046 | | | 1,907,456 | | | | | | | 2,016,790 | |
| | | FED HM LN PC POOL G08735 | | 4.5% 01 Oct 2046 | | | 26,529 | | | | | | | 29,267 | |
| | | FED HM LN PC POOL G08737 | | 3% 01 Dec 2046 | | | 759,802 | | | | | | | 800,723 | |
| | | FED HM LN PC POOL G08741 | | 3% 01 Jan 2047 | | | 3,511,615 | | | | | | | 3,706,122 | |
| | | FED HM LN PC POOL G08743 | | 4% 01 Jan 2047 | | | 1,421,761 | | | | | | | 1,536,713 | |
| | | FED HM LN PC POOL G08745 | | 4.5% 01 Jan 2047 | | | 279,217 | | | | | | | 305,860 | |
| | | FED HM LN PC POOL G08747 | | 3% 01 Feb 2047 | | | 1,963,619 | | | | | | | 2,076,945 | |
| | | FED HM LN PC POOL G08748 | | 3.5% 01 Feb 2047 | | | 115,768 | | | | | | | 123,410 | |
| | | FED HM LN PC POOL G08757 | | 3.5% 01 Apr 2047 | | | 449,868 | | | | | | | 477,875 | |
| | | FED HM LN PC POOL G08767 | | 4% 01 Jun 2047 | | | 159,313 | | | | | | | 171,308 | |
| | | FED HM LN PC POOL G08774 | | 3.5% 01 Aug 2047 | | | 982,075 | | | | | | | 1,042,235 | |
| | | FED HM LN PC POOL G08779 | | 3.5% 01 Sep 2047 | | | 1,136,272 | | | | | | | 1,205,420 | |
| | | FED HM LN PC POOL G08784 | | 3.5% 01 Oct 2047 | | | 1,068,179 | | | | | | | 1,134,661 | |
| | | FED HM LN PC POOL G08785 | | 4% 01 Oct 2047 | | | 1,226,022 | | | | | | | 1,314,628 | |
| | | FED HM LN PC POOL G08788 | | 3.5% 01 Nov 2047 | | | 1,181,782 | | | | | | | 1,253,393 | |
| | | FED HM LN PC POOL G08789 | | 4% 01 Nov 2047 | | | 1,446,312 | | | | | | | 1,553,752 | |
| | | FED HM LN PC POOL G08805 | | 4% 01 Mar 2048 | | | 806,904 | | | | | | | 866,213 | |
| | | FED HM LN PC POOL G08809 | | 4% 01 Apr 2048 | | | 579,996 | | | | | | | 621,686 | |
| | | FED HM LN PC POOL G08813 | | 3.5% 01 May 2048 | | | 147,052 | | | | | | | 155,337 | |
| | | FED HM LN PC POOL G08818 | | 4.5% 01 Jun 2048 | | | 948,406 | | | | | | | 1,029,885 | |
| | | FED HM LN PC POOL G08824 | | 4% 01 Jul 2048 | | | 1,309,714 | | | | | | | 1,398,403 | |
| | | FED HM LN PC POOL G08831 | | 4% 01 Aug 2048 | | | 1,450,425 | | | | | | | 1,547,847 | |
| | | FED HM LN PC POOL G08832 | | 4.5% 01 Aug 2048 | | | 640,185 | | | | | | | 694,886 | |
| | | FED HM LN PC POOL G08836 | | 4% 01 Sep 2048 | | | 1,413,603 | | | | | | | 1,507,456 | |
| | | FED HM LN PC POOL G08837 | | 4.5% 01 Sep 2048 | | | 452,120 | | | | | | | 490,773 | |
| | | FED HM LN PC POOL G08838 | | 5% 01 Sep 2048 | | | 419,455 | | | | | | | 465,101 | |
| | | FED HM LN PC POOL G08842 | | 4% 01 Oct 2048 | | | 293,715 | | | | | | | 313,397 | |
| | | FED HM LN PC POOL G08847 | | 4% 01 Nov 2048 | | | 424,078 | | | | | | | 452,460 | |
| | | FED HM LN PC POOL G08848 | | 4.5% 01 Nov 2048 | | | 809,858 | | | | | | | 878,384 | |
| | | FED HM LN PC POOL G08853 | | 4.5% 01 Dec 2048 | | | 377,923 | | | | | | | 409,402 | |
| | | FED HM LN PC POOL G08858 | | 4.5% 01 Jan 2049 | | | 764,333 | | | | | | | 828,604 | |
| | | FED HM LN PC POOL G08866 | | 4% 01 Mar 2049 | | | 170,556 | | | | | | | 182,021 | |
| | | FED HM LN PC POOL G08874 | | 5% 01 Apr 2049 | | | 191,244 | | | | | | | 211,643 | |
| | | FED HM LN PC POOL G08876 | | 3.5% 01 May 2049 | | | 1,449,268 | | | | | | | 1,528,286 | |
| | | FED HM LN PC POOL G08881 | | 3.5% 01 Jun 2049 | | | 725,226 | | | | | | | 765,077 | |
| | | FED HM LN PC POOL G14047 | | 5.5% 01 Dec 2024 | | | 13,533 | | | | | | | 14,051 | |
| | | FED HM LN PC POOL G16093 | | 3% 01 Feb 2032 | | | 1,115,100 | | | | | | | 1,196,188 | |
| | | FED HM LN PC POOL G16122 | | 2.5% 01 Feb 2032 | | | 471,640 | | | | | | | 502,645 | |
| | | FED HM LN PC POOL G16737 | | 3% 01 Jan 2034 | | | 216,587 | | | | | | | 227,300 | |
| | | FED HM LN PC POOL G18188 | | 4.5% 01 Apr 2022 | | | 4,037 | | | | | | | 4,243 | |
| | | FED HM LN PC POOL G18549 | | 2.5% 01 Apr 2030 | | | 713,866 | | | | | | | 746,402 | |
| | | FED HM LN PC POOL G18607 | | 2.5% 01 Aug 2031 | | | 558,448 | | | | | | | 583,447 | |
| | | FED HM LN PC POOL G18622 | | 2.5% 01 Dec 2031 | | | 871,403 | | | | | | | 911,165 | |
| | | FED HM LN PC POOL G18631 | | 2.5% 01 Feb 2032 | | | 1,251,004 | | | | | | | 1,308,056 | |
| | | FED HM LN PC POOL G18637 | | 3.5% 01 Feb 2032 | | | 552,018 | | | | | | | 592,419 | |
| | | FED HM LN PC POOL G18643 | | 2.5% 01 May 2032 | | | 126,011 | | | | | | | 131,695 | |
| | | FED HM LN PC POOL G18648 | | 3.5% 01 Jun 2032 | | | 167,686 | | | | | | | 179,662 | |
| | | FED HM LN PC POOL G18655 | | 3% 01 Aug 2032 | | | 465,802 | | | | | | | 491,473 | |
| | | FED HM LN PC POOL G18659 | | 3% 01 Sep 2032 | | | 956,953 | | | | | | | 1,005,044 | |
| | | FED HM LN PC POOL G18670 | | 3% 01 Dec 2032 | | | 467,982 | | | | | | | 491,873 | |
| | | FED HM LN PC POOL G18673 | | 3% 01 Jan 2033 | | | 399,452 | | | | | | | 419,380 | |
| | | FED HM LN PC POOL G18681 | | 3% 01 Mar 2033 | | | 1,914,982 | | | | | | | 2,010,652 | |
| | | FED HM LN PC POOL G18692 | | 3.5% 01 Jun 2033 | | | 322,192 | | | | | | | 342,373 | |
| | | FED HM LN PC POOL G18710 | | 3.5% 01 Oct 2033 | | | 423,332 | | | | | | | 449,787 | |
| | | FED HM LN PC POOL G18715 | | 3% 01 Dec 2033 | | | 65,137 | | | | | | | 68,309 | |
| | | FED HM LN PC POOL G30406 | | 5.5% 01 Jul 2028 | | | 38,373 | | | | | | | 42,853 | |
| | | FED HM LN PC POOL G60038 | | 3.5% 01 Jan 2044 | | | 271,027 | | | | | | | 294,590 | |
| | | FED HM LN PC POOL G60069 | | 3% 01 Apr 2045 | | | 366,118 | | | | | | | 396,635 | |
| | | FED HM LN PC POOL G60174 | | 4% 01 Oct 2043 | | | 316,868 | | | | | | | 347,521 | |
| | | FED HM LN PC POOL G60187 | | 3% 01 Aug 2045 | | | 22,332 | | | | | | | 23,486 | |
| | | FED HM LN PC POOL G60412 | | 4% 01 Dec 2045 | | | 449,331 | | | | | | | 493,206 | |
| | | FED HM LN PC POOL G60480 | | 4.5% 01 Nov 2045 | | | 171,735 | | | | | | | 191,785 | |
| | | FED HM LN PC POOL G60703 | | 4% 01 Sep 2046 | | | 647,135 | | | | | | | 701,873 | |
| | | FED HM LN PC POOL G60855 | | 4.5% 01 Dec 2045 | | | 269,459 | | | | | | | 301,855 | |
| | | FED HM LN PC POOL G60919 | | 4.5% 01 Sep 2046 | | | 247,367 | | | | | | | 272,815 | |
| | | FED HM LN PC POOL G61228 | | 4% 01 Aug 2047 | | | 765,641 | | | | | | | 824,958 | |
| | | FED HM LN PC POOL G61257 | | 3% 01 Nov 2046 | | | 926,168 | | | | | | | 971,170 | |
| | | FED HM LN PC POOL G61281 | | 3.5% 01 Jan 2048 | | | 710,384 | | | | | | | 761,631 | |
| | | FED HM LN PC POOL G61464 | | 4% 01 Oct 2046 | | | 832,168 | | | | | | | 912,372 | |
| | | FED HM LN PC POOL G61467 | | 4% 01 Nov 2047 | | | 1,307,649 | | | | | | | 1,401,327 | |
| | | FED HM LN PC POOL G61623 | | 3% 01 Apr 2047 | | | 204,543 | | | | | | | 215,431 | |
| | | FED HM LN PC POOL G61658 | | 5% 01 Aug 2048 | | | 100,409 | | | | | | | 111,487 | |
| | | FED HM LN PC POOL G61722 | | 3.5% 01 Feb 2048 | | | 669,839 | | | | | | | 710,539 | |
| | | FED HM LN PC POOL G61785 | | 3.5% 01 Jan 2048 | | | 316,326 | | | | | | | 336,978 | |
| | | FED HM LN PC POOL G61840 | | 4% 01 Dec 2048 | | | 336,782 | | | | | | | 359,985 | |
| | | FED HM LN PC POOL G62022 | | 3% 01 Apr 2048 | | | 787,799 | | | | | | | 825,694 | |
| | | FED HM LN PC POOL J05098 | | 4.5% 01 Jun 2022 | | | 8,394 | | | | | | | 8,822 | |
| | | FED HM LN PC POOL J13583 | | 3.5% 01 Nov 2025 | | | 48,466 | | | | | | | 51,456 | |
| | | FED HM LN PC POOL J17233 | | 3% 01 Nov 2026 | | | 161,168 | | | | | | | 169,212 | |
| | | FED HM LN PC POOL J31961 | | 3.5% 01 Mar 2027 | | | 51,522 | | | | | | | 54,669 | |
| | | FED HM LN PC POOL J35797 | | 2.5% 01 Dec 2031 | | | 1,060,863 | | | | | | | 1,109,233 | |
| | | FED HM LN PC POOL J36173 | | 2.5% 01 Jan 2032 | | | 1,113,710 | | | | | | | 1,164,452 | |
| | | FED HM LN PC POOL J36214 | | 2.5% 01 Feb 2032 | | | 594,161 | | | | | | | 621,275 | |
| | | FED HM LN PC POOL J37005 | | 3.5% 01 May 2032 | | | 1,019,036 | | | | | | | 1,092,120 | |
| | | FED HM LN PC POOL J38057 | | 3% 01 Dec 2032 | | | 623,652 | | | | | | | 655,010 | |
| | | FED HM LN PC POOL Q00093 | | 4% 01 Apr 2041 | | | 321,198 | | | | | | | 352,453 | |
| | | FED HM LN PC POOL Q00291 | | 5% 01 Apr 2041 | | | 169,245 | | | | | | | 196,844 | |
| | | FED HM LN PC POOL Q00876 | | 4.5% 01 May 2041 | | | 113,844 | | | | | | | 127,227 | |
| | | FED HM LN PC POOL Q00927 | | 5% 01 May 2041 | | | 47,078 | | | | | | | 54,090 | |
| | | FED HM LN PC POOL Q01237 | | 4.5% 01 Jul 2041 | | | 34,296 | | | | | | | 37,315 | |
| | | FED HM LN PC POOL Q01348 | | 4.5% 01 Jun 2041 | | | 135,011 | | | | | | | 151,557 | |
| | | FED HM LN PC POOL Q01443 | | 4.5% 01 Jun 2041 | | | 133,738 | | | | | | | 149,689 | |
| | | FED HM LN PC POOL Q01798 | | 4.5% 01 Jul 2041 | | | 29,927 | | | | | | | 33,214 | |
| | | FED HM LN PC POOL Q02583 | | 4.5% 01 Aug 2041 | | | 18,305 | | | | | | | 20,092 | |
| | | FED HM LN PC POOL Q04108 | | 4% 01 Oct 2041 | | | 118,552 | | | | | | | 130,092 | |
| | | FED HM LN PC POOL Q04461 | | 4% 01 Nov 2041 | | | 162,048 | | | | | | | 177,821 | |
| | | FED HM LN PC POOL Q06274 | | 3.5% 01 Feb 2042 | | | 122,495 | | | | | | | 132,876 | |
| | | FED HM LN PC POOL Q06344 | | 4% 01 Feb 2042 | | | 213,926 | | | | | | | 235,871 | |
| | | FED HM LN PC POOL Q09004 | | 3.5% 01 Jun 2042 | | | 154,997 | | | | | | | 167,221 | |
| | | FED HM LN PC POOL Q09341 | | 3% 01 Jun 2042 | | | 41,107 | | | | | | | 43,548 | |
| | | FED HM LN PC POOL Q09813 | | 3.5% 01 Aug 2042 | | | 537,615 | | | | | | | 590,743 | |
| | | FED HM LN PC POOL Q09896 | | 3.5% 01 Aug 2042 | | | 223,214 | | | | | | | 240,818 | |
| | | FED HM LN PC POOL Q12143 | | 3.5% 01 Oct 2042 | | | 181,763 | | | | | | | 197,117 | |
| | | FED HM LN PC POOL Q12544 | | 3% 01 Oct 2042 | | | 565,272 | | | | | | | 599,762 | |
| | | FED HM LN PC POOL Q13765 | | 4% 01 Dec 2042 | | | 115,103 | | | | | | | 127,987 | |
| | | FED HM LN PC POOL Q14038 | | 3.5% 01 Dec 2042 | | | 359,639 | | | | | | | 388,489 | |
| | | FED HM LN PC POOL Q14039 | | 3.5% 01 Dec 2042 | | | 288,276 | | | | | | | 311,199 | |
| | | FED HM LN PC POOL Q14321 | | 3% 01 Dec 2042 | | | 511,773 | | | | | | | 543,174 | |
| | | FED HM LN PC POOL Q15885 | | 3% 01 Feb 2043 | | | 266,974 | | | | | | | 284,694 | |
| | | FED HM LN PC POOL Q16084 | | 3% 01 Mar 2043 | | | 1,283,380 | | | | | | | 1,368,515 | |
| | | FED HM LN PC POOL Q16644 | | 3.5% 01 Mar 2043 | | | 2,093,710 | | | | | | | 2,277,522 | |
| | | FED HM LN PC POOL Q16893 | | 3.5% 01 Apr 2043 | | | 1,119,971 | | | | | | | 1,230,807 | |
| | | FED HM LN PC POOL Q17453 | | 3.5% 01 Apr 2043 | | | 787,731 | | | | | | | 857,003 | |
| | | FED HM LN PC POOL Q18305 | | 3.5% 01 May 2043 | | | 55,291 | | | | | | | 59,635 | |
| | | FED HM LN PC POOL Q18306 | | 3.5% 01 May 2043 | | | 108,282 | | | | | | | 117,789 | |
| | | FED HM LN PC POOL Q19475 | | 3.5% 01 Jun 2043 | | | 500,834 | | | | | | | 538,813 | |
| | | FED HM LN PC POOL Q19476 | | 3.5% 01 Jun 2043 | | | 503,305 | | | | | | | 547,285 | |
| | | FED HM LN PC POOL Q19909 | | 3% 01 Jul 2043 | | | 319,569 | | | | | | | 339,918 | |
| | | FED HM LN PC POOL Q20172 | | 3% 01 Jul 2043 | | | 1,119,071 | | | | | | | 1,187,962 | |
| | | FED HM LN PC POOL Q20542 | | 3% 01 Jul 2043 | | | 638,744 | | | | | | | 679,674 | |
| | | FED HM LN PC POOL Q20570 | | 3.5% 01 Aug 2043 | | | 737,611 | | | | | | | 793,690 | |
| | | FED HM LN PC POOL Q20680 | | 4% 01 Oct 2043 | | | 34,400 | | | | | | | 37,571 | |
| | | FED HM LN PC POOL Q20780 | | 3.5% 01 Aug 2043 | | | 464,721 | | | | | | | 510,582 | |
| | | FED HM LN PC POOL Q22402 | | 4.5% 01 Oct 2043 | | | 311,566 | | | | | | | 350,678 | |
| | | FED HM LN PC POOL Q22915 | | 4.5% 01 Nov 2043 | | | 201,346 | | | | | | | 223,844 | |
| | | FED HM LN PC POOL Q23677 | | 4.5% 01 Dec 2043 | | | 75,390 | | | | | | | 84,405 | |
| | | FED HM LN PC POOL Q23891 | | 4% 01 Dec 2043 | | | 191,992 | | | | | | | 208,585 | |
| | | FED HM LN PC POOL Q25083 | | 4.5% 01 Mar 2044 | | | 322,970 | | | | | | | 362,496 | |
| | | FED HM LN PC POOL Q25625 | | 4% 01 Apr 2044 | | | 919,256 | | | | | | | 1,013,145 | |
| | | FED HM LN PC POOL Q26154 | | 4.5% 01 May 2044 | | | 248,255 | | | | | | | 269,928 | |
| | | FED HM LN PC POOL Q26367 | | 4% 01 May 2044 | | | 264,591 | | | | | | | 289,905 | |
| | | FED HM LN PC POOL Q26423 | | 4.5% 01 May 2044 | | | 1,860 | | | | | | | 2,019 | |
| | | FED HM LN PC POOL Q27903 | | 4% 01 Aug 2044 | | | 464,355 | | | | | | | 511,621 | |
| | | FED HM LN PC POOL Q28759 | | 4.5% 01 Oct 2044 | | | 101,309 | | | | | | | 110,246 | |
| | | FED HM LN PC POOL Q29182 | | 3.5% 01 Oct 2044 | | | 314,081 | | | | | | | 336,739 | |
| | | FED HM LN PC POOL Q29187 | | 4.5% 01 Oct 2044 | | | 103,729 | | | | | | | 115,177 | |
| | | FED HM LN PC POOL Q29863 | | 3.5% 01 Nov 2044 | | | 301,562 | | | | | | | 324,859 | |
| | | FED HM LN PC POOL Q31285 | | 3.5% 01 Feb 2045 | | | 1,874,703 | | | | | | | 2,023,349 | |
| | | FED HM LN PC POOL Q32857 | | 3% 01 Apr 2045 | | | 728,820 | | | | | | | 791,498 | |
| | | FED HM LN PC POOL Q33869 | | 4% 01 Jun 2045 | | | 1,431,553 | | | | | | | 1,563,650 | |
| | | FED HM LN PC POOL Q34590 | | 3% 01 Jul 2045 | | | 985,188 | | | | | | | 1,043,523 | |
| | | FED HM LN PC POOL Q34661 | | 3% 01 Jul 2045 | | | 492,800 | | | | | | | 519,428 | |
| | | FED HM LN PC POOL Q34967 | | 4% 01 Jul 2045 | | | 583,502 | | | | | | | 634,927 | |
| | | FED HM LN PC POOL Q35225 | | 3.5% 01 Aug 2045 | | | 506,876 | | | | | | | 540,993 | |
| | | FED HM LN PC POOL Q35614 | | 3.5% 01 Aug 2045 | | | 966,528 | | | | | | | 1,045,842 | |
| | | FED HM LN PC POOL Q36238 | | 4% 01 Sep 2045 | | | 518,491 | | | | | | | 569,726 | |
| | | FED HM LN PC POOL Q37234 | | 3.5% 01 Nov 2045 | | | 931,529 | | | | | | | 998,834 | |
| | | FED HM LN PC POOL Q37359 | | 3% 01 Nov 2045 | | | 81,652 | | | | | | | 88,845 | |
| | | FED HM LN PC POOL Q37646 | | 3% 01 Dec 2045 | | | 116,727 | | | | | | | 123,347 | |
| | | FED HM LN PC POOL Q37812 | | 3% 01 Dec 2045 | | | 130,730 | | | | | | | 137,622 | |
| | | FED HM LN PC POOL Q38470 | | 4% 01 Jan 2046 | | | 191,856 | | | | | | | 207,963 | |
| | | FED HM LN PC POOL Q39438 | | 4% 01 Mar 2046 | | | 497,293 | | | | | | | 540,773 | |
| | | FED HM LN PC POOL Q40375 | | 3.5% 01 May 2046 | | | 116,865 | | | | | | | 124,590 | |
| | | FED HM LN PC POOL Q43252 | | 3% 01 Sep 2046 | | | 1,293,401 | | | | | | | 1,364,331 | |
| | | FED HM LN PC POOL Q44029 | | 3.5% 01 Aug 2046 | | | 817,887 | | | | | | | 884,987 | |
| | | FED HM LN PC POOL Q44452 | | 3% 01 Nov 2046 | | | 3,497,055 | | | | | | | 3,672,349 | |
| | | FED HM LN PC POOL Q44663 | | 3% 01 Nov 2046 | | | 1,313,910 | | | | | | | 1,383,098 | |
| | | FED HM LN PC POOL Q45097 | | 3.5% 01 Dec 2046 | | | 948,322 | | | | | | | 1,010,720 | |
| | | FED HM LN PC POOL Q45219 | | 3.5% 01 Jan 2045 | | | 1,193,784 | | | | | | | 1,279,420 | |
| | | FED HM LN PC POOL Q45252 | | 3% 01 Jan 2047 | | | 786,707 | | | | | | | 827,572 | |
| | | FED HM LN PC POOL Q45695 | | 3.5% 01 Jan 2047 | | | 447,941 | | | | | | | 475,851 | |
| | | FED HM LN PC POOL Q45744 | | 3.5% 01 Jan 2047 | | | 350,192 | | | | | | | 372,859 | |
| | | FED HM LN PC POOL Q45872 | | 3% 01 Jan 2047 | | | 66,460 | | | | | | | 69,783 | |
| | | FED HM LN PC POOL Q46539 | | 4.5% 01 Mar 2047 | | | 71,889 | | | | | | | 78,143 | |
| | | FED HM LN PC POOL Q46883 | | 5% 01 Mar 2047 | | | 200,190 | | | | | | | 223,088 | |
| | | FED HM LN PC POOL Q47305 | | 4.5% 01 Mar 2047 | | | 228,118 | | | | | | | 247,951 | |
| | | FED HM LN PC POOL Q47602 | | 4.5% 01 Apr 2047 | | | 170,168 | | | | | | | 186,185 | |
| | | FED HM LN PC POOL Q47623 | | 4% 01 Apr 2047 | | | 774,083 | | | | | | | 832,137 | |
| | | FED HM LN PC POOL Q47884 | | 4% 01 May 2047 | | | 1,157,268 | | | | | | | 1,246,704 | |
| | | FED HM LN PC POOL Q48093 | | 4.5% 01 May 2047 | | | 145,752 | | | | | | | 159,197 | |
| | | FED HM LN PC POOL Q49100 | | 4% 01 Jul 2047 | | | 1,907,924 | | | | | | | 2,047,539 | |
| | | FED HM LN PC POOL Q49552 | | 3.5% 01 Jul 2047 | | | 1,563,941 | | | | | | | 1,662,370 | |
| | | FED HM LN PC POOL Q49888 | | 3.5% 01 Aug 2047 | | | 521,399 | | | | | | | 553,306 | |
| | | FED HM LN PC POOL Q50035 | | 3.5% 01 Aug 2047 | | | 1,204,686 | | | | | | | 1,281,029 | |
| | | FED HM LN PC POOL Q51268 | | 3.5% 01 Oct 2047 | | | 2,423,422 | | | | | | | 2,573,747 | |
| | | FED HM LN PC POOL Q51334 | | 4% 01 Oct 2047 | | | 634,944 | | | | | | | 680,659 | |
| | | FED HM LN PC POOL Q51644 | | 3.5% 01 Oct 2047 | | | 1,057,416 | | | | | | | 1,122,527 | |
| | | FED HM LN PC POOL Q51878 | | 4% 01 Nov 2047 | | | 314,148 | | | | | | | 338,353 | |
| | | FED HM LN PC POOL Q52104 | | 4% 01 Nov 2047 | | | 558,425 | | | | | | | 599,280 | |
| | | FED HM LN PC POOL Q52428 | | 4% 01 Nov 2047 | | | 1,442,919 | | | | | | | 1,558,281 | |
| | | FED HM LN PC POOL Q53535 | | 3.5% 01 Jan 2048 | | | 962,802 | | | | | | | 1,021,264 | |
| | | FED HM LN PC POOL Q57913 | | 4% 01 Aug 2048 | | | 407,053 | | | | | | | 434,861 | |
| | | FED HM LN PC POOL Q57957 | | 4.5% 01 Aug 2048 | | | 492,359 | | | | | | | 534,460 | |
| | | FED HM LN PC POOL Q58588 | | 4.5% 01 Sep 2048 | | | 286,828 | | | | | | | 311,290 | |
| | | FED HM LN PC POOL Q59812 | | 4% 01 Nov 2048 | | | 291,539 | | | | | | | 310,691 | |
| | | FED HM LN PC POOL QA6750 | | 3% 01 Feb 2050 | | | 1,161,647 | | | | | | | 1,224,236 | |
| | | FED HM LN PC POOL QA6839 | | 4.5% 01 Jan 2050 | | | 1,096,749 | | | | | | | 1,192,763 | |
| | | FED HM LN PC POOL QA7267 | | 4.5% 01 Feb 2050 | | | 137,438 | | | | | | | 148,465 | |
| | | FED HM LN PC POOL QB0211 | | 2.5% 01 Jun 2050 | | | 2,654,962 | | | | | | | 2,801,161 | |
| | | FED HM LN PC POOL QB2634 | | 2.5% 01 Aug 2050 | | | 3,439,598 | | | | | | | 3,629,004 | |
| | | FED HM LN PC POOL QB2682 | | 2.5% 01 Aug 2050 | | | 1,799,344 | | | | | | | 1,898,427 | |
| | | FED HM LN PC POOL QB3855 | | 2.5% 01 Sep 2050 | | | 3,502,253 | | | | | | | 3,695,109 | |
| | | FED HM LN PC POOL QB4785 | | 2.5% 01 Oct 2050 | | | 2,326,616 | | | | | | | 2,454,734 | |
| | | FED HM LN PC POOL QB5448 | | 2.5% 01 Nov 2050 | | | 3,718,040 | | | | | | | 3,923,670 | |
| | | FED HM LN PC POOL QB6037 | | 2.5% 01 Nov 2050 | | | 3,077,889 | | | | | | | 3,247,377 | |
| | | FED HM LN PC POOL QB7061 | | 2% 01 Dec 2050 | | | 4,381,347 | | | | | | | 4,559,541 | |
| | | FED HM LN PC POOL RA3847 | | 2.5% 01 Oct 2050 | | | 6,209,567 | | | | | | | 6,551,504 | |
| | | FED HM LN PC POOL SB0016 | | 3% 01 Jun 2034 | | | 697,783 | | | | | | | 732,354 | |
| | | FED HM LN PC POOL SB8040 | | 2.5% 01 Apr 2035 | | | 1,315,420 | | | | | | | 1,371,238 | |
| | | FED HM LN PC POOL SB8057 | | 2% 01 Aug 2035 | | | 1,308,370 | | | | | | | 1,367,588 | |
| | | FED HM LN PC POOL SB8058 | | 2.5% 01 Aug 2035 | | | 942,301 | | | | | | | 984,471 | |
| | | FED HM LN PC POOL SB8074 | | 2% 01 Nov 2035 | | | 4,530,397 | | | | | | | 4,736,196 | |
| | | FED HM LN PC POOL SD0067 | | 5.5% 01 Jun 2049 | | | 4,277,277 | | | | | | | 4,776,460 | |
| | | FED HM LN PC POOL SD0093 | | 5% 01 Oct 2049 | | | 679,590 | | | | | | | 751,637 | |
| | | FED HM LN PC POOL SD0127 | | 3% 01 Dec 2048 | | | 2,059,119 | | | | | | | 2,161,548 | |
| | | FED HM LN PC POOL SD8007 | | 4.5% 01 Aug 2049 | | | 529,745 | | | | | | | 574,458 | |
| | | FED HM LN PC POOL SD8016 | | 3% 01 Oct 2049 | | | 1,578,873 | | | | | | | 1,654,743 | |
| | | FED HM LN PC POOL SD8017 | | 3.5% 01 Oct 2049 | | | 1,215,924 | | | | | | | 1,283,764 | |
| | | FED HM LN PC POOL SD8025 | | 3.5% 01 Nov 2049 | | | 743,634 | | | | | | | 785,100 | |
| | | FED HM LN PC POOL SD8031 | | 3.5% 01 Dec 2049 | | | 886,188 | | | | | | | 935,570 | |
| | | FED HM LN PC POOL SD8036 | | 3% 01 Jan 2050 | | | 2,512,300 | | | | | | | 2,632,590 | |
| | | FED HM LN PC POOL SD8050 | | 3% 01 Mar 2050 | | | 2,055,987 | | | | | | | 2,155,202 | |
| | | FED HM LN PC POOL SD8053 | | 4.5% 01 Mar 2050 | | | 43,300 | | | | | | | 46,977 | |
| | | FED HM LN PC POOL SD8056 | | 3% 01 Apr 2050 | | | 4,243,823 | | | | | | | 4,448,191 | |
| | | FED HM LN PC POOL SD8058 | | 4% 01 Apr 2050 | | | 1,625,480 | | | | | | | 1,734,944 | |
| | | FED HM LN PC POOL SD8074 | | 3% 01 Jul 2050 | | | 2,888,534 | | | | | | | 3,032,826 | |
| | | FED HM LN PC POOL SD8083 | | 2.5% 01 Aug 2050 | | | 2,546,823 | | | | | | | 2,687,067 | |
| | | FED HM LN PC POOL SD8089 | | 2.5% 01 Jul 2050 | | | 3,355,852 | | | | | | | 3,540,647 | |
| | | FED HM LN PC POOL SD8099 | | 2.5% 01 Oct 2050 | | | 2,944,091 | | | | | | | 3,106,211 | |
| | | FED HM LN PC POOL SD8107 | | 2.5% 01 Nov 2050 | | | 2,970,520 | | | | | | | 3,134,096 | |
| | | FED HM LN PC POOL SD8114 | | 2.5% 01 Dec 2050 | | | 2,740,416 | | | | | | | 2,891,320 | |
| | | FED HM LN PC POOL V61427 | | 2.5% 01 Dec 2031 | | | 535,861 | | | | | | | 569,395 | |
| | | FED HM LN PC POOL V80509 | | 4% 01 Oct 2043 | | | 111,362 | | | | | | | 121,751 | |
| | | FED HM LN PC POOL V80589 | | 4.5% 01 Oct 2043 | | | 85,417 | | | | | | | 94,889 | |
| | | FED HM LN PC POOL V80597 | | 4.5% 01 Oct 2043 | | | 69,903 | | | | | | | 76,085 | |
| | | FED HM LN PC POOL V81992 | | 4% 01 Oct 2045 | | | 1,196,812 | | | | | | | 1,301,444 | |
| | | FED HM LN PC POOL V82605 | | 3% 01 Sep 2046 | | | 1,286,078 | | | | | | | 1,396,786 | |
| | | FED HM LN PC POOL V82645 | | 3% 01 Oct 2046 | | | 1,732,731 | | | | | | | 1,853,203 | |
| | | FED HM LN PC POOL V82781 | | 3% 01 Dec 2046 | | | 1,488,235 | | | | | | | 1,593,809 | |
| | | FED HM LN PC POOL Z40054 | | 4% 01 Jul 2042 | | | 763,876 | | | | | | | 837,991 | |
| | | FED HM LN PC POOL ZM0037 | | 3.5% 01 Aug 2045 | | | 1,236,378 | | | | | | | 1,322,840 | |
| | | FED HM LN PC POOL ZM0060 | | 3.5% 01 Aug 2045 | | | 995,945 | | | | | | | 1,073,114 | |
| | | FED HM LN PC POOL ZM6514 | | 4% 01 May 2048 | | | 512,875 | | | | | | | 547,216 | |
| | | FED HM LN PC POOL ZS4727 | | 4% 01 Jul 2047 | | | 1,027,615 | | | | | | | 1,103,650 | |
| | | FED HM LN PC POOL ZS4735 | | 3.5% 01 Sep 2047 | | | 2,196,104 | | | | | | | 2,329,209 | |
| | | FED HM LN PC POOL ZS4773 | | 4.5% 01 Jun 2048 | | | 17,610 | | | | | | | 19,118 | |
| | | FED HM LN PC POOL ZS8598 | | 3% 01 Feb 2031 | | | 595,702 | | | | | | | 626,301 | |
| | | FED HM LN PC POOL ZT1544 | | 3.5% 01 Dec 2048 | | | 933,758 | | | | | | | 904,350 | |
| | | FED HM LN PC POOL ZT1595 | | 4.5% 01 Jan 2049 | | | 281,034 | | | | | | | 304,590 | |
| | | FED HM LN PC POOL ZT2087 | | 4% 01 Jun 2049 | | | 39,366 | | | | | | | 41,996 | |
| | | FED HM LN PC POOL ZT2088 | | 4.5% 01 Jun 2049 | | | 204,321 | | | | | | | 221,471 | |
| | | FEDERAL HOME LOAN BANK | | 5.5% 15 Jul 2036 | | | 100,000 | | | | | | | 154,497 | |
| | | FEDERAL REALTY INVESTMEN | | 1.25% 15 Feb 2026 | | | 3,870,000 | | | | | | | 3,941,036 | |
| | | FEDEX CORP | | 5.25% 15 May 2050 | | | 1,905,000 | | | | | | | 2,698,301 | |
| | | FEDEX CORP | | 4.1% 01 Feb 2045 | | | 1,000,000 | | | | | | | 1,179,871 | |
| | | FEDEX CORP | | 4.95% 17 Oct 2048 | | | 1,300,000 | | | | | | | 1,774,852 | |
| | | FIDELITY NATL INFO SERV | | 3.75% 21 May 2029 | | | 3,300,000 | | | | | | | 3,874,190 | |
| | | FIFTH THIRD BANCORP | | 3.65% 25 Jan 2024 | | | 4,805,000 | | | | | | | 5,240,462 | |
| | | FISERV INC | | 2.75% 01 Jul 2024 | | | 4,780,000 | | | | | | | 5,132,729 | |
| | | FLORIDA POWER + LIGHT CO | | 3.95% 01 Mar 2048 | | | 2,000,000 | | | | | | | 2,608,292 | |
| | | FMC CORP | | 3.45% 01 Oct 2029 | | | 1,500,000 | | | | | | | 1,707,650 | |
| | | FNMA POOL 190391 | | 1% 01 Sep 2038 | | | 642 | | | | | | | 757 | |
| | | FNMA POOL 190396 | | 1% 01 Jun 2039 | | | 159,960 | | | | | | | 179,527 | |
| | | FNMA POOL 190399 | | 1% 01 Nov 2039 | | | 122,129 | | | | | | | 144,837 | |
| | | FNMA POOL 255498 | | 5.5% 01 Dec 2034 | | | 39,845 | | | | | | | 46,721 | |
| | | FNMA POOL 256476 | | 6% 01 Nov 2036 | | | 928 | | | | | | | 1,110 | |
| | | FNMA POOL 310125 | | 1% 01 May 2028 | | | 444,753 | | | | | | | 470,381 | |
| | | FNMA POOL 310157 | | 1% 01 Sep 2041 | | | 125,270 | | | | | | | 147,247 | |
| | | FNMA POOL 310185 | | 1% 01 Jul 2026 | | | 247,212 | | | | | | | 277,571 | |
| | | FNMA POOL 506482 | | 6.5% 01 Jul 2029 | | | 986 | | | | | | | 1,104 | |
| | | FNMA POOL 721502 | | 5% 01 Jul 2033 | | | 389 | | | | | | | 447 | |
| | | FNMA POOL 725250 | | 1% 01 Mar 2034 | | | 146,523 | | | | | | | 169,388 | |
| | | FNMA POOL 725422 | | 1% 01 Apr 2034 | | | 265,585 | | | | | | | 306,386 | |
| | | FNMA POOL 735228 | | 1% 01 Feb 2035 | | | 81,379 | | | | | | | 95,422 | |
| | | FNMA POOL 735288 | | 1% 01 Mar 2035 | | | 49,024 | | | | | | | 56,922 | |
| | | FNMA POOL 735484 | | 1% 01 May 2035 | | | 290,690 | | | | | | | 337,485 | |
| | | FNMA POOL 735591 | | 1% 01 Jun 2035 | | | 62,667 | | | | | | | 72,791 | |
| | | FNMA POOL 735676 | | 1% 01 Jul 2035 | | | 87,008 | | | | | | | 101,071 | |
| | | FNMA POOL 735893 | | 1% 01 Oct 2035 | | | 71,372 | | | | | | | 82,921 | |
| | | FNMA POOL 735925 | | 1% 01 Oct 2035 | | | 27,162 | | | | | | | 31,540 | |
| | | FNMA POOL 745275 | | 1% 01 Feb 2036 | | | 98,847 | | | | | | | 114,875 | |
| | | FNMA POOL 745873 | | 1% 01 Oct 2036 | | | 66,202 | | | | | | | 77,823 | |
| | | FNMA POOL 745932 | | 1% 01 Nov 2036 | | | 20,880 | | | | | | | 24,319 | |
| | | FNMA POOL 747428 | | 5.5% 01 Oct 2033 | | | 91,819 | | | | | | | 106,071 | |
| | | FNMA POOL 749079 | | 5.5% 01 Dec 2033 | | | 136,494 | | | | | | | 157,232 | |
| | | FNMA POOL 763978 | | 5.5% 01 Dec 2033 | | | 65,500 | | | | | | | 75,051 | |
| | | FNMA POOL 809620 | | 5% 01 Feb 2035 | | | 60,663 | | | | | | | 70,522 | |
| | | FNMA POOL 822042 | | 5% 01 Apr 2035 | | | 6,218 | | | | | | | 7,126 | |
| | | FNMA POOL 826966 | | 5.5% 01 Jun 2035 | | | 3,144 | | | | | | | 3,692 | |
| | | FNMA POOL 829196 | | 5% 01 Jul 2035 | | | 52,019 | | | | | | | 60,466 | |
| | | FNMA POOL 831017 | | 6% 01 Sep 2035 | | | 2,005 | | | | | | | 2,409 | |
| | | FNMA POOL 831822 | | 5.5% 01 Sep 2036 | | | 42,515 | | | | | | | 49,966 | |
| | | FNMA POOL 831832 | | 6% 01 Sep 2036 | | | 13,646 | | | | | | | 15,657 | |
| | | FNMA POOL 833126 | | 5% 01 Sep 2035 | | | 25,426 | | | | | | | 29,199 | |
| | | FNMA POOL 835783 | | 5% 01 Sep 2035 | | | 49,948 | | | | | | | 58,072 | |
| | | FNMA POOL 836361 | | 5% 01 Oct 2035 | | | 72,372 | | | | | | | 84,130 | |
| | | FNMA POOL 836427 | | 5% 01 Oct 2035 | | | 294,376 | | | | | | | 340,578 | |
| | | FNMA POOL 849299 | | 5.5% 01 Jan 2036 | | | 151,966 | | | | | | | 178,610 | |
| | | FNMA POOL 871058 | | 5.5% 01 Jan 2037 | | | 83,767 | | | | | | | 98,475 | |
| | | FNMA POOL 880622 | | 5.5% 01 Apr 2036 | | | 13,032 | | | | | | | 15,313 | |
| | | FNMA POOL 886090 | | 6.5% 01 Jul 2036 | | | 3,030 | | | | | | | 3,419 | |
| | | FNMA POOL 886958 | | 6% 01 Jun 2036 | | | 49,583 | | | | | | | 59,305 | |
| | | FNMA POOL 888131 | | 1% 01 Feb 2037 | | | 17,536 | | | | | | | 20,615 | |
| | | FNMA POOL 888173 | | 1% 01 Nov 2036 | | | 115,553 | | | | | | | 135,831 | |
| | | FNMA POOL 888204 | | 1% 01 Apr 2026 | | | 83,957 | | | | | | | 94,267 | |
| | | FNMA POOL 888219 | | 1% 01 Mar 2037 | | | 77,100 | | | | | | | 90,637 | |
| | | FNMA POOL 888221 | | 1% 01 Mar 2037 | | | 100,474 | | | | | | | 118,071 | |
| | | FNMA POOL 889190 | | 1% 01 Mar 2038 | | | 41,148 | | | | | | | 48,791 | |
| | | FNMA POOL 889450 | | 1% 01 Mar 2038 | | | 24,616 | | | | | | | 29,088 | |
| | | FNMA POOL 889479 | | 1% 01 Jul 2037 | | | 38,715 | | | | | | | 45,010 | |
| | | FNMA POOL 889529 | | 1% 01 Mar 2038 | | | 2,062 | | | | | | | 2,448 | |
| | | FNMA POOL 889574 | | 1% 01 Aug 2037 | | | 99,762 | | | | | | | 119,446 | |
| | | FNMA POOL 889749 | | 1% 01 Jun 2038 | | | 63,953 | | | | | | | 75,174 | |
| | | FNMA POOL 889995 | | 1% 01 Sep 2038 | | | 132,265 | | | | | | | 155,489 | |
| | | FNMA POOL 889996 | | 1% 01 Jun 2038 | | | 68,233 | | | | | | | 80,214 | |
| | | FNMA POOL 890310 | | 1% 01 Dec 2040 | | | 95,410 | | | | | | | 106,548 | |
| | | FNMA POOL 890529 | | 1% 01 Sep 2041 | | | 45,566 | | | | | | | 53,566 | |
| | | FNMA POOL 890710 | | 1% 01 Feb 2031 | | | 204,781 | | | | | | | 215,238 | |
| | | FNMA POOL 891436 | | 6% 01 Mar 2036 | | | 14,333 | | | | | | | 17,136 | |
| | | FNMA POOL 892537 | | 6.5% 01 Sep 2036 | | | 500 | | | | | | | 563 | |
| | | FNMA POOL 893511 | | 6% 01 Sep 2036 | | | 11,333 | | | | | | | 13,501 | |
| | | FNMA POOL 893533 | | 6.5% 01 Sep 2036 | | | 25,186 | | | | | | | 28,525 | |
| | | FNMA POOL 893885 | | 6% 01 Oct 2036 | | | 7,970 | | | | | | | 9,067 | |
| | | FNMA POOL 897100 | | 6.5% 01 Jul 2036 | | | 51,556 | | | | | | | 59,620 | |
| | | FNMA POOL 897909 | | 6% 01 Jan 2037 | | | 25,356 | | | | | | | 28,496 | |
| | | FNMA POOL 899588 | | 5.5% 01 Jun 2037 | | | 17,446 | | | | | | | 20,400 | |
| | | FNMA POOL 899671 | | 6.5% 01 Aug 2037 | | | 4,379 | | | | | | | 4,971 | |
| | | FNMA POOL 901666 | | 6% 01 Oct 2036 | | | 11,450 | | | | | | | 13,097 | |
| | | FNMA POOL 903677 | | 6.5% 01 Oct 2036 | | | 880 | | | | | | | 1,057 | |
| | | FNMA POOL 905106 | | 6% 01 Jan 2037 | | | 23,833 | | | | | | | 26,785 | |
| | | FNMA POOL 908670 | | 5.5% 01 Dec 2036 | | | 38,715 | | | | | | | 43,237 | |
| | | FNMA POOL 913304 | | 5.5% 01 Apr 2037 | | | 17,339 | | | | | | | 20,382 | |
| | | FNMA POOL 917599 | | 6% 01 Apr 2037 | | | 73,167 | | | | | | | 82,268 | |
| | | FNMA POOL 920079 | | 6% 01 Dec 2036 | | | 4,593 | | | | | | | 5,448 | |
| | | FNMA POOL 930039 | | 5.5% 01 Oct 2038 | | | 100,069 | | | | | | | 114,548 | |
| | | FNMA POOL 931507 | | 4.5% 01 Jul 2039 | | | 343,952 | | | | | | | 382,041 | |
| | | FNMA POOL 931974 | | 5% 01 Sep 2039 | | | 127,795 | | | | | | | 147,891 | |
| | | FNMA POOL 932091 | | 6.5% 01 Sep 2039 | | | 9,619 | | | | | | | 10,776 | |
| | | FNMA POOL 932841 | | 3.5% 01 Dec 2025 | | | 52,464 | | | | | | | 55,677 | |
| | | FNMA POOL 932842 | | 3.5% 01 Dec 2025 | | | 306,946 | | | | | | | 325,763 | |
| | | FNMA POOL 933008 | | 6% 01 Sep 2037 | | | 16,049 | | | | | | | 18,363 | |
| | | FNMA POOL 933463 | | 5.5% 01 Feb 2038 | | | 4,169 | | | | | | | 4,901 | |
| | | FNMA POOL 933796 | | 5.5% 01 May 2038 | | | 47,785 | | | | | | | 56,177 | |
| | | FNMA POOL 934084 | | 6.5% 01 Jun 2038 | | | 5,025 | | | | | | | 5,630 | |
| | | FNMA POOL 935154 | | 5.5% 01 Apr 2039 | | | 108,357 | | | | | | | 121,053 | |
| | | FNMA POOL 944632 | | 5% 01 Jul 2037 | | | 746 | | | | | | | 825 | |
| | | FNMA POOL 948711 | | 6% 01 Aug 2037 | | | 11,516 | | | | | | | 13,585 | |
| | | FNMA POOL 949298 | | 6.5% 01 Oct 2037 | | | 11,696 | | | | | | | 13,276 | |
| | | FNMA POOL 952459 | | 6% 01 Sep 2037 | | | 706 | | | | | | | 819 | |
| | | FNMA POOL 952656 | | 6% 01 Aug 2037 | | | 150,126 | | | | | | | 176,533 | |
| | | FNMA POOL 953613 | | 5.5% 01 Mar 2038 | | | 63,791 | | | | | | | 74,995 | |
| | | FNMA POOL 955724 | | 6.5% 01 Nov 2037 | | | 123,769 | | | | | | | 144,320 | |
| | | FNMA POOL 955803 | | 6.5% 01 Oct 2037 | | | 15,217 | | | | | | | 17,049 | |
| | | FNMA POOL 956078 | | 6.5% 01 Dec 2037 | | | 694 | | | | | | | 791 | |
| | | FNMA POOL 961118 | | 6% 01 Apr 2038 | | | 19,808 | | | | | | | 22,258 | |
| | | FNMA POOL 962567 | | 5.5% 01 Apr 2038 | | | 585 | | | | | | | 685 | |
| | | FNMA POOL 964072 | | 5.5% 01 Jul 2038 | | | 21,156 | | | | | | | 24,742 | |
| | | FNMA POOL 967691 | | 6% 01 Jan 2038 | | | 74,138 | | | | | | | 87,727 | |
| | | FNMA POOL 972541 | | 6% 01 Feb 2038 | | | 11,061 | | | | | | | 13,084 | |
| | | FNMA POOL 973241 | | 5% 01 Mar 2038 | | | 2,235 | | | | | | | 2,599 | |
| | | FNMA POOL 974965 | | 5% 01 Apr 2038 | | | 35,028 | | | | | | | 40,729 | |
| | | FNMA POOL 975103 | | 5.5% 01 Jun 2038 | | | 16,162 | | | | | | | 18,984 | |
| | | FNMA POOL 975123 | | 5.5% 01 May 2038 | | | 40,072 | | | | | | | 46,866 | |
| | | FNMA POOL 975376 | | 5.5% 01 Jun 2038 | | | 39,747 | | | | | | | 46,671 | |
| | | FNMA POOL 976851 | | 5.5% 01 Apr 2036 | | | 737 | | | | | | | 822 | |
| | | FNMA POOL 976990 | | 5.5% 01 Apr 2038 | | | 133,927 | | | | | | | 155,817 | |
| | | FNMA POOL 977077 | | 5.5% 01 Dec 2037 | | | 45,388 | | | | | | | 53,355 | |
| | | FNMA POOL 979919 | | 6% 01 May 2038 | | | 4,558 | | | | | | | 5,164 | |
| | | FNMA POOL 982530 | | 6% 01 Jun 2038 | | | 46,052 | | | | | | | 51,710 | |
| | | FNMA POOL 991042 | | 5.5% 01 Oct 2038 | | | 667 | | | | | | | 758 | |
| | | FNMA POOL 992144 | | 6% 01 Oct 2038 | | | 10,627 | | | | | | | 12,523 | |
| | | FNMA POOL 995011 | | 1% 01 Oct 2038 | | | 136,927 | | | | | | | 161,688 | |
| | | FNMA POOL 995112 | | 1% 01 Jul 2036 | | | 84,710 | | | | | | | 99,292 | |
| | | FNMA POOL 995231 | | 1% 01 Jan 2039 | | | 3,545 | | | | | | | 4,054 | |
| | | FNMA POOL 995245 | | 1% 01 Jan 2039 | | | 101,645 | | | | | | | 118,065 | |
| | | FNMA POOL 995246 | | 1% 01 Dec 2035 | | | 21,092 | | | | | | | 24,507 | |
| | | FNMA POOL 995251 | | 1% 01 Nov 2038 | | | 24,336 | | | | | | | 28,804 | |
| | | FNMA POOL 995481 | | 1% 01 Dec 2038 | | | 52,206 | | | | | | | 60,448 | |
| | | FNMA POOL 995838 | | 1% 01 May 2039 | | | 20,073 | | | | | | | 23,593 | |
| | | FNMA POOL AA0264 | | 5% 01 Feb 2039 | | | 776 | | | | | | | 891 | |
| | | FNMA POOL AA0588 | | 5.5% 01 Feb 2039 | | | 12,237 | | | | | | | 13,668 | |
| | | FNMA POOL AA8051 | | 5.5% 01 May 2039 | | | 15,686 | | | | | | | 17,517 | |
| | | FNMA POOL AA8487 | | 4.5% 01 Jul 2039 | | | 233,664 | | | | | | | 262,365 | |
| | | FNMA POOL AA9357 | | 4.5% 01 Aug 2039 | | | 2,274 | | | | | | | 2,545 | |
| | | FNMA POOL AA9591 | | 5.5% 01 Apr 2039 | | | 3,642 | | | | | | | 4,237 | |
| | | FNMA POOL AB0194 | | 5.5% 01 Jan 2039 | | | 182,580 | | | | | | | 214,647 | |
| | | FNMA POOL AB0299 | | 6% 01 Feb 2037 | | | 21,141 | | | | | | | 25,377 | |
| | | FNMA POOL AB1080 | | 4.5% 01 May 2040 | | | 303,911 | | | | | | | 340,050 | |
| | | FNMA POOL AB1335 | | 4.5% 01 Aug 2040 | | | 294,453 | | | | | | | 325,876 | |
| | | FNMA POOL AB1387 | | 4.5% 01 Aug 2040 | | | 218,833 | | | | | | | 245,713 | |
| | | FNMA POOL AB1389 | | 4.5% 01 Aug 2040 | | | 22,936 | | | | | | | 25,456 | |
| | | FNMA POOL AB1854 | | 4.5% 01 Nov 2040 | | | 297,654 | | | | | | | 332,793 | |
| | | FNMA POOL AB2985 | | 5.5% 01 Jan 2040 | | | 12,180 | | | | | | | 13,611 | |
| | | FNMA POOL AB3193 | | 4.5% 01 Jun 2041 | | | 16,644 | | | | | | | 18,494 | |
| | | FNMA POOL AB3738 | | 3.5% 01 Oct 2041 | | | 384,943 | | | | | | | 413,706 | |
| | | FNMA POOL AB4102 | | 3.5% 01 Dec 2041 | | | 130,584 | | | | | | | 140,450 | |
| | | FNMA POOL AB4302 | | 3.5% 01 Jan 2042 | | | 452,153 | | | | | | | 486,378 | |
| | | FNMA POOL AB5192 | | 4% 01 May 2042 | | | 182,214 | | | | | | | 201,372 | |
| | | FNMA POOL AB5250 | | 3.5% 01 May 2042 | | | 364,480 | | | | | | | 393,520 | |
| | | FNMA POOL AB5679 | | 4% 01 Jul 2042 | | | 338,659 | | | | | | | 372,200 | |
| | | FNMA POOL AB6929 | | 3.5% 01 Nov 2042 | | | 357,276 | | | | | | | 388,324 | |
| | | FNMA POOL AB7436 | | 3% 01 Dec 2042 | | | 534,464 | | | | | | | 568,450 | |
| | | FNMA POOL AB7848 | | 3% 01 Feb 2043 | | | 1,426,070 | | | | | | | 1,517,125 | |
| | | FNMA POOL AB7965 | | 3.5% 01 Feb 2043 | | | 520,496 | | | | | | | 566,134 | |
| | | FNMA POOL AB8455 | | 3% 01 Feb 2028 | | | 181,643 | | | | | | | 190,955 | |
| | | FNMA POOL AB8486 | | 3% 01 Feb 2043 | | | 283,642 | | | | | | | 301,743 | |
| | | FNMA POOL AB8796 | | 2.5% 01 Mar 2028 | | | 299,010 | | | | | | | 312,525 | |
| | | FNMA POOL AB8855 | | 3.5% 01 Mar 2043 | | | 810,208 | | | | | | | 880,871 | |
| | | FNMA POOL AB8881 | | 3% 01 Apr 2043 | | | 832,766 | | | | | | | 903,867 | |
| | | FNMA POOL AB8897 | | 3% 01 Apr 2043 | | | 520,242 | | | | | | | 553,438 | |
| | | FNMA POOL AB8899 | | 3% 01 Apr 2043 | | | 614,855 | | | | | | | 655,144 | |
| | | FNMA POOL AB9154 | | 2.5% 01 Apr 2028 | | | 174,621 | | | | | | | 182,480 | |
| | | FNMA POOL AB9172 | | 2.5% 01 Apr 2028 | | | 169,014 | | | | | | | 176,675 | |
| | | FNMA POOL AB9177 | | 3.5% 01 Apr 2043 | | | 161,669 | | | | | | | 176,781 | |
| | | FNMA POOL AB9187 | | 3% 01 Apr 2043 | | | 272,557 | | | | | | | 289,076 | |
| | | FNMA POOL AB9362 | | 3.5% 01 May 2043 | | | 266,893 | | | | | | | 291,833 | |
| | | FNMA POOL AB9374 | | 3.5% 01 May 2043 | | | 183,149 | | | | | | | 201,228 | |
| | | FNMA POOL AB9491 | | 2.5% 01 May 2028 | | | 341,102 | | | | | | | 356,572 | |
| | | FNMA POOL AB9779 | | 2.5% 01 Jul 2028 | | | 307,429 | | | | | | | 321,102 | |
| | | FNMA POOL AB9863 | | 3% 01 Jul 2043 | | | 848,660 | | | | | | | 902,693 | |
| | | FNMA POOL AC5302 | | 6.5% 01 Nov 2039 | | | 2,805 | | | | | | | 3,143 | |
| | | FNMA POOL AC6608 | | 4.5% 01 Nov 2039 | | | 95,434 | | | | | | | 106,784 | |
| | | FNMA POOL AC6795 | | 4.5% 01 Dec 2039 | | | 57,079 | | | | | | | 63,420 | |
| | | FNMA POOL AC8107 | | 5.5% 01 Dec 2036 | | | 161,635 | | | | | | | 189,059 | |
| | | FNMA POOL AC8512 | | 4.5% 01 Dec 2039 | | | 136,052 | | | | | | | 152,233 | |
| | | FNMA POOL AD0207 | | 1% 01 Oct 2038 | | | 34,747 | | | | | | | 41,228 | |
| | | FNMA POOL AD0220 | | 1% 01 Oct 2038 | | | 139,552 | | | | | | | 166,267 | |
| | | FNMA POOL AD0245 | | 1% 01 Aug 2038 | | | 24,590 | | | | | | | 28,574 | |
| | | FNMA POOL AD0255 | | 1% 01 Jun 2039 | | | 1,542 | | | | | | | 1,821 | |
| | | FNMA POOL AD0317 | | 1% 01 Jan 2039 | | | 573 | | | | | | | 673 | |
| | | FNMA POOL AD0447 | | 1% 01 Jun 2039 | | | 15,112 | | | | | | | 17,858 | |
| | | FNMA POOL AD0527 | | 1% 01 Jun 2039 | | | 115,938 | | | | | | | 136,291 | |
| | | FNMA POOL AD1656 | | 4.5% 01 Mar 2040 | | | 154,064 | | | | | | | 172,382 | |
| | | FNMA POOL AD2381 | | 4.5% 01 Mar 2040 | | | 98,506 | | | | | | | 110,605 | |
| | | FNMA POOL AD3808 | | 4.5% 01 Apr 2040 | | | 57,126 | | | | | | | 63,919 | |
| | | FNMA POOL AD4296 | | 5% 01 Apr 2040 | | | 337,030 | | | | | | | 390,001 | |
| | | FNMA POOL AD7371 | | 5% 01 Jul 2040 | | | 60,838 | | | | | | | 70,744 | |
| | | FNMA POOL AD8529 | | 4.5% 01 Aug 2040 | | | 34,126 | | | | | | | 37,885 | |
| | | FNMA POOL AD8950 | | 5% 01 Jul 2040 | | | 37,198 | | | | | | | 42,856 | |
| | | FNMA POOL AD9810 | | 5% 01 Jul 2040 | | | 69,473 | | | | | | | 77,917 | |
| | | FNMA POOL AE0025 | | 1% 01 Jan 2040 | | | 19,261 | | | | | | | 22,643 | |
| | | FNMA POOL AE0217 | | 1% 01 Aug 2040 | | | 42,454 | | | | | | | 47,627 | |
| | | FNMA POOL AE0233 | | 1% 01 Jul 2039 | | | 76,166 | | | | | | | 89,533 | |
| | | FNMA POOL AE0271 | | 1% 01 Aug 2040 | | | 105,916 | | | | | | | 120,276 | |
| | | FNMA POOL AE0313 | | 1% 01 Sep 2040 | | | 182,753 | | | | | | | 202,766 | |
| | | FNMA POOL AE0392 | | 1% 01 Dec 2039 | | | 27,117 | | | | | | | 31,860 | |
| | | FNMA POOL AE0481 | | 1% 01 Sep 2040 | | | 540,685 | | | | | | | 628,644 | |
| | | FNMA POOL AE0691 | | 1% 01 Oct 2040 | | | 69,029 | | | | | | | 76,688 | |
| | | FNMA POOL AE0828 | | 1% 01 Feb 2041 | | | 350,680 | | | | | | | 378,664 | |
| | | FNMA POOL AE0880 | | 1% 01 May 2040 | | | 34,025 | | | | | | | 39,046 | |
| | | FNMA POOL AE0937 | | 1% 01 Feb 2041 | | | 229,939 | | | | | | | 248,304 | |
| | | FNMA POOL AE0949 | | 1% 01 Feb 2041 | | | 247,577 | | | | | | | 271,378 | |
| | | FNMA POOL AE0984 | | 1% 01 Feb 2041 | | | 18,986 | | | | | | | 21,310 | |
| | | FNMA POOL AE1856 | | 4.5% 01 Aug 2040 | | | 16,090 | | | | | | | 17,437 | |
| | | FNMA POOL AE5463 | | 4% 01 Oct 2040 | | | 98,685 | | | | | | | 108,223 | |
| | | FNMA POOL AE5745 | | 5% 01 Feb 2034 | | | 106,579 | | | | | | | 118,649 | |
| | | FNMA POOL AE6061 | | 4.5% 01 Oct 2040 | | | 117,660 | | | | | | | 132,088 | |
| | | FNMA POOL AE8714 | | 3.5% 01 Nov 2040 | | | 388,545 | | | | | | | 418,438 | |
| | | FNMA POOL AH0573 | | 4% 01 Dec 2040 | | | 171,921 | | | | | | | 189,463 | |
| | | FNMA POOL AH1114 | | 4% 01 Dec 2040 | | | 351,536 | | | | | | | 390,757 | |
| | | FNMA POOL AH2366 | | 3.5% 01 Jan 2026 | | | 63,165 | | | | | | | 67,051 | |
| | | FNMA POOL AH4428 | | 3.5% 01 Jan 2041 | | | 267,220 | | | | | | | 287,746 | |
| | | FNMA POOL AH4696 | | 5% 01 Mar 2041 | | | 1,767 | | | | | | | 1,971 | |
| | | FNMA POOL AH6789 | | 4.5% 01 Mar 2041 | | | 120,299 | | | | | | | 134,608 | |
| | | FNMA POOL AH7010 | | 4.5% 01 Mar 2041 | | | 95,175 | | | | | | | 105,629 | |
| | | FNMA POOL AI3661 | | 5% 01 May 2041 | | | 101,627 | | | | | | | 115,184 | |
| | | FNMA POOL AI4815 | | 4.5% 01 Jun 2041 | | | 42,449 | | | | | | | 47,646 | |
| | | FNMA POOL AI5507 | | 4.5% 01 Jul 2041 | | | 97,838 | | | | | | | 110,304 | |
| | | FNMA POOL AI8013 | | 3.5% 01 Aug 2026 | | | 197,566 | | | | | | | 209,675 | |
| | | FNMA POOL AJ6346 | | 3.5% 01 Dec 2041 | | | 352,370 | | | | | | | 381,250 | |
| | | FNMA POOL AJ7686 | | 4% 01 Dec 2041 | | | 93,019 | | | | | | | 102,799 | |
| | | FNMA POOL AJ8476 | | 3.5% 01 Dec 2041 | | | 459,353 | | | | | | | 494,176 | |
| | | FNMA POOL AJ9303 | | 4% 01 Jan 2042 | | | 1,544,226 | | | | | | | 1,702,236 | |
| | | FNMA POOL AK0706 | | 3.5% 01 Feb 2027 | | | 48,458 | | | | | | | 51,999 | |
| | | FNMA POOL AK2415 | | 4% 01 Feb 2042 | | | 310,477 | | | | | | | 342,128 | |
| | | FNMA POOL AK3402 | | 4% 01 Feb 2042 | | | 146,745 | | | | | | | 160,502 | |
| | | FNMA POOL AK6568 | | 3.5% 01 Apr 2042 | | | 170,303 | | | | | | | 182,848 | |
| | | FNMA POOL AK6846 | | 3.5% 01 Apr 2042 | | | 182,489 | | | | | | | 196,718 | |
| | | FNMA POOL AK7123 | | 4% 01 Apr 2042 | | | 10,010 | | | | | | | 10,691 | |
| | | FNMA POOL AK7506 | | 4% 01 Apr 2042 | | | 708,151 | | | | | | | 772,101 | |
| | | FNMA POOL AK9393 | | 3.5% 01 Apr 2042 | | | 749,792 | | | | | | | 808,610 | |
| | | FNMA POOL AL0082 | | 1% 01 Oct 2039 | | | 12,500 | | | | | | | 14,695 | |
| | | FNMA POOL AL0414 | | 1% 01 Sep 2040 | | | 26,519 | | | | | | | 31,125 | |
| | | FNMA POOL AL0484 | | 1% 01 May 2040 | | | 37,883 | | | | | | | 44,536 | |
| | | FNMA POOL AL0520 | | 1% 01 Jul 2041 | | | 67,591 | | | | | | | 79,462 | |
| | | FNMA POOL AL0615 | | 1% 01 Sep 2040 | | | 35,951 | | | | | | | 42,247 | |
| | | FNMA POOL AL1176 | | 1% 01 Oct 2039 | | | 37,658 | | | | | | | 45,513 | |
| | | FNMA POOL AL1319 | | 1% 01 Oct 2041 | | | 244,020 | | | | | | | 270,144 | |
| | | FNMA POOL AL1547 | | 1% 01 Nov 2041 | | | 145,591 | | | | | | | 162,934 | |
| | | FNMA POOL AL1862 | | 1% 01 Apr 2027 | | | 99,066 | | | | | | | 105,488 | |
| | | FNMA POOL AL2276 | | 1% 01 Sep 2027 | | | 253,234 | | | | | | | 265,971 | |
| | | FNMA POOL AL2374 | | 1% 01 Dec 2041 | | | 577,784 | | | | | | | 648,790 | |
| | | FNMA POOL AL3000 | | 1% 01 Dec 2042 | | | 1,385,794 | | | | | | | 1,507,153 | |
| | | FNMA POOL AL3174 | | 1% 01 Feb 2028 | | | 226,635 | | | | | | | 239,032 | |
| | | FNMA POOL AL3195 | | 1% 01 Mar 2028 | | | 522,615 | | | | | | | 546,269 | |
| | | FNMA POOL AL3299 | | 1% 01 Feb 2028 | | | 106,187 | | | | | | | 111,579 | |
| | | FNMA POOL AL3304 | | 1% 01 Mar 2028 | | | 238,028 | | | | | | | 252,615 | |
| | | FNMA POOL AL3315 | | 1% 01 Mar 2043 | | | 342,920 | | | | | | | 376,643 | |
| | | FNMA POOL AL3320 | | 1% 01 Mar 2043 | | | 1,915,750 | | | | | | | 2,083,729 | |
| | | FNMA POOL AL3352 | | 1% 01 Jun 2040 | | | 28,424 | | | | | | | 33,610 | |
| | | FNMA POOL AL3498 | | 1% 01 May 2043 | | | 436,919 | | | | | | | 477,784 | |
| | | FNMA POOL AL3615 | | 1% 01 Dec 2026 | | | 81,593 | | | | | | | 86,548 | |
| | | FNMA POOL AL3650 | | 1% 01 Feb 2041 | | | 149,159 | | | | | | | 172,171 | |
| | | FNMA POOL AL3652 | | 1% 01 Oct 2040 | | | 198,893 | | | | | | | 235,940 | |
| | | FNMA POOL AL3865 | | 1% 01 Jul 2043 | | | 74,410 | | | | | | | 80,910 | |
| | | FNMA POOL AL4608 | | 1% 01 Dec 2043 | | | 414,279 | | | | | | | 464,359 | |
| | | FNMA POOL AL5218 | | 1% 01 Mar 2044 | | | 283,812 | | | | | | | 319,891 | |
| | | FNMA POOL AL5229 | | 1% 01 Jan 2044 | | | 102,375 | | | | | | | 116,837 | |
| | | FNMA POOL AL5315 | | 1% 01 Jun 2042 | | | 476,399 | | | | | | | 524,698 | |
| | | FNMA POOL AL5616 | | 1% 01 Sep 2041 | | | 237,159 | | | | | | | 278,749 | |
| | | FNMA POOL AL5744 | | 1% 01 Sep 2029 | | | 221,876 | | | | | | | 238,077 | |
| | | FNMA POOL AL5783 | | 1% 01 Jul 2041 | | | 64,333 | | | | | | | 76,359 | |
| | | FNMA POOL AL6004 | | 1% 01 Dec 2043 | | | 12,407 | | | | | | | 13,900 | |
| | | FNMA POOL AL6019 | | 1% 01 Nov 2028 | | | 723,987 | | | | | | | 756,151 | |
| | | FNMA POOL AL6226 | | 1% 01 Jan 2030 | | | 562,876 | | | | | | | 588,116 | |
| | | FNMA POOL AL6289 | | 1% 01 Feb 2042 | | | 69,219 | | | | | | | 80,011 | |
| | | FNMA POOL AL6325 | | 1% 01 Oct 2044 | | | 941,505 | | | | | | | 1,002,602 | |
| | | FNMA POOL AL6432 | | 1% 01 Jan 2045 | | | 203,528 | | | | | | | 221,861 | |
| | | FNMA POOL AL6586 | | 1% 01 Oct 2043 | | | 385,364 | | | | | | | 417,113 | |
| | | FNMA POOL AL6598 | | 1% 01 Apr 2030 | | | 342,351 | | | | | | | 367,383 | |
| | | FNMA POOL AL6763 | | 1% 01 May 2030 | | | 1,059,967 | | | | | | | 1,129,859 | |
| | | FNMA POOL AL7121 | | 1% 01 Jan 2044 | | | 561,280 | | | | | | | 597,799 | |
| | | FNMA POOL AL7204 | | 1% 01 Oct 2043 | | | 58,583 | | | | | | | 67,555 | |
| | | FNMA POOL AL7800 | | 1% 01 Nov 2030 | | | 633,266 | | | | | | | 672,386 | |
| | | FNMA POOL AL7801 | | 1% 01 Nov 2030 | | | 629,642 | | | | | | | 664,883 | |
| | | FNMA POOL AL7924 | | 1% 01 Dec 2028 | | | 51,542 | | | | | | | 57,872 | |
| | | FNMA POOL AL8083 | | 1% 01 Mar 2029 | | | 182,834 | | | | | | | 205,287 | |
| | | FNMA POOL AL8270 | | 1% 01 Jun 2030 | | | 355,264 | | | | | | | 370,961 | |
| | | FNMA POOL AL8340 | | 1% 01 Feb 2045 | | | 250,649 | | | | | | | 278,083 | |
| | | FNMA POOL AL8776 | | 1% 01 Jul 2046 | | | 371,339 | | | | | | | 396,522 | |
| | | FNMA POOL AL9105 | | 1% 01 Oct 2046 | | | 348,403 | | | | | | | 384,098 | |
| | | FNMA POOL AL9282 | | 1% 01 Jun 2046 | | | 1,527,883 | | | | | | | 1,658,783 | |
| | | FNMA POOL AL9318 | | 1% 01 Oct 2043 | | | 959,988 | | | | | | | 1,048,600 | |
| | | FNMA POOL AL9432 | | 1% 01 Oct 2046 | | | 283,440 | | | | | | | 303,546 | |
| | | FNMA POOL AL9563 | | 1% 01 Nov 2046 | | | 201,796 | | | | | | | 217,687 | |
| | | FNMA POOL AL9578 | | 1% 01 Jun 2045 | | | 1,640,867 | | | | | | | 1,792,093 | |
| | | FNMA POOL AL9781 | | 1% 01 Feb 2046 | | | 488,250 | | | | | | | 543,753 | |
| | | FNMA POOL AL9994 | | 1% 01 Apr 2032 | | | 1,581,930 | | | | | | | 1,685,679 | |
| | | FNMA POOL AO1214 | | 3.5% 01 Apr 2042 | | | 572,641 | | | | | | | 616,648 | |
| | | FNMA POOL AO2976 | | 3.5% 01 May 2042 | | | 674,448 | | | | | | | 733,168 | |
| | | FNMA POOL AO4144 | | 4% 01 Jun 2042 | | | 361,860 | | | | | | | 394,248 | |
| | | FNMA POOL AO7152 | | 3.5% 01 Aug 2042 | | | 544,206 | | | | | | | 589,475 | |
| | | FNMA POOL AP2088 | | 4% 01 Aug 2042 | | | 280,681 | | | | | | | 307,398 | |
| | | FNMA POOL AQ9328 | | 3.5% 01 Jan 2043 | | | 1,336,986 | | | | | | | 1,453,812 | |
| | | FNMA POOL AQ9330 | | 3.5% 01 Jan 2043 | | | 324,751 | | | | | | | 351,633 | |
| | | FNMA POOL AQ9362 | | 2.5% 01 Jan 2028 | | | 455,998 | | | | | | | 476,621 | |
| | | FNMA POOL AR1995 | | 3.5% 01 Feb 2043 | | | 216,390 | | | | | | | 233,704 | |
| | | FNMA POOL AR6445 | | 4.5% 01 Oct 2043 | | | 65,393 | | | | | | | 71,782 | |
| | | FNMA POOL AR6852 | | 3% 01 Feb 2043 | | | 586,208 | | | | | | | 624,910 | |
| | | FNMA POOL AR7435 | | 3.5% 01 Jul 2043 | | | 1,743,728 | | | | | | | 1,882,068 | |
| | | FNMA POOL AR8293 | | 3% 01 May 2043 | | | 766,802 | | | | | | | 817,906 | |
| | | FNMA POOL AR9197 | | 3% 01 Mar 2043 | | | 909,239 | | | | | | | 968,980 | |
| | | FNMA POOL AR9248 | | 2.5% 01 Mar 2028 | | | 359,723 | | | | | | | 376,025 | |
| | | FNMA POOL AS0016 | | 3% 01 Jul 2043 | | | 2,078,522 | | | | | | | 2,205,240 | |
| | | FNMA POOL AS0037 | | 3.5% 01 Jul 2043 | | | 650,489 | | | | | | | 699,484 | |
| | | FNMA POOL AS0080 | | 3.5% 01 Aug 2043 | | | 1,185,131 | | | | | | | 1,287,204 | |
| | | FNMA POOL AS0128 | | 3% 01 Aug 2043 | | | 160,103 | | | | | | | 173,075 | |
| | | FNMA POOL AS0189 | | 2.5% 01 Aug 2028 | | | 519,525 | | | | | | | 550,648 | |
| | | FNMA POOL AS0210 | | 3.5% 01 Aug 2043 | | | 352,840 | | | | | | | 385,679 | |
| | | FNMA POOL AS0263 | | 5% 01 Aug 2043 | | | 47,428 | | | | | | | 53,457 | |
| | | FNMA POOL AS0302 | | 3% 01 Aug 2043 | | | 1,004,485 | | | | | | | 1,067,878 | |
| | | FNMA POOL AS0331 | | 3% 01 Aug 2043 | | | 263,578 | | | | | | | 279,674 | |
| | | FNMA POOL AS0358 | | 4% 01 Sep 2043 | | | 677,132 | | | | | | | 746,898 | |
| | | FNMA POOL AS0489 | | 2.5% 01 Sep 2028 | | | 249,402 | | | | | | | 260,719 | |
| | | FNMA POOL AS0516 | | 3% 01 Sep 2043 | | | 930,761 | | | | | | | 993,052 | |
| | | FNMA POOL AS0563 | | 4.5% 01 Sep 2043 | | | 32,531 | | | | | | | 36,024 | |
| | | FNMA POOL AS0657 | | 4% 01 Oct 2043 | | | 580,564 | | | | | | | 636,919 | |
| | | FNMA POOL AS0830 | | 4.5% 01 Oct 2043 | | | 49,629 | | | | | | | 55,628 | |
| | | FNMA POOL AS0837 | | 5% 01 Oct 2043 | | | 110,466 | | | | | | | 123,906 | |
| | | FNMA POOL AS0860 | | 4.5% 01 Oct 2043 | | | 54,260 | | | | | | | 60,025 | |
| | | FNMA POOL AS1042 | | 4% 01 Nov 2043 | | | 734,535 | | | | | | | 801,054 | |
| | | FNMA POOL AS1338 | | 5% 01 Dec 2043 | | | 36,442 | | | | | | | 40,756 | |
| | | FNMA POOL AS1380 | | 4.5% 01 Dec 2043 | | | 216,080 | | | | | | | 239,142 | |
| | | FNMA POOL AS1417 | | 3% 01 Jan 2029 | | | 151,809 | | | | | | | 159,550 | |
| | | FNMA POOL AS1527 | | 3% 01 Jan 2029 | | | 114,833 | | | | | | | 120,667 | |
| | | FNMA POOL AS1586 | | 4.5% 01 Jan 2044 | | | 296,984 | | | | | | | 332,210 | |
| | | FNMA POOL AS1587 | | 4.5% 01 Jan 2044 | | | 129,759 | | | | | | | 144,938 | |
| | | FNMA POOL AS1588 | | 4.5% 01 Jan 2044 | | | 265,464 | | | | | | | 296,726 | |
| | | FNMA POOL AS1764 | | 4% 01 Feb 2044 | | | 507,731 | | | | | | | 564,229 | |
| | | FNMA POOL AS2555 | | 4% 01 Jun 2044 | | | 612,103 | | | | | | | 669,244 | |
| | | FNMA POOL AS2919 | | 5% 01 Jul 2044 | | | 194,326 | | | | | | | 219,031 | |
| | | FNMA POOL AS2983 | | 3% 01 Aug 2029 | | | 397,193 | | | | | | | 422,515 | |
| | | FNMA POOL AS3467 | | 4% 01 Oct 2044 | | | 117,215 | | | | | | | 127,757 | |
| | | FNMA POOL AS3743 | | 2.5% 01 Nov 2029 | | | 143,961 | | | | | | | 153,554 | |
| | | FNMA POOL AS3934 | | 3% 01 Dec 2029 | | | 462,072 | | | | | | | 485,552 | |
| | | FNMA POOL AS4306 | | 3% 01 Jan 2045 | | | 371,969 | | | | | | | 392,183 | |
| | | FNMA POOL AS4333 | | 3% 01 Jan 2045 | | | 420,725 | | | | | | | 443,179 | |
| | | FNMA POOL AS4466 | | 3% 01 Feb 2030 | | | 221,084 | | | | | | | 236,684 | |
| | | FNMA POOL AS4480 | | 2.5% 01 Feb 2030 | | | 341,425 | | | | | | | 356,830 | |
| | | FNMA POOL AS4485 | | 2.5% 01 Feb 2030 | | | 788,774 | | | | | | | 837,650 | |
| | | FNMA POOL AS4517 | | 2.5% 01 Feb 2030 | | | 176,850 | | | | | | | 184,830 | |
| | | FNMA POOL AS4679 | | 3% 01 Mar 2030 | | | 338,447 | | | | | | | 355,836 | |
| | | FNMA POOL AS4766 | | 2.5% 01 Apr 2030 | | | 472,535 | | | | | | | 493,797 | |
| | | FNMA POOL AS4797 | | 3.5% 01 Apr 2045 | | | 643,221 | | | | | | | 695,863 | |
| | | FNMA POOL AS4953 | | 3% 01 May 2030 | | | 699,381 | | | | | | | 746,681 | |
| | | FNMA POOL AS5175 | | 3.5% 01 Jun 2045 | | | 759,315 | | | | | | | 825,583 | |
| | | FNMA POOL AS5240 | | 3% 01 Jun 2030 | | | 149,364 | | | | | | | 157,003 | |
| | | FNMA POOL AS5444 | | 3% 01 Jul 2045 | | | 1,092,517 | | | | | | | 1,185,288 | |
| | | FNMA POOL AS5594 | | 3.5% 01 Aug 2045 | | | 893,013 | | | | | | | 967,343 | |
| | | FNMA POOL AS5617 | | 2.5% 01 Aug 2030 | | | 261,802 | | | | | | | 276,357 | |
| | | FNMA POOL AS6096 | | 3% 01 Oct 2030 | | | 572,344 | | | | | | | 601,377 | |
| | | FNMA POOL AS6311 | | 3.5% 01 Dec 2045 | | | 362,557 | | | | | | | 388,151 | |
| | | FNMA POOL AS6386 | | 3% 01 Dec 2045 | | | 246,430 | | | | | | | 259,522 | |
| | | FNMA POOL AS6520 | | 3.5% 01 Jan 2046 | | | 1,094,214 | | | | | | | 1,165,941 | |
| | | FNMA POOL AS6534 | | 3.5% 01 Jan 2046 | | | 343,769 | | | | | | | 368,000 | |
| | | FNMA POOL AS6536 | | 3.5% 01 Jan 2046 | | | 986,660 | | | | | | | 1,053,094 | |
| | | FNMA POOL AS6573 | | 3.5% 01 Jan 2046 | | | 1,809,774 | | | | | | | 1,931,539 | |
| | | FNMA POOL AS6627 | | 4.5% 01 Feb 2046 | | | 691,643 | | | | | | | 762,387 | |
| | | FNMA POOL AS6633 | | 3% 01 Feb 2046 | | | 454,456 | | | | | | | 478,529 | |
| | | FNMA POOL AS6677 | | 4% 01 Feb 2046 | | | 541,607 | | | | | | | 586,251 | |
| | | FNMA POOL AS6763 | | 3.5% 01 Mar 2046 | | | 695,210 | | | | | | | 741,928 | |
| | | FNMA POOL AS6795 | | 4% 01 Mar 2046 | | | 820,432 | | | | | | | 885,516 | |
| | | FNMA POOL AS6947 | | 3.5% 01 Apr 2046 | | | 248,515 | | | | | | | 265,870 | |
| | | FNMA POOL AS7003 | | 3% 01 Apr 2046 | | | 1,722,797 | | | | | | | 1,813,493 | |
| | | FNMA POOL AS7016 | | 3.5% 01 Apr 2046 | | | 978,815 | | | | | | | 1,049,270 | |
| | | FNMA POOL AS7245 | | 3.5% 01 May 2046 | | | 1,304,821 | | | | | | | 1,391,828 | |
| | | FNMA POOL AS7343 | | 3% 01 Jun 2046 | | | 525,252 | | | | | | | 552,748 | |
| | | FNMA POOL AS7375 | | 3% 01 Jun 2046 | | | 1,259,833 | | | | | | | 1,325,574 | |
| | | FNMA POOL AS7376 | | 3% 01 Jun 2046 | | | 1,921,687 | | | | | | | 2,019,901 | |
| | | FNMA POOL AS7401 | | 4% 01 Jun 2046 | | | 897,684 | | | | | | | 970,454 | |
| | | FNMA POOL AS7492 | | 4% 01 Jul 2046 | | | 507,118 | | | | | | | 548,181 | |
| | | FNMA POOL AS7538 | | 3% 01 Jul 2046 | | | 1,417,154 | | | | | | | 1,488,864 | |
| | | FNMA POOL AS7558 | | 4% 01 Jul 2046 | | | 587,738 | | | | | | | 634,683 | |
| | | FNMA POOL AS7601 | | 4% 01 Jul 2046 | | | 1,221,847 | | | | | | | 1,323,273 | |
| | | FNMA POOL AS7712 | | 3% 01 Aug 2031 | | | 1,380,366 | | | | | | | 1,451,183 | |
| | | FNMA POOL AS7797 | | 3% 01 Aug 2046 | | | 650,306 | | | | | | | 683,378 | |
| | | FNMA POOL AS7801 | | 3.5% 01 Aug 2046 | | | 713,461 | | | | | | | 760,556 | |
| | | FNMA POOL AS7844 | | 3% 01 Sep 2046 | | | 966,148 | | | | | | | 1,033,308 | |
| | | FNMA POOL AS8012 | | 2.5% 01 Sep 2031 | | | 880,711 | | | | | | | 927,632 | |
| | | FNMA POOL AS8144 | | 4% 01 Oct 2046 | | | 760,472 | | | | | | | 822,089 | |
| | | FNMA POOL AS8186 | | 3% 01 Oct 2046 | | | 560,015 | | | | | | | 588,684 | |
| | | FNMA POOL AS8384 | | 2.5% 01 Nov 2031 | | | 478,435 | | | | | | | 508,899 | |
| | | FNMA POOL AS8415 | | 3% 01 Nov 2046 | | | 455,098 | | | | | | | 477,625 | |
| | | FNMA POOL AS8483 | | 3% 01 Dec 2046 | | | 2,007,155 | | | | | | | 2,118,052 | |
| | | FNMA POOL AS8572 | | 3.5% 01 Dec 2046 | | | 1,412,755 | | | | | | | 1,503,787 | |
| | | FNMA POOL AS8583 | | 3.5% 01 Jan 2047 | | | 680,756 | | | | | | | 725,093 | |
| | | FNMA POOL AS8650 | | 3% 01 Jan 2047 | | | 1,615,247 | | | | | | | 1,697,315 | |
| | | FNMA POOL AS8714 | | 2.5% 01 Feb 2032 | | | 1,399,793 | | | | | | | 1,463,200 | |
| | | FNMA POOL AS8966 | | 4% 01 Mar 2047 | | | 937,365 | | | | | | | 1,008,486 | |
| | | FNMA POOL AS9394 | | 4.5% 01 Apr 2047 | | | 533,651 | | | | | | | 583,546 | |
| | | FNMA POOL AS9454 | | 4% 01 Apr 2047 | | | 895,238 | | | | | | | 961,258 | |
| | | FNMA POOL AS9505 | | 3% 01 Apr 2032 | | | 1,151,390 | | | | | | | 1,223,178 | |
| | | FNMA POOL AS9520 | | 3.5% 01 Apr 2032 | | | 119,376 | | | | | | | 127,862 | |
| | | FNMA POOL AS9589 | | 4% 01 Apr 2044 | | | 988,249 | | | | | | | 1,083,310 | |
| | | FNMA POOL AS9615 | | 4.5% 01 May 2047 | | | 54,557 | | | | | | | 59,644 | |
| | | FNMA POOL AS9661 | | 3.5% 01 May 2047 | | | 1,036,566 | | | | | | | 1,101,116 | |
| | | FNMA POOL AS9668 | | 4% 01 May 2047 | | | 531,565 | | | | | | | 572,150 | |
| | | FNMA POOL AS9831 | | 4% 01 Jun 2047 | | | 785,302 | | | | | | | 844,870 | |
| | | FNMA POOL AS9884 | | 4% 01 Jul 2047 | | | 824,179 | | | | | | | 884,517 | |
| | | FNMA POOL AS9988 | | 4.5% 01 Jul 2047 | | | 574,965 | | | | | | | 627,139 | |
| | | FNMA POOL AT2014 | | 3% 01 Apr 2043 | | | 888,746 | | | | | | | 947,140 | |
| | | FNMA POOL AT2016 | | 3% 01 Apr 2043 | | | 676,562 | | | | | | | 723,286 | |
| | | FNMA POOL AT2021 | | 3.5% 01 Apr 2043 | | | 409,920 | | | | | | | 445,242 | |
| | | FNMA POOL AT2062 | | 2.5% 01 Apr 2028 | | | 343,857 | | | | | | | 359,117 | |
| | | FNMA POOL AT2725 | | 3% 01 May 2043 | | | 457,134 | | | | | | | 486,282 | |
| | | FNMA POOL AT5830 | | 4.5% 01 Jun 2043 | | | 9,679 | | | | | | | 10,681 | |
| | | FNMA POOL AT5895 | | 3% 01 Jun 2043 | | | 823,454 | | | | | | | 876,103 | |
| | | FNMA POOL AT5897 | | 3% 01 Jun 2043 | | | 160,077 | | | | | | | 171,033 | |
| | | FNMA POOL AT5900 | | 3% 01 Jun 2043 | | | 561,324 | | | | | | | 597,177 | |
| | | FNMA POOL AT5925 | | 3% 01 Jun 2028 | | | 523,144 | | | | | | | 550,206 | |
| | | FNMA POOL AT5988 | | 3% 01 May 2043 | | | 421,445 | | | | | | | 447,161 | |
| | | FNMA POOL AT9221 | | 3% 01 Jul 2043 | | | 328,938 | | | | | | | 349,882 | |
| | | FNMA POOL AU0949 | | 3.5% 01 Aug 2043 | | | 363,644 | | | | | | | 403,602 | |
| | | FNMA POOL AU1632 | | 3% 01 Jul 2043 | | | 604,010 | | | | | | | 646,440 | |
| | | FNMA POOL AU1846 | | 2.5% 01 Sep 2028 | | | 302,754 | | | | | | | 316,488 | |
| | | FNMA POOL AU3195 | | 3% 01 Aug 2043 | | | 311,887 | | | | | | | 332,493 | |
| | | FNMA POOL AU3735 | | 3% 01 Aug 2043 | | | 1,391,308 | | | | | | | 1,482,835 | |
| | | FNMA POOL AU3742 | | 3.5% 01 Aug 2043 | | | 618,629 | | | | | | | 672,534 | |
| | | FNMA POOL AU3751 | | 4% 01 Aug 2043 | | | 1,187,361 | | | | | | | 1,308,702 | |
| | | FNMA POOL AU4229 | | 4.5% 01 Sep 2043 | | | 456,945 | | | | | | | 513,111 | |
| | | FNMA POOL AU7309 | | 3.5% 01 Aug 2043 | | | 254,133 | | | | | | | 275,398 | |
| | | FNMA POOL AU8870 | | 3.5% 01 Nov 2028 | | | 96,233 | | | | | | | 103,271 | |
| | | FNMA POOL AU9133 | | 4.5% 01 Nov 2043 | | | 69,171 | | | | | | | 75,850 | |
| | | FNMA POOL AV0663 | | 4.5% 01 Dec 2043 | | | 215,075 | | | | | | | 240,510 | |
| | | FNMA POOL AV0691 | | 4% 01 Dec 2043 | | | 381,658 | | | | | | | 421,418 | |
| | | FNMA POOL AV2301 | | 4.5% 01 Dec 2043 | | | 100,312 | | | | | | | 111,375 | |
| | | FNMA POOL AV6103 | | 4% 01 Jan 2044 | | | 1,130,447 | | | | | | | 1,245,034 | |
| | | FNMA POOL AV6366 | | 4.5% 01 Jan 2044 | | | 12,684 | | | | | | | 14,151 | |
| | | FNMA POOL AV8440 | | 3.5% 01 Jan 2029 | | | 90,665 | | | | | | | 97,256 | |
| | | FNMA POOL AW0393 | | 3.5% 01 Apr 2029 | | | 106,358 | | | | | | | 114,136 | |
| | | FNMA POOL AW3640 | | 3% 01 Jun 2029 | | | 177,308 | | | | | | | 189,178 | |
| | | FNMA POOL AW7396 | | 3.5% 01 Jan 2027 | | | 599,680 | | | | | | | 636,416 | |
| | | FNMA POOL AX3613 | | 3% 01 Jan 2045 | | | 358,557 | | | | | | | 379,401 | |
| | | FNMA POOL AX9538 | | 3% 01 Feb 2030 | | | 408,432 | | | | | | | 436,409 | |
| | | FNMA POOL AX9550 | | 3% 01 Feb 2030 | | | 694,560 | | | | | | | 729,996 | |
| | | FNMA POOL AY3407 | | 2.5% 01 Apr 2030 | | | 658,109 | | | | | | | 694,285 | |
| | | FNMA POOL AY4205 | | 3% 01 May 2045 | | | 236,433 | | | | | | | 255,485 | |
| | | FNMA POOL AZ0814 | | 3.5% 01 Jul 2045 | | | 1,483,171 | | | | | | | 1,606,619 | |
| | | FNMA POOL AZ0862 | | 3.5% 01 Jul 2045 | | | 251,024 | | | | | | | 268,842 | |
| | | FNMA POOL AZ0881 | | 2.5% 01 Jul 2030 | | | 935,006 | | | | | | | 977,239 | |
| | | FNMA POOL AZ0886 | | 3% 01 Jul 2030 | | | 497,104 | | | | | | | 522,780 | |
| | FNMA POOL AZ7108 | | 3.5% 01 Jul 2045 | | | 1,554,658 | | | | | | | 1,664,006 | |
| | | FNMA POOL AZ7821 | | 3.5% 01 Aug 2045 | | | 736,188 | | | | | | | 788,396 | |
| | | FNMA POOL BA0041 | | 3% 01 Feb 2046 | | | 1,248,821 | | | | | | | 1,318,610 | |
| | | FNMA POOL BA2907 | | 4% 01 Nov 2045 | | | 1,021,950 | | | | | | | 1,105,358 | |
| | | FNMA POOL BC0305 | | 4% 01 Mar 2046 | | | 493,168 | | | | | | | 533,447 | |
| | | FNMA POOL BC0822 | | 3.5% 01 Apr 2046 | | | 213,816 | | | | | | | 228,833 | |
| | | FNMA POOL BC2733 | | 3% 01 May 2046 | | | 1,457,909 | | | | | | | 1,534,466 | |
| | | FNMA POOL BC5049 | | 3% 01 Apr 2046 | | | 326,253 | | | | | | | 344,218 | |
| | | FNMA POOL BD2440 | | 3.5% 01 Jan 2047 | | | 1,738,731 | | | | | | | 1,850,512 | |
| | | FNMA POOL BD2450 | | 3.5% 01 Jan 2047 | | | 1,489,220 | | | | | | | 1,587,899 | |
| | | FNMA POOL BD2471 | | 2.5% 01 Jan 2032 | | | 1,302,880 | | | | | | | 1,375,349 | |
| | | FNMA POOL BE0579 | | 4% 01 Oct 2046 | | | 882,935 | | | | | | | 951,795 | |
| | | FNMA POOL BE1906 | | 3% 01 Dec 2031 | | | 1,381,488 | | | | | | | 1,452,076 | |
| | | FNMA POOL BE2909 | | 3.5% 01 Dec 2046 | | | 1,106,318 | | | | | | | 1,176,211 | |
| | | FNMA POOL BE3619 | | 4% 01 May 2047 | | | 1,003,309 | | | | | | | 1,080,495 | |
| | | FNMA POOL BE3767 | | 3.5% 01 Jul 2047 | | | 346,537 | | | | | | | 367,977 | |
| | | FNMA POOL BE5041 | | 3.5% 01 Nov 2046 | | | 304,939 | | | | | | | 330,329 | |
| | | FNMA POOL BE5652 | | 3.5% 01 Jan 2047 | | | 1,021,491 | | | | | | | 1,086,029 | |
| | | FNMA POOL BH4019 | | 4% 01 Sep 2047 | | | 883,564 | | | | | | | 950,365 | |
| | | FNMA POOL BH9277 | | 3.5% 01 Feb 2048 | | | 398,456 | | | | | | | 422,108 | |
| | | FNMA POOL BH9303 | | 3.5% 01 Feb 2033 | | | 1,578,405 | | | | | | | 1,695,542 | |
| | | FNMA POOL BJ0258 | | 4.5% 01 Oct 2047 | | | 308,201 | | | | | | | 334,698 | |
| | | FNMA POOL BJ0673 | | 3% 01 Mar 2033 | | | 160,800 | | | | | | | 168,763 | |
| | | FNMA POOL BJ1069 | | 4% 01 Jan 2048 | | | 749,726 | | | | | | | 800,886 | |
| | | FNMA POOL BJ4572 | | 4.5% 01 Jan 2048 | | | 461,685 | | | | | | | 514,690 | |
| | | FNMA POOL BJ4751 | | 4% 01 Jan 2048 | | | 1,070,266 | | | | | | | 1,145,627 | |
| | | FNMA POOL BK2013 | | 4% 01 Apr 2048 | | | 495,912 | | | | | | | 539,433 | |
| | | FNMA POOL BK2416 | | 2.5% 01 Apr 2050 | | | 3,044,794 | | | | | | | 3,212,460 | |
| | | FNMA POOL BK2829 | | 2.5% 01 Aug 2050 | | | 1,977,264 | | | | | | | 2,086,145 | |
| | | FNMA POOL BK3044 | | 2.5% 01 Sep 2050 | | | 4,096,364 | | | | | | | 4,321,935 | |
| | | FNMA POOL BK3960 | | 4% 01 Apr 2048 | | | 2,412,362 | | | | | | | 2,315,058 | |
| | | FNMA POOL BK4764 | | 4% 01 Aug 2048 | | | 596,819 | | | | | | | 637,238 | |
| | | FNMA POOL BK7114 | | 5% 01 Jul 2048 | | | 530,037 | | | | | | | 587,310 | |
| | | FNMA POOL BK7608 | | 4% 01 Sep 2048 | | | 646,172 | | | | | | | 690,123 | |
| | | FNMA POOL BK7943 | | 4% 01 Nov 2048 | | | 757,070 | | | | | | | 808,444 | |
| | | FNMA POOL BK8918 | | 5% 01 Aug 2048 | | | 203,265 | | | | | | | 225,265 | |
| | | FNMA POOL BM1177 | | 1% 01 Dec 2031 | | | 863,118 | | | | | | | 917,571 | |
| | | FNMA POOL BM1567 | | 1% 01 Feb 2047 | | | 1,586,034 | | | | | | | 1,686,159 | |
| | | FNMA POOL BM1578 | | 1% 01 Feb 2045 | | | 1,117,425 | | | | | | | 1,213,821 | |
| | | FNMA POOL BM1759 | | 1% 01 Nov 2046 | | | 2,260,488 | | | | | | | 2,465,557 | |
| | | FNMA POOL BM1792 | | 1% 01 Oct 2044 | | | 2,817,954 | | | | | | | 3,001,124 | |
| | | FNMA POOL BM1953 | | 1% 01 Aug 2045 | | | 1,388,708 | | | | | | | 1,496,315 | |
| | | FNMA POOL BM2000 | | 1% 01 May 2047 | | | 1,497,738 | | | | | | | 1,594,244 | |
| | | FNMA POOL BM2005 | | 1% 01 Dec 2047 | | | 408,893 | | | | | | | 438,639 | |
| | | FNMA POOL BM3392 | | 1% 01 Jan 2048 | | | 467,244 | | | | | | | 501,795 | |
| | | FNMA POOL BM3590 | | 1% 01 Mar 2048 | | | 1,873,261 | | | | | | | 2,014,883 | |
| | | FNMA POOL BM3688 | | 1% 01 Feb 2047 | | | 1,207,755 | | | | | | | 1,289,557 | |
| | | FNMA POOL BM3803 | | 1% 01 Nov 2046 | | | 1,282,797 | | | | | | | 1,366,353 | |
| | | FNMA POOL BM3824 | | 1% 01 Feb 2047 | | | 880,940 | | | | | | | 952,777 | |
| | | FNMA POOL BM3900 | | 1% 01 Apr 2048 | | | 1,278,920 | | | | | | | 1,371,912 | |
| | | FNMA POOL BM4137 | | 1% 01 Jun 2047 | | | 682,795 | | | | | | | 735,757 | |
| | | FNMA POOL BM4657 | | 1% 01 Jun 2046 | | | 406,611 | | | | | | | 434,530 | |
| | | FNMA POOL BM5024 | | 1% 01 Nov 2048 | | | 2,262,466 | | | | | | | 2,369,314 | |
| | | FNMA POOL BM5526 | | 1% 01 Feb 2048 | | | 157,394 | | | | | | | 166,632 | |
| | | FNMA POOL BN0340 | | 4.5% 01 Dec 2048 | | | 926,489 | | | | | | | 1,004,691 | |
| | | FNMA POOL BN1628 | | 4.5% 01 Nov 2048 | | | 711,375 | | | | | | | 772,026 | |
| | | FNMA POOL BN5289 | | 4.5% 01 Jan 2049 | | | 57,675 | | | | | | | 62,505 | |
| | | FNMA POOL BO2200 | | 3.5% 01 Sep 2049 | | | 992,401 | | | | | | | 1,048,358 | |
| | | FNMA POOL BO7838 | | 2.5% 01 Apr 2050 | | | 3,221,990 | | | | | | | 3,399,413 | |
| | | FNMA POOL BO9017 | | 3% 01 Feb 2050 | | | 2,812,072 | | | | | | | 2,959,753 | |
| | | FNMA POOL BP1369 | | 3% 01 Mar 2050 | | | 3,528,360 | | | | | | | 3,723,881 | |
| | | FNMA POOL BP1372 | | 3% 01 Mar 2050 | | | 2,417,654 | | | | | | | 2,549,227 | |
| | | FNMA POOL BP1424 | | 3% 01 Mar 2050 | | | 2,361,758 | | | | | | | 2,490,292 | |
| | | FNMA POOL BP3054 | | 3% 01 Mar 2050 | | | 2,158,996 | | | | | | | 2,281,291 | |
| | | FNMA POOL BP3082 | | 3% 01 Mar 2050 | | | 2,020,301 | | | | | | | 2,133,238 | |
| | | FNMA POOL BP5697 | | 2.5% 01 Jun 2050 | | | 3,828,201 | | | | | | | 4,039,006 | |
| | | FNMA POOL BP5709 | | 2.5% 01 May 2050 | | | 2,336,545 | | | | | | | 2,465,210 | |
| | | FNMA POOL BP6716 | | 2.5% 01 Sep 2050 | | | 3,705,641 | | | | | | | 3,909,697 | |
| | | FNMA POOL BP9581 | | 2.5% 01 Aug 2050 | | | 3,885,689 | | | | | | | 4,106,020 | |
| | | FNMA POOL BP9679 | | 3% 01 Jul 2050 | | | 4,073,006 | | | | | | | 4,274,637 | |
| | | FNMA POOL BQ0329 | | 2.5% 01 Jul 2050 | | | 3,697,080 | | | | | | | 3,900,664 | |
| | | FNMA POOL BQ3058 | | 2.5% 01 Sep 2050 | | | 2,337,578 | | | | | | | 2,466,300 | |
| | | FNMA POOL BQ5749 | | 2.5% 01 Oct 2050 | | | 2,690,687 | | | | | | | 2,838,853 | |
| | | FNMA POOL BQ6312 | | 2.5% 01 Nov 2050 | | | 4,066,409 | | | | | | | 4,290,331 | |
| | | FNMA POOL CA0109 | | 3.5% 01 Aug 2047 | | | 745,354 | | | | | | | 790,869 | |
| | | FNMA POOL CA0237 | | 4% 01 Aug 2047 | | | 633,182 | | | | | | | 679,579 | |
| | | FNMA POOL CA0770 | | 3.5% 01 Nov 2047 | | | 607,257 | | | | | | | 645,309 | |
| | | FNMA POOL CA0862 | | 3.5% 01 Sep 2047 | | | 228,254 | | | | | | | 242,147 | |
| | | FNMA POOL CA1389 | | 4.5% 01 Mar 2048 | | | 726,908 | | | | | | | 790,074 | |
| | | FNMA POOL CA1535 | | 3.5% 01 Feb 2048 | | | 323,106 | | | | | | | 342,529 | |
| | | FNMA POOL CA1686 | | 3.5% 01 Mar 2048 | | | 693,321 | | | | | | | 735,092 | |
| | | FNMA POOL CA1909 | | 4.5% 01 Jun 2048 | | | 722,813 | | | | | | | 785,495 | |
| | | FNMA POOL CA2474 | | 4% 01 Jul 2048 | | | 406,931 | | | | | | | 434,975 | |
| | | FNMA POOL CA2588 | | 4.5% 01 Nov 2048 | | | 224,801 | | | | | | | 243,309 | |
| | | FNMA POOL CA2642 | | 4.5% 01 Nov 2048 | | | 589,751 | | | | | | | 641,711 | |
| | | FNMA POOL CA2652 | | 5% 01 Nov 2048 | | | 12,244 | | | | | | | 13,542 | |
| | | FNMA POOL CA2653 | | 5% 01 Aug 2048 | | | 217,058 | | | | | | | 240,326 | |
| | | FNMA POOL CA2993 | | 4% 01 Jun 2048 | | | 404,302 | | | | | | | 433,549 | |
| | | FNMA POOL CA4015 | | 3% 01 Jan 2048 | | | 2,393,136 | | | | | | | 2,507,654 | |
| | | FNMA POOL CA4067 | | 3.5% 01 Aug 2034 | | | 1,366,350 | | | | | | | 1,455,298 | |
| | | FNMA POOL CA4155 | | 3.5% 01 Feb 2048 | | | 594,009 | | | | | | | 628,296 | |
| | | FNMA POOL CA4648 | | 3% 01 Apr 2048 | | | 1,545,608 | | | | | | | 1,619,080 | |
| | | FNMA POOL CA4864 | | 3% 01 Dec 2049 | | | 650,377 | | | | | | | 683,276 | |
| | | FNMA POOL CA5424 | | 3% 01 Mar 2050 | | | 2,776,584 | | | | | | | 2,914,451 | |
| | | FNMA POOL CA5519 | | 3% 01 Apr 2050 | | | 4,831,758 | | | | | | | 5,071,673 | |
| | | FNMA POOL CA5668 | | 3% 01 May 2050 | | | 2,066,056 | | | | | | | 2,168,334 | |
| | | FNMA POOL CA5670 | | 3% 01 May 2050 | | | 3,951,145 | | | | | | | 4,145,559 | |
| | | FNMA POOL CA6143 | | 2.5% 01 Jun 2050 | | | 1,921,552 | | | | | | | 2,027,365 | |
| | | FNMA POOL CA6279 | | 2.5% 01 Jul 2045 | | | 4,202,552 | | | | | | | 4,433,971 | |
| | | FNMA POOL FM1139 | | 1% 01 Sep 2033 | | | 969,044 | | | | | | | 1,017,507 | |
| | | FNMA POOL FM1572 | | 1% 01 Sep 2048 | | | 2,111,126 | | | | | | | 2,219,289 | |
| | | FNMA POOL FM1933 | | 1% 01 Mar 2049 | | | 504,078 | | | | | | | 536,535 | |
| | | FNMA POOL FM2165 | | 1% 01 Nov 2048 | | | 1,304,915 | | | | | | | 1,378,060 | |
| | | FNMA POOL FM2669 | | 1% 01 Mar 2048 | | | 1,118,453 | | | | | | | 1,191,946 | |
| | | FNMA POOL FM3122 | | 1% 01 Apr 2048 | | | 1,418,970 | | | | | | | 1,515,862 | |
| | | FNMA POOL FM3340 | | 1% 01 May 2035 | | | 1,018,660 | | | | | | | 1,080,705 | |
| | | FNMA POOL FM3619 | | 1% 01 Jan 2050 | | | 380,939 | | | | | | | 411,500 | |
| | | FNMA POOL FM4316 | | 1% 01 Nov 2046 | | | 1,932,471 | | | | | | | 2,042,537 | |
| | | FNMA POOL FM4334 | | 1% 01 Apr 2050 | | | 2,507,215 | | | | | | | 2,663,308 | |
| | | FNMA POOL FM4460 | | 1% 01 Nov 2048 | | | 921,663 | | | | | | | 973,767 | |
| | | FNMA POOL FM4788 | | 1% 01 Nov 2050 | | | 3,685,978 | | | | | | | 3,829,304 | |
| | | FNMA POOL FM5316 | | 1% 01 Dec 2050 | | | 5,000,000 | | | | | | | 5,198,564 | |
| | | FNMA POOL MA0537 | | 4.5% 01 Oct 2040 | | | 378,710 | | | | | | | 424,808 | |
| | | FNMA POOL MA0918 | | 4% 01 Dec 2041 | | | 177,956 | | | | | | | 195,197 | |
| | | FNMA POOL MA1034 | | 3.5% 01 Apr 2027 | | | 32,917 | | | | | | | 35,326 | |
| | | FNMA POOL MA1167 | | 2.5% 01 Sep 2027 | | | 332,085 | | | | | | | 347,089 | |
| | | FNMA POOL MA1524 | | 3% 01 Aug 2043 | | | 957,439 | | | | | | | 1,021,047 | |
| | | FNMA POOL MA1891 | | 3% 01 May 2029 | | | 569,501 | | | | | | | 598,639 | |
| | | FNMA POOL MA2145 | | 4% 01 Jan 2045 | | | 292,288 | | | | | | | 320,575 | |
| | | FNMA POOL MA2305 | | 2.5% 01 Jun 2030 | | | 281,780 | | | | | | | 294,539 | |
| | | FNMA POOL MA2405 | | 4% 01 Sep 2045 | | | 248,828 | | | | | | | 271,795 | |
| | | FNMA POOL MA2495 | | 3.5% 01 Jan 2046 | | | 782,000 | | | | | | | 837,102 | |
| | | FNMA POOL MA2522 | | 3.5% 01 Feb 2046 | | | 687,974 | | | | | | | 736,469 | |
| | | FNMA POOL MA2542 | | 3% 01 Feb 2046 | | | 1,654,415 | | | | | | | 1,742,053 | |
| | | FNMA POOL MA2670 | | 3% 01 Jul 2046 | | | 1,000,676 | | | | | | | 1,059,593 | |
| | | FNMA POOL MA2705 | | 3% 01 Aug 2046 | | | 1,838,294 | | | | | | | 1,934,219 | |
| | | FNMA POOL MA2737 | | 3% 01 Sep 2046 | | | 1,091,110 | | | | | | | 1,147,687 | |
| | | FNMA POOL MA2803 | | 2.5% 01 Nov 2031 | | | 2,372,486 | | | | | | | 2,480,066 | |
| | | FNMA POOL MA2806 | | 3% 01 Nov 2046 | | | 1,007,591 | | | | | | | 1,064,074 | |
| | | FNMA POOL MA2807 | | 3.5% 01 Nov 2046 | | | 607,672 | | | | | | | 648,733 | |
| | | FNMA POOL MA2868 | | 2.5% 01 Jan 2032 | | | 573,797 | | | | | | | 600,376 | |
| | | FNMA POOL MA2877 | | 3.5% 01 Jan 2032 | | | 197,838 | | | | | | | 212,020 | |
| | | FNMA POOL MA2879 | | 4% 01 Jan 2047 | | | 554,706 | | | | | | | 598,562 | |
| | | FNMA POOL MA2895 | | 3% 01 Feb 2047 | | | 1,453,616 | | | | | | | 1,528,811 | |
| | | FNMA POOL MA2896 | | 3.5% 01 Feb 2047 | | | 244,872 | | | | | | | 260,615 | |
| | | FNMA POOL MA2898 | | 2.5% 01 Feb 2032 | | | 356,115 | | | | | | | 372,230 | |
| | | FNMA POOL MA2929 | | 3.5% 01 Mar 2047 | | | 1,043,578 | | | | | | | 1,111,148 | |
| | | FNMA POOL MA2959 | | 3.5% 01 Apr 2047 | | | 777,883 | | | | | | | 830,953 | |
| | | FNMA POOL MA2994 | | 3.5% 01 May 2047 | | | 958,522 | | | | | | | 1,018,213 | |
| | | FNMA POOL MA3008 | | 4.5% 01 May 2047 | | | 1,339,005 | | | | | | | 1,456,105 | |
| | | FNMA POOL MA3026 | | 3.5% 01 Jun 2047 | | | 1,349,456 | | | | | | | 1,433,221 | |
| | | FNMA POOL MA3057 | | 3.5% 01 Jul 2047 | | | 1,024,101 | | | | | | | 1,086,551 | |
| | | FNMA POOL MA3058 | | 4% 01 Jul 2047 | | | 842,626 | | | | | | | 905,928 | |
| | | FNMA POOL MA3087 | | 3.5% 01 Aug 2047 | | | 1,227,565 | | | | | | | 1,302,307 | |
| | | FNMA POOL MA3088 | | 4% 01 Aug 2047 | | | 757,243 | | | | | | | 815,586 | |
| | | FNMA POOL MA3101 | | 4.5% 01 Aug 2047 | | | 1,791,204 | | | | | | | 1,957,402 | |
| | | FNMA POOL MA3120 | | 3.5% 01 Sep 2047 | | | 2,397,445 | | | | | | | 2,544,327 | |
| | | FNMA POOL MA3149 | | 4% 01 Oct 2047 | | | 455,039 | | | | | | | 488,165 | |
| | | FNMA POOL MA3155 | | 3% 01 Oct 2032 | | | 637,254 | | | | | | | 668,920 | |
| | | FNMA POOL MA3183 | | 4% 01 Nov 2047 | | | 623,740 | | | | | | | 669,895 | |
| | | FNMA POOL MA3210 | | 3.5% 01 Dec 2047 | | | 1,729,895 | | | | | | | 1,834,835 | |
| | | FNMA POOL MA3211 | | 4% 01 Dec 2047 | | | 1,611,012 | | | | | | | 1,730,524 | |
| | | FNMA POOL MA3238 | | 3.5% 01 Jan 2048 | | | 825,430 | | | | | | | 875,251 | |
| | | FNMA POOL MA3306 | | 4% 01 Mar 2048 | | | 1,064,081 | | | | | | | 1,140,158 | |
| | | FNMA POOL MA3312 | | 3% 01 Mar 2033 | | | 1,173,616 | | | | | | | 1,232,545 | |
| | | FNMA POOL MA3340 | | 3.5% 01 Apr 2033 | | | 898,768 | | | | | | | 955,211 | |
| | | FNMA POOL MA3357 | | 4% 01 May 2048 | | | 790,763 | | | | | | | 846,423 | |
| | | FNMA POOL MA3383 | | 3.5% 01 Jun 2048 | | | 558,449 | | | | | | | 589,890 | |
| | | FNMA POOL MA3384 | | 4% 01 Jun 2048 | | | 342,394 | | | | | | | 367,128 | |
| | | FNMA POOL MA3410 | | 3.5% 01 Jul 2033 | | | 996,753 | | | | | | | 1,058,503 | |
| | | FNMA POOL MA3415 | | 4% 01 Jul 2048 | | | 2,099,006 | | | | | | | 2,242,233 | |
| | | FNMA POOL MA3422 | | 5% 01 Jul 2048 | | | 348,604 | | | | | | | 386,732 | |
| | | FNMA POOL MA3460 | | 3.5% 01 Sep 2028 | | | 368,568 | | | | | | | 390,384 | |
| | | FNMA POOL MA3467 | | 4% 01 Sep 2048 | | | 245,563 | | | | | | | 262,133 | |
| | | FNMA POOL MA3495 | | 4% 01 Oct 2048 | | | 240,356 | | | | | | | 256,606 | |
| | | FNMA POOL MA3496 | | 4.5% 01 Oct 2048 | | | 2,233,442 | | | | | | | 2,421,868 | |
| | | FNMA POOL MA3521 | | 4% 01 Nov 2048 | | | 500,930 | | | | | | | 534,392 | |
| | | FNMA POOL MA3522 | | 4.5% 01 Nov 2048 | | | 2,321,592 | | | | | | | 2,542,567 | |
| | | FNMA POOL MA3537 | | 4.5% 01 Dec 2048 | | | 746,449 | | | | | | | 809,219 | |
| | | FNMA POOL MA3589 | | 4% 01 Feb 2034 | | | 593,142 | | | | | | | 629,842 | |
| | | FNMA POOL MA3597 | | 3.5% 01 Feb 2049 | | | 264,200 | | | | | | | 279,448 | |
| | | FNMA POOL MA3616 | | 4.5% 01 Mar 2049 | | | 536,792 | | | | | | | 581,990 | |
| | | FNMA POOL MA3637 | | 3.5% 01 Apr 2049 | | | 3,210,335 | | | | | | | 3,131,808 | |
| | | FNMA POOL MA3645 | | 6% 01 Feb 2049 | | | 373,862 | | | | | | | 423,172 | |
| | | FNMA POOL MA3663 | | 3.5% 01 May 2049 | | | 485,199 | | | | | | | 512,584 | |
| | | FNMA POOL MA3686 | | 3.5% 01 Jun 2049 | | | 1,295,415 | | | | | | | 1,367,134 | |
| | | FNMA POOL MA3688 | | 4.5% 01 Jun 2049 | | | 1,501,411 | | | | | | | 1,628,085 | |
| | | FNMA POOL MA3695 | | 3% 01 Jul 2034 | | | 532,605 | | | | | | | 558,370 | |
| | | FNMA POOL MA3738 | | 3% 01 Aug 2034 | | | 414,795 | | | | | | | 434,858 | |
| | | FNMA POOL MA3775 | | 3.5% 01 Sep 2049 | | | 1,371,905 | | | | | | | 1,449,250 | |
| | | FNMA POOL MA3797 | | 2.5% 01 Oct 2034 | | | 234,814 | | | | | | | 244,850 | |
| | | FNMA POOL MA3803 | | 3.5% 01 Oct 2049 | | | 1,348,139 | | | | | | | 1,424,141 | |
| | | FNMA POOL MA3804 | | 4% 01 Oct 2049 | | | 1,945,475 | | | | | | | 2,077,766 | |
| | | FNMA POOL MA3827 | | 2.5% 01 Nov 2034 | | | 1,256,832 | | | | | | | 1,310,168 | |
| | | FNMA POOL MA3835 | | 3.5% 01 Nov 2049 | | | 1,604,627 | | | | | | | 1,695,069 | |
| | | FNMA POOL MA3896 | | 2.5% 01 Jan 2035 | | | 2,802,829 | | | | | | | 2,922,006 | |
| | | FNMA POOL MA3931 | | 3% 01 Feb 2035 | | | 1,121,174 | | | | | | | 1,175,468 | |
| | | FNMA POOL MA3939 | | 3.5% 01 Feb 2050 | | | 1,813,104 | | | | | | | 1,914,840 | |
| | | FNMA POOL MA3955 | | 2.5% 01 Mar 2035 | | | 722,062 | | | | | | | 752,697 | |
| | | FNMA POOL MA3984 | | 2.5% 01 Apr 2035 | | | 1,042,036 | | | | | | | 1,086,240 | |
| | | FNMA POOL MA3986 | | 3.5% 01 Apr 2035 | | | 1,119,354 | | | | | | | 1,186,312 | |
| | | FNMA POOL MA3998 | | 4.5% 01 Apr 2050 | | | 1,110,247 | | | | | | | 1,203,624 | |
| | | FNMA POOL MA4013 | | 2.5% 01 May 2035 | | | 1,388,136 | | | | | | | 1,447,299 | |
| | | FNMA POOL MA4014 | | 3% 01 May 2035 | | | 1,251,265 | | | | | | | 1,318,413 | |
| | | FNMA POOL MA4031 | | 4.5% 01 May 2050 | | | 76,610 | | | | | | | 83,218 | |
| | | FNMA POOL MA4076 | | 3% 01 Jul 2035 | | | 914,172 | | | | | | | 959,607 | |
| | | FNMA POOL MA4078 | | 2.5% 01 Jul 2050 | | | 2,345,902 | | | | | | | 2,475,082 | |
| | | FNMA POOL MA4079 | | 3% 01 Jul 2050 | | | 1,506,215 | | | | | | | 1,579,183 | |
| | | FNMA POOL MA4096 | | 2.5% 01 Aug 2050 | | | 2,585,689 | | | | | | | 2,728,073 | |
| | | FNMA POOL MA4097 | | 3% 01 Aug 2050 | | | 3,511,777 | | | | | | | 3,682,289 | |
| | | FNMA POOL MA4120 | | 2.5% 01 Sep 2050 | | | 3,414,363 | | | | | | | 3,602,379 | |
| | | FNMA POOL MA4123 | | 2% 01 Sep 2035 | | | 3,856,134 | | | | | | | 4,031,327 | |
| | | FNMA POOL MA4155 | | 2% 01 Oct 2035 | | | 2,190,774 | | | | | | | 2,290,455 | |
| | | FNMA POOL MA4156 | | 2.5% 01 Oct 2035 | | | 44,137 | | | | | | | 46,205 | |
| | | FNMA POOL MA4159 | | 2.5% 01 Oct 2050 | | | 3,581,990 | | | | | | | 3,779,237 | |
| | | FNMA POOL MA4179 | | 2% 01 Nov 2035 | | | 3,003,987 | | | | | | | 3,140,874 | |
| | | FNMA POOL MA4206 | | 2% 01 Dec 2035 | | | 3,729,621 | | | | | | | 3,901,084 | |
| | | FNMA POOL MA4210 | | 2.5% 01 Dec 2050 | | | 4,015,348 | | | | | | | 4,236,458 | |
| | | FNMA POOL MA4229 | | 2% 01 Jan 2036 | | | 3,250,000 | | | | | | | 3,399,422 | |
| | | FNMA POOL MA4237 | | 2% 01 Jan 2051 | | | 5,325,000 | | | | | | | 5,532,058 | |
| | | FNMA POOL MA4261 | | 2% 01 Feb 2036 | | | 3,000,000 | | | | | | | 3,137,920 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Jan 2036 | | | 10,120,000 | | | | | | | 10,580,144 | |
| | | FNMA TBA 15 YR 2.5 | | 2.5% 16 Jan 2036 | | | 1,710,000 | | | | | | | 1,783,477 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | | 100,025,000 | | | | | | | 103,904,876 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | 17,260,000 | | | | | | | 18,194,467 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | 3,880,000 | | | | | | | 4,065,209 | |
| | | FNMA TBA 30 YR 4.5 | | 4.5% 14 Jan 2051 | | | 450,000 | | | | | | | 487,688 | |
| | | FOMENTO ECONOMICO MEX | | 2.875% 10 May 2023 | | | 2,835,000 | | | | | | | 2,962,575 | |
| | | FOX CORP | | 4.03% 25 Jan 2024 | | | 3,000,000 | | | | | | | 3,304,031 | |
| | | FREDDIE MAC | | 1.5% 12 Feb 2025 | | | 3,750,000 | | | | | | | 3,933,853 | |
| | | FREDDIE MAC | | 0.25% 24 Aug 2023 | | | 3,070,000 | | | | | | | 3,076,052 | |
| | | FREDDIE MAC | | 0.25% 08 Sep 2023 | | | 4,610,000 | | | | | | | 4,618,956 | |
| | | FREDDIE MAC | | 0.375% 23 Sep 2025 | | | 5,060,000 | | | | | | | 5,051,578 | |
| | | FREDDIE MAC | | 6.75% 15 Mar 2031 | | | 180,000 | | | | | | | 277,347 | |
| | | FREDDIE MAC | | 6.25% 15 Jul 2032 | | | 1,345,000 | | | | | | | 2,078,052 | |
| | | GE CAPITAL INTL FUNDING | | 4.418% 15 Nov 2035 | | | 3,829,000 | | | | | | | 4,570,088 | |
| | | GENERAL ELECTRIC CO | | 4.35% 01 May 2050 | | | 2,165,000 | | | | | | | 2,632,961 | |
| | | GENERAL MILLS INC | | 2.875% 15 Apr 2030 | | | 1,500,000 | | | | | | | 1,663,188 | |
| | | GENERAL MOTORS CO | | 5.4% 02 Oct 2023 | | | 3,500,000 | | | | | | | 3,919,090 | |
| | | GENERAL MOTORS CO | | 6.75% 01 Apr 2046 | | | 1,600,000 | | | | | | | 2,305,181 | |
| | | GENERAL MOTORS FINL CO | | 3.15% 30 Jun 2022 | | | 3,000,000 | | | | | | | 3,105,983 | |
| | | GENUINE PARTS CO | | 1.875% 01 Nov 2030 | | | 3,740,000 | | | | | | | 3,711,403 | |
| | | GEORGIA POWER CO | | 2.65% 15 Sep 2029 | | | 4,190,000 | | | | | | | 4,596,492 | |
| | | GILEAD SCIENCES INC | | 0.75% 29 Sep 2023 | | | 3,000,000 | | | | | | | 3,009,117 | |
| | | GILEAD SCIENCES INC | | 4.75% 01 Mar 2046 | | | 2,000,000 | | | | | | | 2,650,797 | |
| | | GLAXOSMITHKLINE CAPITAL | | 2.85% 08 May 2022 | | | 3,425,000 | | | | | | | 3,542,289 | |
| | | GNMA II POOL 004616 | | 4% 20 Jan 2040 | | | 396,564 | | | | | | | 438,596 | |
| | | GNMA II POOL 004923 | | 4.5% 20 Jan 2041 | | | 11,663 | | | | | | | 13,165 | |
| | | GNMA II POOL 004945 | | 4% 20 Feb 2041 | | | 69,699 | | | | | | | 77,096 | |
| | | GNMA II POOL 004978 | | 4.5% 20 Mar 2041 | | | 103,402 | | | | | | | 115,198 | |
| | | GNMA II POOL 005017 | | 4.5% 20 Apr 2041 | | | 380,437 | | | | | | | 423,836 | |
| | | GNMA II POOL 005055 | | 4.5% 20 May 2041 | | | 229,925 | | | | | | | 256,155 | |
| | | GNMA II POOL 005082 | | 4.5% 20 Jun 2041 | | | 266,974 | | | | | | | 297,419 | |
| | | GNMA II POOL 005115 | | 4.5% 20 Jul 2041 | | | 35,400 | | | | | | | 39,438 | |
| | | GNMA II POOL 005140 | | 4.5% 20 Aug 2041 | | | 426,909 | | | | | | | 475,614 | |
| | | GNMA II POOL 005204 | | 4.5% 20 Oct 2041 | | | 206,394 | | | | | | | 229,902 | |
| | | GNMA II POOL 005260 | | 4.5% 20 Dec 2041 | | | 268,998 | | | | | | | 304,654 | |
| | | GNMA II POOL 005281 | | 4.5% 20 Jan 2042 | | | 268,995 | | | | | | | 300,285 | |
| | | GNMA II POOL 005305 | | 4% 20 Feb 2042 | | | 111,787 | | | | | | | 123,542 | |
| | | GNMA II POOL 782909 | | 5.5% 20 Sep 2039 | | | 142,821 | | | | | | | 167,218 | |
| | | GNMA II POOL 783755 | | 3% 20 Apr 2043 | | | 1,282,433 | | | | | | | 1,371,098 | |
| | | GNMA II POOL 783976 | | 3.5% 20 Apr 2043 | | | 639,488 | | | | | | | 697,155 | |
| | | GNMA II POOL MA0088 | | 3.5% 20 May 2042 | | | 498,875 | | | | | | | 543,376 | |
| | | GNMA II POOL MA0089 | | 4% 20 May 2042 | | | 499,727 | | | | | | | 552,387 | |
| | | GNMA II POOL MA0090 | | 4.5% 20 May 2042 | | | 336,360 | | | | | | | 375,485 | |
| | | GNMA II POOL MA0154 | | 3.5% 20 Jun 2042 | | | 601,113 | | | | | | | 653,734 | |
| | | GNMA II POOL MA0155 | | 4% 20 Jun 2042 | | | 549,016 | | | | | | | 607,198 | |
| | | GNMA II POOL MA0317 | | 3% 20 Aug 2042 | | | 363,965 | | | | | | | 388,808 | |
| | | GNMA II POOL MA0391 | | 3% 20 Sep 2042 | | | 179,986 | | | | | | | 192,272 | |
| | | GNMA II POOL MA0392 | | 3.5% 20 Sep 2042 | | | 781,109 | | | | | | | 850,569 | |
| | | GNMA II POOL MA0461 | | 3% 20 Oct 2042 | | | 328,626 | | | | | | | 351,068 | |
| | | GNMA II POOL MA0534 | | 3.5% 20 Nov 2042 | | | 210,840 | | | | | | | 229,552 | |
| | | GNMA II POOL MA0698 | | 3% 20 Jan 2043 | | | 585,550 | | | | | | | 627,554 | |
| | | GNMA II POOL MA0699 | | 3.5% 20 Jan 2043 | | | 711,801 | | | | | | | 774,928 | |
| | | GNMA II POOL MA0782 | | 3% 20 Feb 2043 | | | 717,849 | | | | | | | 766,844 | |
| | | GNMA II POOL MA0783 | | 3.5% 20 Feb 2043 | | | 622,271 | | | | | | | 683,533 | |
| | | GNMA II POOL MA0852 | | 3.5% 20 Mar 2043 | | | 110,007 | | | | | | | 119,774 | |
| | | GNMA II POOL MA0933 | | 3% 20 Apr 2043 | | | 301,975 | | | | | | | 322,592 | |
| | | GNMA II POOL MA0934 | | 3.5% 20 Apr 2043 | | | 1,117,994 | | | | | | | 1,217,338 | |
| | | GNMA II POOL MA1012 | | 3.5% 20 May 2043 | | | 618,824 | | | | | | | 675,956 | |
| | | GNMA II POOL MA1156 | | 3% 20 Jul 2043 | | | 186,611 | | | | | | | 199,260 | |
| | | GNMA II POOL MA1157 | | 3.5% 20 Jul 2043 | | | 544,813 | | | | | | | 593,372 | |
| | | GNMA II POOL MA1223 | | 3% 20 Aug 2043 | | | 1,051,731 | | | | | | | 1,122,972 | |
| | | GNMA II POOL MA1224 | | 3.5% 20 Aug 2043 | | | 788,080 | | | | | | | 858,332 | |
| | | GNMA II POOL MA1225 | | 4% 20 Aug 2043 | | | 554,433 | | | | | | | 612,960 | |
| | | GNMA II POOL MA1374 | | 3% 20 Oct 2043 | | | 336,368 | | | | | | | 359,016 | |
| | | GNMA II POOL MA1375 | | 3.5% 20 Oct 2043 | | | 811,743 | | | | | | | 883,989 | |
| | | GNMA II POOL MA1376 | | 4% 20 Oct 2043 | | | 1,438,894 | | | | | | | 1,590,147 | |
| | | GNMA II POOL MA1377 | | 4.5% 20 Oct 2043 | | | 59,381 | | | | | | | 66,158 | |
| | | GNMA II POOL MA1601 | | 4% 20 Jan 2044 | | | 701,154 | | | | | | | 774,537 | |
| | | GNMA II POOL MA1602 | | 4.5% 20 Jan 2044 | | | 174,869 | | | | | | | 194,827 | |
| | | GNMA II POOL MA1677 | | 3.5% 20 Feb 2044 | | | 78,917 | | | | | | | 85,947 | |
| | | GNMA II POOL MA1678 | | 4% 20 Feb 2044 | | | 289,609 | | | | | | | 319,824 | |
| | | GNMA II POOL MA1679 | | 4.5% 20 Feb 2044 | | | 218,626 | | | | | | | 243,576 | |
| | | GNMA II POOL MA1760 | | 3.5% 20 Mar 2044 | | | 442,025 | | | | | | | 480,709 | |
| | | GNMA II POOL MA1839 | | 4% 20 Apr 2044 | | | 120,598 | | | | | | | 133,171 | |
| | | GNMA II POOL MA1840 | | 4.5% 20 Apr 2044 | | | 425,551 | | | | | | | 475,072 | |
| | | GNMA II POOL MA1920 | | 4% 20 May 2044 | | | 170,969 | | | | | | | 188,745 | |
| | | GNMA II POOL MA1995 | | 3.5% 20 Jun 2044 | | | 703,351 | | | | | | | 765,414 | |
| | | GNMA II POOL MA1996 | | 4% 20 Jun 2044 | | | 15,261 | | | | | | | 16,848 | |
| | | GNMA II POOL MA1997 | | 4.5% 20 Jun 2044 | | | 83,226 | | | | | | | 92,724 | |
| | | GNMA II POOL MA2073 | | 3.5% 20 Jul 2044 | | | 80,447 | | | | | | | 87,201 | |
| | | GNMA II POOL MA2074 | | 4% 20 Jul 2044 | | | 489,195 | | | | | | | 539,927 | |
| | | GNMA II POOL MA2148 | | 3.5% 20 Aug 2044 | | | 417,299 | | | | | | | 451,967 | |
| | | GNMA II POOL MA2224 | | 4% 20 Sep 2044 | | | 245,334 | | | | | | | 270,742 | |
| | | GNMA II POOL MA2225 | | 4.5% 20 Sep 2044 | | | 354,275 | | | | | | | 395,498 | |
| | | GNMA II POOL MA2303 | | 3.5% 20 Oct 2044 | | | 412,614 | | | | | | | 448,512 | |
| | | GNMA II POOL MA2305 | | 4.5% 20 Oct 2044 | | | 275,417 | | | | | | | 306,841 | |
| | | GNMA II POOL MA2372 | | 4% 20 Nov 2044 | | | 136,988 | | | | | | | 151,137 | |
| | | GNMA II POOL MA2445 | | 3.5% 20 Dec 2044 | | | 426,499 | | | | | | | 460,346 | |
| | | GNMA II POOL MA2446 | | 4% 20 Dec 2044 | | | 331,841 | | | | | | | 366,092 | |
| | | GNMA II POOL MA2521 | | 3.5% 20 Jan 2045 | | | 1,433,997 | | | | | | | 1,546,488 | |
| | | GNMA II POOL MA2522 | | 4% 20 Jan 2045 | | | 134,031 | | | | | | | 147,859 | |
| | | GNMA II POOL MA2601 | | 3.5% 20 Feb 2045 | | | 465,467 | | | | | | | 504,531 | |
| | | GNMA II POOL MA2602 | | 4% 20 Feb 2045 | | | 449,496 | | | | | | | 495,842 | |
| | | GNMA II POOL MA2678 | | 3.5% 20 Mar 2045 | | | 273,275 | | | | | | | 295,016 | |
| | | GNMA II POOL MA2679 | | 4% 20 Mar 2045 | | | 609,428 | | | | | | | 672,189 | |
| | | GNMA II POOL MA2680 | | 4.5% 20 Mar 2045 | | | 328,302 | | | | | | | 365,761 | |
| | | GNMA II POOL MA2754 | | 3.5% 20 Apr 2045 | | | 534,310 | | | | | | | 573,704 | |
| | | GNMA II POOL MA2756 | | 4.5% 20 Apr 2045 | | | 390,935 | | | | | | | 435,550 | |
| | | GNMA II POOL MA2826 | | 3.5% 20 May 2045 | | | 712,513 | | | | | | | 769,436 | |
| | | GNMA II POOL MA2827 | | 4% 20 May 2045 | | | 230,070 | | | | | | | 252,925 | |
| | | GNMA II POOL MA2892 | | 3.5% 20 Jun 2045 | | | 639,268 | | | | | | | 688,231 | |
| | | GNMA II POOL MA2895 | | 5% 20 Jun 2045 | | | 357,700 | | | | | | | 410,161 | |
| | | GNMA II POOL MA2960 | | 3% 20 Jul 2045 | | | 956,051 | | | | | | | 1,019,155 | |
| | | GNMA II POOL MA2961 | | 3.5% 20 Jul 2045 | | | 604,021 | | | | | | | 650,306 | |
| | | GNMA II POOL MA2962 | | 4% 20 Jul 2045 | | | 1,241,619 | | | | | | | 1,365,224 | |
| | | GNMA II POOL MA3035 | | 4% 20 Aug 2045 | | | 451,476 | | | | | | | 494,701 | |
| | | GNMA II POOL MA3036 | | 4.5% 20 Aug 2045 | | | 216,522 | | | | | | | 241,203 | |
| | | GNMA II POOL MA3105 | | 3.5% 20 Sep 2045 | | | 1,990,521 | | | | | | | 2,145,910 | |
| | | GNMA II POOL MA3106 | | 4% 20 Sep 2045 | | | 1,149,046 | | | | | | | 1,260,209 | |
| | | GNMA II POOL MA3107 | | 4.5% 20 Sep 2045 | | | 496,907 | | | | | | | 553,537 | |
| | | GNMA II POOL MA3172 | | 3% 20 Oct 2045 | | | 2,798,356 | | | | | | | 2,979,206 | |
| | | GNMA II POOL MA3174 | | 4% 20 Oct 2045 | | | 623,767 | | | | | | | 685,941 | |
| | | GNMA II POOL MA3244 | | 3.5% 20 Nov 2045 | | | 835,444 | | | | | | | 899,448 | |
| | | GNMA II POOL MA3245 | | 4% 20 Nov 2045 | | | 662,065 | | | | | | | 726,867 | |
| | | GNMA II POOL MA3246 | | 4.5% 20 Nov 2045 | | | 252,566 | | | | | | | 281,905 | |
| | | GNMA II POOL MA3309 | | 3% 20 Dec 2045 | | | 1,053,636 | | | | | | | 1,121,763 | |
| | | GNMA II POOL MA3310 | | 3.5% 20 Dec 2045 | | | 590,867 | | | | | | | 636,172 | |
| | | GNMA II POOL MA3311 | | 4% 20 Dec 2045 | | | 504,414 | | | | | | | 552,204 | |
| | | GNMA II POOL MA3375 | | 3% 20 Jan 2046 | | | 1,098,879 | | | | | | | 1,170,902 | |
| | | GNMA II POOL MA3376 | | 3.5% 20 Jan 2046 | | | 631,233 | | | | | | | 679,592 | |
| | | GNMA II POOL MA3596 | | 3% 20 Apr 2046 | | | 843,881 | | | | | | | 898,532 | |
| | | GNMA II POOL MA3599 | | 4.5% 20 Apr 2046 | | | 116,016 | | | | | | | 129,227 | |
| | | GNMA II POOL MA3662 | | 3% 20 May 2046 | | | 1,602,228 | | | | | | | 1,707,239 | |
| | | GNMA II POOL MA3663 | | 3.5% 20 May 2046 | | | 1,679,933 | | | | | | | 1,818,773 | |
| | | GNMA II POOL MA3735 | | 3% 20 Jun 2046 | | | 1,317,867 | | | | | | | 1,404,403 | |
| | | GNMA II POOL MA3736 | | 3.5% 20 Jun 2046 | | | 2,658,872 | | | | | | | 2,892,933 | |
| | | GNMA II POOL MA3802 | | 3% 20 Jul 2046 | | | 1,348,434 | | | | | | | 1,436,814 | |
| | | GNMA II POOL MA3803 | | 3.5% 20 Jul 2046 | | | 1,914,731 | | | | | | | 2,067,771 | |
| | | GNMA II POOL MA3804 | | 4% 20 Jul 2046 | | | 203,148 | | | | | | | 221,749 | |
| | | GNMA II POOL MA3873 | | 3% 20 Aug 2046 | | | 2,376,804 | | | | | | | 2,532,849 | |
| | | GNMA II POOL MA3936 | | 3% 20 Sep 2046 | | | 2,489,398 | | | | | | | 2,652,955 | |
| | | GNMA II POOL MA3937 | | 3.5% 20 Sep 2046 | | | 2,352,513 | | | | | | | 2,535,679 | |
| | | GNMA II POOL MA3939 | | 4.5% 20 Sep 2046 | | | 48,984 | | | | | | | 54,568 | |
| | | GNMA II POOL MA4003 | | 3% 20 Oct 2046 | | | 1,382,451 | | | | | | | 1,473,310 | |
| | | GNMA II POOL MA4004 | | 3.5% 20 Oct 2046 | | | 1,576,034 | | | | | | | 1,699,531 | |
| | | GNMA II POOL MA4068 | | 3% 20 Nov 2046 | | | 1,510,839 | | | | | | | 1,610,119 | |
| | | GNMA II POOL MA4069 | | 3.5% 20 Nov 2046 | | | 1,874,998 | | | | | | | 2,022,123 | |
| | | GNMA II POOL MA4127 | | 3.5% 20 Dec 2046 | | | 626,822 | | | | | | | 672,188 | |
| | | GNMA II POOL MA4195 | | 3% 20 Jan 2047 | | | 2,169,741 | | | | | | | 2,312,109 | |
| | | GNMA II POOL MA4196 | | 3.5% 20 Jan 2047 | | | 1,685,061 | | | | | | | 1,811,187 | |
| | | GNMA II POOL MA4261 | | 3% 20 Feb 2047 | | | 1,269,671 | | | | | | | 1,351,612 | |
| | | GNMA II POOL MA4262 | | 3.5% 20 Feb 2047 | | | 1,405,103 | | | | | | | 1,509,632 | |
| | | GNMA II POOL MA4263 | | 4% 20 Feb 2047 | | | 1,203,447 | | | | | | | 1,304,167 | |
| | | GNMA II POOL MA4320 | | 3% 20 Mar 2047 | | | 1,178,638 | | | | | | | 1,255,855 | |
| | | GNMA II POOL MA4321 | | 3.5% 20 Mar 2047 | | | 2,063,634 | | | | | | | 2,215,146 | |
| | | GNMA II POOL MA4381 | | 3% 20 Apr 2047 | | | 1,579,027 | | | | | | | 1,682,333 | |
| | | GNMA II POOL MA4382 | | 3.5% 20 Apr 2047 | | | 1,993,953 | | | | | | | 2,139,051 | |
| | | GNMA II POOL MA4450 | | 3% 20 May 2047 | | | 2,319,286 | | | | | | | 2,471,033 | |
| | | GNMA II POOL MA4451 | | 3.5% 20 May 2047 | | | 586,311 | | | | | | | 628,632 | |
| | | GNMA II POOL MA4452 | | 4% 20 May 2047 | | | 1,169,590 | | | | | | | 1,258,662 | |
| | | GNMA II POOL MA4509 | | 3% 20 Jun 2047 | | | 2,193,591 | | | | | | | 2,330,903 | |
| | | GNMA II POOL MA4510 | | 3.5% 20 Jun 2047 | | | 1,597,396 | | | | | | | 1,708,620 | |
| | | GNMA II POOL MA4511 | | 4% 20 Jun 2047 | | | 795,437 | | | | | | | 858,467 | |
| | | GNMA II POOL MA4585 | | 3% 20 Jul 2047 | | | 2,733,848 | | | | | | | 2,902,821 | |
| | | GNMA II POOL MA4586 | | 3.5% 20 Jul 2047 | | | 2,041,172 | | | | | | | 2,191,788 | |
| | | GNMA II POOL MA4587 | | 4% 20 Jul 2047 | | | 2,663,919 | | | | | | | 2,868,989 | |
| | | GNMA II POOL MA4588 | | 4.5% 20 Jul 2047 | | | 1,062,351 | | | | | | | 1,155,075 | |
| | | GNMA II POOL MA4651 | | 3% 20 Aug 2047 | | | 720,444 | | | | | | | 763,956 | |
| | | GNMA II POOL MA4652 | | 3.5% 20 Aug 2047 | | | 2,115,694 | | | | | | | 2,267,318 | |
| | | GNMA II POOL MA4653 | | 4% 20 Aug 2047 | | | 1,611,310 | | | | | | | 1,738,500 | |
| | | GNMA II POOL MA4719 | | 3.5% 20 Sep 2047 | | | 816,410 | | | | | | | 881,222 | |
| | | GNMA II POOL MA4721 | | 4.5% 20 Sep 2047 | | | 806,302 | | | | | | | 879,958 | |
| | | GNMA II POOL MA4778 | | 3.5% 20 Oct 2047 | | | 1,472,705 | | | | | | | 1,582,502 | |
| | | GNMA II POOL MA4779 | | 4% 20 Oct 2047 | | | 253,615 | | | | | | | 274,722 | |
| | | GNMA II POOL MA4836 | | 3% 20 Nov 2047 | | | 2,753,858 | | | | | | | 2,920,544 | |
| | | GNMA II POOL MA4837 | | 3.5% 20 Nov 2047 | | | 1,954,463 | | | | | | | 2,093,325 | |
| | | GNMA II POOL MA4900 | | 3.5% 20 Dec 2047 | | | 2,745,114 | | | | | | | 2,936,758 | |
| | | GNMA II POOL MA4962 | | 3.5% 20 Jan 2048 | | | 1,111,853 | | | | | | | 1,195,628 | |
| | | GNMA II POOL MA5019 | | 3.5% 20 Feb 2048 | | | 6,138,508 | | | | | | | 6,586,526 | |
| | | GNMA II POOL MA5077 | | 3.5% 20 Mar 2048 | | | 1,582,068 | | | | | | | 1,689,800 | |
| | | GNMA II POOL MA5078 | | 4% 20 Mar 2048 | | | 364,161 | | | | | | | 392,330 | |
| | | GNMA II POOL MA5136 | | 3.5% 20 Apr 2048 | | | 342,543 | | | | | | | 366,432 | |
| | | GNMA II POOL MA5190 | | 3% 20 May 2048 | | | 237,359 | | | | | | | 249,330 | |
| | | GNMA II POOL MA5192 | | 4% 20 May 2048 | | | 1,502,907 | | | | | | | 1,616,649 | |
| | | GNMA II POOL MA5264 | | 4% 20 Jun 2048 | | | 2,088,567 | | | | | | | 2,243,968 | |
| | | GNMA II POOL MA5265 | | 4.5% 20 Jun 2048 | | | 360,553 | | | | | | | 390,157 | |
| | | GNMA II POOL MA5266 | | 5% 20 Jun 2048 | | | 1,713,609 | | | | | | | 1,874,064 | |
| | | GNMA II POOL MA5329 | | 3.5% 20 Jul 2048 | | | 287,527 | | | | | | | 307,445 | |
| | | GNMA II POOL MA5398 | | 4% 20 Aug 2048 | | | 698,634 | | | | | | | 752,103 | |
| | | GNMA II POOL MA5399 | | 4.5% 20 Aug 2048 | | | 651,563 | | | | | | | 706,105 | |
| | | GNMA II POOL MA5466 | | 4% 20 Sep 2048 | | | 1,065,852 | | | | | | | 1,147,655 | |
| | | GNMA II POOL MA5467 | | 4.5% 20 Sep 2048 | | | 1,423,379 | | | | | | | 1,540,296 | |
| | | GNMA II POOL MA5528 | | 4% 20 Oct 2048 | | | 906,135 | | | | | | | 975,215 | |
| | | GNMA II POOL MA5529 | | 4.5% 20 Oct 2048 | | | 1,667,116 | | | | | | | 1,804,232 | |
| | | GNMA II POOL MA5596 | | 4.5% 20 Nov 2048 | | | 628,560 | | | | | | | 680,171 | |
| | | GNMA II POOL MA5623 | | 3.5% 20 Dec 2033 | | | 181,473 | | | | | | | 192,781 | |
| | | GNMA II POOL MA5651 | | 4% 20 Dec 2048 | | | 898,277 | | | | | | | 962,294 | |
| | | GNMA II POOL MA5652 | | 4.5% 20 Dec 2048 | | | 764,566 | | | | | | | 827,387 | |
| | | GNMA II POOL MA5710 | | 4% 20 Jan 2049 | | | 855,565 | | | | | | | 916,474 | |
| | | GNMA II POOL MA5711 | | 4.5% 20 Jan 2049 | | | 766,280 | | | | | | | 829,231 | |
| | | GNMA II POOL MA5763 | | 4% 20 Feb 2049 | | | 648,064 | | | | | | | 694,960 | |
| | | GNMA II POOL MA5816 | | 3.5% 20 Mar 2049 | | | 44,037 | | | | | | | 46,765 | |
| | | GNMA II POOL MA5818 | | 4.5% 20 Mar 2049 | | | 416,490 | | | | | | | 450,664 | |
| | | GNMA II POOL MA5931 | | 4% 20 May 2049 | | | 1,459,520 | | | | | | | 1,560,319 | |
| | | GNMA II POOL MA6038 | | 3% 20 Jul 2049 | | | 2,671,780 | | | | | | | 2,794,883 | |
| | | GNMA II POOL MA6153 | | 3% 20 Sep 2049 | | | 648,698 | | | | | | | 678,576 | |
| | | GNMA II POOL MA6154 | | 3.5% 20 Sep 2049 | | | 1,648,333 | | | | | | | 1,747,249 | |
| | | GNMA II POOL MA6220 | | 4% 20 Oct 2049 | | | 1,583,038 | | | | | | | 1,690,647 | |
| | | GNMA II POOL MA6283 | | 3% 20 Nov 2049 | | | 2,419,545 | | | | | | | 2,538,089 | |
| | | GNMA II POOL MA6338 | | 3% 20 Dec 2049 | | | 3,877,078 | | | | | | | 4,055,821 | |
| | | GNMA II POOL MA6339 | | 3.5% 20 Dec 2049 | | | 3,288,790 | | | | | | | 3,486,061 | |
| | | GNMA II POOL MA6474 | | 3% 20 Feb 2050 | | | 4,073,280 | | | | | | | 4,261,041 | |
| | | GNMA II POOL MA6475 | | 3.5% 20 Feb 2050 | | | 1,165,226 | | | | | | | 1,235,192 | |
| | | GNMA II POOL MA6476 | | 4% 20 Feb 2050 | | | 909,442 | | | | | | | 971,214 | |
| | | GNMA II POOL MA6542 | | 3.5% 20 Mar 2050 | | | 481,950 | | | | | | | 511,175 | |
| | | GNMA II POOL MA6599 | | 3% 20 Apr 2050 | | | 1,120,000 | | | | | | | 1,171,343 | |
| | | GNMA II POOL MA6656 | | 3% 20 May 2050 | | | 1,923,787 | | | | | | | 2,012,923 | |
| | | GNMA II POOL MA6710 | | 3% 20 Jun 2050 | | | 7,923,671 | | | | | | | 8,293,084 | |
| | | GNMA II POOL MA6766 | | 3% 20 Jul 2050 | | | 7,974,821 | | | | | | | 8,368,764 | |
| | | GNMA II POOL MA6819 | | 2.5% 20 Aug 2050 | | | 2,514,465 | | | | | | | 2,663,582 | |
| | | GNMA II POOL MA6820 | | 3% 20 Aug 2050 | | | 2,612,463 | | | | | | | 2,746,765 | |
| | | GNMA II POOL MA6865 | | 2.5% 20 Sep 2050 | | | 2,525,659 | | | | | | | 2,675,730 | |
| | | GNMA II POOL MA6931 | | 2.5% 20 Oct 2050 | | | 2,858,607 | | | | | | | 3,028,663 | |
| | | GNMA II POOL MA6995 | | 2.5% 20 Nov 2050 | | | 3,989,728 | | | | | | | 4,227,224 | |
| | | GNMA II POOL MA7052 | | 2.5% 20 Dec 2050 | | | 4,010,000 | | | | | | | 4,248,705 | |
| | | GNMA II TBA 30 YR 2 | | 2% 21 Jan 2051 | | | 14,060,000 | | | | | | | 14,703,135 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 21 Jan 2051 | | | 28,295,000 | | | | | | | 29,952,910 | |
| | | GNMA II TBA 30 YR 3 | | 3% 21 Jan 2051 | | | 1,855,000 | | | | | | | 1,939,779 | |
| | | GNMA II TBA 30 YR 3.5 | | 3.5% 21 Jan 2051 | | | 1,125,000 | | | | | | | 1,192,324 | |
| | | GNMA II TBA 30 YR 4 | | 4% 21 Jan 2051 | | | 1,165,000 | | | | | | | 1,242,090 | |
| | | GNMA II TBA 30 YR 4.5 | | 4.5% 21 Jan 2051 | | | 985,000 | | | | | | | 1,054,720 | |
| | | GNMA POOL 428124 | | 5% 15 Feb 2039 | | | 154,891 | | | | | | | 177,491 | |
| | | GNMA POOL 487821 | | 5% 15 Mar 2039 | | | 621,482 | | | | | | | 710,649 | |
| | | GNMA POOL 615278 | | 5% 15 Jul 2033 | | | 303,293 | | | | | | | 347,617 | |
| | | GNMA POOL 680110 | | 5% 15 Apr 2038 | | | 281 | | | | | | | 309 | |
| | | GNMA POOL 698099 | | 5% 15 Apr 2039 | | | 29,427 | | | | | | | 33,433 | |
| | | GNMA POOL 698342 | | 5% 15 May 2039 | | | 73,054 | | | | | | | 83,050 | |
| | | GNMA POOL 701603 | | 5% 15 Feb 2039 | | | 88,081 | | | | | | | 101,447 | |
| | | GNMA POOL 704182 | | 5% 15 Jan 2039 | | | 311,271 | | | | | | | 358,466 | |
| | | GNMA POOL 714130 | | 5% 15 Sep 2039 | | | 41,647 | | | | | | | 47,216 | |
| | | GNMA POOL 722270 | | 5% 15 Sep 2039 | | | 101,702 | | | | | | | 117,042 | |
| | | GNMA POOL 729038 | | 5% 15 Feb 2040 | | | 158,690 | | | | | | | 180,299 | |
| | | GNMA POOL 733603 | | 5% 15 Apr 2040 | | | 140,541 | | | | | | | 159,336 | |
| | | GNMA POOL 738423 | | 5% 15 Jun 2041 | | | 6,804 | | | | | | | 7,511 | |
| | | GNMA POOL 745134 | | 5% 15 Jun 2040 | | | 242,951 | | | | | | | 278,585 | |
| | | GNMA POOL 745142 | | 5% 15 Jun 2040 | | | 174,838 | | | | | | | 198,645 | |
| | | GNMA POOL 745719 | | 5% 15 Jun 2040 | | | 66,539 | | | | | | | 73,422 | |
| | | GNMA POOL 748501 | | 5% 15 Jun 2040 | | | 58,837 | | | | | | | 64,864 | |
| | | GNMA POOL 749368 | | 5% 15 Apr 2041 | | | 190,592 | | | | | | | 217,849 | |
| | | GNMA POOL 750588 | | 5% 15 Jun 2041 | | | 53,438 | | | | | | | 61,501 | |
| | | GNMA POOL 765307 | | 5% 15 May 2041 | | | 51,710 | | | | | | | 56,996 | |
| | | GNMA POOL 782468 | | 5% 15 Nov 2038 | | | 1,149 | | | | | | | 1,313 | |
| | | GOLDMAN SACHS GROUP INC | | 3.85% 08 Jul 2024 | | | 1,500,000 | | | | | | | 1,658,506 | |
| | | GOLDMAN SACHS GROUP INC | | 6.75% 01 Oct 2037 | | | 1,000,000 | | | | | | | 1,530,161 | |
| | | GOLDMAN SACHS GROUP INC | | 6.25% 01 Feb 2041 | | | 950,000 | | | | | | | 1,487,858 | |
| | | GOLDMAN SACHS GROUP INC | | 5.75% 24 Jan 2022 | | | 2,000,000 | | | | | | | 2,113,992 | |
| | | GOLDMAN SACHS GROUP INC | | 3.85% 26 Jan 2027 | | | 3,455,000 | | | | | | | 3,942,828 | |
| | | GOLDMAN SACHS GROUP INC | | 3.75% 22 May 2025 | | | 2,655,000 | | | | | | | 2,980,902 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 31 Oct 2038 | | | 2,000,000 | | | | | | | 2,440,678 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 212,306,758 | | | | | | | 212,306,758 | |
| | | GS MORTGAGE SECURITIES TRUST | | 4.074% 10 Jan 2047 | | | 2,560,000 | | | | | | | 2,776,313 | |
| | | HALLIBURTON CO | | 5% 15 Nov 2045 | | | 1,080,000 | | | | | | | 1,283,876 | |
| | | HARTFORD FINL SVCS GRP | | 6.1% 01 Oct 2041 | | | 750,000 | | | | | | | 1,121,683 | |
| | | HARTFORD FINL SVCS GRP | | 3.6% 19 Aug 2049 | | | 1,985,000 | | | | | | | 2,329,352 | |
| | | HCA INC | | 5.25% 15 Jun 2026 | | | 3,650,000 | | | | | | | 4,319,781 | |
| | | HIGHWOODS REALTY LP | | 2.6% 01 Feb 2031 | | | 1,850,000 | | | | | | | 1,887,130 | |
| | | HOME DEPOT INC | | 4.25% 01 Apr 2046 | | | 2,100,000 | | | | | | | 2,785,908 | |
| | | HOME DEPOT INC | | 4.5% 06 Dec 2048 | | | 1,500,000 | | | | | | | 2,105,688 | |
| | | HORMEL FOODS CORP | | 1.8% 11 Jun 2030 | | | 3,825,000 | | | | | | | 3,955,972 | |
| | | HP ENTERPRISE CO | | 4.4% 15 Oct 2022 | | | 5,460,000 | | | | | | | 5,799,511 | |
| | | HSBC HOLDINGS PLC | | 6.5% 15 Sep 2037 | | | 850,000 | | | | | | | 1,243,845 | |
| | | HSBC HOLDINGS PLC | | 3.6% 25 May 2023 | | | 3,800,000 | | | | | | | 4,087,327 | |
| | | HSBC HOLDINGS PLC | | 3.9% 25 May 2026 | | | 6,440,000 | | | | | | | 7,350,897 | |
| | | HUMANA INC | | 4.625% 01 Dec 2042 | | | 1,000,000 | | | | | | | 1,281,728 | |
| | | HUNTSMAN INTERNATIONAL L | | 4.5% 01 May 2029 | | | 1,305,000 | | | | | | | 1,503,578 | |
| | | ILLINOIS ST | | 5.1% 01 Jun 2033 | | | 400,000 | | | | | | | 430,484 | |
| | | INTEL CORP | | 3.1% 15 Feb 2060 | | | 2,020,000 | | | | | | | 2,223,941 | |
| | | INTEL CORP | | 3.25% 15 Nov 2049 | | | 2,000,000 | | | | | | | 2,238,511 | |
| | | INTER AMERICAN DEVEL BK | | 3% 21 Feb 2024 | | | 3,400,000 | | | | | | | 3,686,382 | |
| | | INTERCONTINENTALEXCHANGE | | 1.85% 15 Sep 2032 | | | 1,800,000 | | | | | | | 1,813,986 | |
| | | INTERCONTINENTALEXCHANGE | | 3% 15 Sep 2060 | | | 870,000 | | | | | | | 907,838 | |
| | | INTERNATIONAL PAPER CO | | 7.3% 15 Nov 2039 | | | 850,000 | | | | | | | 1,362,080 | |
| | | INTERSTATE POWER + LIGHT | | 3.5% 30 Sep 2049 | | | 1,955,000 | | | | | | | 2,247,469 | |
| | | INTL BK RECON + DEVELOP | | 0.625% 22 Apr 2025 | | | 3,780,000 | | | | | | | 3,816,514 | |
| | | INTL BK RECON + DEVELOP | | 0.75% 26 Aug 2030 | | | 4,865,000 | | | | | | | 4,745,339 | |
| | | INTL BK RECON + DEVELOP | | 0.5% 28 Oct 2025 | | | 9,810,000 | | | | | | | 9,828,356 | |
| | | INTL BK RECON + DEVELOP | | 0.75% 24 Nov 2027 | | | 12,150,000 | | | | | | | 12,158,286 | |
| | | INTL BK RECON + DEVELOP | | 2.5% 25 Nov 2024 | | | 2,845,000 | | | | | | | 3,083,809 | |
| | | INTL BK RECON + DEVELOP | | 2.5% 19 Mar 2024 | | | 80,000 | | | | | | | 85,694 | |
| | | INTL BK RECON + DEVELOP | | 4.75% 15 Feb 2035 | | | 1,200,000 | | | | | | | 1,714,236 | |
| | | JOHN DEERE CAPITAL CORP | | 2.8% 06 Mar 2023 | | | 4,000,000 | | | | | | | 4,221,737 | |
| | | JOHNSON + JOHNSON | | 1.3% 01 Sep 2030 | | | 2,095,000 | | | | | | | 2,110,637 | |
| | | JOHNSON + JOHNSON | | 2.25% 01 Sep 2050 | | | 985,000 | | | | | | | 989,404 | |
| | | JOHNSON + JOHNSON | | 2.45% 01 Sep 2060 | | | 850,000 | | | | | | | 884,165 | |
| | | JOHNSON + JOHNSON | | 5.85% 15 Jul 2038 | | | 575,000 | | | | | | | 897,112 | |
| | | JOHNSON + JOHNSON | | 2.45% 01 Mar 2026 | | | 2,755,000 | | | | | | | 2,997,087 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.801% 15 Sep 2047 | | | 2,050,000 | | | | | | | 2,251,471 | |
| * | | JPMORGAN CHASE + CO | | 5.5% 15 Oct 2040 | | | 1,465,000 | | | | | | | 2,154,262 | |
| * | | JPMORGAN CHASE + CO | | 4.125% 15 Dec 2026 | | | 4,000,000 | | | | | | | 4,676,256 | |
| * | | JPMORGAN CHASE + CO | | 3.3% 01 Apr 2026 | | | 5,675,000 | | | | | | | 6,351,568 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jan 2049 | | | 1,820,000 | | | | | | | 2,294,432 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2026 | | | 1,530,000 | | | | | | | 1,615,874 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2031 | | | 3,905,000 | | | | | | | 4,197,336 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2041 | | | 1,630,000 | | | | | | | 1,821,959 | |
| | | JPN BANK FOR INT L COOP | | 2.375% 21 Jul 2022 | | | 1,900,000 | | | | | | | 1,961,499 | |
| | | JPN BANK FOR INT L COOP | | 2.875% 21 Jul 2027 | | | 1,740,000 | | | | | | | 1,959,822 | |
| | | KENTUCKY UTILITIES CO | | 5.125% 01 Nov 2040 | | | 1,370,000 | | | | | | | 1,892,220 | |
| | | KEURIG DR PEPPER INC | | 3.2% 01 May 2030 | | | 4,000,000 | | | | | | | 4,528,898 | |
| | | KEURIG DR PEPPER INC | | 4.42% 15 Dec 2046 | | | 2,000,000 | | | | | | | 2,546,863 | |
| | | KEY BANK NA | | 3.375% 07 Mar 2023 | | | 5,000,000 | | | | | | | 5,324,199 | |
| | | KFW | | 2.375% 29 Dec 2022 | | | 15,500,000 | | | | | | | 16,167,868 | |
| | | KINDER MORGAN ENER PART | | 6.95% 15 Jan 2038 | | | 1,450,000 | | | | | | | 1,984,049 | |
| | | KINDER MORGAN ENER PART | | 5.5% 01 Mar 2044 | | | 2,000,000 | | | | | | | 2,527,649 | |
| | | KINDER MORGAN INC | | 5.3% 01 Dec 2034 | | | 1,730,000 | | | | | | | 2,132,011 | |
| | | KROGER CO | | 4.45% 01 Feb 2047 | | | 2,000,000 | | | | | | | 2,516,939 | |
| | | LINCOLN NATIONAL CORP | | 4% 01 Sep 2023 | | | 1,520,000 | | | | | | | 1,657,980 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 07 Nov 2023 | | | 4,800,000 | | | | | | | 5,014,752 | |
| | | LOCKHEED MARTIN CORP | | 3.8% 01 Mar 2045 | | | 3,250,000 | | | | | | | 4,072,510 | |
| | | LOWE S COS INC | | 1.7% 15 Oct 2030 | | | 4,000,000 | | | | | | | 4,052,708 | |
| | | LYB INT FINANCE III | | 3.375% 01 Oct 2040 | | | 2,000,000 | | | | | | | 2,109,497 | |
| | | MAGELLAN MIDSTREAM PARTN | | 3.95% 01 Mar 2050 | | | 2,000,000 | | | | | | | 2,253,982 | |
| | | MANITOBA (PROVINCE OF) | | 2.125% 04 May 2022 | | | 3,215,000 | | | | | | | 3,295,425 | |
| | | MARATHON OIL CORP | | 4.4% 15 Jul 2027 | | | 3,350,000 | | | | | | | 3,723,964 | |
| | | MARATHON PETROLEUM CORP | | 6.5% 01 Mar 2041 | | | 1,500,000 | | | | | | | 2,013,900 | |
| | | MARRIOTT INTERNATIONAL | | 3.5% 15 Oct 2032 | | | 1,000,000 | | | | | | | 1,093,584 | |
| | | MARSH + MCLENNAN COS INC | | 3.875% 15 Mar 2024 | | | 2,000,000 | | | | | | | 2,205,915 | |
| | | MASTERCARD INC | | 3.5% 26 Feb 2028 | | | 3,310,000 | | | | | | | 3,816,092 | |
| | | MCDONALD S CORP | | 3.35% 01 Apr 2023 | | | 3,500,000 | | | | | | | 3,728,462 | |
| | | MCDONALD S CORP | | 4.6% 26 May 2045 | | | 1,600,000 | | | | | | | 2,076,310 | |
| | | MEDTRONIC INC | | 4.625% 15 Mar 2045 | | | 284,000 | | | | | | | 402,932 | |
| | | MERCK + CO INC | | 2.35% 24 Jun 2040 | | | 1,215,000 | | | | | | | 1,257,243 | |
| | | MERCK + CO INC | | 4% 07 Mar 2049 | | | 2,000,000 | | | | | | | 2,639,657 | |
| | | MET TRANSPRTN AUTH NY REVENUE | | 6.814% 15 Nov 2040 | | | 990,000 | | | | | | | 1,321,789 | |
| * | | METLIFE INC | | 6.375% 15 Jun 2034 | | | 1,325,000 | | | | | | | 2,015,494 | |
| * | | METLIFE INC | | 3.6% 10 Apr 2024 | | | 3,000,000 | | | | | | | 3,297,235 | |
| | | MICRON TECHNOLOGY INC | | 2.497% 24 Apr 2023 | | | 3,935,000 | | | | | | | 4,100,340 | |
| | | MICROSOFT CORP | | 2.525% 01 Jun 2050 | | | 5,105,000 | | | | | | | 5,383,449 | |
| | | MICROSOFT CORP | | 2.65% 03 Nov 2022 | | | 3,800,000 | | | | | | | 3,957,968 | |
| | | MICROSOFT CORP | | 2.4% 08 Aug 2026 | | | 3,335,000 | | | | | | | 3,638,441 | |
| | | MID AMERICA APARTMENTS | | 3.95% 15 Mar 2029 | | | 4,015,000 | | | | | | | 4,706,509 | |
| | | MITSUBISHI UFJ FIN GRP | | 3.455% 02 Mar 2023 | | | 7,000,000 | | | | | | | 7,458,434 | |
| | | MIZUHO FINANCIAL GROUP | | 4.018% 05 Mar 2028 | | | 2,800,000 | | | | | | | 3,285,701 | |
| | | MOLSON COORS BEVERAGE | | 3.5% 01 May 2022 | | | 1,600,000 | | | | | | | 1,663,752 | |
| | | MORGAN STANLEY | | 1% 28 Apr 2026 | | | 3,280,000 | | | | | | | 3,464,474 | |
| | | MORGAN STANLEY | | 2.75% 19 May 2022 | | | 7,145,000 | | | | | | | 7,378,811 | |
| | | MORGAN STANLEY | | 1% 22 Jul 2038 | | | 3,215,000 | | | | | | | 3,962,419 | |
| | | MORGAN STANLEY | | 3.875% 29 Apr 2024 | | | 3,440,000 | | | | | | | 3,810,893 | |
| | | MORGAN STANLEY BAML TRUST | | 3.741% 15 Aug 2047 | | | 1,400,000 | | | | | | | 1,524,976 | |
| | | MORGAN STANLEY BAML TRUST | | 3.102% 15 Nov 2049 | | | 4,000,000 | | | | | | | 4,422,064 | |
| | | MPLX LP | | 4.125% 01 Mar 2027 | | | 2,275,000 | | | | | | | 2,623,837 | |
| | | MPLX LP | | 4.5% 15 Apr 2038 | | | 2,000,000 | | | | | | | 2,287,629 | |
| | | NASDAQ INC | | 3.25% 28 Apr 2050 | | | 810,000 | | | | | | | 890,039 | |
| | | NATIONAL RURAL UTIL COOP | | 3.05% 15 Feb 2022 | | | 1,200,000 | | | | | | | 1,227,304 | |
| | | NATWEST GROUP PLC | | 1% 27 Jan 2030 | | | 3,300,000 | | | | | | | 4,057,244 | |
| | | NEW JERSEY ST TURNPIKE AUTH | | 7.102% 01 Jan 2041 | | | 955,000 | | | | | | | 1,559,420 | |
| | | NEWMONT CORP | | 6.25% 01 Oct 2039 | | | 750,000 | | | | | | | 1,135,132 | |
| | | NEXTERA ENERGY CAPITAL | | 3.15% 01 Apr 2024 | | | 1,100,000 | | | | | | | 1,189,094 | |
| | | NIKE INC | | 3.375% 27 Mar 2050 | | | 880,000 | | | | | | | 1,088,685 | |
| | | NISOURCE INC | | 4.375% 15 May 2047 | | | 1,000,000 | | | | | | | 1,268,710 | |
| | | NOBLE ENERGY INC | | 5.25% 15 Nov 2043 | | | 500,000 | | | | | | | 718,225 | |
| | | NOBLE ENERGY INC | | 3.9% 15 Nov 2024 | | | 1,500,000 | | | | | | | 1,673,889 | |
| | | NORFOLK SOUTHERN CORP | | 4.15% 28 Feb 2048 | | | 2,000,000 | | | | | | | 2,540,900 | |
| | | NORTHERN TRUST CORP | | 1.95% 01 May 2030 | | | 1,670,000 | | | | | | | 1,740,701 | |
| | | NORTHROP GRUMMAN CORP | | 3.25% 15 Jan 2028 | | | 4,985,000 | | | | | | | 5,637,102 | |
| | | NOVARTIS CAPITAL CORP | | 1.75% 14 Feb 2025 | | | 4,130,000 | | | | | | | 4,332,626 | |
| | | NOVARTIS CAPITAL CORP | | 2.4% 21 Sep 2022 | | | 925,000 | | | | | | | 959,129 | |
| | | NVIDIA CORP | | 3.7% 01 Apr 2060 | | | 760,000 | | | | | | | 976,515 | |
| | | ONCOR ELECTRIC DELIVERY | | 2.75% 15 May 2030 | | | 2,050,000 | | | | | | | 2,295,296 | |
| | | ONEOK INC | | 4.45% 01 Sep 2049 | | | 1,780,000 | | | | | | | 1,872,233 | |
| | | ONTARIO (PROVINCE OF) | | 3.2% 16 May 2024 | | | 5,500,000 | | | | | | | 6,015,150 | |
| | | ORACLE CORP | | 2.5% 15 May 2022 | | | 2,750,000 | | | | | | | 2,823,523 | |
| | | ORACLE CORP | | 3.9% 15 May 2035 | | | 1,405,000 | | | | | | | 1,725,089 | |
| | | ORACLE CORP | | 5.375% 15 Jul 2040 | | | 650,000 | | | | | | | 932,916 | |
| | | ORACLE CORP | | 2.95% 15 May 2025 | | | 4,000,000 | | | | | | | 4,393,043 | |
| | | ORACLE CORP | | 4% 15 Jul 2046 | | | 3,425,000 | | | | | | | 4,204,051 | |
| | | ORANGE SA | | 5.375% 13 Jan 2042 | | | 2,100,000 | | | | | | | 2,978,761 | |
| | | OTIS WORLDWIDE CORP | | 3.362% 15 Feb 2050 | | | 1,730,000 | | | | | | | 2,001,263 | |
| | | PACIFIC GAS + ELECTRIC | | 2.1% 01 Aug 2027 | | | 3,100,000 | | | | | | | 3,154,625 | |
| | | PACIFIC GAS + ELECTRIC | | 3.3% 01 Aug 2040 | | | 1,365,000 | | | | | | | 1,362,355 | |
| | | PACIFIC GAS + ELECTRIC | | 3.5% 01 Aug 2050 | | | 1,110,000 | | | | | | | 1,103,241 | |
| | | PACIFIC GAS + ELECTRIC | | 4.95% 01 Jul 2050 | | | 1,925,000 | | | | | | | 2,293,856 | |
| | | PACIFIC GAS + ELECTRIC | | 4.5% 01 Jul 2040 | | | 1,280,000 | | | | | | | 1,430,708 | |
| | | PACKAGING CORP OF AMERIC | | 4.5% 01 Nov 2023 | | | 1,935,000 | | | | | | | 2,133,887 | |
| | | PAYPAL HOLDINGS INC | | 1.65% 01 Jun 2025 | | | 3,545,000 | | | | | | | 3,703,750 | |
| | | PEPSICO INC | | 4.25% 22 Oct 2044 | | | 1,405,000 | | | | | | | 1,832,040 | |
| | | PEPSICO INC | | 3.45% 06 Oct 2046 | | | 2,380,000 | | | | | | | 2,877,755 | |
| | | PFIZER INC | | 4% 15 Dec 2036 | | | 1,245,000 | | | | | | | 1,576,378 | |
| | | PFIZER INC | | 2.55% 28 May 2040 | | | 1,205,000 | | | | | | | 1,287,039 | |
| | | PFIZER INC | | 2.75% 03 Jun 2026 | | | 6,000,000 | | | | | | | 6,629,914 | |
| | | PHILIP MORRIS INTL INC | | 3.125% 17 Aug 2027 | | | 5,500,000 | | | | | | | 6,160,745 | |
| | | PHILLIPS 66 | | 4.875% 15 Nov 2044 | | | 1,300,000 | | | | | | | 1,639,634 | |
| | | PHILLIPS 66 | | 1.3% 15 Feb 2026 | | | 3,740,000 | | | | | | | 3,790,094 | |
| | | PLAINS ALL AMER PIPELINE | | 4.7% 15 Jun 2044 | | | 1,285,000 | | | | | | | 1,332,428 | |
| | | PNC BANK NA | | 2.95% 30 Jan 2023 | | | 3,700,000 | | | | | | | 3,890,904 | |
| | | PORT AUTH OF NEW YORK NEW JE | | 4.926% 01 Oct 2051 | | | 655,000 | | | | | | | 912,101 | |
| | | PROLOGIS LP | | 3% 15 Apr 2050 | | | 985,000 | | | | | | | 1,088,735 | |
| | | PROVINCE OF ALBERTA | | 2.2% 26 Jul 2022 | | | 4,960,000 | | | | | | | 5,108,886 | |
| | | PROVINCE OF QUEBEC | | 2.5% 20 Apr 2026 | | | 2,685,000 | | | | | | | 2,948,813 | |
| * | | PRUDENTIAL FINANCIAL INC | | 3.935% 07 Dec 2049 | | | 1,373,000 | | | | | | | 1,668,258 | |
| | | PUBLIC SERVICE ELECTRIC | | 3.85% 01 May 2049 | | | 2,000,000 | | | | | | | 2,520,496 | |
| | | QUALCOMM INC | | 1.3% 20 May 2028 | | | 2,978,000 | | | | | | | 3,012,679 | |
| | | RALPH LAUREN CORP | | 2.95% 15 Jun 2030 | | | 1,865,000 | | | | | | | 2,019,325 | |
| | | RAYTHEON TECH CORP | | 3.5% 15 Mar 2027 | | | 3,000,000 | | | | | | | 3,424,074 | |
| | | RAYTHEON TECH CORP | | 4.5% 01 Jun 2042 | | | 825,000 | | | | | | | 1,075,809 | |
| | | RAYTHEON TECH CORP | | 3.125% 04 May 2027 | | | 2,925,000 | | | | | | | 3,280,850 | |
| | | RELX CAPITAL INC | | 3.5% 16 Mar 2023 | | | 6,485,000 | | | | | | | 6,897,264 | |
| | | REPUBLIC OF CHILE | | 3.24% 06 Feb 2028 | | | 2,000,000 | | | | | | | 2,267,520 | |
| | | REPUBLIC OF COLOMBIA | | 5.625% 26 Feb 2044 | | | 3,400,000 | | | | | | | 4,403,000 | |
| | | REPUBLIC OF COLOMBIA | | 3.875% 25 Apr 2027 | | | 2,000,000 | | | | | | | 2,226,000 | |
| | | REPUBLIC OF INDONESIA | | 4.45% 15 Apr 2070 | | | 2,000,000 | | | | | | | 2,446,263 | |
| | | REPUBLIC OF INDONESIA | | 3.7% 30 Oct 2049 | | | 1,750,000 | | | | | | | 1,909,933 | |
| | | REPUBLIC OF PANAMA | | 4.5% 16 Apr 2050 | | | 2,000,000 | | | | | | | 2,565,020 | |
| | | REPUBLIC OF PERU | | 1.862% 01 Dec 2032 | | | 2,000,000 | | | | | | | 2,016,000 | |
| | | REPUBLIC OF PERU | | 6.55% 14 Mar 2037 | | | 1,250,000 | | | | | | | 1,896,888 | |
| | | REPUBLIC OF PHILIPPINES | | 3.95% 20 Jan 2040 | | | 1,550,000 | | | | | | | 1,839,836 | |
| | | REPUBLIC OF PHILIPPINES | | 3.7% 02 Feb 2042 | | | 3,000,000 | | | | | | | 3,473,659 | |
| | | REPUBLICA ORIENT URUGUAY | | 4.375% 23 Jan 2031 | | | 2,250,000 | | | | | | | 2,759,085 | |
| | | REXFORD INDUSTRIAL REALT | | 2.125% 01 Dec 2030 | | | 2,245,000 | | | | | | | 2,247,946 | |
| | | RIO TINTO FIN USA LTD | | 3.75% 15 Jun 2025 | | | 2,700,000 | | | | | | | 3,047,559 | |
| | | ROGERS COMMUNICATIONS IN | | 4.35% 01 May 2049 | | | 1,500,000 | | | | | | | 1,942,196 | |
| | | ROSS STORES INC | | 1.875% 15 Apr 2031 | | | 2,260,000 | | | | | | | 2,268,972 | |
| | | ROYAL BANK OF CANADA | | 2.55% 16 Jul 2024 | | | 2,500,000 | | | | | | | 2,673,371 | |
| | | SABINE PASS LIQUEFACTION | | 5.625% 15 Apr 2023 | | | 2,000,000 | | | | | | | 2,197,259 | |
| | | SEMPRA ENERGY | | 4% 01 Feb 2048 | | | 1,800,000 | | | | | | | 2,144,761 | |
| | | SHELL INTERNATIONAL FIN | | 3.25% 06 Apr 2050 | | | 1,940,000 | | | | | | | 2,199,814 | |
| | | SHELL INTERNATIONAL FIN | | 4.375% 11 May 2045 | | | 2,645,000 | | | | | | | 3,485,133 | |
| | | SHELL INTERNATIONAL FIN | | 2.875% 10 May 2026 | | | 1,840,000 | | | | | | | 2,034,967 | |
| | | SHIRE ACQ INV IRELAND DA | | 3.2% 23 Sep 2026 | | | 4,000,000 | | | | | | | 4,474,735 | |
| | | SIMON PROPERTY GROUP LP | | 2.625% 15 Jun 2022 | | | 5,000,000 | | | | | | | 5,131,061 | |
| | | SIMON PROPERTY GROUP LP | | 3.25% 13 Sep 2049 | | | 1,945,000 | | | | | | | 1,991,998 | |
| | | SOUTHERN CAL EDISON | | 3.65% 01 Mar 2028 | | | 3,000,000 | | | | | | | 3,367,204 | |
| | | SOUTHERN CALIF GAS CO | | 5.125% 15 Nov 2040 | | | 700,000 | | | | | | | 964,003 | |
| | | SOUTHERN COPPER CORP | | 6.75% 16 Apr 2040 | | | 1,250,000 | | | | | | | 1,881,313 | |
| | | SOUTHWEST AIRLINES CO | | 2.625% 10 Feb 2030 | | | 4,795,000 | | | | | | | 4,880,558 | |
| | | STANLEY BLACK + DECKER I | | 3.4% 01 Mar 2026 | | | 4,015,000 | | | | | | | 4,546,408 | |
| | | STARBUCKS CORP | | 4% 15 Nov 2028 | | | 2,375,000 | | | | | | | 2,820,407 | |
| | | STATE OF ISRAEL | | 3.875% 03 Jul 2050 | | | 2,000,000 | | | | | | | 2,400,392 | |
| | | STEEL DYNAMICS INC | | 3.25% 15 Oct 2050 | | | 2,000,000 | | | | | | | 2,088,848 | |
| | | STORE CAPITAL CORP | | 2.75% 18 Nov 2030 | | | 2,250,000 | | | | | | | 2,288,204 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.696% 16 Jul 2024 | | | 5,000,000 | | | | | | | 5,338,239 | |
| | | SUNCOR ENERGY INC | | 2.8% 15 May 2023 | | | 2,355,000 | | | | | | | 2,477,880 | |
| | | SUNCOR ENERGY INC | | 6.5% 15 Jun 2038 | | | 850,000 | | | | | | | 1,188,140 | |
| | | SYNCHRONY FINANCIAL | | 2.85% 25 Jul 2022 | | | 1,800,000 | | | | | | | 1,858,768 | |
| | | SYSCO CORPORATION | | 6.6% 01 Apr 2040 | | | 1,250,000 | | | | | | | 1,828,446 | |
| | | T MOBILE USA INC | | 4.5% 15 Apr 2050 | | | 2,445,000 | | | | | | | 3,015,626 | |
| | | T MOBILE USA INC | | 3.5% 15 Apr 2025 | | | 3,860,000 | | | | | | | 4,265,223 | |
| | | TARGET CORP | | 2.35% 15 Feb 2030 | | | 2,175,000 | | | | | | | 2,376,675 | |
| | | TECK RESOURCES LIMITED | | 6.25% 15 Jul 2041 | | | 1,500,000 | | | | | | | 1,917,718 | |
| | | TELEFONICA EMISIONES SAU | | 5.213% 08 Mar 2047 | | | 1,000,000 | | | | | | | 1,281,811 | |
| | | TELEFONICA EMISIONES SAU | | 4.665% 06 Mar 2038 | | | 2,000,000 | | | | | | | 2,400,960 | |
| | | TENN VALLEY AUTHORITY | | 6.15% 15 Jan 2038 | | | 175,000 | | | | | | | 281,420 | |
| | | TENN VALLEY AUTHORITY | | 4.65% 15 Jun 2035 | | | 65,000 | | | | | | | 90,317 | |
| | | TENN VALLEY AUTHORITY | | 5.375% 01 Apr 2056 | | | 50,000 | | | | | | | 86,009 | |
| | | TENN VALLEY AUTHORITY | | 2.875% 01 Feb 2027 | | | 3,000,000 | | | | | | | 3,380,734 | |
| | | THOMSON REUTERS CORP | | 5.65% 23 Nov 2043 | | | 1,000,000 | | | | | | | 1,354,866 | |
| | | TIME WARNER ENTERTAINMEN | | 8.375% 15 Jul 2033 | | | 1,200,000 | | | | | | | 1,856,278 | |
| | | TOTAL CAPITAL INTL SA | | 2.986% 29 Jun 2041 | | | 1,140,000 | | | | | | | 1,233,430 | |
| | | TOYOTA MOTOR CREDIT CORP | | 3.2% 11 Jan 2027 | | | 3,000,000 | | | | | | | 3,370,172 | |
| | | TRACTOR SUPPLY CO | | 1.75% 01 Nov 2030 | | | 3,850,000 | | | | | | | 3,869,551 | |
| | | TRANSCANADA PIPELINES | | 4.875% 15 May 2048 | | | 1,875,000 | | | | | | | 2,424,586 | |
| | | TRAVELERS COS INC | | 2.55% 27 Apr 2050 | | | 955,000 | | | | | | | 1,005,324 | |
| | | TRUIST BANK | | 3% 02 Feb 2023 | | | 4,000,000 | | | | | | | 4,208,979 | |
| | | TYSON FOODS INC | | 4.35% 01 Mar 2029 | | | 1,000,000 | | | | | | | 1,213,052 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 3.487% 15 Aug 2050 | | | 1,250,000 | | | | | | | 1,396,830 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 3.563% 15 Oct 2050 | | | 3,500,000 | | | | | | | 3,931,596 | |
| | | UNILEVER CAPITAL CORP | | 0.375% 14 Sep 2023 | | | 3,970,000 | | | | | | | 3,982,500 | |
| | | UNION PACIFIC CORP | | 3.799% 01 Oct 2051 | | | 2,020,000 | | | | | | | 2,471,957 | |
| | | UNION PACIFIC CORP | | 2.75% 01 Mar 2026 | | | 1,500,000 | | | | | | | 1,640,278 | |
| | | UNITED AIR 2020 1 A PTT | | 5.875% 15 Apr 2029 | | | 1,200,000 | | | | | | | 1,296,255 | |
| | | UNITED MEXICAN STATES | | 4.75% 27 Apr 2032 | | | 4,165,000 | | | | | | | 5,012,578 | |
| | | UNITED MEXICAN STATES | | 6.75% 27 Sep 2034 | | | 1,300,000 | | | | | | | 1,831,388 | |
| | | UNITED MEXICAN STATES | | 4.75% 08 Mar 2044 | | | 2,300,000 | | | | | | | 2,731,273 | |
| | | UNITED MEXICAN STATES | | 4% 02 Oct 2023 | | | 1,440,000 | | | | | | | 1,576,800 | |
| | | UNITED PARCEL SERVICE | | 4.875% 15 Nov 2040 | | | 765,000 | | | | | | | 1,050,598 | |
| | | UNITED PARCEL SERVICE | | 3.75% 15 Nov 2047 | | | 2,000,000 | | | | | | | 2,535,778 | |
| | | UNITEDHEALTH GROUP INC | | 4.625% 15 Jul 2035 | | | 1,265,000 | | | | | | | 1,695,103 | |
| | | UNITEDHEALTH GROUP INC | | 1.25% 15 Jan 2026 | | | 3,440,000 | | | | | | | 3,546,228 | |
| | | UNITEDHEALTH GROUP INC | | 4.25% 15 Mar 2043 | | | 1,100,000 | | | | | | | 1,440,664 | |
| | | UNITEDHEALTH GROUP INC | | 3.875% 15 Dec 2028 | | | 3,820,000 | | | | | | | 4,581,095 | |
| | | UNIV SOUTHERN CALIFORIA | | 3.028% 01 Oct 2039 | | | 2,100,000 | | | | | | | 2,284,587 | |
| | | US TREASURY N/B | | 4.25% 15 May 2039 | | | 9,815,000 | | | | | | | 14,565,307 | |
| | | US TREASURY N/B | | 4.5% 15 Aug 2039 | | | 10,195,000 | | | | | | | 15,598,350 | |
| | | US TREASURY N/B | | 3.625% 15 Feb 2044 | | | 5,130,000 | | | | | | | 7,264,361 | |
| | | US TREASURY N/B | | 2.875% 15 Nov 2046 | | | 25,790,000 | | | | | | | 32,949,747 | |
| | | US TREASURY N/B | | 3% 15 Feb 2047 | | | 8,185,000 | | | | | | | 10,702,527 | |
| | | US TREASURY N/B | | 2% 15 Feb 2050 | | | 30,935,000 | | | | | | | 33,598,310 | |
| | | US TREASURY N/B | | 1.25% 15 May 2050 | | | 7,465,000 | | | | | | | 6,772,155 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 13,775,000 | | | | | | | 12,901,148 | |
| | | US TREASURY N/B | | 1.375% 31 Aug 2023 | | | 27,975,000 | | | | | | | 28,888,559 | |
| | | US TREASURY N/B | | 2.75% 31 May 2023 | | | 14,140,000 | | | | | | | 15,025,959 | |
| | | US TREASURY N/B | | 1.25% 31 Jul 2023 | | | 60,690,000 | | | | | | | 62,418,242 | |
| | | US TREASURY N/B | | 1.375% 31 Jan 2022 | | | 18,850,000 | | | | | | | 19,103,297 | |
| | | US TREASURY N/B | | 1.5% 15 Feb 2030 | | | 11,005,000 | | | | | | | 11,642,516 | |
| | | US TREASURY N/B | | 1.125% 28 Feb 2027 | | | 9,555,000 | | | | | | | 9,908,460 | |
| | | US TREASURY N/B | | 0.5% 15 Mar 2023 | | | 36,020,000 | | | | | | | 36,312,663 | |
| | | US TREASURY N/B | | 0.625% 31 Mar 2027 | | | 37,705,000 | | | | | | | 37,930,346 | |
| | | US TREASURY N/B | | 0.375% 31 Mar 2022 | | | 13,685,000 | | | | | | | 13,728,300 | |
| | | US TREASURY N/B | | 0.25% 15 Apr 2023 | | | 12,920,000 | | | | | | | 12,951,795 | |
| | | US TREASURY N/B | | 0.375% 30 Apr 2025 | | | 1,785,000 | | | | | | | 1,791,485 | |
| | | US TREASURY N/B | | 0.125% 15 May 2023 | | | 34,630,000 | | | | | | | 34,620,531 | |
| | | US TREASURY N/B | | 0.625% 15 May 2030 | | | 10,420,000 | | | | | | | 10,187,178 | |
| | | US TREASURY N/B | | 0.5% 31 May 2027 | | | 16,580,000 | | | | | | | 16,521,711 | |
| | | US TREASURY N/B | | 0.25% 30 Jun 2025 | | | 10,085,000 | | | | | | | 10,059,394 | |
| | | US TREASURY N/B | | 0.25% 31 Jul 2025 | | | 18,130,000 | | | | | | | 18,076,885 | |
| | | US TREASURY N/B | | 0.375% 31 Jul 2027 | | | 20,750,000 | | | | | | | 20,477,656 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | | 29,135,000 | | | | | | | 28,907,383 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 18,040,000 | | | | | | | 17,980,806 | |
| | | US TREASURY N/B | | 2.75% 15 Feb 2028 | | | 19,255,000 | | | | | | | 22,080,822 | |
| | | US TREASURY N/B | | 2.25% 31 Jan 2024 | | | 19,415,000 | | | | | | | 20,655,740 | |
| | | US TREASURY N/B | | 6.25% 15 Aug 2023 | | | 950,000 | | | | | | | 1,101,926 | |
| | | US TREASURY N/B | | 5.5% 15 Aug 2028 | | | 11,935,000 | | | | | | | 16,203,161 | |
| | | US TREASURY N/B | | 5.25% 15 Feb 2029 | | | 990,000 | | | | | | | 1,342,030 | |
| | | US TREASURY N/B | | 6.125% 15 Aug 2029 | | | 2,020,000 | | | | | | | 2,927,659 | |
| | | US TREASURY N/B | | 5% 15 May 2037 | | | 10,230,000 | | | | | | | 16,033,527 | |
| | | US TREASURY N/B | | 4.5% 15 May 2038 | | | 9,695,000 | | | | | | | 14,641,722 | |
| | | US TREASURY N/B | | 3% 15 May 2042 | | | 16,120,000 | | | | | | | 20,732,461 | |
| | | US TREASURY N/B | | 2.75% 15 Nov 2042 | | | 10,600,000 | | | | | | | 13,132,820 | |
| | | US TREASURY N/B | | 3.125% 15 Feb 2043 | | | 2,785,000 | | | | | | | 3,652,810 | |
| | | US TREASURY N/B | | 2.875% 15 May 2043 | | | 16,555,000 | | | | | | | 20,929,141 | |
| | | US TREASURY N/B | | 3.125% 15 Aug 2044 | | | 12,220,000 | | | | | | | 16,116,557 | |
| | | US TREASURY N/B | | 2.5% 15 Feb 2045 | | | 47,420,000 | | | | | | | 56,550,202 | |
| | | US TREASURY N/B | | 3% 15 May 2045 | | | 4,000,000 | | | | | | | 5,189,844 | |
| | | US TREASURY N/B | | 2.875% 15 Aug 2045 | | | 17,210,000 | | | | | | | 21,896,364 | |
| | | US TREASURY N/B | | 2.75% 15 Nov 2047 | | | 1,850,000 | | | | | | | 2,321,605 | |
| | | US TREASURY N/B | | 2.375% 15 Nov 2049 | | | 29,055,000 | | | | | | | 34,131,680 | |
| | | US TREASURY N/B | | 2.25% 31 Oct 2024 | | | 11,570,000 | | | | | | | 12,456,732 | |
| | | US TREASURY N/B | | 2.25% 15 Nov 2027 | | | 21,125,000 | | | | | | | 23,457,002 | |
| | | US TREASURY N/B | | 2.625% 15 Feb 2029 | | | 21,195,000 | | | | | | | 24,331,198 | |
| | | US TREASURY N/B | | 2.5% 28 Feb 2026 | | | 23,135,000 | | | | | | | 25,647,316 | |
| | | US TREASURY N/B | | 2.25% 30 Apr 2024 | | | 37,930,000 | | | | | | | 40,513,981 | |
| | | US TREASURY N/B | | 2.375% 15 May 2029 | | | 4,355,000 | | | | | | | 4,921,830 | |
| | | US TREASURY N/B | | 2.375% 15 Aug 2024 | | | 36,065,000 | | | | | | | 38,869,899 | |
| | | US TREASURY N/B | | 2.25% 15 Nov 2024 | | | 17,350,000 | | | | | | | 18,690,559 | |
| | | US TREASURY N/B | | 2% 15 Feb 2025 | | | 4,105,000 | | | | | | | 4,395,076 | |
| | | US TREASURY N/B | | 1.75% 28 Feb 2022 | | | 25,655,000 | | | | | | | 26,140,040 | |
| | | US TREASURY N/B | | 1.75% 30 Sep 2022 | | | 16,530,000 | | | | | | | 16,996,843 | |
| | | US TREASURY N/B | | 2.25% 15 Nov 2025 | | | 59,240,000 | | | | | | | 64,691,931 | |
| | | US TREASURY N/B | | 2% 30 Nov 2022 | | | 70,710,000 | | | | | | | 73,242,854 | |
| | | US TREASURY N/B | | 2.125% 31 Dec 2022 | | | 34,085,000 | | | | | | | 35,441,743 | |
| | | US TREASURY N/B | | 1.625% 15 Feb 2026 | | | 58,460,000 | | | | | | | 62,177,691 | |
| | | US TREASURY N/B | | 1.5% 28 Feb 2023 | | | 4,560,000 | | | | | | | 4,694,306 | |
| | | US TREASURY N/B | | 1.5% 31 Mar 2023 | | | 1,000,000 | | | | | | | 1,030,469 | |
| | | US TREASURY N/B | | 1.625% 15 May 2026 | | | 13,330,000 | | | | | | | 14,193,326 | |
| | | US TREASURY N/B | | 1.375% 30 Jun 2023 | | | 60,755,000 | | | | | | | 62,615,622 | |
| | | US TREASURY N/B | | 1.75% 15 May 2022 | | | 20,680,000 | | | | | | | 21,140,453 | |
| | | US TREASURY N/B | | 2% 15 Nov 2026 | | | 45,360,000 | | | | | | | 49,369,753 | |
| | | US TREASURY N/B | | 1.75% 30 Nov 2021 | | | 17,870,000 | | | | | | | 18,133,862 | |
| | | US TREASURY N/B | | 2% 15 Feb 2023 | | | 19,675,000 | | | | | | | 20,449,703 | |
| | | US TREASURY N/B | | 1.875% 31 Jan 2022 | | | 9,200,000 | | | | | | | 9,373,938 | |
| | | US TREASURY N/B | | 2.125% 29 Feb 2024 | | | 33,845,000 | | | | | | | 35,920,650 | |
| | | US TREASURY N/B | | 2.5% 15 May 2024 | | | 12,695,000 | | | | | | | 13,679,854 | |
| | | US TREASURY N/B | | 1.75% 30 Apr 2022 | | | 30,115,000 | | | | | | | 30,769,060 | |
| | | US TREASURY N/B | | 1.875% 31 May 2022 | | | 7,580,000 | | | | | | | 7,767,723 | |
| | | US TREASURY N/B | | 2.125% 30 Jun 2022 | | | 32,500,000 | | | | | | | 33,472,461 | |
| | | US TREASURY N/B | | 3.5% 15 Feb 2039 | | | 1,645,000 | | | | | | | 2,233,794 | |
| | | UTAH ACQUISITION SUB | | 3.95% 15 Jun 2026 | | | 1,500,000 | | | | | | | 1,716,196 | |
| | | VALE OVERSEAS LIMITED | | 6.875% 10 Nov 2039 | | | 1,000,000 | | | | | | | 1,488,760 | |
| | | VALERO ENERGY CORP | | 1.2% 15 Mar 2024 | | | 4,200,000 | | | | | | | 4,238,657 | |
| | | VALERO ENERGY CORP | | 6.625% 15 Jun 2037 | | | 600,000 | | | | | | | 798,112 | |
| | | VENTAS REALTY LP | | 4.125% 15 Jan 2026 | | | 3,310,000 | | | | | | | 3,807,561 | |
| | | VERIZON COMMUNICATIONS | | 2.987% 30 Oct 2056 | | | 2,892,000 | | | | | | | 2,911,125 | |
| | | VERIZON COMMUNICATIONS | | 0.85% 20 Nov 2025 | | | 4,300,000 | | | | | | | 4,333,773 | |
| | | VERIZON COMMUNICATIONS | | 2.65% 20 Nov 2040 | | | 1,250,000 | | | | | | | 1,262,207 | |
| | | VERIZON COMMUNICATIONS | | 2.875% 20 Nov 2050 | | | 1,000,000 | | | | | | | 1,007,604 | |
| | | VERIZON COMMUNICATIONS | | 3% 20 Nov 2060 | | | 1,000,000 | | | | | | | 1,010,043 | |
| | | VERIZON COMMUNICATIONS | | 4.125% 15 Aug 2046 | | | 2,000,000 | | | | | | | 2,453,903 | |
| | | VERIZON COMMUNICATIONS | | 5.012% 15 Apr 2049 | | | 271,000 | | | | | | | 375,666 | |
| | | VERIZON COMMUNICATIONS | | 4.329% 21 Sep 2028 | | | 4,501,000 | | | | | | | 5,420,238 | |
| | | VF CORP | | 2.05% 23 Apr 2022 | | | 3,935,000 | | | | | | | 4,019,524 | |
| | | VIACOMCBS INC | | 4.95% 19 May 2050 | | | 1,100,000 | | | | | | | 1,424,853 | |
| | | VIACOMCBS INC | | 2.9% 15 Jan 2027 | | | 1,160,000 | | | | | | | 1,272,870 | |
| | | VIATRIS INC | | 2.7% 22 Jun 2030 | | | 2,150,000 | | | | | | | 2,281,419 | |
| | | VIATRIS INC | | 4% 22 Jun 2050 | | | 1,030,000 | | | | | | | 1,180,059 | |
| | | VIRGINIA ELEC + POWER CO | | 3.3% 01 Dec 2049 | | | 905,000 | | | | | | | 1,067,862 | |
| | | VIRGINIA ELEC + POWER CO | | 3.8% 01 Apr 2028 | | | 4,000,000 | | | | | | | 4,681,282 | |
| | | VISA INC | | 4.15% 14 Dec 2035 | | | 1,335,000 | | | | | | | 1,735,224 | |
| | | VISA INC | | 2.7% 15 Apr 2040 | | | 1,215,000 | | | | | | | 1,326,332 | |
| | | VISA INC | | 3.15% 14 Dec 2025 | | | 3,670,000 | | | | | | | 4,117,171 | |
| | | VODAFONE GROUP PLC | | 3.75% 16 Jan 2024 | | | 3,000,000 | | | | | | | 3,278,272 | |
| | | VODAFONE GROUP PLC | | 5% 30 May 2038 | | | 1,050,000 | | | | | | | 1,373,864 | |
| * | | VOYA FINANCIAL INC | | 5.7% 15 Jul 2043 | | | 1,000,000 | | | | | | | 1,386,896 | |
| | | WALGREENS BOOTS ALLIANCE | | 4.1% 15 Apr 2050 | | | 2,000,000 | | | | | | | 2,116,962 | |
| | | WALMART INC | | 3.3% 22 Apr 2024 | | | 2,000,000 | | | | | | | 2,179,774 | |
| | | WALMART INC | | 3.625% 15 Dec 2047 | | | 2,000,000 | | | | | | | 2,536,180 | |
| | | WALT DISNEY COMPANY/THE | | 3.5% 13 May 2040 | | | 2,380,000 | | | | | | | 2,797,672 | |
| | | WALT DISNEY COMPANY/THE | | 2% 01 Sep 2029 | | | 3,740,000 | | | | | | | 3,908,894 | |
| | | WALT DISNEY COMPANY/THE | | 2.75% 01 Sep 2049 | | | 1,385,000 | | | | | | | 1,465,297 | |
| | | WASHINGTON ST | | 5.14% 01 Aug 2040 | | | 1,080,000 | | | | | | | 1,516,266 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Apr 2026 | | | 5,860,000 | | | | | | | 6,169,920 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Apr 2041 | | | 810,000 | | | | | | | 881,117 | |
| | | WELLS FARGO + COMPANY | | 5.5% 01 Aug 2035 | | | 2,655,000 | | | | | | | 3,567,361 | |
| | | WELLS FARGO + COMPANY | | 5.375% 02 Nov 2043 | | | 2,000,000 | | | | | | | 2,779,008 | |
| | | WELLS FARGO + COMPANY | | 4.3% 22 Jul 2027 | | | 5,000,000 | | | | | | | 5,858,879 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Oct 2030 | | | 1,940,000 | | | | | | | 2,116,521 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.942% 15 Oct 2049 | | | 2,100,000 | | | | | | | 2,304,331 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.64% 15 Dec 2059 | | | 5,720,000 | | | | | | | 6,514,936 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.212% 15 May 2051 | | | 2,735,000 | | | | | | | 3,222,568 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.466% 15 May 2052 | | | 2,316,667 | | | | | | | 2,578,104 | |
| | | WESTPAC BANKING CORP | | 3.65% 15 May 2023 | | | 3,250,000 | | | | | | | 3,509,912 | |
| | | WESTPAC BANKING CORP | | 2.963% 16 Nov 2040 | | | 1,310,000 | | | | | | | 1,394,985 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 2.87% 15 Nov 2045 | | | 3,032,794 | | | | | | | 3,110,379 | |
| | | WILLIAMS COMPANIES INC | | 4% 15 Sep 2025 | | | 3,220,000 | | | | | | | 3,655,976 | |
| | | WRKCO INC | | 4.9% 15 Mar 2029 | | | 2,000,000 | | | | | | | 2,470,403 | |
| | | XCEL ENERGY INC | | 3.5% 01 Dec 2049 | | | 3,025,000 | | | | | | | 3,536,298 | |
| | | XYLEM INC | | 2.25% 30 Jan 2031 | | | 1,700,000 | | | | | | | 1,790,410 | |
| | | ZIMMER BIOMET HOLDINGS | | 3.7% 19 Mar 2023 | | | 5,230,000 | | | | | | | 5,579,112 | |
| | | ZOETIS INC | | 4.7% 01 Feb 2043 | | | 1,165,000 | | | | | | | 1,595,318 | |
| | | | | | | | | | | | | | | | |
| | | | | Total: EXHIBIT D - Total Bond Market Fund | | | | | | | $ | 4,498,936,136 | |
n / a - Cost is not applicable
EXHIBIT E - Inflation Protected Bond Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | Par Value | | | | | | |
| | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 1,307,446 | | | | | $ | 1,307,446 | |
| | | TSY INFL IX N/B | | 0.25% 15 Feb 2050 | | | 26,129,982 | | | | | | 31,127,681 | |
| | TSY INFL IX N/B | | 0.125% 15 Jan 2030 | | | 72,867,600 | | | | | | 81,279,633 | |
| | | TSY INFL IX N/B | | 0.125% 15 Apr 2025 | | | 60,887,428 | | | | | | 65,498,382 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jul 2030 | | | 67,885,167 | | | | | | 80,134,160 | |
| | | TSY INFL IX N/B | | 0.125% 15 Oct 2025 | | | 54,190,080 | | | | | | 69,840,997 | |
| | | TSY INFL IX N/B | | 3.625% 15 Apr 2028 | | | 23,406,336 | | | | | | 32,178,226 | |
| | | TSY INFL IX N/B | | 3.875% 15 Apr 2029 | | | 28,060,550 | | | | | | 40,428,019 | |
| | | TSY INFL IX N/B | | 3.375% 15 Apr 2032 | | | 10,660,398 | | | | | | 16,237,813 | |
| | | TSY INFL IX N/B | | 2.375% 15 Jan 2025 | | | 42,818,326 | | | | | | 50,031,653 | |
| | | TSY INFL IX N/B | | 2% 15 Jan 2026 | | | 34,264,465 | | | | | | 40,738,129 | |
| | | TSY INFL IX N/B | | 2.375% 15 Jan 2027 | | | 27,357,522 | | | | | | 34,009,532 | |
| | | TSY INFL IX N/B | | 1.75% 15 Jan 2028 | | | 27,388,765 | | | | | | 33,592,605 | |
| | | TSY INFL IX N/B | | 2.5% 15 Jan 2029 | | | 19,452,991 | | | | | | 25,551,555 | |
| | | TSY INFL IX N/B | | 2.125% 15 Feb 2040 | | | 11,542,327 | | | | | | 19,280,198 | |
| | | TSY INFL IX N/B | | 2.125% 15 Feb 2041 | | | 19,854,256 | | | | | | 31,127,492 | |
| | | TSY INFL IX N/B | | 0.75% 15 Feb 2042 | | | 34,518,345 | | | | | | 43,920,998 | |
| | | TSY INFL IX N/B | | 0.625% 15 Feb 2043 | | | 27,987,328 | | | | | | 34,874,471 | |
| | | TSY INFL IX N/B | | 1.375% 15 Feb 2044 | | | 37,842,375 | | | | | | 54,473,803 | |
| | | TSY INFL IX N/B | | 0.75% 15 Feb 2045 | | | 39,009,754 | | | | | | 50,286,519 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2046 | | | 21,940,137 | | | | | | 29,909,150 | |
| | | TSY INFL IX N/B | | 0.875% 15 Feb 2047 | | | 23,834,513 | | | | | | 32,030,731 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2048 | | | 21,661,994 | | | | | | 30,142,608 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2049 | | | 24,440,233 | | | | | | 34,398,355 | |
| | | TSY INFL IX N/B | | 0.375% 15 Jul 2027 | | | 64,689,820 | | | | | | 72,775,205 | |
| | | TSY INFL IX N/B | | 0.5% 15 Jan 2028 | | | 66,233,821 | | | | | | 75,096,044 | |
| | | TSY INFL IX N/B | | 0.625% 15 Apr 2023 | | | 68,597,347 | | | | | | 72,228,183 | |
| | | TSY INFL IX N/B | | 0.875% 15 Jan 2029 | | | 47,715,581 | | | | | | 56,070,778 | |
| | | TSY INFL IX N/B | | 0.5% 15 Apr 2024 | | | 49,623,267 | | | | | | 53,189,940 | |
| | | TSY INFL IX N/B | | 0.25% 15 Jul 2029 | | | 57,056,098 | | | | | | 64,581,856 | |
| | | TSY INFL IX N/B | | 0.625% 15 Jan 2024 | | | 85,542,031 | | | | | | 91,805,089 | |
| | | TSY INFL IX N/B | | 0.25% 15 Jan 2025 | | | 75,446,192 | | | | | | 81,407,227 | |
| | | TSY INFL IX N/B | | 0.625% 15 Jan 2026 | | | 60,656,936 | | | | | | 67,702,776 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jul 2026 | | | 59,839,371 | | | | | | 65,803,829 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jan 2022 | | | 70,379,317 | | | | | | 71,638,447 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jul 2022 | | | 76,834,935 | | | | | | 79,211,015 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jan 2023 | | | 77,437,493 | | | | | | 80,440,213 | |
| | | TSY INFL IX N/B | | 0.375% 15 Jan 2027 | | | 58,731,016 | | | | | | 65,534,790 | |
| | | TSY INFL IX N/B | | 0.375% 15 Jul 2023 | | | 88,131,940 | | | | | | 93,357,889 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jul 2024 | | | 80,751,071 | | | | | | 86,458,320 | |
| | | TSY INFL IX N/B | | 0.125% 15 Apr 2022 | | | 67,600,701 | | | | | | 69,018,731 | |
| | | TSY INFL IX N/B | | 0.375% 15 Jul 2025 | | | 73,477,062 | | | | | | 80,697,523 | |
| | | TSY INFL IX N/B | | 0.75% 15 Jul 2028 | | | 58,329,541 | | | | | | 67,833,155 | |
| | | TSY INFL IX N/B | | 0.125% 15 Oct 2024 | | | 59,878,510 | | | | | | 64,199,431 | |
| | | US DOLLAR | | | | | (730 | ) | | | | | (730 | ) |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT E - Inflation Protected Bond Fund | | | | $ | 2,421,449,867 | |
n / a - Cost is not applicable
EXHIBIT F - Real Estate Investment Trust Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | ACADIA REALTY TRUST | | REIT USD.001 | | | 102,650 | | | | | $ | 1,479,308 | |
| | | AGREE REALTY CORP | | REIT USD.0001 | | | 64,130 | | | | | | 4,336,355 | |
| | | ALEXANDER + BALDWIN INC | | REIT | | | 81,858 | | | | | | 1,426,936 | |
| | | ALEXANDER S INC | | REIT USD1.0 | | | 2,781 | | | | | | 771,310 | |
| | | ALEXANDRIA REAL ESTATE EQUIT | | REIT USD.01 | | | 150,176 | | | | | | 27,174,276 | |
| | | AMERICAN ASSETS TRUST INC | | REIT USD.01 | | | 60,756 | | | | | | 1,783,513 | |
| | | AMERICAN CAMPUS COMMUNITIES | | REIT USD.01 | | | 163,811 | | | | | | 7,117,398 | |
| | | AMERICAN FINANCE TRUST INC | | REIT | | | 129,209 | | | | | | 974,883 | |
| | | AMERICAN HOMES 4 RENT A | | REIT USD.01 | | | 336,045 | | | | | | 10,237,350 | |
| | | AMERICOLD REALTY TRUST | | REIT USD.01 | | | 242,404 | | | | | | 9,190,795 | |
| | | APARTMENT INCOME REIT CO | | REIT USD.01 | | | 177,239 | | | | | | 6,911,457 | |
| | | APARTMENT INVT + MGMT CO A | | REIT USD.01 | | | 177,239 | | | | | | 950,085 | |
| | | APPLE HOSPITALITY REIT INC | | REIT NPV | | | 252,441 | | | | | | 3,309,367 | |
| | | ARMADA HOFFLER PROPERTIES IN | | REIT USD.01 | | | 68,946 | | | | | | 785,919 | |
| | | AVALONBAY COMMUNITIES INC | | REIT USD.01 | | | 167,563 | | | | | | 27,299,250 | |
| | | BOSTON PROPERTIES INC | | REIT USD.01 | | | 175,998 | | | | | | 16,901,775 | |
| | | BRANDYWINE REALTY TRUST | | REIT USD.01 | | | 203,094 | | | | | | 2,455,771 | |
| | | BRIXMOR PROPERTY GROUP INC | | REIT USD.01 | | | 352,933 | | | | | | 5,932,066 | |
| | | CAMDEN PROPERTY TRUST | | REIT USD.01 | | | 115,938 | | | | | | 11,764,381 | |
| | | CARETRUST REIT INC | | REIT USD.01 | | | 113,944 | | | | | | 2,567,203 | |
| | | CENTERSPACE | | REIT | | | 15,302 | | | | | | 1,095,061 | |
| | | CHATHAM LODGING TRUST | | REIT USD.01 | | | 55,947 | | | | | | 612,870 | |
| | | CITY OFFICE REIT INC | | REIT USD.01 | | | 51,688 | | | | | | 512,810 | |
| | | COLONY CAPITAL INC | | REIT USD.01 | | | 574,008 | | | | | | 2,803,787 | |
| | | COLUMBIA PROPERTY TRUST INC | | REIT USD.01 | | | 136,267 | | | | | | 1,984,183 | |
| | | COMMUNITY HEALTHCARE TRUST I | | REIT USD.01 | | | 25,665 | | | | | | 1,227,922 | |
| | | CORECIVIC INC | | COMMON STOCK USD.01 | | | 142,392 | | | | | | 947,078 | |
| | | CORESITE REALTY CORP | | REIT USD.01 | | | 50,589 | | | | | | 6,438,014 | |
| | | CORPORATE OFFICE PROPERTIES | | REIT USD.01 | | | 133,593 | | | | | | 3,536,267 | |
| | | COUSINS PROPERTIES INC | | REIT USD1.0 | | | 176,883 | | | | | | 6,016,031 | |
| | | CUBESMART | | REIT USD.01 | | | 230,649 | | | | | | 7,873,109 | |
| | | CYRUSONE INC | | REIT USD.01 | | | 139,126 | | | | | | 10,337,997 | |
| | | DIAMONDROCK HOSPITALITY CO | | REIT USD.01 | | | 237,537 | | | | | | 1,990,205 | |
| | | DIGITAL REALTY TRUST INC | | REIT USD.01 | | | 320,204 | | | | | | 45,369,218 | |
| | | DIVERSIFIED HEALTHCARE TRUST | | REIT USD.01 | | | 283,273 | | | | | | 1,185,213 | |
| | | DJ US REAL ESTATE MAR21 | | XCBT 20210319 | | | 13,200 | | | | | | 113,982 | |
| | | DOUGLAS EMMETT INC | | REIT USD.01 | | | 208,822 | | | | | | 6,186,802 | |
| | | DUKE REALTY CORP | | REIT USD.01 | | | 441,135 | | | | | | 17,907,959 | |
| | | EASTERLY GOVERNMENT PROPERTI | | REIT USD.01 | | | 94,854 | | | | | | 2,182,420 | |
| | | EASTGROUP PROPERTIES INC | | REIT | | | 46,836 | | | | | | 6,562,820 | |
| | | EMPIRE STATE REALTY TRUST A | | REIT USD.01 | | | 173,812 | | | | | | 1,645,092 | |
| | | EPR PROPERTIES | | REIT USD.01 | | | 88,795 | | | | | | 2,931,338 | |
| | | EQUINIX INC | | REIT USD.001 | | | 105,430 | | | | | | 76,438,685 | |
| | | EQUITY COMMONWEALTH | | REIT USD.01 | | | 144,660 | | | | | | 4,009,071 | |
| | | EQUITY LIFESTYLE PROPERTIES | | REIT USD.01 | | | 206,020 | | | | | | 13,256,179 | |
| | | EQUITY RESIDENTIAL | | REIT USD.01 | | | 443,126 | | | | | | 26,677,541 | |
| | | ESSENTIAL PROPERTIES REALTY | | REIT USD.01 | | | 110,776 | | | | | | 2,384,491 | |
| | | ESSEX PROPERTY TRUST INC | | REIT USD.0001 | | | 77,652 | | | | | | 18,721,042 | |
| | | EXTRA SPACE STORAGE INC | | REIT USD.01 | | | 153,655 | | | | | | 18,080,532 | |
| | | FEDERAL REALTY INVS TRUST | | REIT USD.01 | | | 85,553 | | | | | | 7,392,927 | |
| | | FIRST INDUSTRIAL REALTY TR | | REIT USD.01 | | | 151,454 | | | | | | 6,477,657 | |
| | | FOUR CORNERS PROPERTY TRUST | | REIT USD.0001 | | | 83,734 | | | | | | 2,531,463 | |
| | | FRANKLIN STREET PROPERTIES C | | REIT USD.0001 | | | 129,737 | | | | | | 566,951 | |
| | | FRONT YARD RESIDENTIAL CORP | | REIT USD.01 | | | 66,418 | | | | | | 1,093,794 | |
| | | GAMING AND LEISURE PROPERTIE | | REIT | | | 252,463 | | | | | | 10,869,791 | |
| | | GEO GROUP INC/THE | | REIT USD.01 | | | 144,499 | | | | | | 1,299,756 | |
| | | GETTY REALTY CORP | | REIT USD.01 | | | 42,375 | | | | | | 1,186,286 | |
| | | GLADSTONE COMMERCIAL CORP | | REIT USD.001 | | | 40,520 | | | | | | 740,160 | |
| | | GLOBAL MEDICAL REIT INC | | REIT | | | 53,800 | | | | | | 702,628 | |
| | | GLOBAL NET LEASE INC | | REIT USD.01 | | | 106,564 | | | | | | 1,853,931 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 1,055,625 | | | | | | 1,055,625 | |
| | | HEALTHCARE REALTY TRUST INC | | REIT USD.01 | | | 162,009 | | | | | | 4,869,466 | |
| | | HEALTHCARE TRUST OF AME CL A | | REIT USD.01 | | | 260,132 | | | | | | 7,276,949 | |
| | | HEALTHPEAK PROPERTIES INC | | REIT USD1.0 | | | 640,906 | | | | | | 19,673,865 | |
| | | HIGHWOODS PROPERTIES INC | | REIT USD.01 | | | 123,642 | | | | | | 4,979,192 | |
| | | HOST HOTELS + RESORTS INC | | REIT USD.01 | | | 839,611 | | | | | | 12,473,699 | |
| | | HUDSON PACIFIC PROPERTIES IN | | REIT USD.01 | | | 182,595 | | | | | | 4,453,188 | |
| | | INDEPENDENCE REALTY TRUST IN | | REIT USD.01 | | | 112,839 | | | | | | 1,538,260 | |
| | | INDUSTRIAL LOGISTICS PROPERT | | REIT USD.01 | | | 77,628 | | | | | | 1,835,907 | |
| | | INNOVATIVE INDUSTRIAL PROPER | | REIT USD.001 | | | 25,853 | | | | | | 4,807,712 | |
| | | INVITATION HOMES INC | | REIT USD.01 | | | 667,271 | | | | | | 20,126,829 | |
| | | IRON MOUNTAIN INC | | REIT USD.01 | | | 343,084 | | | | | | 10,270,361 | |
| | | ISTAR INC | | REIT USD.001 | | | 89,478 | | | | | | 1,349,540 | |
| | | JBG SMITH PROPERTIES | | REIT USD.01 | | | 143,304 | | | | | | 4,553,037 | |
| | | KILROY REALTY CORP | | REIT USD.01 | | | 123,402 | | | | | | 7,192,335 | |
| | | KIMCO REALTY CORP | | REIT USD.01 | | | 514,879 | | | | | | 7,848,415 | |
| | | KITE REALTY GROUP TRUST | | REIT USD.01 | | | 100,266 | | | | | | 1,523,915 | |
| | | LEXINGTON REALTY TRUST | | REIT USD.0001 | | | 329,474 | | | | | | 3,554,240 | |
| | | LIFE STORAGE INC | | REIT USD.01 | | | 55,846 | | | | | | 6,774,905 | |
| | | LTC PROPERTIES INC | | REIT USD.01 | | | 46,750 | | | | | | 1,846,281 | |
| | | MACERICH CO/THE | | REIT USD.01 | | | 133,408 | | | | | | 1,445,870 | |
| | | MACK CALI REALTY CORP | | REIT USD.01 | | | 107,977 | | | | | | 1,366,575 | |
| | | MEDICAL PROPERTIES TRUST INC | | REIT USD.001 | | | 629,613 | | | | | | 13,930,631 | |
| | | MGM GROWTH PROPERTIES LLC A | | REIT | | | 156,541 | | | | | | 4,974,858 | |
| | | MID AMERICA APARTMENT COMM | | REIT USD.01 | | | 136,145 | | | | | | 17,514,259 | |
| | | MONMOUTH REAL ESTATE INV COR | | REIT USD.01 | | | 110,823 | | | | | | 1,948,901 | |
| | | NATIONAL RETAIL PROPERTIES | | REIT USD.01 | | | 206,650 | | | | | | 8,587,062 | |
| | | NATIONAL STORAGE AFFILIATES | | REIT USD.01 | | | 81,865 | | | | | | 2,996,435 | |
| | | NATL HEALTH INVESTORS INC | | REIT USD.01 | | | 53,145 | | | | | | 3,731,376 | |
| | | NEXPOINT RESIDENTIAL | | REIT USD.01 | | | 23,097 | | | | | | 994,158 | |
| | | OFFICE PROPERTIES INCOME TRU | | REIT USD.01 | | | 57,420 | | | | | | 1,325,030 | |
| | | OMEGA HEALTHCARE INVESTORS | | REIT USD.1 | | | 270,196 | | | | | | 9,966,063 | |
| | | ONE LIBERTY PROPERTIES INC | | REIT USD1.0 | | | 19,587 | | | | | | 399,133 | |
| | | PARAMOUNT GROUP INC | | REIT USD.01 | | | 211,237 | | | | | | 1,939,414 | |
| | | PARK HOTELS + RESORTS INC | | REIT USD.01 | | | 280,488 | | | | | | 4,885,829 | |
| | | PEBBLEBROOK HOTEL TRUST | | REIT USD.01 | | | 155,761 | | | | | | 2,975,307 | |
| | | PHYSICIANS REALTY TRUST | | REIT USD.01 | | | 247,837 | | | | | | 4,479,139 | |
| | | PIEDMONT OFFICE REALTY TRU A | | REIT USD.01 | | | 149,985 | | | | | | 2,473,209 | |
| | | PROLOGIS INC | | REIT USD.01 | | | 879,530 | | | | | | 89,009,343 | |
| | | PS BUSINESS PARKS INC/CA | | REIT USD.01 | | | 24,528 | | | | | | 3,312,183 | |
| | | PUBLIC STORAGE | | REIT USD.1 | | | 187,300 | | | | | | 43,922,886 | |
| | | QTS REALTY TRUST INC CL A | | REIT USD.01 | | | 73,031 | | | | | | 4,587,226 | |
| | | REALTY INCOME CORP | | REIT USD1.0 | | | 410,790 | | | | | | 25,936,702 | |
| | | REGENCY CENTERS CORP | | REIT USD.01 | | | 201,973 | | | | | | 9,349,278 | |
| | | RETAIL OPPORTUNITY INVESTMEN | | REIT USD.0001 | | | 140,984 | | | | | | 1,909,200 | |
| | | RETAIL PROPERTIES OF AME A | | REIT USD.001 | | | 255,116 | | | | | | 2,217,178 | |
| | | REXFORD INDUSTRIAL REALTY IN | | REIT USD.01 | | | 147,354 | | | | | | 7,349,508 | |
| | | RLJ LODGING TRUST | | REIT | | | 196,522 | | | | | | 2,824,652 | |
| | | RPT REALTY | | REIT USD.01 | | | 97,410 | | | | | | 846,923 | |
| | | RYMAN HOSPITALITY PROPERTIES | | REIT USD.01 | | | 62,207 | | | | | | 4,276,130 | |
| | | SABRA HEALTH CARE REIT INC | | REIT USD.01 | | | 244,719 | | | | | | 4,316,775 | |
| | | SAFEHOLD INC | | REIT USD.01 | | | 15,200 | | | | | | 1,116,346 | |
| | | SAUL CENTERS INC | | REIT USD.01 | | | 16,799 | | | | | | 532,192 | |
| | | SERITAGE GROWTH PROP A REIT | | REIT USD.01 | | | 43,722 | | | | | | 652,117 | |
| | | SERVICE PROPERTIES TRUST | | REIT USD.01 | | | 195,926 | | | | | | 2,286,809 | |
| | | SIMON PROPERTY GROUP INC | | REIT USD.0001 | | | 387,043 | | | | | | 33,518,707 | |
| | | SITE CENTERS CORP | | REIT USD.1 | | | 183,992 | | | | | | 1,891,347 | |
| | | SL GREEN REALTY CORP | | REIT USD.01 | | | 89,632 | | | | | | 5,423,687 | |
| | | SPIRIT REALTY CAPITAL INC | | REIT USD.05 | | | 122,636 | | | | | | 5,002,611 | |
| | | STAG INDUSTRIAL INC | | REIT USD.01 | | | 177,596 | | | | | | 5,646,871 | |
| | | STORE CAPITAL CORP | | REIT USD.01 | | | 286,649 | | | | | | 9,889,845 | |
| | | SUMMIT HOTEL PROPERTIES INC | | REIT | | | 125,822 | | | | | | 1,151,678 | |
| | | SUN COMMUNITIES INC | | REIT USD.01 | | | 116,972 | | | | | | 18,047,405 | |
| | | SUNSTONE HOTEL INVESTORS INC | | REIT USD.01 | | | 256,763 | | | | | | 2,953,312 | |
| | | TANGER FACTORY OUTLET CENTER | | REIT USD.01 | | | 111,263 | | | | | | 1,125,111 | |
| | | TERRENO REALTY CORP | | REIT USD.01 | | | 81,372 | | | | | | 4,831,288 | |
| | | UDR INC | | REIT USD.01 | | | 351,313 | | | | | | 13,708,481 | |
| | | UMH PROPERTIES INC | | REIT USD.1 | | | 44,315 | | | | | | 666,674 | |
| | | UNIVERSAL HEALTH RLTY INCOME | | REIT USD.01 | | | 15,623 | | | | | | 1,016,944 | |
| | | URBAN EDGE PROPERTIES | | REIT USD.01 | | | 138,938 | | | | | | 1,826,326 | |
| | | URSTADT BIDDLE CLASS A | | REIT USD.01 | | | 36,062 | | | | | | 512,383 | |
| | | US DOLLAR | | | | | 264,787 | | | | | | 264,787 | |
| | | VENTAS INC | | REIT USD.25 | | | 444,126 | | | | | | 22,118,315 | |
| | | VEREIT INC | | REIT USD.01 | | | 256,679 | | | | | | 9,851,063 | |
| | | VICI PROPERTIES INC | | REIT USD.01 | | | 635,343 | | | | | | 16,453,697 | |
| | | VORNADO REALTY TRUST | | REIT USD.04 | | | 193,400 | | | | | | 7,333,576 | |
| | | WASHINGTON REIT | | REIT USD.01 | | | 98,000 | | | | | | 2,154,348 | |
| | | WEINGARTEN REALTY INVESTORS | | REIT USD.03 | | | 144,929 | | | | | | 3,188,287 | |
| | | WELLTOWER INC | | REIT USD1.0 | | | 496,799 | | | | | | 32,600,725 | |
| | | WP CAREY INC | | REIT USD.001 | | | 206,999 | | | | | | 14,842,903 | |
| | | XENIA HOTELS + RESORTS INC | | REIT USD.01 | | | 135,359 | | | | | | 2,089,377 | |
| | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT F - Real Estate Investment Trust Fund | | | | | $ | 1,103,604,630 | |
n / a - Cost is not applicable
EXHIBIT G - International Real Estate Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | ABERDEEN STANDARD EURO LOGIS | | COMMON STOCK GBP.01 | | | 199,125 | | | | | $ | 295,808 | |
| | | ACTIVIA PROPERTIES INC | | REIT | | | 611 | | | | | | 2,579,481 | |
| | | ADLER GROUP SA | | COMMON STOCK | | | 67,538 | | | | | | 2,396,414 | |
| | | ADVANCE RESIDENCE INVESTMENT | | REIT | | | 1,157 | | | | | | 3,468,613 | |
| | | AEDIFICA | | REIT | | | 28,576 | | | | | | 3,488,532 | |
| | | AEON REIT INVESTMENT CORP | | REIT | | | 1,467 | | | | | | 1,876,515 | |
| | | ALLIED PROPERTIES REAL ESTAT | | REIT | | | 102,942 | | | | | | 3,110,206 | |
| | | ALLREAL HOLDING AG REG | | COMMON STOCK CHF50.0 | | | 12,953 | | | | | | 2,981,328 | |
| | | ALSTRIA OFFICE REIT AG | | REIT | | | 147,912 | | | | | | 2,675,079 | |
| | | AMOT INVESTMENTS LTD | | COMMON STOCK ILS1.0 | | | 108,885 | | | | | | 689,594 | |
| | | ARTIS REAL ESTATE INVESTMENT | | REIT | | | 95,514 | | | | | | 799,199 | |
| | | ASCENCIO | | REIT | | | 4,485 | | | | | | 267,353 | |
| | | ASCENDAS REAL ESTATE INV TRT | | REIT | | | 2,780,589 | | | | | | 6,380,096 | |
| | | ASCOTT RESIDENCE TRUST | | UNIT | | | 1,502,597 | | | | | | 1,229,709 | |
| | | ASSURA PLC | | REIT GBP.1 | | | 2,252,469 | | | | | | 2,435,405 | |
| | | ATRIUM LJUNGBERG AB B SHS | | COMMON STOCK SEK2.5 | | | 38,656 | | | | | | 815,517 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | | 16,852 | | | | | | 13,004 | |
| | | AZ. BGP HOLDINGS | | COMMON STOCK | | | 6,007,914 | | | | | | 103 | |
| | | AZRIELI GROUP LTD | | COMMON STOCK ILS.1 | | | 30,993 | | | | | | 2,028,970 | |
| | | BEFIMMO | | REIT | | | 17,250 | | | | | | 816,913 | |
| | | BIG YELLOW GROUP PLC | | REIT GBP.1 | | | 138,366 | | | | | | 2,124,457 | |
| | | BMO COMMERCIAL PROPERTY TRUS | | REIT | | | 433,420 | | | | | | 475,676 | |
| | | BMO REAL ESTATE INVESTMENTS | | REIT | | | 192,632 | | | | | | 160,292 | |
| | | BOARDWALK REAL ESTATE INVEST | | REIT | | | 28,887 | | | | | | 815,358 | |
| | | BRITISH LAND CO PLC | | REIT GBP.25 | | | 778,469 | | | | | | 5,309,031 | |
| | | BWP TRUST | | REIT | | | 419,144 | | | | | | 1,430,269 | |
| | | CA IMMOBILIEN ANLAGEN AG | | COMMON STOCK | | | 58,349 | | | | | | 2,227,228 | |
| | | CAN APARTMENT PROP REAL ESTA | | REIT | | | 145,046 | | | | | | 5,797,350 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 10,278 | | | | | | 8,067 | |
| | | CAPITAL + COUNTIES PROPERTIE | | REIT GBP.25 | | | 601,533 | | | | | | 1,200,383 | |
| | | CAPITALAND INTEGRATED COMMER | | REIT | | | 3,699,005 | | | | | | 6,145,404 | |
| | | CARMILA | | REIT EUR6.0 | | | 30,704 | | | | | | 458,400 | |
| | | CASTELLUM AB | | COMMON STOCK SEK.5 | | | 226,923 | | | | | | 5,764,254 | |
| | | CATENA AB | | COMMON STOCK SEK4.4 | | | 21,205 | | | | | | 994,565 | |
| | | CDL HOSPITALITY TRUSTS | | STAPLED SECURITY | | | 627,800 | | | | | | 602,307 | |
| | | CHAMPION REIT | | REIT | | | 1,778,000 | | | | | | 1,039,241 | |
| | | CHARTER HALL LONG WALE REIT | | REIT | | | 389,414 | | | | | | 1,447,831 | |
| | | CHARTER HALL RETAIL REIT | | REIT | | | 416,704 | | | | | | 1,181,055 | |
| | | CHARTWELL RETIREMENT RESIDEN | | UNIT | | | 181,953 | | | | | | 1,648,271 | |
| | | CHOICE PROPERTIES REIT | | REIT | | | 218,918 | | | | | | 2,303,008 | |
| | | CITYCON OYJ | | COMMON STOCK | | | 61,558 | | | | | | 598,211 | |
| | | CIVITAS SOCIAL HOUSING PLC | | REIT GBP.01 | | | 570,479 | | | | | | 817,568 | |
| | | CLS HOLDINGS PLC | | COMMON STOCK GBP.025 | | | 123,109 | | | | | | 376,813 | |
| | | COFINIMMO | | REIT | | | 23,849 | | | | | | 3,604,753 | |
| | | COMFORIA RESIDENTIAL REIT IN | | REIT | | | 581 | | | | | | 1,673,957 | |
| | | COMINAR REAL ESTATE INV TR U | | REIT | | | 127,974 | | | | | | 865,624 | |
| | | COVIVIO | | REIT EUR3.0 | | | 41,900 | | | | | | 3,956,544 | |
| | | CROMBIE REAL ESTATE INVESTME | | REIT | | | 82,446 | | | | | | 928,650 | |
| | | CROMWELL PROPERTY GROUP | | REIT | | | 1,146,765 | | | | | | 770,625 | |
| | | CURRENCY CONTRACT | | HKD/USD | | | | | | | | | (4 | ) |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 5,341 | |
| | | CURRENCY CONTRACT | | NOK/USD | | | | | | | | | 698 | |
| | | CURRENCY CONTRACT | | SEK/USD | | | | | | | | | (1,221 | ) |
| | | CURRENCY CONTRACT | | SEK/USD | | | | | | | | | (48 | ) |
| | | CUSTODIAN REIT PLC | | REIT GBP.01 | | | 313,301 | | | | | | 424,781 | |
| | | DAIWA HOUSE REIT INVESTMENT | | REIT | | | 1,831 | | | | | | 4,529,387 | |
| | | DAIWA OFFICE INVESTMENT CORP | | REIT | | | 247 | | | | | | 1,569,647 | |
| | | DAIWA SECURITIES LIVING INVE | | REIT | | | 1,807 | | | | | | 1,674,873 | |
| | | DERWENT LONDON PLC | | REIT GBP.05 | | | 84,413 | | | | | | 3,632,354 | |
| | | DEUTSCHE EUROSHOP AG | | COMMON STOCK | | | 41,770 | | | | | | 943,122 | |
| | | DEUTSCHE WOHNEN SE | | COMMON STOCK | | | 295,395 | | | | | | 15,793,568 | |
| | | DEXUS | | REIT | | | 924,962 | | | | | | 6,867,186 | |
| | | DIOS FASTIGHETER AB | | COMMON STOCK SEK2.0 | | | 69,014 | | | | | | 645,243 | |
| | | DREAM INDUSTRIAL REAL ESTATE | | REIT | | | 132,181 | | | | | | 1,364,349 | |
| | | DREAM OFFICE REAL ESTATE INV | | REIT | | | 32,625 | | | | | | 507,045 | |
| | | EMPIRIC STUDENT PROPERTY PLC | | REIT GBP.01 | | | 516,396 | | | | | | 525,198 | |
| | | ENTRA ASA | | COMMON STOCK NOK1.0 | | | 140,746 | | | | | | 3,196,720 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 193,318 | | | | | | 236,534 | |
| | | EUROCOMMERCIAL PROPERTIE CV | | DUTCH CERT EUR5.0 | | | 39,674 | | | | | | 747,227 | |
| | | FABEGE AB | | COMMON STOCK SEK30.82 | | | 221,722 | | | | | | 3,490,320 | |
| | | FASTIGHETS AB BALDER B SHRS | | COMMON STOCK SEK1.0 | | | 82,408 | | | | | | 4,313,377 | |
| | | FIRST CAPITAL REAL ESTATE IN | | UNIT | | | 178,973 | | | | | | 1,903,520 | |
| | | FORTUNE REIT | | REIT | | | 1,119,000 | | | | | | 1,116,447 | |
| | | FRASERS CENTREPOINT TRUST | | REIT | | | 904,813 | | | | | | 1,732,958 | |
| | | FRASERS LOGISTICS + COMMERCI | | REIT | | | 2,211,600 | | | | | | 2,408,478 | |
| | | FRONTIER REAL ESTATE INVEST | | REIT | | | 431 | | | | | | 1,667,644 | |
| | | FUKUOKA REIT CORP | | REIT | | | 654 | | | | | | 969,875 | |
| | | GCP STUDENT LIVING PLC | | REIT | | | 356,783 | | | | | | 744,372 | |
| | | GECINA SA | | REIT EUR7.5 | | | 43,630 | | | | | | 6,891,196 | |
| | | GLOBAL ONE REIT | | REIT | | | 891 | | | | | | 904,283 | |
| | | GLP J REIT | | REIT | | | 3,555 | | | | | | 5,606,174 | |
| | | GOODMAN PROPERTY TRUST | | REIT | | | 953,594 | | | | | | 1,651,143 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 3,584,218 | | | | | | 3,584,218 | |
| | | GPT GROUP | | REIT | | | 1,645,366 | | | | | | 5,817,661 | |
| | | GRAND CITY PROPERTIES | | COMMON STOCK EUR.1 | | | 94,547 | | | | | | 2,424,931 | |
| | | GRANITE REAL ESTATE INVESTME | | REIT | | | 50,340 | | | | | | 3,151,471 | |
| | | GREAT PORTLAND ESTATES PLC | | REIT GBP.1526316 | | | 204,798 | | | | | | 1,924,787 | |
| | | H+R REAL ESTATE INV REIT UTS | | REIT | | | 231,831 | | | | | | 2,468,493 | |
| | | HAMBORNER REIT AG | | REIT NPV | | | 70,041 | | | | | | 769,941 | |
| | | HAMMERSON PLC | | REIT GBP.05 | | | 3,191,440 | | | | | | 1,088,405 | |
| | | HELICAL PLC | | COMMON STOCK GBP.01 | | | 79,006 | | | | | | 401,453 | |
| | | HIAG IMMOBILIEN AG | | COMMON STOCK CHF1.0 | | | 2,755 | | | | | | 341,465 | |
| | | HIBERNIA REIT PLC | | REIT EUR.1 | | | 535,563 | | | | | | 758,889 | |
| | | HONG KONG DOLLAR | | FOREIGN CURRENCY | | | 89,717 | | | | | | 11,571 | |
| | | HUFVUDSTADEN AB A SHS | | COMMON STOCK SEK5.0 | | | 89,673 | | | | | | 1,486,558 | |
| | | HULIC REIT INC | | REIT | | | 1,050 | | | | | | 1,566,323 | |
| | | HYSAN DEVELOPMENT CO | | COMMON STOCK | | | 520,000 | | | | | | 1,963,525 | |
| | | ICADE | | REIT | | | 26,684 | | | | | | 2,115,175 | |
| | | ICHIGO OFFICE REIT INVESTMEN | | REIT | | | 1,165 | | | | | | 839,615 | |
| | | IMMOBILIARE GRANDE DISTRIBUZ | | REIT | | | 50,817 | | | | | | 224,512 | |
| | | IMPACT HEALTHCARE REIT PLC | | REIT GBP.01 | | | 194,329 | | | | | | 289,601 | |
| | | INDUSTRIAL + INFRASTRUCTURE | | REIT | | | 1,727 | | | | | | 3,188,788 | |
| | | INMOBILIARIA COLONIAL SOCIMI | | REIT EUR2.5 | | | 274,227 | | | | | | 2,744,253 | |
| | | INTERRENT REAL ESTATE INVEST | | REIT | | | 103,520 | | | | | | 1,112,393 | |
| | | INTERSHOP HOLDING AG | | COMMON STOCK CHF10.0 | | | 1,086 | | | | | | 755,471 | |
| | | INTERVEST OFFICES+WAREHOUSES | | REIT | | | 20,914 | | | | | | 578,085 | |
| | | INVESCO OFFICE J REIT INC | | REIT | | | 7,622 | | | | | | 1,120,723 | |
| | | INVINCIBLE INVESTMENT CORP | | REIT | | | 4,250 | | | | | | 1,368,314 | |
| | | IRISH RESIDENTIAL PROPERTIES | | REIT EUR.1 | | | 373,158 | | | | | | 683,721 | |
| | | JAPAN EXCELLENT INC | | REIT | | | 1,121 | | | | | | 1,389,623 | |
| | | JAPAN HOTEL REIT INVESTMENT | | REIT | | | 3,826 | | | | | | 1,973,484 | |
| | | JAPAN LOGISTICS FUND INC | | REIT | | | 781 | | | | | | 2,303,487 | |
| | | JAPAN METROPOLITAN FUND INVE | | REIT | | | 2,239 | | | | | | 4,083,558 | |
| | | JAPAN PRIME REALTY INVESTMEN | | REIT | | | 770 | | | | | | 2,557,067 | |
| | | JAPAN REAL ESTATE INVESTMENT | | REIT | | | 1,134 | | | | | | 6,549,482 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | | (326,163 | ) | | | | | (3,159 | ) |
| | | KENEDIX OFFICE INVESTMENT CO | | REIT | | | 339 | | | | | | 2,304,399 | |
| | | KENEDIX RESIDENTIAL NEXT INV | | REIT | | | 864 | | | | | | 1,586,025 | |
| | | KENEDIX RETAIL REIT CORP | | REIT | | | 487 | | | | | | 1,187,398 | |
| | | KEPPEL DC REIT | | REIT | | | 1,072,196 | | | | | | 2,332,869 | |
| | | KEPPEL REIT | | REIT | | | 1,718,200 | | | | | | 1,454,797 | |
| | | KILLAM APARTMENT REAL ESTATE | | REIT | | | 82,992 | | | | | | 1,173,711 | |
| | | KIWI PROPERTY GROUP LTD | | COMMON STOCK | | | 1,360,533 | | | | | | 1,194,747 | |
| | | KLEPIERRE | | REIT EUR1.4 | | | 159,260 | | | | | | 3,637,444 | |
| | | KLOVERN AB B SHS | | COMMON STOCK SEK2.0 | | | 523,426 | | | | | | 990,641 | |
| | | KOJAMO OYJ | | COMMON STOCK NPV | | | 166,776 | | | | | | 3,685,803 | |
| | | KUNGSLEDEN AB | | COMMON STOCK SEK.42 | | | 158,256 | | | | | | 1,735,572 | |
| | | LAND SECURITIES GROUP PLC | | REIT GBP.1066667 | | | 598,280 | | | | | | 5,632,617 | |
| | | LAR ESPANA REAL ESTATE SOCIM | | REIT EUR2.0 | | | 42,137 | | | | | | 241,026 | |
| | | LASALLE LOGIPORT REIT | | REIT | | | 1,457 | | | | | | 2,347,937 | |
| | | LEASINVEST REAL ESTATE SCA | | REIT | | | 2,151 | | | | | | 204,758 | |
| | | LEG IMMOBILIEN SE | | COMMON STOCK | | | 61,544 | | | | | | 9,556,535 | |
| | | LINK REIT | | REIT | | | 1,770,244 | | | | | | 16,295,868 | |
| | | LONDONMETRIC PROPERTY PLC | | REIT GBP.1 | | | 754,853 | | | | | | 2,364,316 | |
| | | LXI REIT PLC | | REIT | | | 457,901 | | | | | | 745,301 | |
| | | MANULIFE US REAL ESTATE INV | | REIT | | | 1,209,200 | | | | | | 901,635 | |
| | | MAPLETREE COMMERCIAL TRUST | | REIT | | | 1,865,832 | | | | | | 3,054,026 | |
| | | MAPLETREE INDUSTRIAL TRUST | | REIT | | | 1,394,200 | | | | | | 3,123,862 | |
| | | MAPLETREE LOGISTICS TRUST | | REIT | | | 2,357,903 | | | | | | 3,675,822 | |
| | | MCUBS MIDCITY INVESTMENT COR | | REIT | | | 1,453 | | | | | | 1,323,084 | |
| | | MERCIALYS | | REIT EUR1.0 | | | 50,963 | | | | | | 450,506 | |
| | | MERLIN PROPERTIES SOCIMI SA | | REIT EUR1.0 | | | 281,008 | | | | | | 2,726,428 | |
| | | MITSUBISHI ESTATE LOGISTICS | | REIT | | | 347 | | | | | | 1,445,268 | |
| | | MITSUI FUDOSAN LOGISTICS PAR | | REIT | | | 459 | | | | | | 2,325,369 | |
| | | MONTEA | | REIT | | | 11,406 | | | | | | 1,349,390 | |
| | | MORI HILLS REIT INVESTMENT C | | REIT | | | 1,421 | | | | | | 1,960,380 | |
| | | MORI TRUST SOGO REIT INC | | REIT | | | 957 | | | | | | 1,235,193 | |
| | | MSCI EAFE MAR21 | | IFUS 20210319 | | | 1,600 | | | | | | 74,082 | |
| | | NATIONAL STORAGE REIT | | REIT | | | 861,632 | | | | | | 1,270,634 | |
| | | NEW ISRAELI SHEQEL | | FOREIGN CURRENCY | | | 10,389 | | | | | | 3,236 | |
| | | NEW ZEALAND DOLLAR | | FOREIGN CURRENCY | | | 127,866 | | | | | | 92,063 | |
| | | NEWRIVER REIT PLC | | REIT | | | 234,776 | | | | | | 268,825 | |
| | | NIPPON ACCOMMODATIONS FUND | | REIT | | | 406 | | | | | | 2,281,635 | |
| | | NIPPON BUILDING FUND INC | | REIT | | | 1,281 | | | | | | 7,420,051 | |
| | | NIPPON REIT INVESTMENT CORP | | REIT | | | 384 | | | | | | 1,379,349 | |
| | | NOMURA REAL ESTATE MASTER FU | | REIT | | | 3,826 | | | | | | 5,474,804 | |
| | | NORTHWEST HEALTHCARE PROPERT | | REIT | | | 131,285 | | | | | | 1,298,423 | |
| | | NORWEGIAN KRONE | | FOREIGN CURRENCY | | | (317,627 | ) | | | | | (37,098 | ) |
| | | NSI NV | | REIT EUR3.68 | | | 14,657 | | | | | | 587,009 | |
| | | NTT UD REIT INVESTMENT CORP | | REIT | | | 1,123 | | | | | | 1,388,252 | |
| | | NYFOSA AB | | COMMON STOCK SEK.5 | | | 149,885 | | | | | | 1,495,119 | |
| | | ORIX JREIT INC | | REIT | | | 2,283 | | | | | | 3,774,912 | |
| | | PANDOX AB | | COMMON STOCK SEK2.5 | | | 72,098 | | | | | | 1,273,487 | |
| | | PARKWAYLIFE REAL ESTATE | | REIT | | | 365,500 | | | | | | 1,070,163 | |
| | | PHOENIX SPREE DEUTSCHLAND LT | | COMMON STOCK | | | 74,171 | | | | | | 320,629 | |
| | | PICTON PROPERTY INCOME LTD | | REIT | | | 451,681 | | | | | | 461,863 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 145,962 | | | | | | 199,523 | |
| | | PRECINCT PROPERTIES NEW ZEAL | | COMMON STOCK | | | 932,598 | | | | | | 1,201,757 | |
| | | PRIMARY HEALTH PROPERTIES | | REIT GBP.125 | | | 1,158,743 | | | | | | 2,421,622 | |
| | | PSP SWISS PROPERTY AG REG | | COMMON STOCK CHF.1 | | | 37,046 | | | | | | 4,961,392 | |
| | | RDI REIT PLC | | REIT GBP.4 | | | 202,245 | | | | | | 261,183 | |
| | | REGIONAL REIT LTD | | REIT | | | 259,034 | | | | | | 290,966 | |
| | | RETAIL ESTATES | | REIT | | | 8,677 | | | | | | 628,633 | |
| | | RIOCAN REAL ESTATE INVST TR | | REIT | | | 260,569 | | | | | | 3,475,809 | |
| | | SAFESTORE HOLDINGS PLC | | REIT GBP.01 | | | 172,613 | | | | | | 1,855,067 | |
| | | SAMHALLSBYGGNADSBOLAGET I NO | | COMMON STOCK | | | 798,498 | | | | | | 2,784,582 | |
| | | SCENTRE GROUP | | REIT | | | 4,385,970 | | | | | | 9,585,284 | |
| | | SCHRODER REAL ESTATE INVESTM | | REIT | | | 359,813 | | | | | | 197,708 | |
| | | SEGRO PLC | | REIT GBP.1 | | | 1,012,940 | | | | | | 13,360,900 | |
| | | SEKISUI HOUSE REIT INC | | REIT | | | 3,604 | | | | | | 2,621,673 | |
| | | SHAFTESBURY PLC | | REIT GBP.25 | | | 211,858 | | | | | | 1,688,836 | |
| | | SHOPPING CENTRES AUSTRALASIA | | REIT | | | 929,957 | | | | | | 1,809,580 | |
| | | SHURGARD SELF STORAGE SA | | COMMON STOCK | | | 22,853 | | | | | | 992,909 | |
| | | SINGAPORE DOLLAR | | FOREIGN CURRENCY | | | 9,644 | | | | | | 7,297 | |
| | | SIRIUS REAL ESTATE LTD | | COMMON STOCK | | | 795,455 | | | | | | 1,011,832 | |
| | | SMARTCENTRES REAL ESTATE INV | | REIT | | | 105,189 | | | | | | 1,905,622 | |
| | | STANDARD LIFE INV PROP INC | | REIT GBP.01 | | | 317,781 | | | | | | 259,550 | |
| | | SUMMIT INDUSTRIAL INCOME REI | | REIT | | | 107,119 | | | | | | 1,147,704 | |
| | | SUNTEC REIT | | REIT | | | 1,721,900 | | | | | | 1,988,144 | |
| | | SWEDISH KRONA | | FOREIGN CURRENCY | | | 135,696 | | | | | | 16,523 | |
| | | SWIRE PROPERTIES LTD | | COMMON STOCK | | | 892,800 | | | | | | 2,658,905 | |
| | | SWISS FRANC | | FOREIGN CURRENCY | | | 50 | | | | | | 57 | |
| | | SWISS PRIME SITE REG | | COMMON STOCK | | | 64,504 | | | | | | 6,351,237 | |
| | | TAG IMMOBILIEN AG | | COMMON STOCK | | | 107,967 | | | | | | 3,418,437 | |
| | | TARGET HEALTHCARE REIT PLC | | REIT GBP.01 | | | 433,120 | | | | | | 673,690 | |
| | | TLG IMMOBILIEN AG | | COMMON STOCK | | | 8,626 | | | | | | 242,164 | |
| | | TOKYU REIT INC | | REIT | | | 810 | | | | | | 1,283,979 | |
| | | TRIPLE POINT SOCIAL HOUSING | | REIT GBP.01 | | | 322,476 | | | | | | 491,134 | |
| | | TRITAX BIG BOX REIT PLC | | REIT GBP.01 | | | 1,476,390 | | | | | | 3,440,109 | |
| | | TRITAX EUROBOX PLC | | COMMON STOCK EUR.01 | | | 396,213 | | | | | | 535,754 | |
| | | UK COMMERCIAL PROPERTY REIT | | REIT | | | 556,476 | | | | | | 576,041 | |
| | | UNIBAIL RODAMCO WESTFIELD | | REIT EUR5.0 | | | 114,038 | | | | | | 9,163,611 | |
| | | UNITE GROUP PLC/THE | | REIT GBP.25 | | | 268,808 | | | | | | 3,903,217 | |
| | | UNITED URBAN INVESTMENT CORP | | REIT | | | 2,570 | | | | | | 3,180,593 | |
| | | US DOLLAR | | | | | 131,019 | | | | | | 131,019 | |
| | | VASTNED RETAIL NV | | REIT EUR5.0 | | | 13,992 | | | | | | 397,241 | |
| | | VICINITY CENTRES | | REIT | | | 3,150,249 | | | | | | 4,001,924 | |
| | | VONOVIA SE | | COMMON STOCK | | | 482,074 | | | | | | 35,208,468 | |
| | | WALLENSTAM AB B SHS | | COMMON STOCK SEK.5 | | | 143,574 | | | | | | 2,282,351 | |
| | | WAREHOUSES DE PAUW SCA | | REIT | | | 115,480 | | | | | | 4,070,999 | |
| | | WAYPOINT REIT | | REIT | | | 655,350 | | | | | | 1,430,219 | |
| | | WERELDHAVE NV | | REIT EUR1.0 | | | 31,488 | | | | | | 413,120 | |
| | | WHARF REAL ESTATE INVESTMENT | | COMMON STOCK HKD.1 | | | 1,389,000 | | | | | | 7,376,402 | |
| | | WIHLBORGS FASTIGHETER AB | | COMMON STOCK SEK2.5 | | | 112,184 | | | | | | 2,537,753 | |
| | | WORKSPACE GROUP PLC | | REIT GBP1.0 | | | 110,145 | | | | | | 1,157,643 | |
| | | WPT INDUSTRIAL REAL ESTATE I | | REIT | | | 46,900 | | | | | | 677,705 | |
| | | XIOR STUDENT HOUSING NV | | REIT | | | 14,441 | | | | | | 867,967 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT G - International Real Estate Index Fund | | | | | $ | 494,054,707 | |
n / a - Cost is not applicable
EXHIBIT H - High Yield and Emerging Markets Bond Fund
(Managed by Pacific Investment Management Company (PIMCO))
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | 1011778 BC / NEW RED FIN | | 3.5% 15 Feb 2029 | | | 684,000 | | | | | $ | 683,145 | |
| | | 1011778 BC / NEW RED FIN | | 4.25% 15 May 2024 | | | 52,000 | | | | | | 53,040 | |
| | | 1011778 BC / NEW RED FIN | | 4.375% 15 Jan 2028 | | | 14,000 | | | | | | 14,420 | |
| | | 20091110ROTHERS HOLDINGS | | 1% 10 Nov 2049 | | | 400,000 | | | | | | 1,200 | |
| | | 31750H968 | | OTC EPUT FN 2.0 101.671875 | | | (500,000 | ) | | | | | (0 | ) |
| | | 31750HJQ3 | | OTC EPUT G2 2.5 104 | | | (500,000 | ) | | | | | (2,384 | ) |
| | | 3175129F0 ITRAXX.O C0.425 | | FEB21 0.425 CALL | | | (1,200,000 | ) | | | | | (826 | ) |
| | | 317512G88 | | OTC ECAL FN 2.0 104.140625 | | | (500,000 | ) | | | | | (689 | ) |
| | | 317512OG1 | | OTC EPUT G2 2.5 103.578125 | | | (500,000 | ) | | | | | (2,250 | ) |
| | | 317512S36 | | OTC EPUT FN 2.0 102.75 | | | (1,000,000 | ) | | | | | (2,683 | ) |
| | | 317513ZY8 | | OTC EPUT FN 2.0 102.265625 | | | (500,000 | ) | | | | | (1,130 | ) |
| | | 317516RE4 | | OTC EPUT G2 2.5 103.3671875 | | | (600,000 | ) | | | | | (35 | ) |
| | | 317521IU8 | | OTC ECAL FN 2.0 103.75 | | | (1,000,000 | ) | | | | | (4,841 | ) |
| | | 3175319G8 ITRAXX.O P0.75 | | MAR21 0.75 PUT | | | (2,200,000 | ) | | | | | (2,467 | ) |
| | | 3175329G6 ITRAXX.O P 0.70 | | MAR21 0.7 PUT | | | (1,100,000 | ) | | | | | (1,462 | ) |
| | | 3175339Y5 ITRAXX.O P0.80 | | FEB21 0.80 PUT | | | (1,300,000 | ) | | | | | (705 | ) |
| | | 317535N65 | | OTC EPUT G2 2.5 103.59375 | | | (500,000 | ) | | | | | (37 | ) |
| | | 317537YF9 | | OTC EPUT FN 2.0 102.125 | | | (500,000 | ) | | | | | (485 | ) |
| | | 3175409U8 ITRAXX.O P 1.05 | | JAN21 1.05 PUT | | | (700,000 | ) | | | | | (53 | ) |
| | | 317542UX4 | | OTC EPUT FN 2.0 102.140625 | | | (600,000 | ) | | | | | (591 | ) |
| | | 317543619 | | OTC EPUT G2 2.0 102.90625 | | | (500,000 | ) | | | | | (3,433 | ) |
| | | 3175445G5 ITRAXX.O P 2.50 EU32 | | MAR21 2.5 PUT | | | (1,298,000 | ) | | | | | (5 | ) |
| | | 317544YH1 | | OTC EPUT G2 2.5 103.7734375 | | | (500,000 | ) | | | | | (451 | ) |
| | | 3175459D5 PIMCO | | CDSOPT PUT EUR 0.75 20210421 | | | (2,600,000 | ) | | | | | (4,423 | ) |
| | | 3175459E3 ITRAXX.O EU34 5Y V1 | | APR21 0.8 PUT | | | (700,000 | ) | | | | | (1,040 | ) |
| | | 317545GR6 ITRAXX.O P0.70 | | FEB21 0.70 PUT | | | (1,200,000 | ) | | | | | (944 | ) |
| | | 317545TH4 ITRAXX.O C0.375 EU34 | | APR21 0.375 CALL | | | (1,100,000 | ) | | | | | (536 | ) |
| | | 317545VF5 ITRAXX.O P0.75 | | APR21 0.75 PUT | | | (1,100,000 | ) | | | | | (1,871 | ) |
| | | 31754A9F9 ITRAXX.O C0.425 | | FEB21 0.425 CALL | | | (1,300,000 | ) | | | | | (894 | ) |
| | | 31754D4F8 ITRAXX.O P 2.50 EU32 | | JAN21 2.5 PUT | | | (1,100,000 | ) | | | | | (0 | ) |
| | | 3175539D9 ITRAXX EU34 5Y | | MAR21 0.7 PUT | | | (600,000 | ) | | | | | (797 | ) |
| | | 317555CP3 | | OTC EPUT FN 1.5 98.40625 | | | (1,000,000 | ) | | | | | (3,960 | ) |
| | | 3175577W0 | | OTC EPUT FN 1.5 98.3671875 | | | (1,000,000 | ) | | | | | (3,934 | ) |
| | | 31755DE17 ITRAXX.O P0.75 | | MAR21 0.75 PUT | | | (2,300,000 | ) | | | | | (2,579 | ) |
| | | 31755FA65 ITRAXX.O C0.425 | | MAR21 0.425 CALL | | | (1,200,000 | ) | | | | | (1,199 | ) |
| | | 317561GG7 ITRAXX.O P0.80 | | MAR21 0.80 PUT | | | (1,200,000 | ) | | | | | (1,154 | ) |
| | | 317563QO5 | | OTC EPUT FN 2.0 101.5625 | | | (500,000 | ) | | | | | (0 | ) |
| | | 317563Y57 | | OTC EPUT FN 1.5 98.703125 | | | (1,000,000 | ) | | | | | (4,162 | ) |
| | | 3175646G2 ITRAXX.O P0.85 EU34 | | MAR21 0.85 PUT | | | (1,200,000 | ) | | | | | (1,004 | ) |
| | | 3175652P3 | | OTC EPUT G2 2.5 104.125 | | | (600,000 | ) | | | | | (1,547 | ) |
| | | 3175659G6 ITRAXX.O C0.40 | | MAR21 0.40 CALL | | | (2,200,000 | ) | | | | | (1,263 | ) |
| | | 3175659H4 ITRAXX.O P0.70 | | FEB21 0.70 PUT | | | (1,300,000 | ) | | | | | (1,023 | ) |
| | | 317566GG6 ITRAXX.O C0.40 | | MAR21 0.40 CALL | | | (2,300,000 | ) | | | | | (1,320 | ) |
| | | 317567220 PIMCO | | CDSOPT CALL EUR 0.375 20210421 | | | (2,600,000 | ) | | | | | (22,081 | ) |
| | | 3175819A6 ITRAXX.O P0.7 EU34 | | MAR21 0.7 PUT | | | (1,800,000 | ) | | | | | (2,392 | ) |
| | | 317581RV0 | | OTC EPUT FN 2.0 102.140625 | | | (500,000 | ) | | | | | (492 | ) |
| | | 317582RQ9 | | OTC EPUT FN 1.5 99.6875 | | | (500,000 | ) | | | | | (2,481 | ) |
| | | 317584IR3 | | OTC EPUT FN 2.0 102.1875 | | | (500,000 | ) | | | | | (1,100 | ) |
| | | 3175874 | | OTC ECAL FN 2.0 104.140625 | | | (600,000 | ) | | | | | (827 | ) |
| | | 3175DA290 CDX IG35 5Y V1 | | JAN21 1.1 PUT | | | (2,300,000 | ) | | | | | (223 | ) |
| | | 3175DA415 CDX.O P 0.90 IG35 | | JAN21 0.90 PUT | | | (1,200,000 | ) | | | | | (156 | ) |
| | | 3175DA613 CDX.O P 0.80 IG35 | | JAN21 0.8 PUT | | | (500,000 | ) | | | | | (77 | ) |
| | | 3175EL527 CDX IG35 5Y V1 | | JAN21 1 PUT | | | (500,000 | ) | | | | | (56 | ) |
| | | 3175EL733 CDX.O P1.00 IG35 | | JAN21 1 PUT | | | (500,000 | ) | | | | | (56 | ) |
| | | 3175EL857 CDX.O P1.10 IG35 | | JAN21 1.10 PUT | | | (500,000 | ) | | | | | (48 | ) |
| | | 3175EL881 CDX.O P 1.10 IG35 | | FEB21 1.10 PUT | | | (500,000 | ) | | | | | (123 | ) |
| | | 3175EL964 CDX.O P 0.90 IG35 | | FEB21 0.9 PUT | | | (500,000 | ) | | | | | (172 | ) |
| | | 3175EL998 CDX.O P0.90 | | FEB21 0.90 PUT | | | (500,000 | ) | | | | | (172 | ) |
| | | 3175EM376 CDX.O C0.425 | | MAR21 0.425 CALL | | | (1,100,000 | ) | | | | | (414 | ) |
| | | 3175EM384 CDX.O P0.80 | | MAR21 0.8 PUT | | | (1,100,000 | ) | | | | | (875 | ) |
| | | 3175EM442 CDX.O C0.45 | | FEB21 0.45 CALL | | | (1,100,000 | ) | | | | | (528 | ) |
| | | 3175EM459 CDX.O P0.75 IG | | FEB21 0.75 PUT | | | (1,100,000 | ) | | | | | (555 | ) |
| | | 3175EM491 CDX.O P0.80 IG35 | | MAR21 0.80 PUT | | | (1,100,000 | ) | | | | | (875 | ) |
| | | 3175EM517 CDX.O P0.80 IG35 | | MAR21 0.80 PUT | | | (1,100,000 | ) | | | | | (875 | ) |
| | | 3175EM566 PIMCO | | CDSOPT PUT USD 0.85 20210317 | | | (1,100,000 | ) | | | | | (767 | ) |
| | | 3175EM624 CDX IG35 5Y V1 | | MAR21 0.775 PUT | | | (500,000 | ) | | | | | (427 | ) |
| | | 3175EM632 CDX.O P 1.00 IG35 | | APR21 1 PUT | | | (300,000 | ) | | | | | (254 | ) |
| | | 3175EM640 CDX IG35 5Y V1 | | APR21 1 PUT | | | (300,000 | ) | | | | | (254 | ) |
| | | 3175GS876 CDX.O P 1.00 IG34 | | JAN21 1 PUT | | | (1,500,000 | ) | | | | | (264 | ) |
| | | 3175JF970 CDX.O P 2.50 IG33 | | MAR21 2.5 PUT | | | (1,082,000 | ) | | | | | (124 | ) |
| | | 3175JJ055 CDX.O P0.95 | | JAN21 0.95 PUT | | | (500,000 | ) | | | | | (60 | ) |
| | | 3175JL035 CDX.O P 98.25 | | JAN21 98.25 PUT | | | (200,000 | ) | | | | | (134 | ) |
| | | 3175JL100 CDX IG35 5Y V1 | | MAR21 0.8 PUT | | | (300,000 | ) | | | | | (239 | ) |
| | | 3175KAFK3 ITRAXX.O P0.80 | | FEB21 0.80 PUT | | | (1,200,000 | ) | | | | | (651 | ) |
| | | 3175PPGG3 ITRAXX.O C0.425 | | MAR21 0.425 CALL | | | (1,200,000 | ) | | | | | (1,199 | ) |
| | | 317U031X3 IRO USD 30Y P1.49125 | | JAN21 1.49125 PUT | | | (400,000 | ) | | | | | (2,922 | ) |
| | | 317U033X1 IRO USD 30Y C1.13125 | | JAN21 1.13125 CALL | | | (400,000 | ) | | | | | (306 | ) |
| | | 317U183X9 IRO USD 30Y P1.485 | | JAN21 1.485 PUT | | | (6,300,000 | ) | | | | | (28,015 | ) |
| | | 317U184X8 IRO USD 30Y C1.165 | | JAN21 1.165 CALL | | | (6,300,000 | ) | | | | | (1,775 | ) |
| | | 90DAY EUR FUTR JUN22 | | XCME 20220613 | | | 124,000,000 | | | | | | 155,000 | |
| | | ABU DHABI GOVT INT L | | 3.875% 16 Apr 2050 | | | 1,400,000 | | | | | | 1,706,600 | |
| | | ACADEMY LTD | | 6% 15 Nov 2027 | | | 1,000,000 | | | | | | 1,047,500 | |
| | | ADVANTAGE SALES + MARKTING INC | | 1% 28 Oct 2027 | | | 1,800,000 | | | | | | 1,791,756 | |
| | | ADVANZ PHARMA CORP | | 1% 06 Sep 2024 | | | 382,000 | | | | | | 372,641 | |
| | | ALLY FINANCIAL INC | | 8% 01 Nov 2031 | | | 243,000 | | | | | | 356,692 | |
| | | ALLY FINANCIAL INC | | 8% 01 Nov 2031 | | | 10,000 | | | | | | 14,227 | |
| | | ALTICE FRANCE SA | | 7.375% 01 May 2026 | | | 3,000,000 | | | | | | 3,157,500 | |
| | | AMBAC LSNI LLC | | 1% 12 Feb 2023 | | | 289,116 | | | | | | 286,172 | |
| | | AMER AIRLN 14 1 A PTT | | 3.7% 01 Apr 2028 | | | 67,705 | | | | | | 63,651 | |
| | | API GROUP DE INC | | 1% 01 Oct 2026 | | | 396,000 | | | | | | 394,515 | |
| | | ARAB REPUBLIC OF EGYPT | | 6.375% 11 Apr 2031 | | | 2,000,000 | | | | | | 2,628,185 | |
| | | ARGENTINE PESO | | FOREIGN CURRENCY | | | 79,522,565 | | | | | | 945,907 | |
| | | AT+T INC | | 3.3% 01 Feb 2052 | | | 1,100,000 | | | | | | 1,090,630 | |
| | | AT+T INC | | 3.5% 01 Feb 2061 | | | 1,100,000 | | | | | | 1,095,578 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | | 239 | | | | | | 184 | |
| | | AVANTOR FUNDING, INC. | | 1% 21 Nov 2024 | | | 13,975 | | | | | | 13,972 | |
| | | AVIATION CAPITAL GROUP | | 2.875% 20 Jan 2022 | | | 20,000 | | | | | | 20,251 | |
| | | AVOLON HOLDINGS FNDG LTD | | 2.875% 15 Feb 2025 | | | 193,000 | | | | | | 196,796 | |
| | | AVOLON HOLDINGS FNDG LTD | | 3.25% 15 Feb 2027 | | | 19,000 | | | | | | 19,386 | |
| | | AVOLON HOLDINGS FNDG LTD | | 5.5% 15 Jan 2023 | | | 170,000 | | | | | | 180,769 | |
| | | AVOLON HOLDINGS FNDG LTD | | 3.95% 01 Jul 2024 | | | 100,000 | | | | | | 105,616 | |
| | | AVOLON TLB BORROWER 1 US LLC | | 1% 12 Feb 2027 | | | 78,605 | | | | | | 77,916 | |
| | | BACARDI LTD | | 4.45% 15 May 2025 | | | 100,000 | | | | | | 111,636 | |
| | | BANCA MONTE DEI PASCHI S | | 3.625% 24 Sep 2024 | | | 200,000 | | | | | | 257,653 | |
| | | BANCO BILBAO VIZCAYA ARG | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 249,727 | |
| | | BANCO SANTANDER SA | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 258,291 | |
| | | BANCO SANTANDER SA | | 1% 11 Sep 2049 | | | 100,000 | | | | | | 124,976 | |
| | | BANK OF NY MELLON CORP | | 1% 31 Dec 2099 | | | 100,000 | | | | | | 110,280 | |
| | | BARCLAYS BANK PLC | | 7.625% 21 Nov 2022 | | | 665,000 | | | | | | 739,757 | |
| | | BARCLAYS PLC | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 294,714 | |
| | | BARCLAYS PLC | | 1% 31 Dec 2099 | | | 800,000 | | | | | | 1,217,438 | |
| | | BARCLAYS PLC | | 1% 16 May 2024 | | | 400,000 | | | | | | 405,392 | |
| | | BARCLAYS PLC | | 1% 16 May 2029 | | | 200,000 | | | | | | 239,922 | |
| | | BARCLAYS PLC | | 1% 29 Dec 2049 | | | 600,000 | | | | | | 871,430 | |
| | | BARCLAYS PLC | | 3.25% 12 Feb 2027 | | | 460,000 | | | | | | 699,519 | |
| | | BARCLAYS PLC | | 3.125% 17 Jan 2024 | | | 300,000 | | | | | | 436,110 | |
| | | BAUSCH HEALTH COMPANIES INC. | | 1% 02 Jun 2025 | | | 214,021 | | | | | | 213,086 | |
| | | BAUSCH HEALTH COMPANIES INC. | | 1% 27 Nov 2025 | | | 45,000 | | | | | | 44,534 | |
| | | BGC PARTNERS INC | | 5.375% 24 Jul 2023 | | | 120,000 | | | | | | 129,826 | |
| | | BGC PARTNERS INC | | 3.75% 01 Oct 2024 | | | 206,000 | | | | | | 215,604 | |
| | | BNP PARIBAS | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 202,500 | |
| | | BOC AVIATION LTD | | 1% 26 Sep 2023 | | | 200,000 | | | | | | 198,239 | |
| | | BOEING CO | | 5.04% 01 May 2027 | | | 168,000 | | | | | | 196,404 | |
| | | BOEING CO | | 5.705% 01 May 2040 | | | 514,000 | | | | | | 667,028 | |
| | | BOEING CO | | 5.805% 01 May 2050 | | | 274,000 | | | | | | 377,612 | |
| | | BOEING CO | | 5.93% 01 May 2060 | | | 534,000 | | | | | | 757,529 | |
| | | BOEING CO | | 5.15% 01 May 2030 | | | 242,000 | | | | | | 292,881 | |
| | | BOMBARDIER INC | | 6.125% 15 Jan 2023 | | | 842,000 | | | | | | 823,055 | |
| | | BOMBARDIER INC | | 6% 15 Oct 2022 | | | 176,000 | | | | | | 172,770 | |
| | | BOMBARDIER INC | | 7.5% 15 Mar 2025 | | | 608,000 | | | | | | 563,920 | |
| | | BOMBARDIER INC | | 8.75% 01 Dec 2021 | | | 26,000 | | | | | | 27,040 | |
| | | BOMBARDIER INC | | 7.5% 01 Dec 2024 | | | 400,000 | | | | | | 383,708 | |
| | | BOMBARDIER INC | | 7.875% 15 Apr 2027 | | | 128,000 | | | | | | 117,688 | |
| | | BONCER | | 1% 05 Aug 2021 | | | 2,000,000 | | | | | | 31,640 | |
| | | BONOS DE TESORERIA | | 6.15% 12 Aug 2032 | | | 15,528,000 | | | | | | 5,218,415 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | | 806 | | | | | | 155 | |
| | | BRIGHTHOUSE FINANCIAL IN | | 3.7% 22 Jun 2027 | | | 93,000 | | | | | | 101,140 | |
| | | BRIXMOR OPERATING PART | | 1% 01 Feb 2022 | | | 440,000 | | | | | | 439,531 | |
| | | BROADCOM INC | | 4.11% 15 Sep 2028 | | | 10,000 | | | | | | 11,445 | |
| | | BROADCOM INC | | 4.15% 15 Nov 2030 | | | 1,000,000 | | | | | | 1,157,762 | |
| | | BROADCOM INC | | 5% 15 Apr 2030 | | | 1,000,000 | | | | | | 1,215,612 | |
| | | BROOKFIELD FINANCE INC | | 4.7% 20 Sep 2047 | | | 90,000 | | | | | | 113,890 | |
| | | BWPC0DSY5 CDS EUR R V 03MEVENT | | 1% 20 Dec 2021 | | | 600,000 | | | | | | (6,238 | ) |
| | | BWPC0DTU2 CDS USD R V 03MEVENT | | 1% 20 Dec 2021 | | | 2,500,000 | | | | | | (15,360 | ) |
| | | BWPC0FA52 CDS USD R V 03MEVENT | | 1% 20 Jun 2022 | | | 3,200,000 | | | | | | (26,547 | ) |
| | | BWPC0G6Z9 CDS EUR R V 03MEVENT | | 1% 20 Dec 2022 | | | 1,200,000 | | | | | | (22,116 | ) |
| | | BWPC0HCN7 CDS USD R V 03MEVENT | | 1% 20 Dec 2023 | | | 500,000 | | | | | | (7,716 | ) |
| | | BWPC0HY52 CDS USD R V 03MEVENT | | 1% 20 Jun 2024 | | | 5,300,000 | | | | | | (85,940 | ) |
| | | BWPC0IJ40 CDS EUR R V 03MEVENT | | 1% 20 Dec 2024 | | | 900,000 | | | | | | (24,987 | ) |
| | | BWPC0IJA6 CDS USD R V 03MEVENT | | 1% 20 Dec 2024 | | | 3,900,000 | | | | | | (64,178 | ) |
| | | BWPC0JKD6 CDS USD R V 03MEVENT | | 1% 20 Dec 2025 | | | 700,000 | | | | | | (65,188 | ) |
| | | BWU00V5U8 IRS USD R V 03MLIBOR | | 1% 11 Dec 2049 | | | 1,500,000 | | | | | | (318,516 | ) |
| | | BWU00V603 IRS USD R V 03MLIBOR | | 1% 12 Mar 2050 | | | 600,000 | | | | | | (128,213 | ) |
| | | BWU00VPI3 IRS USD R V 03MLIBOR | | 1% 16 Jan 2050 | | | 1,500,000 | | | | | | (83,481 | ) |
| | | BWU00VSX7 IRS USD R V 03MLIBOR | | 1% 03 Feb 2050 | | | 2,000,000 | | | | | | (111,291 | ) |
| | | BWU00W8O7 IRS EUR R V 06MEURIB | | 1% 18 Mar 2025 | | | 2,400,000 | | | | | | 3,227 | |
| | | BWU00W8P4 IRS EUR R V 06MEURIB | | 1% 18 Mar 2030 | | | 6,800,000 | | | | | | (113,957 | ) |
| | | BWU00W8Q2 IRS EUR R V 06MEURIB | | 1% 18 Mar 2050 | | | 400,000 | | | | | | (39,534 | ) |
| | | BWU00WD03 IRS USD R V 03MLIBOR | | 1% 15 Jan 2050 | | | 700,000 | | | | | | (104,950 | ) |
| | | BWU00WO50 IRS USD R V 03MLIBOR | | 1% 22 Jan 2050 | | | 700,000 | | | | | | (60,981 | ) |
| | | BWU00X369 IRS USD R V 03MLIBOR | | 1% 07 Feb 2050 | | | 200,000 | | | | | | (23,724 | ) |
| | | BWU00XJ05 IRS USD R V 03MLIBOR | | 1% 17 Jun 2050 | | | 6,800,000 | | | | | | (164,934 | ) |
| | | BWU00Y904 IRS EUR R V 06MEURIB | | 1% 17 Jun 2050 | | | 400,000 | | | | | | (77,331 | ) |
| | | BWU00Z0E0 IRS USD R V 03MLIBOR | | 1% 23 Jan 2030 | | | 300,000 | | | | | | (23,979 | ) |
| | | BWU00Z0F7 IRS USD R V 03MLIBOR | | 1% 23 Jan 2030 | | | 300,000 | | | | | | (27,182 | ) |
| | | BWU00ZDY2 IRS USD R V 03MLIBOR | | 1% 05 Feb 2027 | | | 700,000 | | | | | | (42,375 | ) |
| | | BWU00ZZR3 IRS USD R V 03MLIBOR | | 1% 28 Feb 2030 | | | 300,000 | | | | | | (20,262 | ) |
| | | BWU010LT0 IRS USD R V 03MLIBOR | | 1% 16 Mar 2025 | | | 1,500,000 | | | | | | (59,949 | ) |
| | | BWU010MG7 IRS USD R V 03MLIBOR | | 1% 17 Mar 2030 | | | 800,000 | | | | | | (41,022 | ) |
| | | BWU010NW1 IRS USD R V 03MLIBOR | | 1% 18 Mar 2025 | | | 1,500,000 | | | | | | (59,921 | ) |
| | | BWU012M08 IRS JPY R V 06MLIBOR | | 1% 16 Dec 2022 | | | 655,200,000 | | | | | | (43,618 | ) |
| | | BWU013W13 IRS USD R V 03MLIBOR | | 1% 29 Jul 2030 | | | 300,000 | | | | | | 6,107 | |
| | | BWU015F74 IRS GBP R V 12MSONIA | | 1% 17 Mar 2023 | | | 200,000 | | | | | | (323 | ) |
| | | BWU015F82 IRS GBP R V 12MSONIA | | 1% 17 Mar 2026 | | | 1,400,000 | | | | | | (155 | ) |
| | | BWU015F90 IRS GBP R V 12MSONIA | | 1% 17 Mar 2031 | | | 5,800,000 | | | | | | (68,060 | ) |
| | | BWU015FA7 IRS GBP R V 12MSONIA | | 1% 17 Mar 2051 | | | 5,000,000 | | | | | | 2,167 | |
| | | CABLE ONE INC | | 4% 15 Nov 2030 | | | 400,000 | | | | | | 415,500 | |
| | | CABLEVISION LIGHTPATH | | 3.875% 15 Sep 2027 | | | 1,000,000 | | | | | | 1,006,250 | |
| | | CABLEVISION LIGHTPATH | | 5.625% 15 Sep 2028 | | | 1,000,000 | | | | | | 1,046,250 | |
| | | CAESARS RESORT COLLECTION LLC | | 1% 21 Jul 2025 | | | 2,847,863 | | | | | | 2,848,745 | |
| | | CAESARS RESORT COLLECTION LLC | | 1% 23 Dec 2024 | | | 194,000 | | | | | | 190,097 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 13,280 | | | | | | 10,424 | |
| | | CANTOR FITZGERALD LP | | 4.875% 01 May 2024 | | | 155,000 | | | | | | 172,557 | |
| | | CARNIVAL CORPORATION | | 1% 30 Jun 2025 | | | 995,000 | | | | | | 1,243,303 | |
| | | CBL + ASSOCIATES LP | | 5.95% 15 Dec 2026 | | | 379,000 | | | | | | 149,705 | |
| | | CCMSCZUS2 CCPC COC EQUITY | | MORGAN STANLEY CASH COLLATERAL | | | 1,463,000 | | | | | | 1,463,000 | |
| | | CCO HLDGS LLC/CAP CORP | | 4.5% 15 Aug 2030 | | | 81,000 | | | | | | 85,961 | |
| | | CCO HLDGS LLC/CAP CORP | | 4.5% 01 May 2032 | | | 1,000,000 | | | | | | 1,067,720 | |
| | | CCO HLDGS LLC/CAP CORP | | 4.75% 01 Mar 2030 | | | 106,000 | | | | | | 114,374 | |
| | | CCPC CCMSCHUS2 COC | | CCPC CASH COLLATERAL USD | | | 817,000 | | | | | | 817,000 | |
| | | CENTENE CORP | | 4.75% 15 Jan 2025 | | | 84,000 | | | | | | 86,203 | |
| | | CENTURYLINK INC | | 1% 15 Mar 2027 | | | 155,511 | | | | | | 153,723 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.8% 01 Mar 2050 | | | 78,000 | | | | | | 93,163 | |
| | | CHINA GOVERNMENT BOND | | 1.99% 09 Apr 2025 | | | 21,400,000 | | | | | | 3,144,260 | |
| | | CHS/COMMUNITY HEALTH SYS | | 5.625% 15 Mar 2027 | | | 420,000 | | | | | | 451,605 | |
| | | CHS/COMMUNITY HEALTH SYS | | 6% 15 Jan 2029 | | | 480,000 | | | | | | 518,525 | |
| | | CHS/COMMUNITY HEALTH SYS | | 8.625% 15 Jan 2024 | | | 396,000 | | | | | | 412,830 | |
| | | CHS/COMMUNITY HEALTH SYS | | 8% 15 Mar 2026 | | | 465,000 | | | | | | 501,038 | |
| | | CIT GROUP INC | | 5% 15 Aug 2022 | | | 475,000 | | | | | | 503,500 | |
| | | CIT GROUP INC | | 5% 01 Aug 2023 | | | 100,000 | | | | | | 109,250 | |
| | | CIT GROUP INC | | 4.125% 09 Mar 2021 | | | 22,000 | | | | | | 22,066 | |
| | | CITRIX SYSTEMS INC | | 3.3% 01 Mar 2030 | | | 42,000 | | | | | | 46,401 | |
| | | CITYCENTER HLDGS LLC | | 1% 18 Apr 2024 | | | 127,360 | | | | | | 125,371 | |
| | | CLEAR CHANNEL WORLDWIDE | | 9.25% 15 Feb 2024 | | | 85,000 | | | | | | 86,063 | |
| | | CNH INDUSTRIAL CAP LLC | | 3.875% 15 Oct 2021 | | | 10,000 | | | | | | 10,235 | |
| | | COLOMBIAN PESO | | FOREIGN CURRENCY | | | 800,574 | | | | | | 234 | |
| | | COLUMBIA PROPERTY TRUST | | 3.65% 15 Aug 2026 | | | 30,000 | | | | | | 31,359 | |
| | | CONNECT FINCO SARL/CONNE | | 6.75% 01 Oct 2026 | | | 36,000 | | | | | | 38,779 | |
| | | COOPERATIEVE RABOBANK UA | | 1% 29 Dec 2049 | | | 600,000 | | | | | | 753,071 | |
| | | CORESTATE CAPITAL HOLD | | 1.375% 28 Nov 2022 | | | 800,000 | | | | | | 767,411 | |
| | | CORNERSTONE BUILDING BRANDS | | 1% 12 Apr 2025 | | | 226,260 | | | | | | 225,116 | |
| | | CREDIT AGRICOLE SA | | 1% 29 Apr 2049 | | | 100,000 | | | | | | 125,016 | |
| | | CREDIT AGRICOLE SA | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 227,000 | |
| | | CREDIT SUISSE FIRST BOSTON MOR | | 1% 25 Jun 2033 | | | 5,276 | | | | | | 5,218 | |
| | | CREDIT SUISSE GROUP AG | | 1% 29 Dec 2049 | | | 400,000 | | | | | | 436,950 | |
| | | CREDIT SUISSE GROUP AG | | 4.282% 09 Jan 2028 | | | 500,000 | | | | | | 577,807 | |
| | | CREDIT SUISSE GROUP AG | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 218,000 | |
| | | CREDIT SUISSE GROUP AG | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 222,350 | |
| | | CURRENCY CONTRACT | | AUD/USD | | | | | | | | | 76,489 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | 8,355 | |
| | | CURRENCY CONTRACT | | USD/BRL | | | | | | | | | 10,251 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | (10,169 | ) |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 34,096 | |
| | | CURRENCY CONTRACT | | CNY/USD | | | | | | | | | 13,362 | |
| | | CURRENCY CONTRACT | | USD/COP | | | | | | | | | (4,542 | ) |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 34,448 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 39,680 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 32,838 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 12,635 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 5,718 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 1,775 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 11,406 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 6,177 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (485,450 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (1,932 | ) |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 1,352 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (3,859 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (2,253 | ) |
| | | CURRENCY CONTRACT | | USD/GBP | | | | | | | | | (356,948 | ) |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 21,625 | |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 17,732 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 61,679 | |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | (185 | ) |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 758,069 | |
| | | CURRENCY CONTRACT | | MYR/USD | | | | | | | | | 25,574 | |
| | | CURRENCY CONTRACT | | USD/PEN | | | | | | | | | 37,089 | |
| | | CURRENCY CONTRACT | | PEN/USD | | | | | | | | | (1,402 | ) |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 1,698 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 12,173 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 16,904 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 26,036 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 20,999 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 13,308 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 263 | |
| | | CURRENCY CONTRACT | | RON/USD | | | | | | | | | 15,556 | |
| | | CURRENCY CONTRACT | | RON/USD | | | | | | | | | 13,445 | |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (1,436 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (1,298 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (524 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (635 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (375 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (293 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (229 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (52 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (387 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | 243 | |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | 331 | |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (345 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | 320 | |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 19,016 | |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 12 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 750 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 1,477 | |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (2,839 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (15,214 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (19,380 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (18,394 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (26,559 | ) |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 1,442 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 1,462 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 676 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 706 | |
| | | CURRENCY CONTRACT | | DOP/USD | | | | | | | | | 20,391 | |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (25,033 | ) |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (3,171 | ) |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (174 | ) |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (45,091 | ) |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (4,798 | ) |
| | | CURRENCY CONTRACT | | USD/DOP | | | | | | | | | (6,712 | ) |
| | | CURRENCY CONTRACT | | CLP/USD | | | | | | | | | 200,018 | |
| | | CURRENCY CONTRACT | | PHP/USD | | | | | | | | | 639 | |
| | | CURRENCY CONTRACT | | USD/BRL | | | | | | | | | (186 | ) |
| | | CVS PASS THROUGH TRUST | | 6.943% 10 Jan 2030 | | | 1,521,851 | | | | | | 1,819,660 | |
| | | CVS PASS THRU TR 2009 | | 8.353% 10 Jul 2031 | | | 68,880 | | | | | | 91,094 | |
| | | CYRUSONE LP/CYRUSONE FIN | | 1.45% 22 Jan 2027 | | | 100,000 | | | | | | 123,718 | |
| | | CZECH KORUNA | | FOREIGN CURRENCY | | | 788 | | | | | | 37 | |
| | | DAE FUNDING LLC | | 4.5% 01 Aug 2022 | | | 60,000 | | | | | | 60,702 | |
| | | DAE FUNDING LLC | | 5% 01 Aug 2024 | | | 98,000 | | | | | | 100,450 | |
| | | DAE FUNDING LLC | | 5.25% 15 Nov 2021 | | | 371,000 | | | | | | 377,493 | |
| | | DAE FUNDING LLC | | 5.75% 15 Nov 2023 | | | 123,000 | | | | | | 126,383 | |
| | | DELL INT LLC / EMC CORP | | 6.02% 15 Jun 2026 | | | 1,600,000 | | | | | | 1,951,912 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | | 1,000,000 | | | | | | 1,068,859 | |
| | | DEUTSCHE BANK AG | | 1.75% 17 Jan 2028 | | | 100,000 | | | | | | 128,696 | |
| | | DEUTSCHE BANK NY | | 1% 18 Sep 2024 | | | 500,000 | | | | | | 514,369 | |
| | | DEUTSCHE BANK NY | | 1% 18 Sep 2031 | | | 1,000,000 | | | | | | 1,083,741 | |
| | | DEUTSCHE BANK NY | | 3.15% 22 Jan 2021 | | | 230,000 | | | | | | 230,255 | |
| | | DEUTSCHE BANK NY | | 4.25% 14 Oct 2021 | | | 1,000,000 | | | | | | 1,025,427 | |
| | | DEUTSCHE BANK NY | | 1% 26 Nov 2025 | | | 920,000 | | | | | | 1,005,413 | |
| | | DEUTSCHE BANK NY | | 1% 04 Feb 2021 | | | 220,000 | | | | | | 220,120 | |
| | | DIAMOND RESORTS INTL INC | | 1% 02 Sep 2023 | | | 1,447,003 | | | | | | 1,364,046 | |
| | | DIAMOND RESORTS INTL INC | | 7.75% 01 Sep 2023 | | | 375,000 | | | | | | 384,964 | |
| | | DOMINICAN REPUBLIC | | 4.875% 23 Sep 2032 | | | 2,100,000 | | | | | | 2,325,771 | |
| | | DOMINICAN REPUBLIC BON | | 10.75% 11 Aug 2028 | | | 154,700,000 | | | | | | 3,028,777 | |
| | | DURHAM MORTGAGES | | 1% 31 Mar 2053 | | | 356,662 | | | | | | 487,303 | |
| | | DURHAM MORTGAGES | | 1% 31 Mar 2054 | | | 304,456 | | | | | | 414,980 | |
| | | E W SCRIPPS COMPANY THE | | 1% 07 Jan 2028 | | | 300,000 | | | | | | 300,000 | |
| | | EDISON INTERNATIONAL | | 2.95% 15 Mar 2023 | | | 13,000 | | | | | | 13,508 | |
| | | EDISON INTERNATIONAL | | 2.4% 15 Sep 2022 | | | 105,000 | | | | | | 107,311 | |
| | | EDISON INTERNATIONAL | | 5.75% 15 Jun 2027 | | | 119,000 | | | | | | 142,405 | |
| | | ELANCO ANIMAL HEALTH INCORPORA | | 1% 02 Aug 2027 | | | 68,188 | | | | | | 67,520 | |
| | | EMPRESAS PUBLIC MEDELLIN | | 8.375% 08 Nov 2027 | | | 10,000,000,000 | | | | | | 3,098,962 | |
| | | ENABLE MIDSTREAM PARTNER | | 4.95% 15 May 2028 | | | 19,000 | | | | | | 19,642 | |
| | | ENERGY TRANSFER LP | | 2.9% 15 May 2025 | | | 23,000 | | | | | | 24,333 | |
| | | ENERGY TRANSFER LP | | 3.75% 15 May 2030 | | | 47,000 | | | | | | 50,697 | |
| | | ENERGY TRANSFER LP | | 5% 15 May 2050 | | | 47,000 | | | | | | 50,896 | |
| | | ENLINK MIDSTREAM LLC | | 5.625% 15 Jan 2028 | | | 100,000 | | | | | | 102,020 | |
| | | ENRGY TRANS PT/REG FIN | | 5.875% 01 Mar 2022 | | | 20,000 | | | | | | 20,911 | |
| | | ENSCO JERSEY FINANCE LTD | | 3% 31 Jan 2024 | | | 26,000 | | | | | | 2,340 | |
| | | ENTERPRISE MERGER SUB INC | | 1% 10 Oct 2025 | | | 3,460,923 | | | | | | 2,876,477 | |
| | | ENVISION HEALTHCARE CORP | | 8.75% 15 Oct 2026 | | | 37,000 | | | | | | 23,218 | |
| | | EQUINIX INC | | 2.875% 01 Feb 2026 | | | 50,000 | | | | | | 62,145 | |
| | | EQUITABLE HOLDINGS INC | | 5% 20 Apr 2048 | | | 4,000 | | | | | | 5,269 | |
| | | ESC LEHMAN BRTH HLDH PROD | | 1% 31 Dec 2016 | | | 800,000 | | | | | | 8,960 | |
| | | EURO BOBL FUTURE MAR21 | | XEUR 20210308 | | | (2,500,000 | ) | | | | | 2,912 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 804,724 | | | | | | 984,621 | |
| | | EXPEDIA GROUP INC | | 6.25% 01 May 2025 | | | 100,000 | | | | | | 115,910 | |
| | | EXPEDIA GROUP INC | | 3.6% 15 Dec 2023 | | | 1,000,000 | | | | | | 1,065,705 | |
| | | EXPORT IMPORT BANK KOREA | | 7.25% 07 Dec 2024 | | | 24,100,000,000 | | | | | | 1,841,561 | |
| | | EXPORT IMPORT BANK KOREA | | 8% 15 May 2024 | | | 23,700,000,000 | | | | | | 1,834,351 | |
| | | EYECARE PARTNERS LLC | | 1% 18 Feb 2027 | | | 31,054 | | | | | | 30,189 | |
| | | EYECARE PARTNERS LLC | | 1% 18 Feb 2027 | | | 7,301 | | | | | | 7,097 | |
| | | FAIRFAX FINL HLDGS LTD | | 4.85% 17 Apr 2028 | | | 55,000 | | | | | | 61,557 | |
| | | FCE BANK PLC | | 0.869% 13 Sep 2021 | | | 100,000 | | | | | | 121,927 | |
| | | FINANCIAL RISK US HLDGS INC | | 1% 01 Oct 2025 | | | 343,980 | | | | | | 343,265 | |
| | | FIRST QUANTUM MINERALS L | | 6.875% 01 Mar 2026 | | | 200,000 | | | | | | 208,500 | |
| | | FIRSTENERGY CORP | | 3.4% 01 Mar 2050 | | | 500,000 | | | | | | 478,916 | |
| | | FIRSTENERGY CORP | | 5.35% 15 Jul 2047 | | | 500,000 | | | | | | 622,248 | |
| | | FNMA POOL MA3305 | | 3.5% 01 Mar 2048 | | | 514,036 | | | | | | 544,683 | |
| | | FNMA TBA 30 YR 3 | | 3% 12 Feb 2051 | | | 1,000,000 | | | | | | 1,048,633 | |
| | | FNMA TBA 30 YR 3.5 | | 3.5% 12 Feb 2051 | | | 6,000,000 | | | | | | 6,350,859 | |
| | | FNMA TBA 30 YR 4 | | 4% 12 Feb 2051 | | | 4,100,000 | | | | | | 4,384,878 | |
| | | FORD MOTOR CREDIT CO LLC | | 1% 01 Dec 2024 | | | 300,000 | | | | | | 338,617 | |
| | | FORD MOTOR CREDIT CO LLC | | 1.744% 19 Jul 2024 | | | 100,000 | | | | | | 121,573 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.087% 09 Jan 2023 | | | 300,000 | | | | | | 305,234 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.339% 28 Mar 2022 | | | 1,000,000 | | | | | | 1,010,000 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.47% 05 Apr 2021 | | | 200,000 | | | | | | 200,000 | |
| | | FORD MOTOR CREDIT CO LLC | | 5.085% 07 Jan 2021 | | | 1,000,000 | | | | | | 1,000,000 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.664% 08 Sep 2024 | | | 1,000,000 | | | | | | 1,026,250 | |
| | | FORD MOTOR CREDIT CO LLC | | 5.875% 02 Aug 2021 | | | 200,000 | | | | | | 204,700 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.2% 15 Jan 2021 | | | 1,000,000 | | | | | | 1,000,500 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.35% 01 Nov 2022 | | | 200,000 | | | | | | 203,500 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.55% 07 Oct 2022 | | | 200,000 | | | | | | 203,500 | |
| | | FORD MOTOR CREDIT CO LLC | | 1% 01 Dec 2021 | | | 100,000 | | | | | | 120,826 | |
| | | FORD MOTOR CREDIT CO LLC | | 1% 14 May 2021 | | | 310,000 | | | | | | 377,044 | |
| | | FOREST CITY ENTERPRISES L P | | 1% 08 Dec 2025 | | | 98,000 | | | | | | 93,529 | |
| | | FORTRESS TRANS + INFRAST | | 6.75% 15 Mar 2022 | | | 118,000 | | | | | | 118,295 | |
| | | FORTRESS TRANS + INFRAST | | 6.5% 01 Oct 2025 | | | 484,000 | | | | | | 505,833 | |
| | | FREEDOM MORTGAGE CORP | | 7.625% 01 May 2026 | | | 700,000 | | | | | | 740,390 | |
| | | FRESENIUS US FINANCE II | | 4.25% 01 Feb 2021 | | | 10,000 | | | | | | 10,026 | |
| | | FRONERI INTERNATIONAL PLC | | 1% 29 Jan 2027 | | | 45,770 | | | | | | 45,267 | |
| | | FRONTIER COMMUNICATIONS | | 5% 01 May 2028 | | | 1,500,000 | | | | | | 1,563,750 | |
| | | FUTURES MORGAN STANLEY COC | | SWAP CASH COLLATERALRAL USD | | | 186,000 | | | | | | 186,000 | |
| | | GENERAL ELECTRIC CO | | 4.35% 01 May 2050 | | | 1,000,000 | | | | | | 1,216,148 | |
| | | GENERAL ELECTRIC CO | | 1% 29 Dec 2049 | | | 703,000 | | | | | | 653,966 | |
| | | GENERAL MOTORS FINL CO | | 1% 26 Mar 2022 | | | 100,000 | | | | | | 122,021 | |
| | | GENESEE + WYOMING INC NEW | | 1% 30 Dec 2026 | | | 99,250 | | | | | | 98,955 | |
| | | GENESIS ENERGY LP/FIN | | 8% 15 Jan 2027 | | | 700,000 | | | | | | 693,140 | |
| | | GENWORTH HOLDINGS INC | | 7.2% 15 Feb 2021 | | | 1,443,000 | | | | | | 1,439,393 | |
| | | GLP CAPITAL LP / FIN II | | 5.3% 15 Jan 2029 | | | 64,000 | | | | | | 74,045 | |
| | | GOLDEN NUGGET, INC. | | 1% 04 Oct 2023 | | | 71,475 | | | | | | 68,851 | |
| | | GOLDMAN SACHS BANK USA BOC | | SWAP CASH COLLATERAL USD | | | (660,000 | ) | | | | | (660,000 | ) |
| | | GOODMAN US FIN FOUR | | 4.5% 15 Oct 2037 | | | 32,000 | | | | | | 37,270 | |
| | | GOODMAN US FIN THREE | | 3.7% 15 Mar 2028 | | | 63,000 | | | | | | 68,688 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 504,885 | | | | | | 504,885 | |
| | | GRAY TELEVISION INC | | 1% 02 Jan 2026 | | | 84,964 | | | | | | 84,291 | |
| | | GRIFOLS WORLDWIDE OPERATIONS U | | 1% 15 Nov 2027 | | | 144,908 | | | | | | 143,551 | |
| | | HD SUPPLY WTRWKS LTD | | 1% 01 Aug 2024 | | | 19,400 | | | | | | 19,287 | |
| | | HIGHWOODS REALTY LP | | 3.05% 15 Feb 2030 | | | 100,000 | | | | | | 105,808 | |
| | | HILTON DOMESTIC OPERATIN | | 4% 01 May 2031 | | | 900,000 | | | | | | 949,599 | |
| | | HIPOTECARIA SU CASITA SA | | 7.5% 29 Jun 2018 | | | 86,901 | | | | | | 1,738 | |
| | | HOWARD HUGHES CORP | | 5.375% 15 Mar 2025 | | | 1,294,000 | | | | | | 1,334,438 | |
| | | HSBC HOLDINGS PLC | | 1% 31 Dec 2099 | | | 400,000 | | | | | | 435,500 | |
| | | HSBC HOLDINGS PLC | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 224,500 | |
| | | HSBC HOLDINGS PLC | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 203,524 | |
| | | HSBC HOLDINGS PLC | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 300,387 | |
| | | HUDSON PACIFIC PROPERTIE | | 3.95% 01 Nov 2027 | | | 14,000 | | | | | | 15,411 | |
| | | HUNGARIAN FORINT | | FOREIGN CURRENCY | | | 39,146 | | | | | | 132 | |
| | | HUNGARY GOVERNMENT BOND | | 3% 27 Oct 2027 | | | 467,600,000 | | | | | | 1,726,595 | |
| | | HUNT COS INC | | 6.25% 15 Feb 2026 | | | 12,000 | | | | | | 12,300 | |
| | | HYATT HOTELS CORP | | 1% 01 Sep 2022 | | | 500,000 | | | | | | 505,672 | |
| | | IHS MARKIT LTD | | 4% 01 Mar 2026 | | | 3,000 | | | | | | 3,437 | |
| | | IMS HEALTH INC | | 1% 17 Jan 2025 | | | 96,750 | | | | | | 96,073 | |
| | | INEOS FIN PLC | | 1% 01 Apr 2024 | | | 1,974,555 | | | | | | 2,382,747 | |
| | | INGERSOLL RAND COMPANY LIMITED | | 1% 01 Mar 2027 | | | 358,643 | | | | | | 353,533 | |
| | | INGERSOLL RAND COMPANY LIMITED | | 1% 01 Mar 2027 | | | 22,828 | | | | | | 22,502 | |
| | | INGEVITY CORP | | 3.875% 01 Nov 2028 | | | 150,000 | | | | | | 151,125 | |
| | | INTELSAT CONNECT FINANCE | | 9.5% 15 Feb 2023 | | | 90,000 | | | | | | 24,300 | |
| | | INTELSAT JACKSON HLDG | | 8% 15 Feb 2024 | | | 985,000 | | | | | | 1,008,394 | |
| | | INTELSAT JACKSON HLDG | | 9.75% 15 Jul 2025 | | | 300,000 | | | | | | 216,000 | |
| | | INTELSAT JACKSON HLDG | | 8.5% 15 Oct 2024 | | | 375,000 | | | | | | 268,125 | |
| | | INTELSAT JACKSON HLDGS S A | | 1% 27 Nov 2023 | | | 490,000 | | | | | | 496,125 | |
| | | INTELSAT JACKSON HLDGS S A | | 1% 02 Jan 2024 | | | 20,000 | | | | | | 20,281 | |
| | | INTELSAT JACKSON HOLDINGS SA | | 1% 13 Jul 2022 | | | 326,986 | | | | | | 333,035 | |
| | | INTELSAT LUXEMBOURG SA | | 7.75% 01 Jun 2021 | | | 6,000 | | | | | | 270 | |
| | | INTERCONTINENTAL HOTELS | | 2.125% 15 May 2027 | | | 100,000 | | | | | | 129,002 | |
| | | INTESA SANPAOLO SPA | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 245,016 | |
| | | JAGUAR LAND ROVER AUTOMO | | 5.875% 15 Jan 2028 | | | 500,000 | | | | | | 503,800 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | | 10,099,645 | | | | | | 97,822 | |
| | | JEFFERIES FINANCE LLC | | 1% 03 Jun 2026 | | | 22,712 | | | | | | 22,519 | |
| | | JETBLUE AIRWAYS CORP | | 4% 15 May 2034 | | | 100,000 | | | | | | 107,935 | |
| | | KENNEDY WILSON EUR REAL | | 3.95% 30 Jun 2022 | | | 1,410,000 | | | | | | 1,947,459 | |
| | | KENNEDY WILSON EUR REAL | | 3.25% 12 Nov 2025 | | | 100,000 | | | | | | 123,954 | |
| | | KENNEDY WILSON INC | | 5.875% 01 Apr 2024 | | | 32,000 | | | | | | 32,480 | |
| | | KINGDOM OF JORDAN | | 5.85% 07 Jul 2030 | | | 1,913,000 | | | | | | 2,107,782 | |
| | | KRAFT HEINZ FOODS CO | | 5.2% 15 Jul 2045 | | | 100,000 | | | | | | 118,905 | |
| | | KRONOS ACQUISITION HOLDING INC | | 1% 22 Dec 2026 | | | 800,000 | | | | | | 799,000 | |
| | | LADDER CAP FIN LLLP/CORP | | 4.25% 01 Feb 2027 | | | 16,000 | | | | | | 15,720 | |
| | | LANDMARK MORTGAGE SECURITIES P | | 1% 17 Jun 2039 | | | 2,897,133 | | | | | | 3,759,755 | |
| | | LEALAND FINANCE COMPANY B.V. | | 1% 30 Jun 2024 | | | (12,519 | ) | | | | | 12,519 | |
| | | LEALAND FINANCE COMPANY B.V. | | 1% 30 Jun 2025 | | | 19,873 | | | | | | 12,868 | |
| | | LEASEPLAN CORPORATION NV | | 2.875% 24 Oct 2024 | | | 200,000 | | | | | | 211,332 | |
| | | LIFE STORAGE LP | | 3.875% 15 Dec 2027 | | | 14,000 | | | | | | 15,996 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 31 Dec 2049 | | | 200,000 | | | | | | 262,625 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 230,000 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 29 Dec 2049 | | | 400,000 | | | | | | 675,273 | |
| | | LSI OPEN POSITION NET ASSET | | 0.01% 31 Dec 2060 | | | 171,451 | | | | | | 772 | |
| | | LUMEN TECHNOLOGIES INC | | 4% 15 Feb 2027 | | | 22,000 | | | | | | 22,715 | |
| | | MALAYSIA GOVERNMENT | | 4.232% 30 Jun 2031 | | | 11,400,000 | | | | | | 3,186,916 | |
| | | MALAYSIAN RINGGIT | | FOREIGN CURRENCY | | | 242,028 | | | | | | 60,169 | |
| | | MALLINCKRODT FIN/SB | | 5.5% 15 Apr 2025 | | | 670,000 | | | | | | 231,150 | |
| | | MARRIOTT INTERNATIONAL | | 4.625% 15 Jun 2030 | | | 106,000 | | | | | | 124,389 | |
| | | MELCO RESORTS FINANCE | | 5.625% 17 Jul 2027 | | | 400,000 | | | | | | 421,221 | |
| | | MELCO RESORTS FINANCE | | 5.375% 04 Dec 2029 | | | 400,000 | | | | | | 415,279 | |
| | | MESSER INDS GMBH | | 1% 01 Mar 2026 | | | 45,211 | | | | | | 44,707 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | | (7,433,771 | ) | | | | | (373,078 | ) |
| | | MGM CHINA HOLDINGS LTD | | 5.875% 15 May 2026 | | | 400,000 | | | | | | 422,776 | |
| | | MH SUB I LLC | | 1% 13 Sep 2024 | | | 48,375 | | | | | | 47,668 | |
| | | MICRON TECHNOLOGY INC | | 5.327% 06 Feb 2029 | | | 62,000 | | | | | | 77,555 | |
| | | MORGAN STANLEY CAP SVCS BOC | | SWAP CASH COLLATERAL USD | | | (50,000 | ) | | | | | (50,000 | ) |
| | | MORGAN STANLEY CAP SVCS COC | | SWAP CASH COLLATERAL USD | | | 80,000 | | | | | | 80,000 | |
| | | MPT OPER PARTNERSP/FINL | | 3.5% 15 Mar 2031 | | | 700,000 | | | | | | 722,750 | |
| | | NASCAR HOLDINGS INC | | 1% 19 Oct 2026 | | | 37,813 | | | | | | 37,618 | |
| | | NATIONAL RETAIL PROP INC | | 2.5% 15 Apr 2030 | | | 100,000 | | | | | | 102,942 | |
| | | NATIONSTAR MTG HLD INC | | 5.125% 15 Dec 2030 | | | 1,000,000 | | | | | | 1,045,220 | |
| | | NATIONWIDE BLDG SOCIETY | | JR SUBORDINA REGS 06/49 VAR | | | 250 | | | | | | 60,658 | |
| | | NATWEST GROUP PLC | | 1% 31 Dec 2099 | | | 1,000,000 | | | | | | 1,095,370 | |
| | | NATWEST GROUP PLC | | 1% 29 Dec 2049 | | | 2,150,000 | | | | | | 2,231,507 | |
| | | NATWEST GROUP PLC | | 1% 22 Mar 2025 | | | 200,000 | | | | | | 221,258 | |
| | | NAVIENT CORP | | 5.5% 25 Jan 2023 | | | 100,000 | | | | | | 104,500 | |
| | | NAVIENT CORP | | 6.625% 26 Jul 2021 | | | 822,000 | | | | | | 839,468 | |
| | | NAVIENT CORP | | 7.25% 25 Sep 2023 | | | 16,000 | | | | | | 17,536 | |
| | | NAVIENT CORP | | 6.5% 15 Jun 2022 | | | 395,000 | | | | | | 418,005 | |
| | | NAVIENT CORP | | 7.25% 25 Jan 2022 | | | 730,000 | | | | | | 762,850 | |
| | | NAVIENT CORP | | 6.125% 25 Mar 2024 | | | 63,000 | | | | | | 67,253 | |
| | | NCL CORPORATION LTD | | 3.625% 15 Dec 2024 | | | 6,000 | | | | | | 5,700 | |
| | | NEIMAN MARCUS GROUP LTD LLC | | 1% 25 Sep 2025 | | | 244,964 | | | | | | 259,866 | |
| | | NEIMAN MARCUS USD COMMON STOCK | | EQUITY | | | 3,103 | | | | | | 192,541 | |
| | | NETFLIX INC | | 3.875% 15 Nov 2029 | | | 1,526,000 | | | | | | 2,156,170 | |
| | | NETFLIX INC | | 3.625% 15 Jun 2030 | | | 1,962,000 | | | | | | 2,725,359 | |
| | | NETFLIX INC | | 4.625% 15 May 2029 | | | 100,000 | | | | | | 147,835 | |
| | | NETFLIX INC | | 5.375% 15 Nov 2029 | | | 86,000 | | | | | | 101,373 | |
| | | NETFLIX INC | | 4.875% 15 Jun 2030 | | | 100,000 | | | | | | 115,000 | |
| | | NEW ALBERTSONS LP | | 6.57% 23 Feb 2028 | | | 600,000 | | | | | | 602,250 | |
| | | NEWMARK GROUP INC | | 6.125% 15 Nov 2023 | | | 92,000 | | | | | | 99,954 | |
| | | NIELSEN CO LUX SARL/THE | | 5.5% 01 Oct 2021 | | | 144,000 | | | | | | 144,360 | |
| | | NIELSEN FIN LLC | | 1% 04 Oct 2023 | | | 1,152,210 | | | | | | 1,147,567 | |
| | | NISSAN MOTOR ACCEPTANCE | | 1.9% 14 Sep 2021 | | | 100,000 | | | | | | 100,692 | |
| | | NISSAN MOTOR ACCEPTANCE | | 1% 13 Jan 2022 | | | 200,000 | | | | | | 199,574 | |
| | | NISSAN MOTOR ACCEPTANCE | | 3.15% 15 Mar 2021 | | | 20,000 | | | | | | 20,089 | |
| | | NISSAN MOTOR CO | | 2.652% 17 Mar 2026 | | | 100,000 | | | | | | 129,305 | |
| | | NISSAN MOTOR CO | | 3.201% 17 Sep 2028 | | | 100,000 | | | | | | 132,635 | |
| | | NISSAN MOTOR CO | | 3.522% 17 Sep 2025 | | | 1,000,000 | | | | | | 1,070,722 | |
| | | NISSAN MOTOR CO | | 4.345% 17 Sep 2027 | | | 1,000,000 | | | | | | 1,104,528 | |
| | | NOBLE HOLDING INTL LTD | | 7.875% 01 Feb 2026 | | | 77,000 | | | | | | 30,800 | |
| | | OCCIDENTAL PETROLEUM COR | | 1% 15 Aug 2022 | | | 1,100,000 | | | | | | 1,078,000 | |
| | | ODEBRECHT DRILL VIII/IX | | 6.35% 01 Dec 2021 | | | 8,001 | | | | | | 7,641 | |
| | | ODEBRECHT DRILL VIII/IX | | 7.35% 01 Dec 2026 | | | 94,336 | | | | | | 24,292 | |
| | | ODEBRECHT OIL + FINANCE | | 0.01% 31 Dec 2099 | | | 46,000 | | | | | | 242 | |
| | | OMEGA HLTHCARE INVESTORS | | 3.625% 01 Oct 2029 | | | 207,000 | | | | | | 219,664 | |
| | | ONEMAIN FINANCE CORP | | 7.75% 01 Oct 2021 | | | 598,000 | | | | | | 629,395 | |
| | | ONEMAIN FINANCE CORP | | 6.125% 15 May 2022 | | | 500,000 | | | | | | 530,000 | |
| | | ONEMAIN FINANCE CORP | | 5.625% 15 Mar 2023 | | | 494,000 | | | | | | 529,815 | |
| | | ONEMAIN FINANCE CORP | | 6.125% 15 Mar 2024 | | | 256,000 | | | | | | 279,680 | |
| | | ORTHO CLINICAL DIAGNOSTICS SA | | 1% 30 Jun 2025 | | | 93,041 | | | | | | 91,599 | |
| | | PACIFIC DRILLING COMPANY LLC | | 1% 31 Dec 2025 | | | 158,333 | | | | | | 158,333 | |
| | | PACIFIC DRILLING SA | | 8.375% 01 Oct 2023 | | | 908,000 | | | | | | 239,503 | |
| | | PACIFIC GAS + ELECTRIC | | 4.25% 01 Aug 2023 | | | 100,000 | | | | | | 107,392 | |
| | | PACIFIC GAS + ELECTRIC | | 4.65% 01 Aug 2028 | | | 100,000 | | | | | | 114,276 | |
| | | PACIFIC GAS + ELECTRIC | | 3.75% 01 Jul 2028 | | | 663,000 | | | | | | 724,618 | |
| | | PACIFIC GAS + ELECTRIC | | 4.55% 01 Jul 2030 | | | 65,500 | | | | | | 74,610 | |
| | | PACIFIC GAS + ELECTRIC | | 4.95% 01 Jul 2050 | | | 82,500 | | | | | | 98,308 | |
| | | PACIFIC GAS + ELECTRIC | | 3.15% 01 Jan 2026 | | | 697,500 | | | | | | 743,119 | |
| | | PACIFIC GAS + ELECTRIC | | 4.5% 01 Jul 2040 | | | 1,330,500 | | | | | | 1,487,154 | |
| | | PACIFIC GAS + ELECTRIC | | 4.5% 15 Dec 2041 | | | 25,000 | | | | | | 26,146 | |
| | | PACIFIC GAS + ELECTRIC | | 3.75% 15 Aug 2042 | | | 78,000 | | | | | | 78,490 | |
| | | PACIFIC GAS + ELECTRIC | | 4.6% 15 Jun 2043 | | | 360,000 | | | | | | 395,038 | |
| | | PACIFIC GAS + ELECTRIC | | 3.75% 15 Feb 2024 | | | 55,000 | | | | | | 58,674 | |
| | | PACIFIC GAS + ELECTRIC | | 3.4% 15 Aug 2024 | | | 208,000 | | | | | | 221,520 | |
| | | PACIFIC GAS + ELECTRIC | | 4.3% 15 Mar 2045 | | | 19,000 | | | | | | 20,257 | |
| | | PACIFIC GAS + ELECTRIC | | 3.5% 15 Jun 2025 | | | 101,000 | | | | | | 109,274 | |
| | | PACIFIC GAS + ELECTRIC | | 2.95% 01 Mar 2026 | | | 273,000 | | | | | | 288,870 | |
| | | PACIFIC GAS + ELECTRIC | | 4% 01 Dec 2046 | | | 6,000 | | | | | | 6,233 | |
| | | PACIFIC GAS + ELECTRIC | | 3.3% 15 Mar 2027 | | | 122,000 | | | | | | 130,680 | |
| | | PACIFIC GAS + ELECTRIC | | 3.3% 01 Dec 2027 | | | 100,000 | | | | | | 106,863 | |
| | | PAREXEL INTL CORP | | 1% 27 Sep 2024 | | | 1,715,131 | | | | | | 1,683,778 | |
| | | PARK AEROSPACE HOLDINGS | | 4.5% 15 Mar 2023 | | | 1,235,000 | | | | | | 1,294,187 | |
| | | PARK AEROSPACE HOLDINGS | | 3.625% 15 Mar 2021 | | | 88,000 | | | | | | 88,237 | |
| | | PETROBRAS GLOBAL FINANCE | | 6.25% 14 Dec 2026 | | | 200,000 | | | | | | 324,268 | |
| | | PETROBRAS GLOBAL FINANCE | | 5.093% 15 Jan 2030 | | | 2,655,000 | | | | | | 2,966,963 | |
| | | PETROLEOS DE VENEZUELA S | | 5.375% 12 Apr 2027 | | | 712,000 | | | | | | 24,920 | |
| | | PETROLEOS MEXICANOS | | 4.875% 21 Feb 2028 | | | 913,000 | | | | | | 1,138,047 | |
| | | PETROLEOS MEXICANOS | | 6.625% 15 Jun 2035 | | | 2,100,000 | | | | | | 2,079,000 | |
| | | PETROLEOS MEXICANOS | | 6.49% 23 Jan 2027 | | | 2,302,000 | | | | | | 2,430,912 | |
| | | PETROLEOS MEXICANOS | | 6.84% 23 Jan 2030 | | | 2,664,000 | | | | | | 2,788,622 | |
| | | PETROLEOS MEXICANOS | | 7.69% 23 Jan 2050 | | | 120,000 | | | | | | 120,990 | |
| | | PETROLEOS MEXICANOS | | 5.95% 28 Jan 2031 | | | 194,000 | | | | | | 193,515 | |
| | | PETROLEOS MEXICANOS | | 6.95% 28 Jan 2060 | | | 330,000 | | | | | | 310,415 | |
| | | PETROLEOS MEXICANOS | | 6.5% 23 Jan 2029 | | | 600,000 | | | | | | 621,990 | |
| | | PETSMART INC | | 1% 11 Mar 2022 | | | 2,304,703 | | | | | | 2,298,204 | |
| | | PETSMART INC | | 5.875% 01 Jun 2025 | | | 43,000 | | | | | | 44,183 | |
| | | PHYSICIANS REALTY LP | | 3.95% 15 Jan 2028 | | | 29,000 | | | | | | 31,560 | |
| | | PIMCO FDS SHORT TERM FLTG NAV | | MUTUAL FUND | | | 1,229,363 | | | | | | 12,310,845 | |
| | | PLAINS ALL AMER PIPELINE | | 6.65% 15 Jan 2037 | | | 20,000 | | | | | | 24,414 | |
| | | POLAND GOVERNMENT BOND | | 2.5% 25 Jul 2027 | | | 16,000,000 | | | | | | 4,775,445 | |
| | | POLISH ZLOTY | | FOREIGN CURRENCY | | | 563 | | | | | | 151 | |
| | | POST HOLDINGS INC | | 4.625% 15 Apr 2030 | | | 35,000 | | | | | | 36,819 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 226,113 | | | | | | 309,085 | |
| | | PRA GROUP INC | | 7.375% 01 Sep 2025 | | | 1,000,000 | | | | | | 1,080,000 | |
| | | PRESTIGE BRANDS INC DEL | | 1% 26 Jan 2024 | | | 41,194 | | | | | | 41,211 | |
| | | PRIME SECSRVC BRW/FINANC | | 3.375% 31 Aug 2027 | | | 1,400,000 | | | | | | 1,389,500 | |
| | | PROSUS NV | | 4.027% 03 Aug 2050 | | | 200,000 | | | | | | 209,562 | |
| | | PROVINCIA DE BUENOS AIRE | | 1% 12 Apr 2025 | | | 3,400,000 | | | | | | 33,571 | |
| | | PUG LLC | | 1% 12 Feb 2027 | | | 23,760 | | | | | | 22,612 | |
| | | QNB FINANCE LTD | | 6.9% 23 Jan 2025 | | | 24,300,000,000 | | | | | | 1,739,352 | |
| | | RACKSPACE TECHNOLOGY | | 5.375% 01 Dec 2028 | | | 500,000 | | | | | | 523,850 | |
| | | REFINITIV US HOLDINGS | | 4.5% 15 May 2026 | | | 100,000 | | | | | | 128,626 | |
| | | REGENCY CENTERS LP | | 2.95% 15 Sep 2029 | | | 100,000 | | | | | | 106,867 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2030 | | | 4,721,523 | | | | | | 1,912,217 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jan 2038 | | | 221,866 | | | | | | 90,688 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2041 | | | 2,579,648 | | | | | | 973,817 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2029 | | | 167,383 | | | | | | 72,604 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2035 | | | 374,000 | | | | | | 133,709 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2030 | | | 570,000 | | | | | | 227,293 | |
| | | REPUBLIC OF ARGENTINA | | 1% 03 Apr 2022 | | | 27,975,000 | | | | | | 312,792 | |
| | | REPUBLIC OF ARGENTINA | | 1% 31 Mar 2021 | | | 26,800,000 | | | | | | 337,510 | |
| | | REPUBLIC OF COLOMBIA | | 9.85% 28 Jun 2027 | | | 3,251,000,000 | | | | | | 1,235,950 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2030 | | | 186,543 | | | | | | 119,388 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2035 | | | 488,861 | | | | | | 264,601 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2040 | | | 224,049 | | | | | | 113,707 | |
| | | REPUBLIC OF ECUADOR | | 0.01% 31 Jul 2030 | | | 52,804 | | | | | | 25,016 | |
| | | REPUBLIC OF GHANA | | 10.75% 14 Oct 2030 | | | 2,800,000 | | | | | | 3,742,984 | |
| | | REPUBLIC OF GUATEMALA | | 6.125% 01 Jun 2050 | | | 500,000 | | | | | | 659,380 | |
| | | REPUBLIC OF PERU | | 8.2% 12 Aug 2026 | | | 880,000 | | | | | | 330,233 | |
| | | REPUBLIC OF SOUTH AFRICA | | 4.85% 30 Sep 2029 | | | 3,200,000 | | | | | | 3,396,557 | |
| | | REPUBLIC OF SOUTH AFRICA | | 5.75% 30 Sep 2049 | | | 1,116,000 | | | | | | 1,117,964 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8% 31 Jan 2030 | | | 79,000,000 | | | | | | 5,129,069 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.875% 28 Feb 2035 | | | 65,900,000 | | | | | | 3,943,053 | |
| | | REPUBLIC OF TURKEY | | 5.25% 13 Mar 2030 | | | 1,400,000 | | | | | | 1,403,010 | |
| | | REPUBLIC OF VENEZUELA | | 9.25% 07 May 2028 | | | 1,137,000 | | | | | | 104,604 | |
| | | REPUBLIC OF VENEZUELA | | 7.75% 13 Oct 2019 | | | 100,000 | | | | | | 9,200 | |
| | | REPUBLIC OF VENEZUELA | | 9.25% 15 Sep 2027 | | | 140,000 | | | | | | 12,950 | |
| | | REPUBLIC OF VENEZUELA | | 7.65% 21 Apr 2025 | | | 249,000 | | | | | | 22,908 | |
| | | REPUBLIC OF VENEZUELA | | 9% 07 May 2023 | | | 31,000 | | | | | | 2,852 | |
| | | REPUBLIC OF VENEZUELA | | 7% 31 Mar 2038 | | | 199,000 | | | | | | 18,308 | |
| | | REPUBLIC OF VENEZUELA | | 8.25% 13 Oct 2024 | | | 153,000 | | | | | | 14,076 | |
| | | RIGHTS MCDERMOTT INTL | | EXP 19DEC20 | | | 8,720 | | | | | | 3,908 | |
| | | RIO OIL FINANCE TRUST | | 9.25% 06 Jul 2024 | | | 853,578 | | | | | | 943,212 | |
| | | RIPON MORTGAGES | | 1% 20 Aug 2056 | | | 325,595 | | | | | | 444,781 | |
| | | ROLLS ROYCE PLC | | 4.625% 16 Feb 2026 | | | 200,000 | | | | | | 264,287 | |
| | | ROLLS ROYCE PLC | | 5.75% 15 Oct 2027 | | | 100,000 | | | | | | 151,048 | |
| | | ROMANIA | | 3.5% 03 Apr 2034 | | | 186,000 | | | | | | 270,525 | |
| | | ROMANIA GOVERNMENT BOND | | 5.8% 26 Jul 2027 | | | 5,500,000 | | | | | | 1,621,981 | |
| | | ROMANIAN LEU | | FOREIGN CURRENCY | | | 646,015 | | | | | | 162,391 | |
| | | RPI INTERMEDIATE FINANCE TRUST | | 1% 11 Feb 2027 | | | 10,670 | | | | | | 10,659 | |
| | | RUSSIA GOVT BOND OFZ | | 7.05% 19 Jan 2028 | | | 184,800,000 | | | | | | 2,698,879 | |
| | | RUSSIA GOVT BOND OFZ | | 8.5% 17 Sep 2031 | | | 190,900,000 | | | | | | 3,097,134 | |
| | | RUSSIA GOVT BOND OFZ | | 7.95% 07 Oct 2026 | | | 89,554,000 | | | | | | 1,359,507 | |
| | | RUSSIA GOVT BOND OFZ | | 7.15% 12 Nov 2025 | | | 138,397,000 | | | | | | 2,023,844 | |
| | | RUSSIAN RUBLE | | FOREIGN CURRENCY | | | 116 | | | | | | 2 | |
| | | SABRA HEALTH CARE LP | | 4.8% 01 Jun 2024 | | | 73,000 | | | | | | 78,306 | |
| | | SANDS CHINA LTD | | 4.375% 18 Jun 2030 | | | 400,000 | | | | | | 444,788 | |
| | | SANDS CHINA LTD | | 3.8% 08 Jan 2026 | | | 500,000 | | | | | | 532,730 | |
| | | SANDS CHINA LTD | | 4.6% 08 Aug 2023 | | | 200,000 | | | | | | 212,398 | |
| | | SANDS CHINA LTD | | 5.4% 08 Aug 2028 | | | 464,000 | | | | | | 543,070 | |
| | | SANDS CHINA LTD | | 5.125% 08 Aug 2025 | | | 1,400,000 | | | | | | 1,571,164 | |
| | | SANTANDER HOLDINGS USA | | 4.4% 13 Jul 2027 | | | 10,000 | | | | | | 11,428 | |
| | | SANTANDER HOLDINGS USA | | 3.4% 18 Jan 2023 | | | 138,000 | | | | | | 144,953 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 29 Dec 2049 | | | 1,550,000 | | | | | | 2,211,468 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 296,628 | |
| | | SEQUA MEZZANINE HOLDINGS LLC | | 1% 28 Nov 2023 | | | 5,458,401 | | | | | | 5,485,693 | |
| | | SERTA SIMMONS BEDDING LLC | | 1% 08 Nov 2023 | | | 2,406,250 | | | | | | 1,183,731 | |
| | | SHIFT4 PAYMENTS LLC/FIN | | 4.625% 01 Nov 2026 | | | 1,000,000 | | | | | | 1,040,000 | |
| | | SIGMA BIDCO B.V. | | 1% 02 Jul 2025 | | | 830,000 | | | | | | 996,992 | |
| | | SINCLAIR TELEVISION GROUP INC | | 1% 30 Sep 2026 | | | 34,563 | | | | | | 34,116 | |
| | | SINGAPORE DOLLAR | | FOREIGN CURRENCY | | | 2,723 | | | | | | 2,060 | |
| | | SL GREEN OPERATING PARTN | | 3.25% 15 Oct 2022 | | | 48,000 | | | | | | 49,563 | |
| | | SLM CORP | | 4.2% 29 Oct 2025 | | | 1,200,000 | | | | | | 1,267,500 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Apr 2023 | | | 735,490 | | | | | | 735,142 | |
| | | SOCIETE GENERALE | | 1% 07 Apr 2049 | | | 100,000 | | | | | | 123,824 | |
| | | SOCIETE GENERALE | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 204,806 | |
| | | SOCIETE GENERALE | | 1% 31 Dec 2099 | | | 400,000 | | | | | | 431,500 | |
| | | SOL | | FOREIGN CURRENCY | | | 1,959,795 | | | | | | 541,784 | |
| | | SOTERA HEALTH HOLDINGS LLC | | 1% 11 Dec 2026 | | | 83,997 | | | | | | 84,242 | |
| | | SOUTH AFRICAN RAND | | FOREIGN CURRENCY | | | (504,323 | ) | | | | | (34,334 | ) |
| | | SOUTHERN CAL EDISON | | 3.65% 01 Feb 2050 | | | 23,000 | | | | | | 26,124 | |
| | | SOUTHERN CAL EDISON | | 6.65% 01 Apr 2029 | | | 52,000 | | | | | | 65,502 | |
| | | SOUTHERN CAL EDISON | | 6% 15 Jan 2034 | | | 2,000 | | | | | | 2,784 | |
| | | SOUTHERN CAL EDISON | | 5.75% 01 Apr 2035 | | | 4,000 | | | | | | 5,514 | |
| | | SOUTHERN CAL EDISON | | 3.65% 01 Mar 2028 | | | 2,000 | | | | | | 2,245 | |
| | | SOUTHERN CAL EDISON | | 4.125% 01 Mar 2048 | | | 16,000 | | | | | | 19,068 | |
| | | SOUTHERN CAL EDISON | | 4.875% 01 Mar 2049 | | | 33,000 | | | | | | 43,549 | |
| | | SOUTHWEST AIRLINES CO | | 5.25% 04 May 2025 | | | 70,000 | | | | | | 81,071 | |
| | | SPIRIT REALTY LP | | 3.4% 15 Jan 2030 | | | 100,000 | | | | | | 108,453 | |
| | | SPRINT COMMUNICATIONS | | 11.5% 15 Nov 2021 | | | 100,000 | | | | | | 108,500 | |
| | | SPRINT COMMUNICATIONS | | 6% 15 Nov 2022 | | | 290,000 | | | | | | 313,925 | |
| | | SPRINT CORP | | 7.25% 15 Sep 2021 | | | 1,278,000 | | | | | | 1,329,759 | |
| | | SPRINT CORP | | 7.875% 15 Sep 2023 | | | 515,000 | | | | | | 596,267 | |
| | | SPRINT CORP | | 7.125% 15 Jun 2024 | | | 2,043,000 | | | | | | 2,390,310 | |
| | | SPRINT CORP | | 7.625% 01 Mar 2026 | | | 22,000 | | | | | | 27,306 | |
| | | SPRINT SPECTRUM / SPEC I | | 4.738% 20 Sep 2029 | | | 200,000 | | | | | | 216,618 | |
| | | SS C TECHNOLOGIES INC | | 1% 16 Apr 2025 | | | 95,615 | | | | | | 94,277 | |
| | | SS C TECHNOLOGIES INC | | 1% 16 Apr 2025 | | | 69,132 | | | | | | 68,164 | |
| | | STARFRUIT FINCO B V | | 1% 01 Oct 2025 | | | 95,715 | | | | | | 94,598 | |
| | | STARWOOD PROPERTY TRUST | | 5.5% 01 Nov 2023 | | | 1,000,000 | | | | | | 1,045,000 | |
| | | STARWOOD PROPERTY TRUST | | 4.75% 15 Mar 2025 | | | 26,000 | | | | | | 26,650 | |
| | | STATE BANK INDIA/LONDON | | 4% 24 Jan 2022 | | | 300,000 | | | | | | 308,376 | |
| | | STATE OF ISRAEL | | 3.8% 13 May 2060 | | | 200,000 | | | | | | 237,596 | |
| | | STICHTING AK RABOBANK | | 1% 29 Dec 2049 | | | 928,625 | | | | | | 1,502,650 | |
| | | STORE CAPITAL CORP | | 4.5% 15 Mar 2028 | | | 18,000 | | | | | | 20,491 | |
| | | STORE CAPITAL CORP | | 4.625% 15 Mar 2029 | | | 118,000 | | | | | | 136,889 | |
| | | STRUCTURED ASSET SECURITIES CO | | 1% 25 Jun 2033 | | | 3,637 | | | | | | 3,551 | |
| | | SUNSHINE LUXEMBOURG VII SARL | | 1% 01 Oct 2026 | | | 2,928,432 | | | | | | 2,933,938 | |
| | | SWAP BARCLAYS BANK COC | | SWAP CASH COLLATERAL USD | | | 260,000 | | | | | | 260,000 | |
| | | SWAP BNP PARIBAS COC | | SWAP CASH COLLATERAL USD | | | 280,000 | | | | | | 280,000 | |
| | | SWAP CCPC MORGAN STANLEY COC | | SWAP CCPC CASH COLLATERAL | | | 945,000 | | | | | | 945,000 | |
| | | SWAP DEUTSCHE BANK BOC | | SWAP CASH COLLATERAL USD | | | (70,000 | ) | | | | | (70,000 | ) |
| | | SWAP HSBC COC | | SWAP CASH COLLATERAL USD | | | 290,000 | | | | | | 290,000 | |
| | | SWAP JP MORGAN BOC | | SWAP CASH COLLATERAL USD | | | (170,000 | ) | | | | | (170,000 | ) |
| | | SWCC CCSCXIUS6 COC | | SWCC CASH COLLATERAL USD | | | 490,000 | | | | | | 490,000 | |
| | | SWISS INSURED BRAZIL | | 9.85% 16 Jul 2032 | | | 19,506,975 | | | | | | 4,271,916 | |
| | | SWISS INSURED BRAZIL | | 9.85% 16 Jul 2032 | | | 9,312,375 | | | | | | 2,039,357 | |
| | | SWPC0C0C5 CDS USD R F .50000 | | 1% 17 Sep 2058 | | | 1,099,850 | | | | | | 14,689 | |
| | | SWPC0D3A4 CDS USD R F 1.00000 | | 1% 21 Jun 2021 | | | 300,000 | | | | | | 1,099 | |
| | | SWPC0DZJ0 CDS USD R F 1.00000 | | 1% 20 Dec 2021 | | | 1,000,000 | | | | | | 6,212 | |
| | | SWPC0FBT9 CDS USD R F 1.00000 | | 1% 20 Jun 2022 | | | 200,000 | | | | | | 1,278 | |
| | | SWPC0GLU3 CDS USD R F .50000 | | 0.5% 18 Nov 2054 | | | 2,500,000 | | | | | | 28,900 | |
| | | SWPC0HJ26 CDS USD R F 1.00000 | | 1% 20 Dec 2023 | | | 100,000 | | | | | | 1,256 | |
| | | SWPC0HR50 CDS USD R F 1.00000 | | 1% 20 Dec 2023 | | | 100,000 | | | | | | 342 | |
| | | SWPC0HYS2 CDS USD R F 1.00000 | | 1% 20 Jun 2024 | | | 500,000 | | | | | | (568 | ) |
| | | SWPC0I222 CDS USD R V 03MEVENT | | 1% 20 Jun 2024 | | | 5,000,000 | | | | | | (133,999 | ) |
| | | SWPC0I248 CDS USD R V 03MEVENT | | 1% 20 Jun 2024 | | | 5,000,000 | | | | | | (145,650 | ) |
| | | SWPC0I2E6 CDS USD R F 1.00000 | | 1% 20 Jun 2024 | | | 100,000 | | | | | | (114 | ) |
| | | SWPC0I3Y1 CDS USD R F 1.00000 | | 1% 20 Jun 2024 | | | 3,000,000 | | | | | | (55,595 | ) |
| | | SWPC0IID1 CDS USD R F 1.00000 | | 1% 20 Dec 2024 | | | 1,200,000 | | | | | | (6,740 | ) |
| | | SWPC0IK97 CDS USD R F 1.00000 | | 1% 20 Dec 2024 | | | 1,100,000 | | | | | | (6,178 | ) |
| | | SWPC0J5G6 CDS USD R F 1.00000 | | 1% 20 Jun 2025 | | | 300,000 | | | | | | 4,885 | |
| | | SWPC0JC45 CDS EUR R F 1.00000 | | 1% 20 Jun 2025 | | | 700,000 | | | | | | (68,369 | ) |
| | | SWPC0JCE3 CDS USD R F 1.00000 | | 1% 20 Jun 2025 | | | 8,500,000 | | | | | | 149,701 | |
| | | SWPC0JIV9 CDS USD R F 1.00000 | | 1% 20 Dec 2021 | | | 500,000 | | | | | | 1,274 | |
| | | SWPC0JJ30 CDS USD R F 1.00000 | | 1% 20 Dec 2025 | | | 800,000 | | | | | | 19,574 | |
| | | SWPC0JJ55 CDS EUR R F 1.00000 | | 1% 20 Dec 2025 | | | 3,100,000 | | | | | | (351,881 | ) |
| | | SWPC0JKR5 CDS USD R F 1.00000 | | 1% 20 Dec 2025 | | | 3,200,000 | | | | | | (65,062 | ) |
| | | SWPCDAF70 CDS USD R V 03MEVENT | | 1% 20 Jun 2024 | | | 5,000,000 | | | | | | (132,506 | ) |
| | | SWPCTJ989 CDS USD R F 1.00000 | | 1% 20 Dec 2025 | | | 3,100,000 | | | | | | 46,264 | |
| | | SWU00D7O0 IRS USD R F 2.50000 | | 2.5% 16 Dec 2025 | | | 5,500,000 | | | | | | 563,269 | |
| | | SWU00KLL4 IRS USD R F 1.50000 | | 1.5% 21 Jun 2027 | | | 800,000 | | | | | | 46,152 | |
| | | SWU00L9Q5 IRS USD R F 2.50000 | | 2.5% 20 Dec 2027 | | | 2,500,000 | | | | | | 318,118 | |
| | | SWU00NBO3 IRS USD R F 2.25000 | | 2.25% 20 Jun 2028 | | | 7,500,000 | | | | | | 853,775 | |
| | | SWU00XIX4 IRS USD R F 1.25000 | | 1.25% 17 Jun 2030 | | | 5,400,000 | | | | | | 182,036 | |
| | | SWU00Y8X3 IRS EUR R F .00000 | | 0% 17 Jun 2022 | | | 5,000,000 | | | | | | 20,370 | |
| | | SWU00ZOS3 IRS BRL R F 5.68000 | | 5.68% 02 Jan 2024 | | | 12,900,000 | | | | | | 98,361 | |
| | | SWU010M10 IRS MXN R F 7.99000 | | 7.99% 17 Feb 2040 | | | 43,900,000 | | | | | | 513,519 | |
| | | SWU013C72 IRS MXN R F 4.77500 | | 4.775% 26 Jun 2025 | | | 74,100,000 | | | | | | 21,023 | |
| | | SWU013JL4 IRS ZAR R F 5.25500 | | 5.255% 09 Jul 2025 | | | 93,000,000 | | | | | | 183,505 | |
| | | SWU013KW8 IRS CLP R F 2.17000 | | 2.17% 14 Jul 2030 | | | 1,897,600,000 | | | | | | (70,987 | ) |
| | | SYNIVERSE HLDGS INC | | 1% 09 Mar 2023 | | | 40,088 | | | | | | 36,015 | |
| | | TALEN ENERGY SUPPLY LLC | | 6.625% 15 Jan 2028 | | | 34,000 | | | | | | 35,530 | |
| | | TENCENT HOLDINGS LTD | | 3.24% 03 Jun 2050 | | | 300,000 | | | | | | 310,051 | |
| | | TENET HEALTHCARE CORP | | 4.625% 15 Jul 2024 | | | 14,000 | | | | | | 14,350 | |
| | | TESCO PROPERTY FIN 2 PLC | | 6.051% 13 Oct 2039 | | | 858,352 | | | | | | 1,596,482 | |
| | | TEVA PHARM FIN IV BV | | 3.65% 10 Nov 2021 | | | 50,000 | | | | | | 50,625 | |
| | | TEVA PHARM FNC NL II | | 6% 31 Jan 2025 | | | 100,000 | | | | | | 132,755 | |
| | | TEVA PHARM FNC NL II | | 1.25% 31 Mar 2023 | | | 100,000 | | | | | | 117,962 | |
| | | TEVA PHARM FNC NL II | | 3.25% 15 Apr 2022 | | | 200,000 | | | | | | 247,769 | |
| | | TEVA PHARMACEUT FIN BV | | 3.65% 10 Nov 2021 | | | 500,000 | | | | | | 506,250 | |
| | | TEVA PHARMACEUT FIN BV | | 2.95% 18 Dec 2022 | | | 30,000 | | | | | | 29,925 | |
| | | TEVA PHARMACEUTICALS NE | | 2.2% 21 Jul 2021 | | | 96,000 | | | | | | 95,760 | |
| | | TEVA PHARMACEUTICALS NE | | 2.8% 21 Jul 2023 | | | 100,000 | | | | | | 99,010 | |
| | | THAILAND BAHT | | FOREIGN CURRENCY | | | 31,239 | | | | | | 1,043 | |
| | | THAILAND GOVERNMENT BOND | | 3.4% 17 Jun 2036 | | | 56,700,000 | | | | | | 2,358,717 | |
| | | THAILAND GOVERNMENT BOND | | 3.775% 25 Jun 2032 | | | 49,700,000 | | | | | | 2,093,865 | |
| | | TOPAZ SOLAR FARMS LLC | | 5.75% 30 Sep 2039 | | | 228,235 | | | | | | 261,357 | |
| | | TOPAZ SOLAR FARMS LLC | | 4.875% 30 Sep 2039 | | | 43,704 | | | | | | 47,557 | |
| | | TRANSDIGM INC | | 5.5% 15 Nov 2027 | | | 20,000 | | | | | | 21,026 | |
| | | TRANSOCEAN INC | | 8% 01 Feb 2027 | | | 46,000 | | | | | | 21,678 | |
| | | TRANSOCEAN INC | | 7.5% 15 Jan 2026 | | | 134,000 | | | | | | 61,640 | |
| | | TRANSOCEAN INC | | 7.25% 01 Nov 2025 | | | 234,000 | | | | | | 119,340 | |
| | | TRANSOCEAN PHOENIX 2 LTD | | 7.75% 15 Oct 2024 | | | 12,000 | | | | | | 11,640 | |
| | | TRANSOCEAN PONTUS LTD | | 6.125% 01 Aug 2025 | | | 56,160 | | | | | | 53,351 | |
| | | TRANSOCEAN POSEIDON LTD | | 6.875% 01 Feb 2027 | | | 56,000 | | | | | | 50,960 | |
| | | TRANSOCEAN PROTEUS LTD | | 6.25% 01 Dec 2024 | | | 2,400 | | | | | | 2,253 | |
| | | TRAVEL + LEISURE CO | | 4.25% 01 Mar 2022 | | | 4,000 | | | | | | 4,090 | |
| | | TRAVEL + LEISURE CO | | 3.9% 01 Mar 2023 | | | 6,000 | | | | | | 6,120 | |
| | | TRAVEL + LEISURE CO | | 6% 01 Apr 2027 | | | 16,000 | | | | | | 17,920 | |
| | | TRAVEL + LEISURE CO | | 5.65% 01 Apr 2024 | | | 20,000 | | | | | | 21,600 | |
| | | TRAVEL + LEISURE CO | | 4.625% 01 Mar 2030 | | | 23,000 | | | | | | 24,323 | |
| | | TRIUMPH GROUP INC | | 5.25% 01 Jun 2022 | | | 15,000 | | | | | | 14,288 | |
| | | TURK IHRACAT KR BK | | 8.25% 24 Jan 2024 | | | 200,000 | | | | | | 216,500 | |
| | | TURKISH LIRA | | FOREIGN CURRENCY | | | 514 | | | | | | 69 | |
| | | U.S. RENAL CARE, INC. | | 1% 26 Jun 2026 | | | 243,913 | | | | | | 242,388 | |
| | | UBER TECHNOLOGIES INC | | 6.25% 15 Jan 2028 | | | 1,300,000 | | | | | | 1,413,750 | |
| | | UBS AG | | 5.125% 15 May 2024 | | | 1,000,000 | | | | | | 1,100,500 | |
| | | UBS GROUP AG | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 205,500 | |
| | | UBS GROUP AG | | 1% 29 Dec 2049 | | | 400,000 | | | | | | 403,516 | |
| | | UKRAINE GOVERNMENT | | 7.75% 01 Sep 2022 | | | 1,400,000 | | | | | | 1,497,300 | |
| | | UKRAINE GOVERNMENT | | 6.75% 20 Jun 2026 | | | 1,200,000 | | | | | | 1,615,526 | |
| | | UKRAINE GOVERNMENT | | 7.75% 01 Sep 2021 | | | 1,400,000 | | | | | | 1,450,112 | |
| | | UKRAINE GOVERNMENT | | 7.75% 01 Sep 2026 | | | 1,200,000 | | | | | | 1,353,000 | |
| | | UNICREDIT SPA | | 1% 29 Dec 2049 | | | 200,000 | | | | | | 248,687 | |
| | | UNIGEL LUXEMBOURG SA | | 8.75% 01 Oct 2026 | | | 1,000,000 | | | | | | 1,075,010 | |
| | | UNITI GROUP/CSL CAPITAL | | 6% 15 Apr 2023 | | | 3,800,000 | | | | | | 3,876,000 | |
| | | UNITI GRP/UNITI HLD/CSL | | 7.875% 15 Feb 2025 | | | 1,418,000 | | | | | | 1,523,230 | |
| | | UNIVISION COMMUNICATIONS | | 1% 15 Mar 2024 | | | 193,539 | | | | | | 192,209 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | (7,400,000 | ) | | | | | (5,770 | ) |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (300,000 | ) | | | | | (1,055 | ) |
| | | US DOLLAR | | | | | 3,814,478 | | | | | | 3,814,478 | |
| | | US RENAL CARE INC | | 10.625% 15 Jul 2027 | | | 151,000 | | | | | | 166,855 | |
| | | US TREASURY N/B | | 1.5% 15 Feb 2030 | | | 6,600,000 | | | | | | 6,982,336 | |
| | | US TREASURY N/B | | 3% 15 Feb 2048 | | | 1,200,000 | | | | | | 1,575,281 | |
| | | US TREASURY N/B | | 3.125% 15 May 2048 | | | 1,350,000 | | | | | | 1,812,164 | |
| | | US TREASURY N/B | | 3% 15 Aug 2048 | | | 1,230,000 | | | | | | 1,618,075 | |
| | | US TREASURY N/B | | 3% 15 Feb 2049 | | | 570,000 | | | | | | 751,866 | |
| | | US TREASURY N/B | | 2.875% 15 May 2049 | | | 12,550,000 | | | | | | 16,203,227 | |
| | | US TREASURY N/B | | 2.5% 31 Jan 2025 | | | 2,800,000 | | | | | | 3,053,859 | |
| | | US TREASURY N/B | | 2.625% 15 Feb 2029 | | | 6,600,000 | | | | | | 7,576,594 | |
| | | US TREASURY N/B | | 2.375% 15 May 2029 | | | 6,400,000 | | | | | | 7,233,000 | |
| | | VAIL RESORTS INC | | 6.25% 15 May 2025 | | | 70,000 | | | | | | 74,725 | |
| | | VALARIS PLC | | 1% 17 Aug 2021 | | | 16,870 | | | | | | 16,870 | |
| | | VALARIS PLC | | 5.75% 01 Oct 2044 | | | 104,000 | | | | | | 4,160 | |
| | | VALE OVERSEAS LIMITED | | 3.75% 08 Jul 2030 | | | 300,000 | | | | | | 333,753 | |
| | | VALE OVERSEAS LIMITED | | 6.875% 21 Nov 2036 | | | 25,000 | | | | | | 36,641 | |
| | | VALE OVERSEAS LIMITED | | 6.875% 10 Nov 2039 | | | 21,000 | | | | | | 31,264 | |
| | | VALE SA | | 3.75% 10 Jan 2023 | | | 100,000 | | | | | | 130,090 | |
| | | VICI PPTYS 1 LLC | | 1% 20 Dec 2024 | | | 95,455 | | | | | | 93,760 | |
| | | VMWARE INC | | 3.9% 21 Aug 2027 | | | 30,000 | | | | | | 33,844 | |
| | | VOYAGER AVIATION HLDS | | 9% 15 Aug 2021 | | | 75,000 | | | | | | 42,375 | |
| | | WASHINGTON PG LP | | 6.45% 15 Aug 2024 | | | 242,000 | | | | | | 145,261 | |
| | | WELLTOWER INC | | 4.25% 15 Apr 2028 | | | 10,000 | | | | | | 11,689 | |
| | | WESTERN MIDSTREAM OPERAT | | 6.5% 01 Feb 2050 | | | 23,000 | | | | | | 25,300 | |
| | | WESTERN MIDSTREAM OPERAT | | 1% 13 Jan 2023 | | | 22,000 | | | | | | 21,566 | |
| | | WHATABRANDS LLC | | 1% 31 Jul 2026 | | | 12,382 | | | | | | 12,256 | |
| | | WINDSTREAM ESCROW LLC | | 7.75% 15 Aug 2028 | | | 2,700,000 | | | | | | 2,718,900 | |
| | | WMG ACQUISITION CORP | | 3% 15 Feb 2031 | | | 2,000,000 | | | | | | 1,960,000 | |
| | | WP CAREY INC | | 3.85% 15 Jul 2029 | | | 34,000 | | | | | | 39,057 | |
| | | WPC EUROBOND BV | | 2.125% 15 Apr 2027 | | | 100,000 | | | | | | 133,186 | |
| | | WYNN MACAU LTD | | 5.5% 01 Oct 2027 | | | 200,000 | | | | | | 207,460 | |
| | | WYNN MACAU LTD | | 5.125% 15 Dec 2029 | | | 600,000 | | | | | | 612,750 | |
| | | WYNN MACAU LTD | | 5.5% 15 Jan 2026 | | | 900,000 | | | | | | 936,000 | |
| | | WYNN MACAU LTD | | 5.625% 26 Aug 2028 | | | 1,300,000 | | | | | | 1,368,250 | |
| | | YUAN RENMINBI | | FOREIGN CURRENCY | | | (9,785,945 | ) | | | | | (1,496,368 | ) |
| | | YUAN RENMINBI OFFSHORE | | FOREIGN CURRENCY | | | 9,786,439 | | | | | | 1,506,382 | |
| | | YUM BRANDS INC | | 3.625% 15 Mar 2031 | | | 1,100,000 | | | | | | 1,111,913 | |
| | | ZAYO GROUP HOLDINGS INC | | 1% 09 Mar 2027 | | | 89,079 | | | | | | 88,411 | |
| | | ZAYO GROUP HOLDINGS INC | | 4% 01 Mar 2027 | | | 256,000 | | | | | | 256,640 | |
| | | | | | | | | | | | | | | |
| | | | | Total: EXHIBIT H - High Yield and Emerging Markets Bond Fund | | $ | 374,643,459 | |
n / a - Cost is not applicable
EXHIBIT I - High Yield Debt Fund
(Administered by JP Morgan Investment Management)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | value | |
| | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | |
| | | | | | | Par Value | | | | | |
| | | 1011778 BC / NEW RED FIN | | 4% 15 Oct 2030 | | 130,000 | | | | $ | 131,746 | |
| | | 1011778 BC / NEW RED FIN | | 3.5% 15 Feb 2029 | | 67,000 | | | | | 66,916 | |
| | | 1011778 BC / NEW RED FIN | | 4.25% 15 May 2024 | | 98,000 | | | | | 99,960 | |
| | | 1011778 BC / NEW RED FIN | | 3.875% 15 Jan 2028 | | 145,000 | | | | | 147,287 | |
| | | ABC SUPPLY CO INC | | 4% 15 Jan 2028 | | 345,000 | | | | | 357,075 | |
| | | ACCO BRANDS CORP | | 5.25% 15 Dec 2024 | | 450,000 | | | | | 462,375 | |
| | | ACI WORLDWIDE INC | | 5.75% 15 Aug 2026 | | 252,000 | | | | | 266,490 | |
| | | ADAPTHEALTH LLC | | 4.625% 01 Aug 2029 | | 50,000 | | | | | 51,375 | |
| | | ADIENT GLOBAL HOLDINGS | | 4.875% 15 Aug 2026 | | 325,000 | | | | | 333,938 | |
| | | ADIENT US LLC | | 9% 15 Apr 2025 | | 96,000 | | | | | 107,040 | |
| | | ADIENT US LLC | | 7% 15 May 2026 | | 250,000 | | | | | 271,929 | |
| | | ADT SEC CORP | | 4.875% 15 Jul 2032 | | 645,000 | | | | | 699,019 | |
| | | ALBERTSONS COS/SAFEWAY | | 5.875% 15 Feb 2028 | | 78,000 | | | | | 84,879 | |
| | | ALBERTSONS COS/SAFEWAY | | 3.5% 15 Feb 2023 | | 85,000 | | | | | 87,125 | |
| | | ALBERTSONS COS/SAFEWAY | | 4.875% 15 Feb 2030 | | 120,000 | | | | | 132,226 | |
| | | ALBERTSONS COS/SAFEWAY | | 3.25% 15 Mar 2026 | | 150,000 | | | | | 152,250 | |
| | | ALBERTSONS COS/SAFEWAY | | 3.5% 15 Mar 2029 | | 280,000 | | | | | 283,324 | |
| | | ALBERTSONS COS/SAFEWAY | | 4.625% 15 Jan 2027 | | 415,000 | | | | | 441,456 | |
| | | ALBERTSONS COS/SAFEWAY | | 5.75% 15 Mar 2025 | | 239,000 | | | | | 246,170 | |
| | | ALCOA NEDERLAND HOLDING | | 6.75% 30 Sep 2024 | | 700,000 | | | | | 729,085 | |
| | | ALLEGHENY TECHNOLOGIES | | 5.875% 01 Dec 2027 | | 110,000 | | | | | 115,775 | |
| | | ALLIED UNIVERSAL | | 6.625% 15 Jul 2026 | | 90,000 | | | | | 95,967 | |
| | | ALLISON TRANSMISSION INC | | 3.75% 30 Jan 2031 | | 135,000 | | | | | 138,122 | |
| | | ALLISON TRANSMISSION INC | | 4.75% 01 Oct 2027 | | 80,000 | | | | | 84,200 | |
| | | ALLISON TRANSMISSION INC | | 5.875% 01 Jun 2029 | | 120,000 | | | | | 132,600 | |
| | | ALLY FINANCIAL INC | | 5.75% 20 Nov 2025 | | 275,000 | | | | | 320,166 | |
| | | ALPINE FIN MERGER SUB LLC | | 1% 12 Jul 2024 | | 96,750 | | | | | 96,145 | |
| | | ALTICE FINANCING SA | | 7.5% 15 May 2026 | | 220,000 | | | | | 232,166 | |
| | | ALTICE FRANCE HOLDING SA | | 10.5% 15 May 2027 | | 400,000 | | | | | 449,000 | |
| | | ALTICE FRANCE SA | | 8.125% 01 Feb 2027 | | 205,000 | | | | | 226,015 | |
| | | ALTICE FRANCE SA | | 7.375% 01 May 2026 | | 600,000 | | | | | 631,500 | |
| | | AMERICAN AXLE + MFG INC | | 6.875% 01 Jul 2028 | | 105,000 | | | | | 113,138 | |
| | | AMERICAN AXLE + MFG INC | | 6.25% 01 Apr 2025 | | 307,000 | | | | | 317,745 | |
| | | AMERICAN AXLE + MFG INC | | 6.5% 01 Apr 2027 | | 305,000 | | | | | 321,013 | |
| | | AMERICAN AXLE + MFG INC | | 6.25% 15 Mar 2026 | | 300,000 | | | | | 309,000 | |
| | | AMERICAN WOODMARK CORP | | 4.875% 15 Mar 2026 | | 380,000 | | | | | 389,500 | |
| | | AMERIGAS PART/FIN CORP | | 5.875% 20 Aug 2026 | | 350,000 | | | | | 393,750 | |
| | | AMERIGAS PART/FIN CORP | | 5.5% 20 May 2025 | | 140,000 | | | | | 155,050 | |
| | | AMGH HLDG CORP | | 1% 14 Mar 2025 | | 530,013 | | | | | 522,783 | |
| | | AMS AG | | 7% 31 Jul 2025 | | 200,000 | | | | | 217,000 | |
| | | ANTERO MIDSTREAM PART/FI | | 7.875% 15 May 2026 | | 130,000 | | | | | 134,235 | |
| | | ANTERO MIDSTREAM PART/FI | | 5.375% 15 Sep 2024 | | 250,000 | | | | | 243,750 | |
| | | ANTERO MIDSTREAM PART/FI | | 5.75% 15 Jan 2028 | | 140,000 | | | | | 134,428 | |
| | | ANTERO RESOURCES CORP | | 8.375% 15 Jul 2026 | | 104,000 | | | | | 106,152 | |
| | | ANTERO RESOURCES CORP | | 5.125% 01 Dec 2022 | | 405,000 | | | | | 403,988 | |
| | | ANTERO RESOURCES CORP | | 5.625% 01 Jun 2023 | | 120,000 | | | | | 117,600 | |
| | | APACHE CORP | | 4.625% 15 Nov 2025 | | 31,000 | | | | | 32,768 | |
| | | APACHE CORP | | 4.875% 15 Nov 2027 | | 31,000 | | | | | 32,860 | |
| | | ARAMARK SERVICES INC | | 5% 01 Feb 2028 | | 248,000 | | | | | 261,330 | |
| | | ARCHES BUYER INC | | 4.25% 01 Jun 2028 | | 105,000 | | | | | 106,334 | |
| | | ARCONIC CORP | | 6.125% 15 Feb 2028 | | 120,000 | | | | | 129,375 | |
| | | ARCONIC CORP | | 6% 15 May 2025 | | 189,000 | | | | | 201,758 | |
| | | ARDAGH PKG FIN/HLDGS USA | | 5.25% 15 Aug 2027 | | 240,000 | | | | | 251,954 | |
| | | ARDAGH PKG FIN/HLDGS USA | | 6% 15 Feb 2025 | | 284,000 | | | | | 294,295 | |
| | | ASCEND LEARNING LLC | | 1% 12 Jul 2024 | | 67,032 | | | | | 67,144 | |
| | | ASCENT RESOURCES/ARU FIN | | 7% 01 Nov 2026 | | 50,000 | | | | | 47,375 | |
| | | ASHTEAD CAPITAL INC | | 4.375% 15 Aug 2027 | | 210,000 | | | | | 221,813 | |
| | | AUTOMATION TOOLING SYSTE | | 4.125% 15 Dec 2028 | | 51,000 | | | | | 51,893 | |
| | | AVANTOR FUNDING INC | | 4.625% 15 Jul 2028 | | 207,000 | | | | | 218,903 | |
| | | AVIS BUDGET CAR/FINANCE | | 5.75% 15 Jul 2027 | | 20,000 | | | | | 20,300 | |
| | | AVIS BUDGET CAR/FINANCE | | 10.5% 15 May 2025 | | 225,000 | | | | | 264,938 | |
| | | AVIS BUDGET CAR/FINANCE | | 5.25% 15 Mar 2025 | | 180,000 | | | | | 180,900 | |
| | | AVIS BUDGET CAR/FINANCE | | 6.375% 01 Apr 2024 | | 750,000 | | | | | 765,000 | |
| | | AXALTA COAT/DUTCH HLD BV | | 4.75% 15 Jun 2027 | | 200,000 | | | | | 212,750 | |
| | | AXALTA COATING SYSTEMS | | 3.375% 15 Feb 2029 | | 150,000 | | | | | 150,000 | |
| | | BANIJAY ENTERTAINMENT SAS | | 1% 01 Mar 2025 | | 29,925 | | | | | 29,476 | |
| | | BAUSCH HEALTH AMERICAS | | 9.25% 01 Apr 2026 | | 295,000 | | | | | 328,925 | |
| | | BAUSCH HEALTH AMERICAS | | 8.5% 31 Jan 2027 | | 637,000 | | | | | 708,452 | |
| | | BAUSCH HEALTH COMPANIES INC. | | 1% 02 Jun 2025 | | 257,731 | | | | | 256,604 | |
| | | BAUSCH HEALTH COS INC | | 5.25% 15 Feb 2031 | | 138,000 | | | | | 144,171 | |
| | | BAUSCH HEALTH COS INC | | 5% 15 Feb 2029 | | 172,000 | | | | | 176,850 | |
| | | BAUSCH HEALTH COS INC | | 7% 15 Jan 2028 | | 170,000 | | | | | 186,864 | |
| | | BAUSCH HEALTH COS INC | | 5% 30 Jan 2028 | | 140,000 | | | | | 144,276 | |
| | | BAUSCH HEALTH COS INC | | 5.25% 30 Jan 2030 | | 140,000 | | | | | 147,000 | |
| | | BAUSCH HEALTH COS INC | | 6.125% 15 Apr 2025 | | 1,468,000 | | | | | 1,513,009 | |
| | | BAUSCH HEALTH COS INC | | 5.5% 01 Nov 2025 | | 715,000 | | | | | 740,947 | |
| | | BAUSCH HEALTH COS INC | | 9% 15 Dec 2025 | | 900,000 | | | | | 993,555 | |
| | | BAYTEX ENERGY CORP | | 8.75% 01 Apr 2027 | | 265,000 | | | | | 168,625 | |
| | | BERRY GLOBAL INC | | 4.875% 15 Jul 2026 | | 345,000 | | | | | 370,596 | |
| | | BIG RIVER STEEL/BRS FIN | | 6.625% 31 Jan 2029 | | 177,000 | | | | | 191,160 | |
| | | BLACK KNIGHT INFOSERV LL | | 3.625% 01 Sep 2028 | | 156,000 | | | | | 159,705 | |
| | | BLUE RACER MID LLC/FINAN | | 7.625% 15 Dec 2025 | | 66,000 | | | | | 70,290 | |
| | | BLUE RACER MID LLC/FINAN | | 6.125% 15 Nov 2022 | | 710,000 | | | | | 710,142 | |
| | | BOARDWALK PIPELINES LP | | 5.95% 01 Jun 2026 | | 130,000 | | | | | 153,754 | |
| | | BOISE CASCADE COMPANY | | 4.875% 01 Jul 2030 | | 40,000 | | | | | 43,300 | |
| | | BOOZ ALLEN HAMILTON INC | | 3.875% 01 Sep 2028 | | 158,000 | | | | | 162,740 | |
| | | BOYNE USA INC | | 7.25% 01 May 2025 | | 155,000 | | | | | 162,556 | |
| | | BRINK S CO/THE | | 5.5% 15 Jul 2025 | | 155,000 | | | | | 165,463 | |
| | | BUCKEYE PARTNERS LP | | 4.125% 01 Mar 2025 | | 150,000 | | | | | 151,875 | |
| | | BUCKEYE PARTNERS LP | | 4.5% 01 Mar 2028 | | 150,000 | | | | | 154,500 | |
| | | BUCKEYE PARTNERS LP | | 3.95% 01 Dec 2026 | | 35,000 | | | | | 35,455 | |
| | | BUCKEYE PARTNERS LP | | 4.125% 01 Dec 2027 | | 230,000 | | | | | 234,600 | |
| | | BUCKEYE PARTNERS, LP | | 1% 01 Nov 2026 | | 143,913 | | | | | 143,620 | |
| | | BUILDERS FIRSTSOURCE INC | | 5% 01 Mar 2030 | | 70,000 | | | | | 75,818 | |
| | | BWAY HLDG CO | | 1% 03 Apr 2024 | | 777,806 | | | | | 749,611 | |
| | | BWX TECHNOLOGIES INC | | 5.375% 15 Jul 2026 | | 170,000 | | | | | 176,588 | |
| | | CALLON PETROLEUM CO | | 6.25% 15 Apr 2023 | | 175,000 | | | | | 111,125 | |
| | | CALLON PETROLEUM CO | | 8.25% 15 Jul 2025 | | 35,000 | | | | | 18,900 | |
| | | CALPINE CORP | | 4.625% 01 Feb 2029 | | 125,000 | | | | | 128,535 | |
| | | CALPINE CORP | | 5% 01 Feb 2031 | | 80,000 | | | | | 83,600 | |
| | | CALPINE CORP | | 5.25% 01 Jun 2026 | | 94,000 | | | | | 97,243 | |
| | | CARNIVAL CORP | | 11.5% 01 Apr 2023 | | 104,000 | | | | | 120,299 | |
| | | CARNIVAL CORP | | 10.5% 01 Feb 2026 | | 62,000 | | | | | 72,230 | |
| | | CARPENTER TECHNOLOGY | | 6.375% 15 Jul 2028 | | 120,000 | | | | | 132,425 | |
| | | CCI BUYER INC | | 1% 17 Dec 2027 | | 119,347 | | | | | 119,148 | |
| | | CCO HLDGS LLC/CAP CORP | | 4.25% 01 Feb 2031 | | 479,000 | | | | | 504,799 | |
| | | CCO HLDGS LLC/CAP CORP | | 5.75% 15 Feb 2026 | | 1,070,000 | | | | | 1,104,080 | |
| | | CCO HLDGS LLC/CAP CORP | | 5.5% 01 May 2026 | | 1,100,000 | | | | | 1,139,875 | |
| | | CCO HLDGS LLC/CAP CORP | | 5.125% 01 May 2027 | | 1,540,000 | | | | | 1,634,233 | |
| | | CCO HLDGS LLC/CAP CORP | | 5% 01 Feb 2028 | | 452,000 | | | | | 477,990 | |
| | | CCO HLDGS LLC/CAP CORP | | 4.75% 01 Mar 2030 | | 112,000 | | | | | 120,848 | |
| | | CD+R SMOKEY BUYER INC | | 6.75% 15 Jul 2025 | | 187,000 | | | | | 199,856 | |
| | | CDK GLOBAL INC | | 5.875% 15 Jun 2026 | | 155,000 | | | | | 162,609 | |
| | | CDK GLOBAL INC | | 5.25% 15 May 2029 | | 95,000 | | | | | 105,252 | |
| | | CDW LLC/CDW FINANCE | | 3.25% 15 Feb 2029 | | 113,000 | | | | | 115,226 | |
| | | CDW LLC/CDW FINANCE | | 4.25% 01 Apr 2028 | | 300,000 | | | | | 316,728 | |
| | | CEDAR FAIR/CAN/MAGNUM/MI | | 5.5% 01 May 2025 | | 120,000 | | | | | 125,100 | |
| | | CENOVUS ENERGY INC | | 5.375% 15 Jul 2025 | | 303,000 | | | | | 341,617 | |
| | | CENTENE CORP | | 4.75% 15 Jan 2025 | | 189,000 | | | | | 193,957 | |
| | | CENTENE CORP | | 4.25% 15 Dec 2027 | | 600,000 | | | | | 636,000 | |
| | | CENTENE CORP | | 4.625% 15 Dec 2029 | | 763,000 | | | | | 847,090 | |
| | | CENTENE CORP | | 5.375% 01 Jun 2026 | | 25,000 | | | | | 26,368 | |
| | | CENTRAL GARDEN + PET CO | | 4.125% 15 Oct 2030 | | 133,000 | | | | | 138,653 | |
| | | CENTRAL GARDEN + PET CO | | 5.125% 01 Feb 2028 | | 565,000 | | | | | 600,844 | |
| | | CENTURYLINK INC | | 1% 15 Mar 2027 | | 183,150 | | | | | 181,044 | |
| | | CHEMOURS CO | | 5.75% 15 Nov 2028 | | 220,000 | | | | | 224,400 | |
| | | CHEMOURS CO | | 7% 15 May 2025 | | 77,000 | | | | | 79,816 | |
| | | CHENIERE CORP CHRISTI HD | | 5.875% 31 Mar 2025 | | 405,000 | | | | | 471,330 | |
| | | CHENIERE ENERGY PARTNERS | | 5.25% 01 Oct 2025 | | 150,000 | | | | | 153,938 | |
| | | CHENIERE ENERGY PARTNERS | | 5.625% 01 Oct 2026 | | 150,000 | | | | | 156,000 | |
| | | CHESAPEAKE ENERGY CORP | | 5.5% 15 Sep 2026 | | 45,000 | | | | | 2,025 | |
| | | CHS/COMMUNITY HEALTH SYS | | 5.625% 15 Mar 2027 | | 171,000 | | | | | 183,868 | |
| | | CHS/COMMUNITY HEALTH SYS | | 6% 15 Jan 2029 | | 84,000 | | | | | 90,742 | |
| | | CHS/COMMUNITY HEALTH SYS | | 8.625% 15 Jan 2024 | | 252,000 | | | | | 262,710 | |
| | | CINCINNATI BELL INC | | 8% 15 Oct 2025 | | 70,000 | | | | | 74,638 | |
| | | CINCINNATI BELL INC | | 7% 15 Jul 2024 | | 185,000 | | | | | 192,400 | |
| | | CINEMARK USA INC | | 8.75% 01 May 2025 | | 85,000 | | | | | 91,800 | |
| | | CINEMARK USA INC | | 4.875% 01 Jun 2023 | | 170,000 | | | | | 161,500 | |
| | | CITYCENTER HLDGS LLC | | 1% 18 Apr 2024 | | 310,186 | | | | | 305,340 | |
| | | CLAIRE 14 PIK CONVERTIBLE | | CLAIRE 14 PIK CONVERTIBLE | | 110 | | | | | 68,750 | |
| | | CLAIRE S STONE INC | | COMMON STOCK | | 162 | | | | | 136,976 | |
| | | CLAIRES STORES INC | | 1% 18 Dec 2026 | | 473,829 | | | | | 395,647 | |
| | | CLARIOS GLOBAL LP/US FIN | | 6.25% 15 May 2026 | | 278,000 | | | | | 298,155 | |
| | | CLEAN HARBORS INC | | 4.875% 15 Jul 2027 | | 70,000 | | | | | 73,032 | |
| | | CLEAR CHANNEL WORLDWIDE | | 9.25% 15 Feb 2024 | | 640,000 | | | | | 648,000 | |
| | | CLEAR CHANNEL WORLDWIDE | | 5.125% 15 Aug 2027 | | 655,000 | | | | | 661,550 | |
| | | COGENT COMMUNICATIONS GR | | 5.375% 01 Mar 2022 | | 325,000 | | | | | 334,344 | |
| | | COMMSCOPE INC | | 8.25% 01 Mar 2027 | | 395,000 | | | | | 421,663 | |
| | | COMMSCOPE INC | | 6% 01 Mar 2026 | | 460,000 | | | | | 484,656 | |
| | | COMMSCOPE TECH LLC | | 6% 15 Jun 2025 | | 425,000 | | | | | 434,563 | |
| | | COMSTOCK RESOURCES INC | | 9.75% 15 Aug 2026 | | 123,000 | | | | | 132,533 | |
| | | COMSTOCK RESOURCES INC | | 7.5% 15 May 2025 | | 491,000 | | | | | 503,074 | |
| | | COOPER STANDARD AUTOMOTI | | 13% 01 Jun 2024 | | 220,000 | | | | | 257,400 | |
| | | COOPER STANDARD AUTOMOTI | | 5.625% 15 Nov 2026 | | 555,000 | | | | | 512,026 | |
| | | CORECIVIC INC | | 4.625% 01 May 2023 | | 35,000 | | | | | 33,688 | |
| | | CORECIVIC INC | | 5% 15 Oct 2022 | | 455,000 | | | | | 455,000 | |
| | | CORNERSTONE ONDEMAND INC | | 1% 22 Apr 2027 | | 123,530 | | | | | 123,624 | |
| | | COTY INC | | 6.5% 15 Apr 2026 | | 90,000 | | | | | 87,518 | |
| | | CP ATLAS BUYER INC | | 1% 23 Nov 2027 | | 56,000 | | | | | 56,070 | |
| | | CP ATLAS BUYER INC | | 1% 23 Nov 2027 | | 18,200 | | | | | 18,223 | |
| | | CRESTWOOD MID PARTNER LP | | 5.625% 01 May 2027 | | 160,000 | | | | | 158,400 | |
| | | CRESTWOOD MIDSTREAM PART | | 6.25% 01 Apr 2023 | | 315,000 | | | | | 315,788 | |
| | | CSC HOLDINGS LLC | | 6.5% 01 Feb 2029 | | 200,000 | | | | | 225,810 | |
| | | DANA FINANCING LUX SARL | | 6.5% 01 Jun 2026 | | 460,000 | | | | | 481,275 | |
| | | DAVITA INC | | 4.625% 01 Jun 2030 | | 345,000 | | | | | 526,161 | |
| | | DAVITA INC | | 3.75% 15 Feb 2031 | | 252,000 | | | | | 255,871 | |
| | | DCP MIDSTREAM OPERATING | | 5.625% 15 Jul 2027 | | 259,000 | | | | | 287,490 | |
| | | DELL INT LLC / EMC CORP | | 6.02% 15 Jun 2026 | | 320,000 | | | | | 390,382 | |
| | | DELL INT LLC / EMC CORP | | 5.875% 15 Jun 2021 | | 212,000 | | | | | 212,382 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | 146,667 | | | | | 156,766 | |
| | | DELTA AIR LINES/SKYMILES | | 4.75% 20 Oct 2028 | | 205,333 | | | | | 224,124 | |
| | | DENBURY INC | | COMMON STOCK USD.001 | | 2,630 | | | | | 67,565 | |
| | | DIAMOND SPORTS GR/DIAMON | | 5.375% 15 Aug 2026 | | 229,000 | | | | | 186,063 | |
| | | DISH DBS CORP | | 5% 15 Mar 2023 | | 784,000 | | | | | 809,480 | |
| | | DISH DBS CORP | | 5.875% 15 Nov 2024 | | 1,966,000 | | | | | 2,061,420 | |
| | | DISH DBS CORP | | 7.75% 01 Jul 2026 | | 325,000 | | | | | 364,003 | |
| | | DISH NETWORK CORP | | 3.375% 15 Aug 2026 | | 270,000 | | | | | 257,373 | |
| | | EDGEWELL PERSONAL CARE | | 5.5% 01 Jun 2028 | | 250,000 | | | | | 268,675 | |
| | | ELEMENT SOLUTIONS INC | | 3.875% 01 Sep 2028 | | 59,000 | | | | | 60,696 | |
| | | ENCOMPASS HEALTH CORP | | 4.625% 01 Apr 2031 | | 97,000 | | | | | 103,790 | |
| | | ENCOMPASS HEALTH CORP | | 4.5% 01 Feb 2028 | | 210,000 | | | | | 219,450 | |
| | | ENCOMPASS HEALTH CORP | | 5.75% 15 Sep 2025 | | 320,000 | | | | | 330,800 | |
| | | ENDO DAC/FIN LLC/FINCO | | 9.5% 31 Jul 2027 | | 77,000 | | | | | 85,951 | |
| | | ENDO DAC/FIN LLC/FINCO | | 6% 30 Jun 2028 | | 97,000 | | | | | 82,450 | |
| | | ENERGIZER HOLDINGS INC | | 4.75% 15 Jun 2028 | | 241,000 | | | | | 253,653 | |
| | | ENERGIZER HOLDINGS INC | | 4.375% 31 Mar 2029 | | 209,000 | | | | | 216,424 | |
| | | ENERGIZER HOLDINGS INC | | 7.75% 15 Jan 2027 | | 455,000 | | | | | 505,733 | |
| | | ENLINK MIDSTREAM LLC | | 5.375% 01 Jun 2029 | | 70,000 | | | | | 68,075 | |
| | | ENLINK MIDSTREAM PARTNER | | 4.4% 01 Apr 2024 | | 250,000 | | | | | 246,693 | |
| | | ENLINK MIDSTREAM PARTNER | | 4.15% 01 Jun 2025 | | 80,000 | | | | | 78,000 | |
| | | ENLINK MIDSTREAM PARTNER | | 4.85% 15 Jul 2026 | | 85,000 | | | | | 82,989 | |
| | | ENPRO INDUSTRIES INC | | 5.75% 15 Oct 2026 | | 184,000 | | | | | 195,500 | |
| | | ENTEGRIS INC | | 4.625% 10 Feb 2026 | | 400,000 | | | | | 415,000 | |
| | | ENTERCOM MEDIA CORP | | 7.25% 01 Nov 2024 | | 185,000 | | | | | 184,538 | |
| | | ENTERCOM MEDIA CORP | | 6.5% 01 May 2027 | | 100,000 | | | | | 101,625 | |
| | | ENTERPRISE MERGER SUB INC | | 1% 10 Oct 2025 | | 690,900 | | | | | 574,228 | |
| | | ENVISION HEALTHCARE CORP | | 8.75% 15 Oct 2026 | | 430,000 | | | | | 269,825 | |
| | | EP ENERGY CORP | | COMMON STOCK | | 8,910 | | | | | 311,850 | |
| | | EPIC CRUDE SVCS LP | | 1% 02 Mar 2026 | | 997,500 | | | | | 687,028 | |
| | | EQM MIDSTREAM PARTNERS L | | 6% 01 Jul 2025 | | 295,000 | | | | | 323,025 | |
| | | EQT CORP | | 3.9% 01 Oct 2027 | | 10,000 | | | | | 9,935 | |
| | | EQT CORP | | 7.625% 01 Feb 2025 | | 210,000 | | | | | 239,138 | |
| | | EQT CORP | | 5% 15 Jan 2029 | | 65,000 | | | | | 68,531 | |
| | | ESH HOSPITALITY INC | | 5.25% 01 May 2025 | | 210,000 | | | | | 215,250 | |
| | | FINANCIAL RISK US HLDGS INC | | 1% 01 Oct 2025 | | 127,400 | | | | | 127,135 | |
| | | FORD MOTOR COMPANY | | 8.5% 21 Apr 2023 | | 134,000 | | | | | 150,818 | |
| | | FORD MOTOR COMPANY | | 9% 22 Apr 2025 | | 134,000 | | | | | 164,285 | |
| | | FORD MOTOR COMPANY | | 9.625% 22 Apr 2030 | | 168,000 | | | | | 237,090 | |
| | | FORD MOTOR CREDIT CO LLC | | 4.271% 09 Jan 2027 | | 200,000 | | | | | 211,000 | |
| | | FORD MOTOR CREDIT CO LLC | | 4.125% 17 Aug 2027 | | 615,000 | | | | | 644,213 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.375% 13 Nov 2025 | | 200,000 | | | | | 205,472 | |
| | | FORD MOTOR CREDIT CO LLC | | 4% 13 Nov 2030 | | 200,000 | | | | | 210,000 | |
| | | FORD MOTOR CREDIT CO LLC | | 4.134% 04 Aug 2025 | | 415,000 | | | | | 435,231 | |
| | | FORD MOTOR CREDIT CO LLC | | 4.687% 09 Jun 2025 | | 625,000 | | | | | 666,406 | |
| | | FORD MOTOR CREDIT CO LLC | | 4.542% 01 Aug 2026 | | 605,000 | | | | | 1,136,081 | |
| | | FORTERRA FIN LLC/FRTA FI | | 6.5% 15 Jul 2025 | | 125,000 | | | | | 134,375 | |
| | | FREEPORT MCMORAN INC | | 4.125% 01 Mar 2028 | | 397,000 | | | | | 416,354 | |
| | | FREEPORT MCMORAN INC | | 4.375% 01 Aug 2028 | | 147,000 | | | | | 156,188 | |
| | | FRONTIER COMMUNICATIONS | | 5.875% 15 Oct 2027 | | 146,000 | | | | | 157,863 | |
| | | FRONTIER COMMUNICATIONS | | 5% 01 May 2028 | | 335,000 | | | | | 349,238 | |
| | | FRONTIER COMMUNICATIONS | | 6.75% 01 May 2029 | | 35,000 | | | | | 37,450 | |
| | | GAP INC/THE | | 8.625% 15 May 2025 | | 99,000 | | | | | 110,412 | |
| | | GAP INC/THE | | 8.875% 15 May 2027 | | 180,000 | | | | | 208,800 | |
| | | GARTNER INC | | 3.75% 01 Oct 2030 | | 78,000 | | | | | 82,193 | |
| | | GATES GLOBAL LLC | | 1% 01 Apr 2024 | | 270,886 | | | | | 269,908 | |
| | | GCI LLC | | 4.75% 15 Oct 2028 | | 195,000 | | | | | 207,977 | |
| | | GCP APPLIED TECHNOLOGIES | | 5.5% 15 Apr 2026 | | 540,000 | | | | | 556,200 | |
| | | GENESIS ENERGY LP/FIN | | 6.5% 01 Oct 2025 | | 10,000 | | | | | 9,725 | |
| | | GENESIS ENERGY LP/FIN | | 6.25% 15 May 2026 | | 35,000 | | | | | 32,874 | |
| | | GENESIS ENERGY LP/FIN | | 7.75% 01 Feb 2028 | | 158,000 | | | | | 151,285 | |
| | | GENESIS ENERGY LP/FIN | | 8% 15 Jan 2027 | | 66,000 | | | | | 65,353 | |
| | | GEO GROUP INC/THE | | 5.875% 15 Jan 2022 | | 91,000 | | | | | 90,269 | |
| | | GEO GROUP INC/THE | | 5.875% 15 Oct 2024 | | 515,000 | | | | | 427,450 | |
| | | GFL ENVIRONMENTAL INC | | 4.25% 01 Jun 2025 | | 195,000 | | | | | 202,313 | |
| | | GFL ENVIRONMENTAL INC | | 3.75% 01 Aug 2025 | | 125,000 | | | | | 128,125 | |
| | | GFL ENVIRONMENTAL INC | | 4% 01 Aug 2028 | | 82,000 | | | | | 82,615 | |
| | | GLOBAL MEDICAL RESPONSE | | 6.5% 01 Oct 2025 | | 190,000 | | | | | 198,550 | |
| | | GLP CAPITAL LP / FIN II | | 5.25% 01 Jun 2025 | | 230,000 | | | | | 258,768 | |
| | | GLP CAPITAL LP / FIN II | | 5.75% 01 Jun 2028 | | 205,000 | | | | | 242,814 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 5,053,330 | | | | | 5,053,330 | |
| | | GRAHAM PACKAGING COMPANY INC. | | 1% 04 Aug 2027 | | 231,200 | | | | | 231,750 | |
| | | GRAHAM PACKAGING/GPC CAP | | 7.125% 15 Aug 2028 | | 57,000 | | | | | 62,985 | |
| | | GRAY TELEVISION INC | | 4.75% 15 Oct 2030 | | 83,000 | | | | | 84,556 | |
| | | GRAY TELEVISION INC | | 7% 15 May 2027 | | 205,000 | | | | | 224,475 | |
| | | GREENEDEN US HOLDINGS II LLC | | 1% 01 Dec 2027 | | 205,549 | | | | | 205,742 | |
| | | GREIF INC | | 6.5% 01 Mar 2027 | | 260,000 | | | | | 274,950 | |
| | | GRIFFON CORPORATION | | 5.75% 01 Mar 2028 | | 295,000 | | | | | 311,963 | |
| | | GROUP 1 AUTOMOTIVE INC | | 4% 15 Aug 2028 | | 19,000 | | | | | 19,585 | |
| | | GULFPORT ENERGY CORP | | 6% 15 Oct 2024 | | 80,000 | | | | | 53,600 | |
| | | GULFPORT ENERGY CORP | | 6.375% 15 May 2025 | | 130,000 | | | | | 87,100 | |
| | | GULFPORT ENERGY CORP | | 6.375% 15 Jan 2026 | | 465,000 | | | | | 311,550 | |
| | | HANESBRANDS INC | | 4.875% 15 May 2026 | | 200,000 | | | | | 217,250 | |
| | | HCA INC | | 3.5% 01 Sep 2030 | | 340,000 | | | | | 361,276 | |
| | | HCA INC | | 5.375% 01 Sep 2026 | | 20,000 | | | | | 22,988 | |
| | | HCA INC | | 5.375% 01 Feb 2025 | | 2,592,000 | | | | | 2,914,782 | |
| | | HCA INC | | 5.875% 15 Feb 2026 | | 1,440,000 | | | | | 1,656,000 | |
| | | HCA INC | | 5.625% 01 Sep 2028 | | 285,000 | | | | | 336,300 | |
| | | HERC HOLDINGS INC | | 5.5% 15 Jul 2027 | | 441,000 | | | | | 467,460 | |
| | | HERTZ CORP | | 6.25% 15 Oct 2022 | | 60,000 | | | | | 32,400 | |
| | | HERTZ CORP | | 5.5% 15 Oct 2024 | | 468,000 | | | | | 252,720 | |
| | | HERTZ CORP | | 7.625% 01 Jun 2022 | | 95,000 | | | | | 93,575 | |
| | | HERTZ CORP | | 7.125% 01 Aug 2026 | | 300,000 | | | | | 162,000 | |
| | | HERTZ CORP | | 6% 15 Jan 2028 | | 290,000 | | | | | 156,600 | |
| | | HEXION INC | | 7.875% 15 Jul 2027 | | 237,000 | | | | | 253,590 | |
| | | HILL ROM HOLDINGS INC | | 5% 15 Feb 2025 | | 40,000 | | | | | 41,100 | |
| | | HILL ROM HOLDINGS INC | | 4.375% 15 Sep 2027 | | 225,000 | | | | | 237,700 | |
| | | HILTON DOMESTIC OPERATIN | | 5.375% 01 May 2025 | | 50,000 | | | | | 53,125 | |
| | | HILTON DOMESTIC OPERATIN | | 5.75% 01 May 2028 | | 75,000 | | | | | 81,563 | |
| | | HILTON DOMESTIC OPERATIN | | 3.75% 01 May 2029 | | 72,000 | | | | | 75,074 | |
| | | HILTON DOMESTIC OPERATIN | | 4% 01 May 2031 | | 42,000 | | | | | 44,315 | |
| | | HILTON DOMESTIC OPERATIN | | 5.125% 01 May 2026 | | 667,000 | | | | | 688,678 | |
| | | HILTON DOMESTIC OPERATIN | | 4.875% 15 Jan 2030 | | 20,000 | | | | | 21,850 | |
| | | HILTON WORLDWIDE FIN LLC | | 4.875% 01 Apr 2027 | | 35,000 | | | | | 37,045 | |
| | | HOLLY NRG PRTNR/FIN CORP | | 5% 01 Feb 2028 | | 125,000 | | | | | 125,938 | |
| | | HOLOGIC INC | | 3.25% 15 Feb 2029 | | 171,000 | | | | | 173,993 | |
| | | HOWMET AEROSPACE INC | | 6.875% 01 May 2025 | | 110,000 | | | | | 128,700 | |
| | | HOWMET AEROSPACE INC | | 5.9% 01 Feb 2027 | | 200,000 | | | | | 236,126 | |
| | | HUGHES SATELLITE SYSTEMS | | 5.25% 01 Aug 2026 | | 80,000 | | | | | 88,300 | |
| | | HUGHES SATELLITE SYSTEMS | | 6.625% 01 Aug 2026 | | 40,000 | | | | | 45,259 | |
| | | HUNTSMAN INTERNATIONAL L | | 5.125% 15 Nov 2022 | | 395,000 | | | | | 422,263 | |
| | | HYATT HOTELS CORP | | 5.375% 23 Apr 2025 | | 60,000 | | | | | 67,807 | |
| | | HYATT HOTELS CORP | | 5.75% 23 Apr 2030 | | 60,000 | | | | | 73,757 | |
| | | IHEARTCOMMUNICATIONS INC | | 1% 01 May 2026 | | 306,900 | | | | | 301,529 | |
| | | IHEARTCOMMUNICATIONS INC | | 6.375% 01 May 2026 | | 205,000 | | | | | 219,350 | |
| | | IHEARTCOMMUNICATIONS INC | | 5.25% 15 Aug 2027 | | 150,000 | | | | | 157,500 | |
| | | INEOS GROUP HOLDINGS SA | | 5.625% 01 Aug 2024 | | 920,000 | | | | | 932,650 | |
| | | INFORMATICA LLC | | 1% 25 Feb 2027 | | 63,520 | | | | | 62,925 | |
| | | INTELSAT JACKSON HLDG | | 5.5% 01 Aug 2023 | | 150,000 | | | | | 101,625 | |
| | | INTELSAT JACKSON HLDG | | 8% 15 Feb 2024 | | 200,000 | | | | | 204,750 | |
| | | INTELSAT JACKSON HLDG | | 8.5% 15 Oct 2024 | | 223,000 | | | | | 159,445 | |
| | | INTERNATIONAL GAME TECH | | 6.25% 15 Jan 2027 | | 200,000 | | | | | 229,030 | |
| | | IQVIA INC | | 5% 15 Oct 2026 | | 465,000 | | | | | 485,925 | |
| | | IRB HOLDING CORP | | 1% 15 Dec 2027 | | 165,000 | | | | | 165,051 | |
| | | IRB HOLDING CORP | | 7% 15 Jun 2025 | | 90,000 | | | | | 98,325 | |
| | | IRON MOUNTAIN INC | | 5% 15 Jul 2028 | | 55,000 | | | | | 58,430 | |
| | | JAGGED PEAK ENERGY LLC | | 5.875% 01 May 2026 | | 110,000 | | | | | 113,850 | |
| | | JAGUAR HL / PPDI | | 5% 15 Jun 2028 | | 65,000 | | | | | 69,388 | |
| | | JAGUAR HL / PPDI | | 4.625% 15 Jun 2025 | | 66,000 | | | | | 69,604 | |
| | | JAMES HARDIE INTL FIN | | 4.75% 15 Jan 2025 | | 235,000 | | | | | 239,044 | |
| | | JELD WEN INC | | 6.25% 15 May 2025 | | 40,000 | | | | | 43,200 | |
| | | JELD WEN INC | | 4.625% 15 Dec 2025 | | 200,000 | | | | | 204,102 | |
| | | JELD WEN INC | | 4.875% 15 Dec 2027 | | 145,000 | | | | | 153,338 | |
| | | L BRANDS INC | | 6.875% 01 Nov 2035 | | 26,000 | | | | | 29,185 | |
| | | L BRANDS INC | | 6.875% 01 Jul 2025 | | 29,000 | | | | | 31,488 | |
| | | L BRANDS INC | | 9.375% 01 Jul 2025 | | 21,000 | | | | | 25,830 | |
| | | L BRANDS INC | | 6.75% 01 Jul 2036 | | 105,000 | | | | | 116,983 | |
| | | LABL ESCROW ISSUER LLC | | 6.75% 15 Jul 2026 | | 475,000 | | | | | 514,411 | |
| | | LAMB WESTON HLD | | 4.875% 15 May 2028 | | 93,000 | | | | | 103,811 | |
| | | LAMB WESTON HLD | | 4.875% 01 Nov 2026 | | 374,000 | | | | | 390,942 | |
| | | LEVEL 3 FINANCING INC | | 4.625% 15 Sep 2027 | | 105,000 | | | | | 109,666 | |
| | | LEVEL 3 FINANCING INC | | 3.625% 15 Jan 2029 | | 117,000 | | | | | 116,708 | |
| | | LEVEL 3 FINANCING INC | | 5.375% 01 May 2025 | | 485,000 | | | | | 498,798 | |
| | | LIVE NATION ENTERTAINMEN | | 6.5% 15 May 2027 | | 174,000 | | | | | 194,622 | |
| | | LIVE NATION ENTERTAINMEN | | 3.75% 15 Jan 2028 | | 39,000 | | | | | 39,406 | |
| | | LIVE NATION ENTERTAINMEN | | 4.875% 01 Nov 2024 | | 230,000 | | | | | 232,875 | |
| | | LIVE NATION ENTERTAINMEN | | 4.75% 15 Oct 2027 | | 225,000 | | | | | 230,607 | |
| | | LPL HOLDINGS INC | | 4.625% 15 Nov 2027 | | 115,000 | | | | | 119,025 | |
| | | LUMEN TECHNOLOGIES INC | | 5.625% 01 Apr 2025 | | 140,000 | | | | | 151,025 | |
| | | LUMEN TECHNOLOGIES INC | | 5.8% 15 Mar 2022 | | 15,000 | | | | | 15,638 | |
| | | LUMEN TECHNOLOGIES INC | | 7.5% 01 Apr 2024 | | 905,000 | | | | | 1,024,913 | |
| | | LUMEN TECHNOLOGIES INC | | 5.125% 15 Dec 2026 | | 279,000 | | | | | 294,613 | |
| | | MACY S INC | | 8.375% 15 Jun 2025 | | 206,000 | | | | | 228,763 | |
| | | MALLINCKRODT FIN/SB | | 5.5% 15 Apr 2025 | | 90,000 | | | | | 31,050 | |
| | | MALLINCKRODT FIN/SB | | 5.625% 15 Oct 2023 | | 425,000 | | | | | 146,625 | |
| | | MARRIOTT INTERNATIONAL | | 5.75% 01 May 2025 | | 75,000 | | | | | 87,728 | |
| | | MARRIOTT INTERNATIONAL | | 4.625% 15 Jun 2030 | | 86,000 | | | | | 100,919 | |
| | | MARRIOTT OWNERSHIP RESOR | | 6.125% 15 Sep 2025 | | 165,000 | | | | | 175,725 | |
| | | MARRIOTT OWNERSHIP/ILG | | 6.5% 15 Sep 2026 | | 350,000 | | | | | 365,750 | |
| | | MASONITE INTERNATIONAL C | | 5.75% 15 Sep 2026 | | 243,000 | | | | | 253,935 | |
| | | MASONITE INTERNATIONAL C | | 5.375% 01 Feb 2028 | | 132,000 | | | | | 141,735 | |
| | | MASTEC INC | | 4.5% 15 Aug 2028 | | 310,000 | | | | | 325,500 | |
| | | MATTEL INC | | 6.75% 31 Dec 2025 | | 848,000 | | | | | 895,039 | |
| | | MATTEL INC | | 5.875% 15 Dec 2027 | | 130,000 | | | | | 144,463 | |
| | | MAUSER PACKAGING SOLUT | | 7.25% 15 Apr 2025 | | 10,000 | | | | | 10,100 | |
| | | MAUSER PACKAGING SOLUT | | 5.5% 15 Apr 2024 | | 32,000 | | | | | 32,631 | |
| | | MEG ENERGY CORP | | 7.125% 01 Feb 2027 | | 240,000 | | | | | 247,800 | |
| | | MEG ENERGY CORP | | 7% 31 Mar 2024 | | 44,000 | | | | | 44,440 | |
| | | MEG ENERGY CORP | | 6.5% 15 Jan 2025 | | 246,000 | | | | | 253,392 | |
| | | MEREDITH CORP | | 6.875% 01 Feb 2026 | | 440,000 | | | | | 429,000 | |
| | | MEREDITH CORPORATION | | 1% 31 Jan 2025 | | 213,925 | | | | | 215,262 | |
| | | MGM GROWTH/MGM FINANCE | | 5.75% 01 Feb 2027 | | 175,000 | | | | | 196,327 | |
| | | MGM GROWTH/MGM FINANCE | | 3.875% 15 Feb 2029 | | 164,000 | | | | | 167,690 | |
| | | MGM GROWTH/MGM FINANCE | | 5.625% 01 May 2024 | | 190,000 | | | | | 206,369 | |
| | | MGM GROWTH/MGM FINANCE | | 4.5% 15 Jan 2028 | | 45,000 | | | | | 47,875 | |
| | | MGM RESORTS INTL | | 6% 15 Mar 2023 | | 1,105,000 | | | | | 1,186,494 | |
| | | MGM RESORTS INTL | | 5.75% 15 Jun 2025 | | 500,000 | | | | | 552,825 | |
| | | MGM RESORTS INTL | | 5.5% 15 Apr 2027 | | 9,000 | | | | | 10,031 | |
| | | MIDCONTINENT COMM + FIN | | 5.375% 15 Aug 2027 | | 105,000 | | | | | 109,725 | |
| | | MILEAGE PLUS HLDINGS LLC | | 6.5% 20 Jun 2027 | | 165,000 | | | | | 177,375 | |
| | | MPLX LP | | 3.5% 01 Dec 2022 | | 585,000 | | | | | 614,401 | |
| | | MPLX LP | | 5.25% 15 Jan 2025 | | 80,000 | | | | | 82,100 | |
| | | MPLX LP | | 4.875% 01 Jun 2025 | | 440,000 | | | | | 508,231 | |
| | | MYT HOLDING LLC | | 7.5% 25 Sep 2025 | | 182,686 | | | | | 183,143 | |
| | | MYT HOLDING LLC | | PREFERRED STOCK 06/29 10 | | 26,540 | | | | | 30,601 | |
| | | MYT HOLDING LLC SHS | | COMMON STOCK | | 13,014 | | | | | 46,482 | |
| | | NABORS INDUSTRIES INC | | 5.75% 01 Feb 2025 | | 310,000 | | | | | 161,594 | |
| | | NABORS INDUSTRIES LTD | | 7.25% 15 Jan 2026 | | 100,000 | | | | | 70,117 | |
| | | NATIONAL CINEMEDIA LLC | | 5.875% 15 Apr 2028 | | 90,000 | | | | | 76,050 | |
| | | NATIONSTAR MTG HLD INC | | 6% 15 Jan 2027 | | 40,000 | | | | | 42,450 | |
| | | NATIONSTAR MTG HLD INC | | 5.5% 15 Aug 2028 | | 136,000 | | | | | 142,800 | |
| | | NATIONSTAR MTG HLD INC | | 5.125% 15 Dec 2030 | | 98,000 | | | | | 102,432 | |
| | | NCR CORP | | 8.125% 15 Apr 2025 | | 88,000 | | | | | 98,000 | |
| | | NCR CORP | | 5% 01 Oct 2028 | | 102,000 | | | | | 107,610 | |
| | | NCR CORP | | 5.75% 01 Sep 2027 | | 594,000 | | | | | 631,125 | |
| | | NEIMAN MARCUS USD COMMON STOCK | | EQUITY | | 2,545 | | | | | 157,917 | |
| | | NETFLIX INC | | 4.875% 15 Apr 2028 | | 365,000 | | | | | 411,611 | |
| | | NETFLIX INC | | 5.875% 15 Nov 2028 | | 283,000 | | | | | 339,246 | |
| | | NETFLIX INC | | 5.375% 15 Nov 2029 | | 130,000 | | | | | 567,720 | |
| | | NETFLIX INC | | 4.875% 15 Jun 2030 | | 255,000 | | | | | 293,250 | |
| | | NEWELL BRANDS INC | | 4.875% 01 Jun 2025 | | 30,000 | | | | | 33,009 | |
| | | NEWELL BRANDS INC | | 4.7% 01 Apr 2026 | | 250,000 | | | | | 275,375 | |
| | | NEWELL BRANDS INC | | 5.875% 01 Apr 2036 | | 415,000 | | | | | 503,188 | |
| | | NEXSTAR BROADCASTING INC | | 4.75% 01 Nov 2028 | | 182,000 | | | | | 190,418 | |
| | | NEXSTAR BROADCASTING INC | | 5.625% 15 Jul 2027 | | 519,000 | | | | | 555,979 | |
| | | NGPL PIPECO LLC | | 4.375% 15 Aug 2022 | | 185,000 | | | | | 192,741 | |
| | | NIELSEN CO LUX SARL/THE | | 5.5% 01 Oct 2021 | | 29,000 | | | | | 29,073 | |
| | | NIELSEN FINANCE LLC/CO | | 5% 15 Apr 2022 | | 176,000 | | | | | 176,463 | |
| | | NMG HLDCO/NEIMAN MARCUS | | 1% 25 Sep 2025 | | 239,515 | | | | | 239,515 | |
| | | NMG PARENT LLC | | COMMON STOCK | | 90 | | | | | 5,850 | |
| | | NMG PARENT LLC | | CALL EXP 24SEPT27 | | 2,892 | | | | | 29 | |
| | | NORDSTROM INC | | 4.375% 01 Apr 2030 | | 150,000 | | | | | 150,071 | |
| | | NORDSTROM INC | | 8.75% 15 May 2025 | | 186,000 | | | | | 208,330 | |
| | | NOURYON HOLDING BV | | 8% 01 Oct 2026 | | 150,000 | | | | | 159,375 | |
| | | NOVA CHEMICALS CORP | | 5% 01 May 2025 | | 115,000 | | | | | 120,463 | |
| | | NOVA CHEMICALS CORP | | 4.875% 01 Jun 2024 | | 135,000 | | | | | 140,569 | |
| | | NOVA CHEMICALS CORP | | 5.25% 01 Jun 2027 | | 265,000 | | | | | 282,363 | |
| | | NOVELIS CORP | | 4.75% 30 Jan 2030 | | 175,000 | | | | | 188,539 | |
| | | NOVELIS CORP | | 5.875% 30 Sep 2026 | | 95,000 | | | | | 99,275 | |
| | | NRG ENERGY INC | | 3.375% 15 Feb 2029 | | 233,000 | | | | | 238,545 | |
| | | NRG ENERGY INC | | 3.625% 15 Feb 2031 | | 70,000 | | | | | 72,016 | |
| | | NRG ENERGY INC | | 7.25% 15 May 2026 | | 185,000 | | | | | 195,175 | |
| | | NRG ENERGY INC | | 6.625% 15 Jan 2027 | | 171,000 | | | | | 180,583 | |
| | | NUANCE COMMUNICATIONS | | 5.625% 15 Dec 2026 | | 71,000 | | | | | 75,127 | |
| | | NUSTAR LOGISTICS LP | | 5.625% 28 Apr 2027 | | 35,000 | | | | | 37,275 | |
| | | NUSTAR LOGISTICS LP | | 6% 01 Jun 2026 | | 170,000 | | | | | 183,857 | |
| | | NUSTAR LOGISTICS LP | | 5.75% 01 Oct 2025 | | 87,000 | | | | | 92,655 | |
| | | NUSTAR LOGISTICS LP | | 6.375% 01 Oct 2030 | | 87,000 | | | | | 98,554 | |
| | | OASIS PETROLEUM INC | | COMMON STOCK | | 7,755 | | | | | 287,400 | |
| | | OCCIDENTAL PETROLEUM COR | | 3.4% 15 Apr 2026 | | 675,000 | | | | | 643,548 | |
| | | OCCIDENTAL PETROLEUM COR | | 8% 15 Jul 2025 | | 180,000 | | | | | 205,020 | |
| | | OCCIDENTAL PETROLEUM COR | | 8.5% 15 Jul 2027 | | 195,000 | | | | | 225,040 | |
| | | OCCIDENTAL PETROLEUM COR | | 8.875% 15 Jul 2030 | | 330,000 | | | | | 387,338 | |
| | | OCCIDENTAL PETROLEUM COR | | 5.875% 01 Sep 2025 | | 127,000 | | | | | 135,255 | |
| | | OCCIDENTAL PETROLEUM COR | | 6.375% 01 Sep 2028 | | 102,000 | | | | | 107,610 | |
| | | OCCIDENTAL PETROLEUM COR | | 6.625% 01 Sep 2030 | | 134,000 | | | | | 367,988 | |
| | | OCCIDENTAL PETROLEUM COR | | 5.5% 01 Dec 2025 | | 99,000 | | | | | 103,218 | |
| | | OCCIDENTAL PETROLEUM COR | | 6.125% 01 Jan 2031 | | 171,000 | | | | | 183,004 | |
| | | OCCIDENTAL PETROLEUM COR | | 3.5% 15 Jun 2025 | | 30,000 | | | | | 28,979 | |
| | | OCCIDENTAL PETROLEUM COR | | 2.7% 15 Aug 2022 | | 42,000 | | | | | 42,053 | |
| | | OCCIDENTAL PETROLEUM COR | | 3.2% 15 Aug 2026 | | 15,000 | | | | | 14,025 | |
| | | OCCIDENTAL PETROLEUM COR | | 2.9% 15 Aug 2024 | | 25,000 | | | | | 24,063 | |
| | | ON SEMICONDUCTOR CORP | | 3.875% 01 Sep 2028 | | 162,000 | | | | | 167,670 | |
| | | ONEMAIN FINANCE CORP | | 7.125% 15 Mar 2026 | | 10,000 | | | | | 11,825 | |
| | | ONEMAIN FINANCE CORP | | 4% 15 Sep 2030 | | 68,000 | | | | | 70,557 | |
| | | ONEMAIN FINANCE CORP | | 6.625% 15 Jan 2028 | | 320,000 | | | | | 380,000 | |
| | | ONEMAIN FINANCE CORP | | 5.375% 15 Nov 2029 | | 115,000 | | | | | 129,375 | |
| | | OVINTIV EXPLORATION INC | | 5.75% 30 Jan 2022 | | 195,000 | | | | | 202,537 | |
| | | OVINTIV INC | | 6.5% 15 Aug 2034 | | 255,000 | | | | | 472,342 | |
| | | PAR PHARMACEUTICAL INC | | 7.5% 01 Apr 2027 | | 368,000 | | | | | 399,280 | |
| | | PARSLEY ENERGY LLC/FINAN | | 4.125% 15 Feb 2028 | | 305,000 | | | | | 320,250 | |
| | | PARSLEY ENERGY LLC/FINAN | | 5.375% 15 Jan 2025 | | 15,000 | | | | | 15,426 | |
| | | PARSLEY ENERGY LLC/FINAN | | 5.25% 15 Aug 2025 | | 370,000 | | | | | 385,355 | |
| | | PBF HOLDING CO LLC | | 9.25% 15 May 2025 | | 124,000 | | | | | 122,252 | |
| | | PBF HOLDING CO LLC | | 6% 15 Feb 2028 | | 135,000 | | | | | 77,119 | |
| | | PERFORMANCE FOOD GROUP I | | 5.5% 01 Jun 2024 | | 230,000 | | | | | 231,150 | |
| | | PERFORMANCE FOOD GROUP I | | 6.875% 01 May 2025 | | 35,000 | | | | | 37,450 | |
| | | PETSMART INC | | 1% 11 Mar 2022 | | 170,060 | | | | | 169,581 | |
| | | PETSMART INC | | 7.125% 15 Mar 2023 | | 420,000 | | | | | 420,000 | |
| | | PETSMART INC | | 5.875% 01 Jun 2025 | | 370,000 | | | | | 380,175 | |
| | | PETSMART INC | | 8.875% 01 Jun 2025 | | 210,000 | | | | | 215,775 | |
| | | PG+E CORP | | 5% 01 Jul 2028 | | 203,000 | | | | | 216,195 | |
| | | PG+E CORP | | 5.25% 01 Jul 2030 | | 42,000 | | | | | 46,200 | |
| | | PGT INNOVATIONS INC | | 6.75% 01 Aug 2026 | | 180,000 | | | | | 191,475 | |
| | | PHOTO HOLDINGS MERGER SU | | 8.5% 01 Oct 2026 | | 375,000 | | | | | 397,148 | |
| | | PIKE CORP | | 5.5% 01 Sep 2028 | | 129,000 | | | | | 136,256 | |
| | | PLANTRONICS INC | | 1% 02 Jul 2025 | | 131,585 | | | | | 128,500 | |
| | | PLANTRONICS INC | | 5.5% 31 May 2023 | | 205,000 | | | | | 205,513 | |
| | | PM GENERAL PURCHASER LLC | | 9.5% 01 Oct 2028 | | 157,000 | | | | | 173,878 | |
| | | POST HOLDINGS INC | | 5.5% 15 Dec 2029 | | 10,000 | | | | | 10,913 | |
| | | POST HOLDINGS INC | | 5.75% 01 Mar 2027 | | 335,000 | | | | | 354,681 | |
| | | POST HOLDINGS INC | | 5.625% 15 Jan 2028 | | 140,000 | | | | | 149,100 | |
| | | PRECISION DRILLING CORP | | 7.75% 15 Dec 2023 | | 220,000 | | | | | 202,125 | |
| | | PRECISION DRILLING CORP | | 7.125% 15 Jan 2026 | | 175,000 | | | | | 152,250 | |
| | | PRESIDIO HOLDING INC | | 4.875% 01 Feb 2027 | | 105,000 | | | | | 111,382 | |
| | | PRESTIGE BRANDS INC | | 6.375% 01 Mar 2024 | | 135,000 | | | | | 138,038 | |
| | | PRESTIGE BRANDS INC | | 5.125% 15 Jan 2028 | | 75,000 | | | | | 79,969 | |
| | | PRIME SECSRVC BRW/FINANC | | 3.375% 31 Aug 2027 | | 154,000 | | | | | 152,845 | |
| | | QUICKEN LOANS INC | | 5.25% 15 Jan 2028 | | 183,000 | | | | | 195,353 | |
| | | QUICKEN LOANS LLC/QUICKN | | 3.625% 01 Mar 2029 | | 183,000 | | | | | 186,660 | |
| | | QUICKEN LOANS LLC/QUICKN | | 3.875% 01 Mar 2031 | | 58,000 | | | | | 60,175 | |
| | | RAIN CII CARBON LLC/CII | | 7.25% 01 Apr 2025 | | 330,000 | | | | | 334,950 | |
| | | RANGE RESOURCES CORP | | 4.875% 15 May 2025 | | 324,000 | | | | | 306,047 | |
| | | RBS GLOBAL + REXNORD LLC | | 4.875% 15 Dec 2025 | | 95,000 | | | | | 96,781 | |
| | | REMINGTON OUTD SHS | | COMMON STOCK | | 3,185 | | | | | 170,324 | |
| | | REYNOLDS GRP ISS/REYNOLD | | 4% 15 Oct 2027 | | 171,000 | | | | | 175,275 | |
| | | RHP HOTEL PPTY/RHP FINAN | | 4.75% 15 Oct 2027 | | 172,000 | | | | | 178,020 | |
| | | RHP HOTEL PPTY/RHP FINAN | | 5% 15 Apr 2023 | | 485,000 | | | | | 486,213 | |
| | | RITE AID CORP | | 7.5% 01 Jul 2025 | | 202,000 | | | | | 210,838 | |
| | | RITE AID CORP | | 8% 15 Nov 2026 | | 278,000 | | | | | 297,460 | |
| | | RP ESCROW ISSUER LLC | | 5.25% 15 Dec 2025 | | 84,000 | | | | | 87,785 | |
| | | SABINE PASS LIQUEFACTION | | 5.875% 30 Jun 2026 | | 85,000 | | | | | 102,774 | |
| | | SABRE GLBL INC | | 1% 17 Dec 2027 | | 103,077 | | | | | 103,206 | |
| | | SABRE GLBL INC | | 9.25% 15 Apr 2025 | | 120,000 | | | | | 142,800 | |
| | | SABRE GLBL INC | | 7.375% 01 Sep 2025 | | 240,000 | | | | | 260,400 | |
| | | SCIENCE APPLICATIONS INT | | 4.875% 01 Apr 2028 | | 60,000 | | | | | 63,600 | |
| | | SCOTTS MIRACLE GRO CO | | 4.5% 15 Oct 2029 | | 54,000 | | | | | 58,185 | |
| | | SCOTTS MIRACLE GRO CO | | 5.25% 15 Dec 2026 | | 370,000 | | | | | 390,350 | |
| | | SCRIPPS ESCROW II INC | | 3.875% 15 Jan 2029 | | 60,000 | | | | | 62,356 | |
| | | SCRIPPS ESCROW II INC | | 5.375% 15 Jan 2031 | | 58,000 | | | | | 60,465 | |
| | | SCRIPPS ESCROW INC | | 5.875% 15 Jul 2027 | | 75,000 | | | | | 78,353 | |
| | | SENSATA TECH UK FIN CO | | 6.25% 15 Feb 2026 | | 460,000 | | | | | 478,113 | |
| | | SENSATA TECHNOLOGIES BV | | 5% 01 Oct 2025 | | 3,000 | | | | | 3,338 | |
| | | SENSATA TECHNOLOGIES BV | | 4.875% 15 Oct 2023 | | 480,000 | | | | | 517,800 | |
| | | SENSATA TECHNOLOGIES INC | | 3.75% 15 Feb 2031 | | 73,000 | | | | | 75,670 | |
| | | SERVICE CORP INTL | | 3.375% 15 Aug 2030 | | 117,000 | | | | | 121,705 | |
| | | SERVICE CORP INTL | | 7.5% 01 Apr 2027 | | 405,000 | | | | | 493,088 | |
| | | SERVICE CORP INTL | | 4.625% 15 Dec 2027 | | 210,000 | | | | | 223,650 | |
| | | SERVICE CORP INTL | | 5.125% 01 Jun 2029 | | 187,000 | | | | | 207,103 | |
| | | SHUTTERFLY INC | | 1% 25 Sep 2026 | | 132,160 | | | | | 131,216 | |
| | | SINCLAIR TELEVISION GROU | | 5.125% 15 Feb 2027 | | 150,000 | | | | | 153,173 | |
| | | SIRIUS XM RADIO INC | | 5% 01 Aug 2027 | | 880,000 | | | | | 935,009 | |
| | | SIRIUS XM RADIO INC | | 5.375% 15 Jul 2026 | | 45,000 | | | | | 46,913 | |
| | | SIRIUS XM RADIO INC | | 4.625% 15 Jul 2024 | | 225,000 | | | | | 233,156 | |
| | | SIX FLAGS ENTERTAINMENT | | 5.5% 15 Apr 2027 | | 235,000 | | | | | 241,463 | |
| | | SIX FLAGS ENTERTAINMENT | | 4.875% 31 Jul 2024 | | 235,000 | | | | | 235,204 | |
| | | SM ENERGY CO | | 5.625% 01 Jun 2025 | | 190,000 | | | | | 154,850 | |
| | | SM ENERGY CO | | 6.625% 15 Jan 2027 | | 150,000 | | | | | 119,625 | |
| | | SOUTHWESTERN ENERGY CO | | 6.45% 23 Jan 2025 | | 329,000 | | | | | 342,160 | |
| | | SOUTHWESTERN ENERGY CO | | 7.5% 01 Apr 2026 | | 38,000 | | | | | 39,862 | |
| | | SOUTHWESTERN ENERGY CO | | 7.75% 01 Oct 2027 | | 100,000 | | | | | 107,970 | |
| | | SP PF BUYER LLC | | 1% 22 Dec 2025 | | 913,725 | | | | | 878,154 | |
| | | SPECTRUM BRANDS INC | | 5.5% 15 Jul 2030 | | 150,000 | | | | | 161,625 | |
| | | SPECTRUM BRANDS INC | | 5.75% 15 Jul 2025 | | 565,000 | | | | | 583,419 | |
| | | SPECTRUM BRANDS INC | | 5% 01 Oct 2029 | | 60,000 | | | | | 64,434 | |
| | | SPIRIT AEROSYSTEMS INC | | 1% 15 Jan 2025 | | 88,500 | | | | | 89,164 | |
| | | SPIRIT AEROSYSTEMS INC | | 7.5% 15 Apr 2025 | | 190,000 | | | | | 203,775 | |
| | | SPIRIT AEROSYSTEMS INC | | 5.5% 15 Jan 2025 | | 95,000 | | | | | 100,216 | |
| | | SPRINT CAPITAL CORP | | 6.875% 15 Nov 2028 | | 100,000 | | | | | 131,848 | |
| | | SPRINT CAPITAL CORP | | 8.75% 15 Mar 2032 | | 1,328,000 | | | | | 2,102,722 | |
| | | SPRINT CORP | | 7.875% 15 Sep 2023 | | 1,090,000 | | | | | 1,262,002 | |
| | | SPRINT CORP | | 7.125% 15 Jun 2024 | | 130,000 | | | | | 152,100 | |
| | | SPRINT CORP | | 7.625% 15 Feb 2025 | | 1,615,000 | | | | | 1,931,274 | |
| | | SPRINT CORP | | 7.625% 01 Mar 2026 | | 385,000 | | | | | 477,860 | |
| | | SPX FLOW INC | | 5.875% 15 Aug 2026 | | 145,000 | | | | | 151,525 | |
| | | SS+C TECHNOLOGIES INC | | 5.5% 30 Sep 2027 | | 145,000 | | | | | 154,863 | |
| | | STANDARD INDUSTRIES INC | | 5% 15 Feb 2027 | | 35,000 | | | | | 36,575 | |
| | | STANDARD INDUSTRIES INC | | 3.375% 15 Jan 2031 | | 89,000 | | | | | 89,445 | |
| | | STANDARD INDUSTRIES INC | | 4.75% 15 Jan 2028 | | 565,000 | | | | | 594,663 | |
| | | STAPLES INC | | 7.5% 15 Apr 2026 | | 593,000 | | | | | 619,252 | |
| | | STAPLES INC | | 10.75% 15 Apr 2027 | | 370,000 | | | | | 368,150 | |
| | | STARFRUIT FINCO B V | | 1% 01 Oct 2025 | | 306,289 | | | | | 302,715 | |
| | | STARS GRP HLDS/STARS GRP | | 7% 15 Jul 2026 | | 132,000 | | | | | 138,930 | |
| | | STATION CASINOS LLC | | 4.5% 15 Feb 2028 | | 460,000 | | | | | 463,450 | |
| | | STEINWAY MUSICAL INSTRS INC | | 1% 14 Feb 2025 | | 240,548 | | | | | 233,331 | |
| | | STEVENS HOLDING CO INC | | 6.125% 01 Oct 2026 | | 155,000 | | | | | 167,400 | |
| | | SUMMIT MATERIALS LLC/FIN | | 5.25% 15 Jan 2029 | | 79,000 | | | | | 82,950 | |
| | | SUMMIT MID HLDS LLC / FI | | 5.75% 15 Apr 2025 | | 125,000 | | | | | 80,000 | |
| | | SUNOCO LP/FINANCE CORP | | 4.5% 15 May 2029 | | 99,000 | | | | | 102,960 | |
| | | SUNSHINE LUXEMBOURG VII SARL | | 1% 01 Oct 2026 | | 534,600 | | | | | 535,605 | |
| | | T MOBILE USA INC | | 6.5% 15 Jan 2026 | | 735,000 | | | | | 760,725 | |
| | | T MOBILE USA INC | | 4.75% 01 Feb 2028 | | 1,131,000 | | | | | 1,215,701 | |
| | | TALLGRASS NRG PRTNR/FIN | | 5.5% 15 Sep 2024 | | 80,000 | | | | | 81,400 | |
| | | TALLGRASS NRG PRTNR/FIN | | 6% 01 Mar 2027 | | 70,000 | | | | | 72,538 | |
| | | TALLGRASS NRG PRTNR/FIN | | 7.5% 01 Oct 2025 | | 252,000 | | | | | 272,057 | |
| | | TALLGRASS NRG PRTNR/FIN | | 6% 31 Dec 2030 | | 100,000 | | | | | 102,905 | |
| | | TALLGRASS NRG PRTNR/FIN | | 5.5% 15 Jan 2028 | | 200,000 | | | | | 204,250 | |
| | | TARGA RESOURCES PARTNERS | | 5.375% 01 Feb 2027 | | 595,000 | | | | | 624,970 | |
| | | TARGA RESOURCES PARTNERS | | 5% 15 Jan 2028 | | 20,000 | | | | | 21,111 | |
| | | TARGA RESOURCES PARTNERS | | 6.5% 15 Jul 2027 | | 195,000 | | | | | 211,575 | |
| | | TARGA RESOURCES PARTNERS | | 6.875% 15 Jan 2029 | | 175,000 | | | | | 197,094 | |
| | | TARGA RESOURCES PARTNERS | | 4.25% 15 Nov 2023 | | 15,000 | | | | | 15,075 | |
| | | TELECOM ITALIA CAPITAL | | 6.375% 15 Nov 2033 | | 175,000 | | | | | 215,250 | |
| | | TELECOM ITALIA CAPITAL | | 6% 30 Sep 2034 | | 405,000 | | | | | 493,326 | |
| | | TEMPUR SEALY INTL INC | | 5.625% 15 Oct 2023 | | 175,000 | | | | | 177,844 | |
| | | TEMPUR SEALY INTL INC | | 5.5% 15 Jun 2026 | | 335,000 | | | | | 348,635 | |
| | | TENET HEALTHCARE CORP | | 5.125% 01 May 2025 | | 125,000 | | | | | 127,436 | |
| | | TENET HEALTHCARE CORP | | 7.5% 01 Apr 2025 | | 19,000 | | | | | 20,758 | |
| | | TENET HEALTHCARE CORP | | 4.625% 15 Jul 2024 | | 45,000 | | | | | 46,126 | |
| | | TENET HEALTHCARE CORP | | 6.25% 01 Feb 2027 | | 559,000 | | | | | 592,540 | |
| | | TENET HEALTHCARE CORP | | 4.875% 01 Jan 2026 | | 1,285,000 | | | | | 1,344,251 | |
| | | TENET HEALTHCARE CORP | | 5.125% 01 Nov 2027 | | 335,000 | | | | | 354,681 | |
| | | TENNECO INC | | 7.875% 15 Jan 2029 | | 98,000 | | | | | 110,030 | |
| | | TENNECO INC | | 5% 15 Jul 2026 | | 277,000 | | | | | 254,840 | |
| | | TENNECO INC | | 5.375% 15 Dec 2024 | | 150,000 | | | | | 144,932 | |
| | | TEREX CORP | | 5.625% 01 Feb 2025 | | 460,000 | | | | | 473,858 | |
| | | TITAN ACQUISITION LIMITED | | 1% 28 Mar 2025 | | 573,773 | | | | | 558,322 | |
| | | TRANSDIGM INC | | 6.25% 15 Mar 2026 | | 330,000 | | | | | 351,450 | |
| | | TRANSOCEAN GUARDIAN LTD | | 5.875% 15 Jan 2024 | | 128,700 | | | | | 108,108 | |
| | | TRANSOCEAN PONTUS LTD | | 6.125% 01 Aug 2025 | | 117,000 | | | | | 111,149 | |
| | | TREEHOUSE FOODS INC | | 4% 01 Sep 2028 | | 27,000 | | | | | 27,928 | |
| | | TREEHOUSE FOODS INC | | 6% 15 Feb 2024 | | 355,000 | | | | | 361,656 | |
| | | TRIMAS CORP | | 4.875% 15 Oct 2025 | | 190,000 | | | | | 194,750 | |
| | | TRINSEO OP / TRINSEO FIN | | 5.375% 01 Sep 2025 | | 410,000 | | | | | 418,713 | |
| | | TRIUMPH GROUP INC | | 7.75% 15 Aug 2025 | | 155,000 | | | | | 141,631 | |
| | | TRIVIUM PACKAGING FIN | | 5.5% 15 Aug 2026 | | 200,000 | | | | | 211,500 | |
| | | U.S. RENAL CARE, INC. | | 1% 26 Jun 2026 | | 316,272 | | | | | 314,296 | |
| | | UNITED RENTALS NORTH AM | | 3.875% 15 Feb 2031 | | 171,000 | | | | | 393,009 | |
| | | UNITED RENTALS NORTH AM | | 3.875% 15 Nov 2027 | | 230,000 | | | | | 240,925 | |
| | | UNITED RENTALS NORTH AM | | 5.875% 15 Sep 2026 | | 115,000 | | | | | 121,751 | |
| | | UNITED RENTALS NORTH AM | | 5.5% 15 May 2027 | | 510,000 | | | | | 545,700 | |
| | | UNITED RENTALS NORTH AM | | 4.875% 15 Jan 2028 | | 45,000 | | | | | 47,925 | |
| | | UNITED STATES STEEL CORP | | 12% 01 Jun 2025 | | 144,000 | | | | | 166,320 | |
| | | UNITI GROUP/CSL CAPITAL | | 6% 15 Apr 2023 | | 130,000 | | | | | 132,600 | |
| | | UNITI GROUP/CSL CAPITAL | | 8.25% 15 Oct 2023 | | 27,000 | | | | | 27,203 | |
| | | UNITI GROUP/CSL CAPITAL | | 7.125% 15 Dec 2024 | | 125,000 | | | | | 126,250 | |
| | | US CELLULAR CORP | | 6.7% 15 Dec 2033 | | 340,000 | | | | | 441,150 | |
| | | US DOLLAR | | | | 120,310 | | | | | 120,310 | |
| | | VAIL RESORTS INC | | 6.25% 15 May 2025 | | 95,000 | | | | | 101,413 | |
| | | VARSITY BRANDS INC | | 1% 15 Dec 2024 | | 203,950 | | | | | 195,865 | |
| | | VENATOR FIN SARL/VENATOR | | 5.75% 15 Jul 2025 | | 240,000 | | | | | 224,400 | |
| | | VERTICAL US NEWCO INC | | 1% 30 Jul 2027 | | 187,500 | | | | | 187,667 | |
| | | VERTIV GROUP CORPORATION | | 1% 02 Mar 2027 | | 99,499 | | | | | 98,550 | |
| | | VICI PROPERTIES / NOTE | | 3.75% 15 Feb 2027 | | 125,000 | | | | | 127,813 | |
| | | VICI PROPERTIES / NOTE | | 4.125% 15 Aug 2030 | | 70,000 | | | | | 73,894 | |
| | | VICI PROPERTIES / NOTE | | 4.25% 01 Dec 2026 | | 269,000 | | | | | 278,993 | |
| | | VICI PROPERTIES / NOTE | | 4.625% 01 Dec 2029 | | 215,000 | | | | | 230,050 | |
| | | VICI PROPERTIES INC | | REIT USD.01 | | 49,177 | | | | | 1,254,014 | |
| | | VIDEOTRON LTD | | 5.375% 15 Jun 2024 | | 335,000 | | | | | 369,338 | |
| | | VIDEOTRON LTD / LTEE | | 5.125% 15 Apr 2027 | | 215,000 | | | | | 228,169 | |
| | | VIRGIN MEDIA SECURED FIN | | 5.5% 15 May 2029 | | 365,000 | | | | | 395,569 | |
| | | VISTA OUTDOOR INC | | 5.875% 01 Oct 2023 | | 595,000 | | | | | 600,950 | |
| | | VISTRA CORP | | 5.625% 15 Feb 2027 | | 433,000 | | | | | 460,556 | |
| | | WABASH NATIONAL CORP | | 5.5% 01 Oct 2025 | | 345,000 | | | | | 351,900 | |
| | | WEEKLEY HOMES LLC/ FINAN | | 4.875% 15 Sep 2028 | | 55,000 | | | | | 57,475 | |
| | | WELBILT INC | | 9.5% 15 Feb 2024 | | 82,000 | | | | | 84,750 | |
| | | WESCO DISTRIBUTION INC | | 7.125% 15 Jun 2025 | | 260,000 | | | | | 285,956 | |
| | | WHITE CAP BUYER LLC | | 1% 19 Oct 2027 | | 321,000 | | | | | 320,599 | |
| | | WHITING PETROLEUM CORP | | COMMON STOCK | | 8,756 | | | | | 218,900 | |
| | | WILLIAM CARTER | | 5.625% 15 Mar 2027 | | 210,000 | | | | | 221,025 | |
| | | WMG ACQUISITION CORP | | 3% 15 Feb 2031 | | 317,000 | | | | | 310,660 | |
| | | WOLVERINE ESCROW LLC | | 9% 15 Nov 2026 | | 410,000 | | | | | 388,086 | |
| | | WPX ENERGY INC | | 5.875% 15 Jun 2028 | | 95,000 | | | | | 103,553 | |
| | | WPX ENERGY INC | | 8.25% 01 Aug 2023 | | 143,000 | | | | | 162,751 | |
| | | WPX ENERGY INC | | 5.75% 01 Jun 2026 | | 116,000 | | | | | 121,945 | |
| | | WYNN LAS VEGAS LLC/CORP | | 5.5% 01 Mar 2025 | | 670,000 | | | | | 699,313 | |
| | | WYNN RESORTS FINANCE LLC | | 5.125% 01 Oct 2029 | | 244,000 | | | | | 255,590 | |
| | | XPO LOGISTICS INC | | 6.5% 15 Jun 2022 | | 375,000 | | | | | 376,219 | |
| | | XPO LOGISTICS INC | | 6.125% 01 Sep 2023 | | 90,000 | | | | | 91,575 | |
| | | YUM BRANDS INC | | 7.75% 01 Apr 2025 | | 80,000 | | | | | 88,600 | |
| | | YUM BRANDS INC | | 3.625% 15 Mar 2031 | | 158,000 | | | | | 159,711 | |
| | | ZAYO GROUP HOLDINGS INC | | 1% 09 Mar 2027 | | 204,882 | | | | | 203,345 | |
| | | | | | | | | | | | | |
| | | | | Total : EXHIBIT I - High Yield Debt Fund | | | | | | $ | 159,892,643 | |
n / a - Cost is not applicable
EXHIBIT J - Emerging Markets Debt Fund
(Administered by PGIM)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | value | |
| | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | |
| | | | | | | Par Value | | | | | |
| | | 1MDB GLOBAL INVESTMENTS | | 4.4% 09 Mar 2023 | | 1,000,000 | | | | $ | 1,018,000 | |
| | | ABU DHABI GOVT INT L | | 3.875% 16 Apr 2050 | | 200,000 | | | | | 243,800 | |
| | | ARAB REPUBLIC OF EGYPT | | 8.7% 01 Mar 2049 | | 210,000 | | | | | 242,025 | |
| | | ARAB REPUBLIC OF EGYPT | | 5.875% 11 Jun 2025 | | 350,000 | | | | | 379,620 | |
| | | ARAB REPUBLIC OF EGYPT | | 7.5% 31 Jan 2027 | | 400,000 | | | | | 461,853 | |
| | | ARAB REPUBLIC OF EGYPT | | 8.5% 31 Jan 2047 | | 150,000 | | | | | 169,500 | |
| | | ARAB REPUBLIC OF EGYPT | | 5.625% 16 Apr 2030 | | 100,000 | | | | | 127,708 | |
| | | ARAB REPUBLIC OF EGYPT | | 4.75% 16 Apr 2026 | | 100,000 | | | | | 126,942 | |
| | | ARAB REPUBLIC OF EGYPT | | 6.375% 11 Apr 2031 | | 205,000 | | | | | 269,389 | |
| | | ARAB REPUBLIC OF EGYPT | | 4.75% 11 Apr 2025 | | 100,000 | | | | | 127,301 | |
| | | ARAB REPUBLIC OF EGYPT | | 8.5% 31 Jan 2047 | | 200,000 | | | | | 226,000 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | 1 | | | | | 1 | |
| | | AUTORIDAD CANAL DE PANAM | | 4.95% 29 Jul 2035 | | 225,000 | | | | | 284,065 | |
| | | B8A8NMUD9 P USD C BRL EO | | MAY21 5.00 PUT | | (493,000 | ) | | | | (12,473 | ) |
| | | B8A8NMUD9 USD P BRL C EO | | MAY21 5 CALL | | 493,000 | | | | | 12,473 | |
| | | B8A8NMUE7 USD C BRL P 5.9 EO | | FEB21 5.9 CALL | | (493,000 | ) | | | | (1,738 | ) |
| | | B8A8Q73Y3 C USD P BRL EO | | JAN21 5.45 CALL | | (149,000 | ) | | | | (30 | ) |
| | | B8A8Q78S1 C USD P CLP EO | | JAN21 765.00 CALL | | (311,000 | ) | | | | (0 | ) |
| | | B8A8Q8X85 P USD C TRY EO | | JAN21 7.65 PUT | | (156,000 | ) | | | | (4,539 | ) |
| | | B8A8QHRF6 P USD C MXN EO | | DEC20 19.8 PUT | | (156,000 | ) | | | | (0 | ) |
| | | B8A8R3H26 C USD P ZAR EO | | DEC20 15.25 PUT | | (629,000 | ) | | | | (1 | ) |
| | | B8A8R6TW0 C USD P ZAR EO | | DEC20 15.20 CALL | | (629,000 | ) | | | | (1 | ) |
| | | B8A8R7VS4 P USD C MXN EO | | DEC20 19.7 PUT | | (157,000 | ) | | | | (0 | ) |
| | | B8A8SXHS2 P USD C BRL EO | | DEC20 4.95 PUT | | (190,000 | ) | | | | (0 | ) |
| | | B8A8SYN20 C USD P BRL EO | | DEC20 5.25 CALL | | (190,000 | ) | | | | (0 | ) |
| | | B8A8SZ0T3 C USD P IDR EO | | DEC20 14200 CALL | | (317,000 | ) | | | | (0 | ) |
| | | B8A8T1ST7 P USD C ZAR EO | | DEC20 14.45 PUT | | (629,000 | ) | | | | (1 | ) |
| | | B8A8TA9F8 USDP MXNC EO | | DEC20 19.9 PUT | | (70,000 | ) | | | | (0 | ) |
| | | B8A8TC5C5 P USD C MXN EO | | DEC20 19.90 PUT | | (227,000 | ) | | | | (0 | ) |
| | | B8A8THAQ7 USD P BRL C | | FEB21 4.75 PUT | | 493,000 | | | | | 1,340 | |
| | | BBVA BANCOMER SA TEXAS | | 1% 13 Sep 2034 | | 240,000 | | | | | 273,600 | |
| | | BNQ CEN TUNISIA INT BOND | | 6.75% 31 Oct 2023 | | 200,000 | | | | | 230,908 | |
| | | BNQ CEN TUNISIA INT BOND | | 5.75% 30 Jan 2025 | | 270,000 | | | | | 245,132 | |
| | | BONOS DE TESORERIA | | 5.94% 12 Feb 2029 | | 500,000 | | | | | 172,557 | |
| | | BONOS DE TESORERIA | | 5.4% 12 Aug 2034 | | 1,510,000 | | | | | 460,258 | |
| | | BONOS DE TESORERIA | | 5.35% 12 Aug 2040 | | 1,550,000 | | | | | 445,440 | |
| | | BONOS TESORERIA PESOS | | 4.7% 01 Sep 2030 | | 190,000,000 | | | | | 318,467 | |
| | | BONOS TESORERIA PESOS | | 2.3% 01 Oct 2028 | | 145,000,000 | | | | | 204,694 | |
| | | BONOS TESORERIA PESOS | | 6% 01 Jan 2043 | | 240,000,000 | | | | | 471,623 | |
| | | BONOS TESORERIA PESOS | | 4.5% 01 Mar 2026 | | 510,000,000 | | | | | 834,304 | |
| | | BONOS TESORERIA PESOS | | 5% 01 Mar 2035 | | 165,000,000 | | | | | 285,876 | |
| | | BRAZIL LOAN TRUST 1 | | 5.477% 24 Jul 2023 | | 494,113 | | | | | 511,411 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | 0 | | | | | 0 | |
| | | BULGARIA | | 1.375% 23 Sep 2050 | | 310,000 | | | | | 391,457 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | 1 | | | | | 1 | |
| | | CEMEX SAB DE CV | | 7.75% 16 Apr 2026 | | 300,000 | | | | | 316,350 | |
| | | CHINA GOVERNMENT BOND | | 3.29% 23 May 2029 | | 6,900,000 | | | | | 1,059,451 | |
| | | CHINA GOVERNMENT BOND | | 3.86% 22 Jul 2049 | | 3,100,000 | | | | | 480,188 | |
| | | CHINA GOVERNMENT BOND | | 3.13% 21 Nov 2029 | | 10,000,000 | | | | | 1,516,178 | |
| | | CHINA GOVERNMENT BOND | | 2.68% 21 May 2030 | | 6,600,000 | | | | | 968,151 | |
| | | CHINA GOVERNMENT BOND | | 2.85% 04 Jun 2027 | | 6,000,000 | | | | | 900,560 | |
| | | CNAC HK FINBRIDGE CO LTD | | 4.875% 14 Mar 2025 | | 200,000 | | | | | 213,993 | |
| | | CNOOC FINANCE 2013 LTD | | 3.3% 30 Sep 2049 | | 290,000 | | | | | 283,716 | |
| | | COLOMBIAN PESO | | FOREIGN CURRENCY | | 163,631,192 | | | | | 47,838 | |
| | | COMISION FEDERAL DE ELEC | | 4.75% 23 Feb 2027 | | 200,000 | | | | | 227,000 | |
| | | COSTA RICA GOVERNMENT | | 4.25% 26 Jan 2023 | | 200,000 | | | | | 191,752 | |
| | | COSTA RICA GOVERNMENT | | 7% 04 Apr 2044 | | 280,000 | | | | | 256,903 | |
| | | COSTA RICA GOVERNMENT | | 4.375% 30 Apr 2025 | | 350,000 | | | | | 326,379 | |
| | | COUNTRY GARDEN HLDGS | | 8% 27 Jan 2024 | | 200,000 | | | | | 216,101 | |
| | | CROATIA | | 2.75% 27 Jan 2030 | | 100,000 | | | | | 146,224 | |
| | CURRENCY CONTRACT | | EUR/AUD | | | | | | | | | (16,935 | ) |
| | | CURRENCY CONTRACT | | AUD/USD | | | | | | | | | 6,721 | |
| | | CURRENCY CONTRACT | | USD/AUD | | | | | | | | | (35,283 | ) |
| | | CURRENCY CONTRACT | | AUD/USD | | | | | | | | | 9,543 | |
| | | CURRENCY CONTRACT | | AUD/USD | | | | | | | | | 8,426 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | (758 | ) |
| | | CURRENCY CONTRACT | | USD/BRL | | | | | | | | | (7,479 | ) |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | 129,364 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | 1,728 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | 662 | |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | (1,700 | ) |
| | | CURRENCY CONTRACT | | USD/BRL | | | | | | | | | (722 | ) |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | (2,746 | ) |
| | | CURRENCY CONTRACT | | BRL/USD | | | | | | | | | 1,459 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 14,026 | |
| | | CURRENCY CONTRACT | | USD/CNH | | | | | | | | | (623 | ) |
| | | CURRENCY CONTRACT | | USD/CNH | | | | | | | | | (4,255 | ) |
| | | CURRENCY CONTRACT | | USD/CNH | | | | | | | | | (28,686 | ) |
| | | CURRENCY CONTRACT | | USD/CNH | | | | | | | | | (3,209 | ) |
| | | CURRENCY CONTRACT | | USD/CNH | | | | | | | | | (4,893 | ) |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 339 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 1,348 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 3,857 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 714 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 82,016 | |
| | | CURRENCY CONTRACT | | CNH/USD | | | | | | | | | 25,508 | |
| | | CURRENCY CONTRACT | | COP/USD | | | | | | | | | 2,382 | |
| | | CURRENCY CONTRACT | | COP/USD | | | | | | | | | (64 | ) |
| | | CURRENCY CONTRACT | | USD/COP | | | | | | | | | (30,394 | ) |
| | | CURRENCY CONTRACT | | COP/USD | | | | | | | | | 1,622 | |
| | | CURRENCY CONTRACT | | USD/COP | | | | | | | | | (1,132 | ) |
| | | CURRENCY CONTRACT | | COP/USD | | | | | | | | | 1,997 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | (394 | ) |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 9,851 | |
| | | CURRENCY CONTRACT | | USD/CZK | | | | | | | | | (2,985 | ) |
| | | CURRENCY CONTRACT | | USD/CZK | | | | | | | | | (8,223 | ) |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 5,745 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 3,715 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 7,540 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 40,549 | |
| | | CURRENCY CONTRACT | | USD/CZK | | | | | | | | | (10,546 | ) |
| | | CURRENCY CONTRACT | | USD/CZK | | | | | | | | | (9,767 | ) |
| | | CURRENCY CONTRACT | | USD/CZK | | | | | | | | | (9,320 | ) |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 11,015 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 6,293 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 75,556 | |
| | | CURRENCY CONTRACT | | CZK/USD | | | | | | | | | 26,307 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 454 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 1,330 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 5,362 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 8,571 | |
| | | CURRENCY CONTRACT | | EUR/USD | | | | | | | | | 4,931 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | 3,191 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | 7,124 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (30,815 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (17,482 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (6,485 | ) |
| | | CURRENCY CONTRACT | | PLN/EUR | | | | | | | | | (2,018 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (1,024 | ) |
| | | CURRENCY CONTRACT | | EUR/AUD | | | | | | | | | 7,957 | |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 35,664 | |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 4,176 | |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 4,466 | |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (528 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (6,617 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (13,065 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (3,517 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (3,895 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (2,225 | ) |
| | | CURRENCY CONTRACT | | USD/HUF | | | | | | | | | (3,233 | ) |
| | | CURRENCY CONTRACT | | HUF/USD | | | | | | | | | 1,048 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 265 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 13,571 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 1,308 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 1,091 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 1,027 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 776 | |
| | | CURRENCY CONTRACT | | IDR/USD | | | | | | | | | 640 | |
| | | CURRENCY CONTRACT | | ILS/USD | | | | | | | | | 22,853 | |
| | | CURRENCY CONTRACT | | ILS/USD | | | | | | | | | 18,635 | |
| | | CURRENCY CONTRACT | | USD/ILS | | | | | | | | | (2,043 | ) |
| | | CURRENCY CONTRACT | | USD/ILS | | | | | | | | | (886 | ) |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | 393 | |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 2,678 | |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 9,603 | |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 1,469 | |
| | | CURRENCY CONTRACT | | KRW/USD | | | | | | | | | (32 | ) |
| | | CURRENCY CONTRACT | | KRW/USD | | | | | | | | | 795 | |
| | | CURRENCY CONTRACT | | KRW/USD | | | | | | | | | 1,910 | |
| | | CURRENCY CONTRACT | | USD/KRW | | | | | | | | | (902 | ) |
| | | CURRENCY CONTRACT | | USD/KRW | | | | | | | | | (275 | ) |
| | | CURRENCY CONTRACT | | USD/KRW | | | | | | | | | (418 | ) |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | (102 | ) |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 5,188 | |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 179 | |
| | | CURRENCY CONTRACT | | USD/MXN | | | | | | | | | (4,628 | ) |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 3,192 | |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 1,726 | |
| | | CURRENCY CONTRACT | | MYR/USD | | | | | | | | | (150 | ) |
| | | CURRENCY CONTRACT | | MYR/USD | | | | | | | | | 7,297 | |
| | | CURRENCY CONTRACT | | USD/NZD | | | | | | | | | (10,013 | ) |
| | | CURRENCY CONTRACT | | USD/NZD | | | | | | | | | (3,046 | ) |
| | | CURRENCY CONTRACT | | NZD/USD | | | | | | | | | 13,424 | |
| | | CURRENCY CONTRACT | | USD/PEN | | | | | | | | | 3,437 | |
| | | CURRENCY CONTRACT | | USD/PEN | | | | | | | | | 1,720 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 2,250 | |
| | | CURRENCY CONTRACT | | USD/PLN | | | | | | | | | 2,201 | |
| | | CURRENCY CONTRACT | | USD/PLN | | | | | | | | | (993 | ) |
| | | CURRENCY CONTRACT | | USD/PLN | | | | | | | | | (3,464 | ) |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 337 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | (2,874 | ) |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | (3,388 | ) |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 24,218 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 3,057 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 4,852 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 3,415 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 1,400 | |
| | | CURRENCY CONTRACT | | PLN/USD | | | | | | | | | 443 | |
| | | CURRENCY CONTRACT | | PLN/EUR | | | | | | | | | (770 | ) |
| | | CURRENCY CONTRACT | | RON/USD | | | | | | | | | 43,560 | |
| | | CURRENCY CONTRACT | | RON/USD | | | | | | | | | 7,547 | |
| | | CURRENCY CONTRACT | | USD/RON | | | | | | | | | (6,698 | ) |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | (1,037 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | 193 | |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | 394 | |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | 12,075 | |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (89 | ) |
| | | CURRENCY CONTRACT | | USD/RUB | | | | | | | | | (6,702 | ) |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | 3,315 | |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | (3,193 | ) |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | 9,459 | |
| | | CURRENCY CONTRACT | | RUB/USD | | | | | | | | | (188 | ) |
| | | CURRENCY CONTRACT | | SGD/USD | | | | | | | | | 1,466 | |
| | | CURRENCY CONTRACT | | USD/THB | | | | | | | | | (585 | ) |
| | | CURRENCY CONTRACT | | USD/THB | | | | | | | | | (1,498 | ) |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | (263 | ) |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | (316 | ) |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | (888 | ) |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 2,629 | |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 337 | |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 6,210 | |
| | | CURRENCY CONTRACT | | THB/USD | | | | | | | | | 381 | |
| | | CURRENCY CONTRACT | | TRY/USD | | | | | | | | | 61,957 | |
| | | CURRENCY CONTRACT | | TRY/USD | | | | | | | | | 8,094 | |
| | | CURRENCY CONTRACT | | TRY/USD | | | | | | | | | 3,363 | |
| | | CURRENCY CONTRACT | | TRY/USD | | | | | | | | | (615 | ) |
| | | CURRENCY CONTRACT | | TRY/USD | | | | | | | | | 51,763 | |
| | | CURRENCY CONTRACT | | USD/TRY | | | | | | | | | (15,902 | ) |
| | | CURRENCY CONTRACT | | USD/TWD | | | | | | | | | 1,530 | |
| | | CURRENCY CONTRACT | | USD/TWD | | | | | | | | | 3,383 | |
| | | CURRENCY CONTRACT | | ZAR/USD | | | | | | | | | 94 | |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (66,407 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (2,473 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (51,049 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (2,385 | ) |
| | | CURRENCY CONTRACT | | USD/ZAR | | | | | | | | | (2,624 | ) |
| | | CURRENCY CONTRACT | | INR/USD | | | | | | | | | 3,684 | |
| | | CURRENCY CONTRACT | | INR/USD | | | | | | | | | 5,509 | |
| | | CURRENCY CONTRACT | | INR/USD | | | | | | | | | 10,098 | |
| | | CURRENCY CONTRACT | | USD/INR | | | | | | | | | (2,645 | ) |
| | | CURRENCY CONTRACT | | USD/INR | | | | | | | | | (2,089 | ) |
| | | CURRENCY CONTRACT | | INR/USD | | | | | | | | | 6,448 | |
| | | CURRENCY CONTRACT | | INR/USD | | | | | | | | | 5,682 | |
| | | CURRENCY CONTRACT | | UAH/USD | | | | | | | | | 1,619 | |
| | | CURRENCY CONTRACT | | USD/UAH | | | | | | | | | (2,477 | ) |
| | | CURRENCY CONTRACT | | USD/UAH | | | | | | | | | (1,928 | ) |
| | | CURRENCY CONTRACT | | USD/CLP | | | | | | | | | (12,761 | ) |
| | | CURRENCY CONTRACT | | USD/CLP | | | | | | | | | (12,708 | ) |
| | | CURRENCY CONTRACT | | USD/CLP | | | | | | | | | (27,307 | ) |
| | | CURRENCY CONTRACT | | CLP/USD | | | | | | | | | 3,367 | |
| | | CURRENCY CONTRACT | | USD/PHP | | | | | | | | | (793 | ) |
| | | CURRENCY CONTRACT | | USD/PHP | | | | | | | | | (796 | ) |
| | | CURRENCY CONTRACT | | PHP/USD | | | | | | | | | 871 | |
| | | CZECH KORUNA | | FOREIGN CURRENCY | | | | | 171,991 | | | | 8,013 | |
| | | CZECH REPUBLIC | | 0.25% 10 Feb 2027 | | | | | 5,200,000 | | | | 231,231 | |
| | | CZECH REPUBLIC | | 2.75% 23 Jul 2029 | | | | | 4,400,000 | | | | 231,378 | |
| | | CZECH REPUBLIC | | 1.2% 13 Mar 2031 | | | | | 4,900,000 | | | | 225,376 | |
| | | CZECH REPUBLIC | | 4.2% 04 Dec 2036 | | | | | 6,300,000 | | | | 408,648 | |
| | | CZECH REPUBLIC | | 0.95% 15 May 2030 | | | | | 15,040,000 | | | | 680,143 | |
| | | CZECH REPUBLIC | | 2% 13 Oct 2033 | | | | | 7,200,000 | | | | 358,059 | |
| | | DIGICEL GROUP 0.5 LTD | | 10% 01 Apr 2024 | | | | | 100,807 | | | | 90,222 | |
| | | DOMINICAN REPUBLIC | | 5.875% 30 Jan 2060 | | | | | 755,000 | | | | 830,508 | |
| | | DOMINICAN REPUBLIC | | 6% 19 Jul 2028 | | | | | 150,000 | | | | 179,439 | |
| | | DOMINICAN REPUBLIC | | 9.75% 05 Jun 2026 | | | | | 8,000,000 | | | | 147,631 | |
| | | DOMINICAN REPUBLIC | | 7.45% 30 Apr 2044 | | | | | 710,000 | | | | 915,907 | |
| | | DOMINICAN REPUBLIC | | 6.875% 29 Jan 2026 | | | | | 610,000 | | | | 735,819 | |
| | | DP WORLD PLC | | 6.85% 02 Jul 2037 | | | | | 300,000 | | | | 411,000 | |
| | | EMBRAER NETHERLANDS FINA | | 6.95% 17 Jan 2028 | | | | | 200,000 | | | | 226,000 | |
| | | ESKOM HOLDINGS SOC LTD | | 6.35% 10 Aug 2028 | | | | | 200,000 | | | | 220,520 | |
| | | ESKOM HOLDINGS SOC LTD | | 8.45% 10 Aug 2028 | | | | | 200,000 | | | | 220,200 | |
| | | ESKOM HOLDINGS SOC LTD | | 6.75% 06 Aug 2023 | | | | | 350,000 | | | | 356,125 | |
| | | ESKOM HOLDINGS SOC LTD | | 7.125% 11 Feb 2025 | | | | | 205,000 | | | | 209,305 | |
| | | ESKOM HOLDINGS SOC LTD | | 6.35% 10 Aug 2028 | | | | | 400,000 | | | | 441,040 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | | | 70,369 | | | | 86,100 | |
| | | EURO-BUND FUTURE MAR21 | | XEUR 20210308 | | | | | (1,500,000 | ) | | | (8,748 | ) |
| | | EUROPEAN BK RECON + DEV | | 7.5% 15 May 2022 | | | | | 2,600,000,000 | | | | 192,146 | |
| | | EUROPEAN INVESTMENT BANK | | 0.01% 05 Sep 2022 | | | | | 1,820,000 | | | | 197,650 | |
| | | EXPORT IMPORT BK INDIA | | 3.25% 15 Jan 2030 | | | | | 200,000 | | | | 213,586 | |
| | | EXPORT IMPORT BK INDIA | | 3.25% 15 Jan 2030 | | | | | 200,000 | | | | 213,586 | |
| | | EXPORT IMPORT BK INDIA | | 3.375% 05 Aug 2026 | | | | | 265,000 | | | | 286,392 | |
| | | FED REPUBLIC OF BRAZIL | | 3.875% 12 Jun 2030 | | | | | 200,000 | | | | 211,000 | |
| | | FED REPUBLIC OF BRAZIL | | 8.25% 20 Jan 2034 | | | | | 255,000 | | | | 371,665 | |
| | | FED REPUBLIC OF BRAZIL | | 7.125% 20 Jan 2037 | | | | | 430,000 | | | | 583,192 | |
| | | FED REPUBLIC OF BRAZIL | | 5% 27 Jan 2045 | | | | | 435,000 | | | | 482,850 | |
| | | FED REPUBLIC OF BRAZIL | | 6% 07 Apr 2026 | | | | | 285,000 | | | | 342,428 | |
| | | FEL ENERGY VI SARL | | 5.75% 01 Dec 2040 | | | | | 235,000 | | | | 250,111 | |
| | | GEORGIAN RAILWAY JSC | | 7.75% 11 Jul 2022 | | | | | 270,000 | | | | 284,040 | |
| | | GMR HYDERABAD INTERNATIO | | 5.375% 10 Apr 2024 | | | | | 200,000 | | | | 202,792 | |
| | | GOVERNMENT OF JAMAICA | | 8.5% 28 Feb 2036 | | | | | 100,000 | | | | 144,110 | |
| | | GOVERNMENT OF JAMAICA | | 8% 15 Mar 2039 | | | | | 160,000 | | | | 233,600 | |
| | | GOVERNMENT OF JAMAICA | | 7.625% 09 Jul 2025 | | | | | 240,000 | | | | 282,002 | |
| | | GOVERNMENT OF JAMAICA | | 6.75% 28 Apr 2028 | | | | | 240,000 | | | | 291,902 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | | | 3,686,946 | | | | 3,686,946 | |
| | | GOVT OF BERMUDA | | 3.375% 20 Aug 2050 | | | | | 200,000 | | | | 215,500 | |
| | | GRUPO AVAL LTD | | 4.375% 04 Feb 2030 | | | | | 200,000 | | | | 213,000 | |
| | | HUNGARY | | 1.75% 05 Jun 2035 | | | | | 320,000 | | | | 433,137 | |
| | | HUNGARY | | 7.625% 29 Mar 2041 | | | | | 396,000 | | | | 701,375 | |
| | | HUNGARY GOVERNMENT BOND | | 6.75% 22 Oct 2028 | | | | | 62,000,000 | | | | 285,298 | |
| | | HUNGARY GOVERNMENT BOND | | 1.5% 22 Apr 2026 | | | | | 125,000,000 | | | | 424,598 | |
| | | HUNGARY GOVERNMENT BOND | | 3.25% 22 Oct 2031 | | | | | 143,290,000 | | | | 535,029 | |
| | | HUNGARY GOVERNMENT BOND | | 3% 21 Aug 2030 | | | | | 108,820,000 | | | | 397,506 | |
| | | HUNGARY GOVERNMENT BOND | | 3% 27 Oct 2038 | | | | | 16,320,000 | | | | 60,678 | |
| | | HUNGARY GOVERNMENT BOND | | 5.5% 24 Jun 2025 | | | | | 140,000,000 | | | | 561,898 | |
| | | HYUNDAI CAPITAL AMERICA | | 6.375% 08 Apr 2030 | | | | | 205,000 | | | | 269,705 | |
| | | INDONESIA ASAHAN ALUMINI | | 4.75% 15 May 2025 | | | | | 320,000 | | | | 353,120 | |
| | | INDONESIA ASAHAN ALUMINI | | 6.53% 15 Nov 2028 | | | | | 200,000 | | | | 250,660 | |
| | | INDONESIA ASAHAN ALUMINI | | 6.53% 15 Nov 2028 | | | | | 200,000 | | | | 250,660 | |
| | | INDONESIA GOVERNMENT | | 7.5% 15 Jun 2035 | | | | | 1,500,000,000 | | | | 118,505 | |
| | | INDONESIA GOVERNMENT | | 7% 15 Sep 2030 | | | | | 4,300,000,000 | | | | 331,299 | |
| | | INDONESIA GOVERNMENT | | 6.5% 15 Feb 2031 | | | | | 2,000,000,000 | | | | 148,735 | |
| | | INDONESIA GOVERNMENT | | 7.5% 15 Apr 2040 | | | | | 1,900,000,000 | | | | 150,080 | |
| | | INDONESIA GOVERNMENT | | 8.375% 15 Mar 2034 | | | | | 24,290,000,000 | | | | 2,013,411 | |
| | | INDONESIA GOVERNMENT | | 8.25% 15 May 2036 | | | | | 3,570,000,000 | | | | 295,191 | |
| | | INDONESIA GOVERNMENT | | 8.75% 15 May 2031 | | | | | 1,800,000,000 | | | | 151,994 | |
| | | INDONESIA GOVERNMENT | | 8.25% 15 May 2029 | | | | | 2,600,000,000 | | | | 212,921 | |
| | | INDONESIA GOVERNMENT | | 8.375% 15 Apr 2039 | | | | | 5,100,000,000 | | | | 428,321 | |
| | | INDONESIA GOVERNMENT | | 8.375% 15 Sep 2026 | | | | | 23,895,000,000 | | | | 1,944,945 | |
| | | INDONESIA GOVERNMENT | | 6.625% 15 May 2033 | | | | | 3,900,000,000 | | | | 284,631 | |
| | | INDONESIA GOVERNMENT | | 7% 15 May 2027 | | | | | 5,395,000,000 | | | | 413,290 | |
| | | INDONESIA GOVERNMENT | | 6.125% 15 May 2028 | | | | | 8,075,000,000 | | | | 582,377 | |
| | | INDONESIA GOVERNMENT | | 9% 15 Mar 2029 | | | | | 1,538,000,000 | | | | 130,593 | |
| | | INDONESIAN RUPIAH | | FOREIGN CURRENCY | | | | | 106,466,169 | | | | 7,578 | |
| | | INSTIT COSTA DE ELECTRIC | | 6.95% 10 Nov 2021 | | | | | 400,000 | | | | 398,504 | |
| | | INTL BK RECON + DEVELOP | | 7.45% 20 Aug 2021 | | | | | 2,200,000,000 | | | | 159,856 | |
| | | INTL FINANCE CORP | | 0.01% 23 Mar 2038 | | | | | 20,000,000 | | | | 301,513 | |
| | | ISLAMIC REP OF PAKISTAN | | 6.875% 05 Dec 2027 | | | | | 200,000 | | | | 208,500 | |
| | | ISLAMIC REP OF PAKISTAN | | 8.25% 15 Apr 2024 | | | | | 700,000 | | | | 761,250 | |
| | | ISLAMIC REP OF PAKISTAN | | 6.875% 05 Dec 2027 | | | | | 200,000 | | | | 208,500 | |
| | | IVORY COAST | | 5.875% 17 Oct 2031 | | | | | 120,000 | | | | 162,112 | |
| | | IVORY COAST | | 6.875% 17 Oct 2040 | | | | | 100,000 | | | | 138,995 | |
| | | IVORY COAST | | 5.25% 22 Mar 2030 | | | | | 125,000 | | | | 163,744 | |
| | | IVORY COAST | | 1% 31 Dec 2032 | | | | | 195,050 | | | | 225,696 | |
| | | IVORY COAST | | 5.125% 15 Jun 2025 | | | | | 150,000 | | | | 202,868 | |
| | | IVORY COAST | | 6.625% 22 Mar 2048 | | | | | 100,000 | | | | 135,289 | |
| | | IVORY COAST | | 6.375% 03 Mar 2028 | | | | | 235,000 | | | | 268,455 | |
| | | JBS INVESTMENTS II GMBH | | 5.75% 15 Jan 2028 | | | | | 200,000 | | | | 214,002 | |
| | | JBS USA LLC/JBS USA FINA | | 5.75% 15 Jun 2025 | | | | | 450,000 | | | | 464,625 | |
| | | JSM GLOBAL SARL | | 4.75% 20 Oct 2030 | | | | | 200,000 | | | | 215,252 | |
| | | KAZAKHSTAN TEMIR ZHOLY | | 6.95% 10 Jul 2042 | | | | | 270,000 | | | | 398,790 | |
| | | KAZMUNAYGAS NATIONAL CO | | 5.75% 19 Apr 2047 | | | | | 400,000 | | | | 536,020 | |
| | | KINGDOM OF BAHRAIN | | 7% 26 Jan 2026 | | | | | 400,000 | | | | 464,905 | |
| | | KINGDOM OF BAHRAIN | | 7% 12 Oct 2028 | | | | | 200,000 | | | | 231,361 | |
| | | KINGDOM OF BAHRAIN | | 7.5% 20 Sep 2047 | | | | | 400,000 | | | | 469,294 | |
| | | KINGDOM OF JORDAN | | 7.375% 10 Oct 2047 | | | | | 200,000 | | | | 232,814 | |
| | | KINGDOM OF JORDAN | | 7.375% 10 Oct 2047 | | | | | 200,000 | | | | 232,814 | |
| | | KINGDOM OF MOROCCO | | 3% 15 Dec 2032 | | | | | 200,000 | | | | 203,254 | |
| | | KINGDOM OF MOROCCO | | 5.5% 11 Dec 2042 | | | | | 230,000 | | | | 286,853 | |
| | | LEBANESE REPUBLIC | | 6.6% 27 Nov 2026 | | | | | 65,000 | | | | 8,538 | |
| | | LEBANESE REPUBLIC | | 6% 27 Jan 2023 | | | | | 205,000 | | | | 27,413 | |
| | | LEBANESE REPUBLIC | | 6.75% 29 Nov 2027 | | | | | 105,000 | | | | 14,064 | |
| | | LEBANESE REPUBLIC | | 6.65% 26 Feb 2030 | | | | | 25,000 | | | | 3,342 | |
| | | LEBANESE REPUBLIC | | 6.85% 25 May 2029 | | | | | 130,000 | | | | 17,571 | |
| | | LEBANESE REPUBLIC | | 6.25% 27 May 2022 | | | | | 70,000 | | | | 9,542 | |
| | | LEBANESE REPUBLIC | | 6.6% 27 Nov 2026 | | | | | 5,000 | | | | 657 | |
| | | LEBANESE REPUBLIC | | 6.65% 26 Feb 2030 | | | | | 80,000 | | | | 10,693 | |
| | | LEBANESE REPUBLIC | | 6.25% 27 May 2022 | | | | | 45,000 | | | | 6,134 | |
| | | LEBANESE REPUBLIC | | 6.65% 22 Apr 2024 | | | | | 160,000 | | | | 21,722 | |
| | | MALAYSIA GOVERNMENT | | 3.828% 05 Jul 2034 | | | | | 755,000 | | | | 199,793 | |
| | | MALAYSIA GOVERNMENT | | 4.232% 30 Jun 2031 | | | | | 750,000 | | | | 209,666 | |
| | | MALAYSIA GOVERNMENT | | 3.844% 15 Apr 2033 | | | | | 310,000 | | | | 82,315 | |
| | | MALAYSIA GOVERNMENT | | 4.181% 15 Jul 2024 | | | | | 6,330,000 | | | | 1,688,452 | |
| | | MALAYSIA GOVERNMENT | | 3.955% 15 Sep 2025 | | | | | 1,825,000 | | | | 490,484 | |
| | | MALAYSIA GOVERNMENT | | 3.9% 30 Nov 2026 | | | | | 900,000 | | | | 243,129 | |
| | | MALAYSIA GOVERNMENT | | 4.762% 07 Apr 2037 | | | | | 600,000 | | | | 173,378 | |
| | | MALAYSIA GOVERNMENT | | 3.885% 15 Aug 2029 | | | | | 3,050,000 | | | | 833,901 | |
| | | MALAYSIA GOVERNMENT | | 4.254% 31 May 2035 | | | | | 1,800,000 | | | | 498,273 | |
| | | MALAYSIAN RINGGIT | | FOREIGN CURRENCY | | | | | 15,870 | | | | 3,945 | |
| | | MEX BONOS DESARR FIX RT | | 8.5% 31 May 2029 | | | | | 13,672,100 | | | | 836,362 | |
| | | MEX BONOS DESARR FIX RT | | 5.75% 05 Mar 2026 | | | | | 7,100,000 | | | | 372,373 | |
| | | MEX BONOS DESARR FIX RT | | 7.75% 29 May 2031 | | | | | 8,600,000 | | | | 507,100 | |
| | | MEX BONOS DESARR FIX RT | | 7.75% 13 Nov 2042 | | | | | 14,000,000 | | | | 809,225 | |
| | | MEX BONOS DESARR FIX RT | | 8% 07 Nov 2047 | | | | | 996,800 | | | | 59,040 | |
| | | MEX BONOS DESARR FIX RT | | 10% 20 Nov 2036 | | | | | 6,655,000 | | | | 467,999 | |
| | | MEX BONOS DESARR FIX RT | | 7.5% 03 Jun 2027 | | | | | 30,825,000 | | | | 1,760,253 | |
| | | MEX BONOS DESARR FIX RT | | 7.5% 03 Jun 2027 | | | | | 3,250,000 | | | | 185,590 | |
| | | MEX BONOS DESARR FIX RT | | 7.75% 29 May 2031 | | | | | 16,400,000 | | | | 967,028 | |
| | | MEX BONOS DESARR FIX RT | | 10% 20 Nov 2036 | | | | | 3,200,000 | | | | 225,033 | |
| | | MEX BONOS DESARR FIX RT | | 8.5% 18 Nov 2038 | | | | | 3,488,000 | | | | 217,026 | |
| | | MEX BONOS DESARR FIX RT | | 10% 05 Dec 2024 | | | | | 25,012,000 | | | | 1,501,410 | |
| | | MEX BONOS DESARR FIX RT | | 10% 20 Nov 2036 | | | | | 400,000 | | | | 28,129 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | | | | 1 | | | | 0 | |
| | | NEW ISRAELI SHEQEL | | FOREIGN CURRENCY | | | | | 2 | | | | 1 | |
| | | NEW ZEALAND DOLLAR | | FOREIGN CURRENCY | | | | | 1,343 | | | | 967 | |
| | | NOTA DO TESOURO NACIONAL | | 10% 01 Jan 2029 | | | | | 400,000 | | | | 92,583 | |
| | | NOTA DO TESOURO NACIONAL | | 10% 01 Jan 2031 | | | | | 250,000 | | | | 58,515 | |
| | | NOTA DO TESOURO NACIONAL | | 10% 01 Jan 2023 | | | | | 3,258,000 | | | | 692,472 | |
| | | NOTA DO TESOURO NACIONAL | | 10% 01 Jan 2027 | | | | | 3,807,000 | | | | 866,465 | |
| | | NOTA DO TESOURO NACIONAL | | 10% 01 Jan 2025 | | | | | 3,488,000 | | | | 776,387 | |
| | | OMAN GOV INTERNTL BOND | | 6.5% 08 Mar 2047 | | | | | 200,000 | | | | 196,150 | |
| | | OMAN GOV INTERNTL BOND | | 4.75% 15 Jun 2026 | | | | | 210,000 | | | | 209,698 | |
| | | OMAN GOV INTERNTL BOND | | 3.625% 15 Jun 2021 | | | | | 350,000 | | | | 350,551 | |
| | | OMAN GOV INTERNTL BOND | | 4.125% 17 Jan 2023 | | | | | 350,000 | | | | 353,080 | |
| | | OMAN GOV INTERNTL BOND | | 6.5% 08 Mar 2047 | | | | | 400,000 | | | | 392,301 | |
| | | PELABUHAN INDONESIA III | | 4.875% 01 Oct 2024 | | | | | 400,000 | | | | 441,000 | |
| | | PERUSAHAAN GAS NEGARA | | 5.125% 16 May 2024 | | | | | 210,000 | | | | 232,136 | |
| | | PERUSAHAAN LISTRIK NEGAR | | 5.45% 21 May 2028 | | | | | 200,000 | | | | 239,250 | |
| | | PETROBRAS GLOBAL FINANCE | | 5.093% 15 Jan 2030 | | | | | 46,000 | | | | 51,405 | |
| | | PETROBRAS GLOBAL FINANCE | | 5.6% 03 Jan 2031 | | | | | 125,000 | | | | 143,663 | |
| | | PETROBRAS GLOBAL FINANCE | | 8.75% 23 May 2026 | | | | | 250,000 | | | | 324,750 | |
| | | PETROBRAS GLOBAL FINANCE | | 5.75% 01 Feb 2029 | | | | | 210,000 | | | | 244,860 | |
| | | PETROBRAS GLOBAL FINANCE | | 6.9% 19 Mar 2049 | | | | | 120,000 | | | | 152,100 | |
| | | PETROLEOS DE VENEZUELA S | | 8.5% 27 Oct 2020 | | | | | 612,500 | | | | 153,125 | |
| | | PETROLEOS DE VENEZUELA S | | 5.375% 12 Apr 2027 | | | | | 985,000 | | | | 34,475 | |
| | | PETROLEOS DE VENEZUELA S | | 9% 17 Nov 2021 | | | | | 95,000 | | | | 3,325 | |
| | | PETROLEOS DE VENEZUELA S | | 6% 15 Nov 2026 | | | | | 70,000 | | | | 2,450 | |
| | | PETROLEOS MEXICANOS | | 6.49% 23 Jan 2027 | | | | | 904,000 | | | | 954,624 | |
| | | PETROLEOS MEXICANOS | | 7.69% 23 Jan 2050 | | | | | 303,000 | | | | 305,500 | |
| | | PETROLEOS MEXICANOS | | 6.625% 15 Jun 2038 | | | | | 795,000 | | | | 764,790 | |
| | | PETROLEOS MEXICANOS | | 6.5% 02 Jun 2041 | | | | | 180,000 | | | | 168,075 | |
| | | PETROLEOS MEXICANOS | | 6.875% 04 Aug 2026 | | | | | 285,000 | | | | 311,363 | |
| | | PETROLEOS MEXICANOS | | 6.5% 13 Mar 2027 | | | | | 280,000 | | | | 294,893 | |
| | | PETROLEOS MEXICANOS | | 6.35% 12 Feb 2048 | | | | | 145,000 | | | | 131,443 | |
| | | PETROLEOS MEXICANOS | | 6.5% 23 Jan 2029 | | | | | 350,000 | | | | 362,828 | |
| | | PETRONAS CAPITAL LTD | | 4.55% 21 Apr 2050 | | | | | 200,000 | | | | 266,942 | |
| | | PETRONAS CAPITAL LTD | | 4.8% 21 Apr 2060 | | | | | 200,000 | | | | 288,816 | |
| | | PETRONAS CAPITAL LTD | | 4.5% 18 Mar 2045 | | | | | 210,000 | | | | 280,456 | |
| | | PHILIPPINE GOVERNMENT | | 4.125% 20 Aug 2024 | | | | | 20,000,000 | | | | 445,807 | |
| | | PHILIPPINE PESO | | FOREIGN CURRENCY | | | | | 330,000 | | | | 6,872 | |
| | | PNG GOVT INTL BOND | | 8.375% 04 Oct 2028 | | | | | 200,000 | | | | 202,750 | |
| | | PNG GOVT INTL BOND | | 8.375% 04 Oct 2028 | | | | | 200,000 | | | | 202,750 | |
| | | POLAND GOVERNMENT BOND | | 2.5% 25 Jul 2026 | | | | | 800,000 | | | | 237,277 | |
| | | POLAND GOVERNMENT BOND | | 2.75% 25 Oct 2029 | | | | | 1,960,000 | | | | 600,471 | |
| | | POLAND GOVERNMENT BOND | | 1.25% 25 Oct 2030 | | | | | 900,000 | | | | 242,336 | |
| | | POLAND GOVERNMENT BOND | | 3.25% 25 Jul 2025 | | | | | 9,085,000 | | | | 2,750,877 | |
| | | POLAND GOVERNMENT BOND | | 2.75% 25 Apr 2028 | | | | | 1,400,000 | | | | 425,816 | |
| | | POLAND GOVERNMENT BOND | | 2.5% 25 Apr 2024 | | | | | 2,360,000 | | | | 680,768 | |
| | | POLAND GOVERNMENT BOND | | 2.25% 25 Oct 2024 | | | | | 1,400,000 | | | | 403,265 | |
| | | POLISH ZLOTY | | FOREIGN CURRENCY | | | | | 77,320 | | | | 20,752 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | | | 1 | | | | 1 | |
| | | POWER FINANCE CORP LTD | | 4.5% 18 Jun 2029 | | | | | 200,000 | | | | 219,654 | |
| | | PROVINCIA DE BUENOS AIRE | | 9.125% 16 Mar 2024 | | | | | 300,000 | | | | 122,625 | |
| | | PT PERTAMINA (PERSERO) | | 4.7% 30 Jul 2049 | | | | | 200,000 | | | | 227,523 | |
| | | PT PERTAMINA (PERSERO) | | 6.5% 07 Nov 2048 | | | | | 200,000 | | | | 280,025 | |
| | | PT WIJAYA KARYA | | 7.7% 31 Jan 2021 | | | | | 2,000,000,000 | | | | 140,416 | |
| | | REC LIMITED | | 5.25% 13 Nov 2023 | | | | | 200,000 | | | | 218,370 | |
| | | REPUBLIC OF ANGOLA | | 9.5% 12 Nov 2025 | | | | | 511,000 | | | | 529,070 | |
| | | REPUBLIC OF ANGOLA | | 8% 26 Nov 2029 | | | | | 200,000 | | | | 187,616 | |
| | | REPUBLIC OF ANGOLA | | 9.5% 12 Nov 2025 | | | | | 600,000 | | | | 621,217 | |
| | | REPUBLIC OF ANGOLA | | 9.375% 08 May 2048 | | | | | 200,000 | | | | 188,200 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2030 | | | | | 1,459,914 | | | | 591,265 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2035 | | | | | 266,685 | | | | 97,340 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jan 2038 | | | | | 1,269,661 | | | | 518,974 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2041 | | | | | 1,613,112 | | | | 608,950 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2029 | | | | | 186,901 | | | | 81,070 | |
| | | REPUBLIC OF BELARUS | | 6.875% 28 Feb 2023 | | | | | 235,000 | | | | 245,039 | |
| | | REPUBLIC OF BELARUS | | 7.625% 29 Jun 2027 | | | | | 200,000 | | | | 220,000 | |
| | | REPUBLIC OF CAMEROON | | 9.5% 19 Nov 2025 | | | | | 200,000 | | | | 222,000 | |
| | | REPUBLIC OF COLOMBIA | | 7.375% 18 Sep 2037 | | | | | 565,000 | | | | 824,199 | |
| | | REPUBLIC OF COLOMBIA | | 6.125% 18 Jan 2041 | | | | | 705,000 | | | | 944,700 | |
| | | REPUBLIC OF COLOMBIA | | 5% 15 Jun 2045 | | | | | 200,000 | | | | 244,000 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2030 | | | | | 254,880 | | | | 163,123 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2035 | | | | | 589,407 | | | | 319,022 | |
| | | REPUBLIC OF ECUADOR | | 1% 31 Jul 2040 | | | | | 240,160 | | | | 121,884 | |
| | | REPUBLIC OF ECUADOR | | 0.01% 31 Jul 2030 | | | | | 60,500 | | | | 28,662 | |
| | | REPUBLIC OF EL SALVADOR | | 7.75% 24 Jan 2023 | | | | | 150,000 | | | | 147,939 | |
| | | REPUBLIC OF EL SALVADOR | | 7.65% 15 Jun 2035 | | | | | 310,000 | | | | 293,725 | |
| | | REPUBLIC OF EL SALVADOR | | 7.625% 01 Feb 2041 | | | | | 177,000 | | | | 163,948 | |
| | | REPUBLIC OF EL SALVADOR | | 5.875% 30 Jan 2025 | | | | | 280,000 | | | | 264,253 | |
| | | REPUBLIC OF GABON | | 6.625% 06 Feb 2031 | | | | | 220,000 | | | | 226,613 | |
| | | REPUBLIC OF GABON | | 6.375% 12 Dec 2024 | | | | | 290,000 | | | | 301,600 | |
| | | REPUBLIC OF GABON | | 6.95% 16 Jun 2025 | | | | | 200,000 | | | | 214,000 | |
| | | REPUBLIC OF GABON | | 6.375% 12 Dec 2024 | | | | | 225,000 | | | | 234,000 | |
| | | REPUBLIC OF GHANA | | 6.375% 11 Feb 2027 | | | | | 200,000 | | | | 207,438 | |
| | | REPUBLIC OF GHANA | | 7.875% 11 Feb 2035 | | | | | 200,000 | | | | 205,500 | |
| | | REPUBLIC OF GHANA | | 8.125% 26 Mar 2032 | | | | | 200,000 | | | | 211,274 | |
| | | REPUBLIC OF GHANA | | 7.625% 16 May 2029 | | | | | 200,000 | | | | 212,281 | |
| | | REPUBLIC OF GHANA | | 7.875% 26 Mar 2027 | | | | | 200,000 | | | | 219,835 | |
| | | REPUBLIC OF GHANA | | 8.627% 16 Jun 2049 | | | | | 200,000 | | | | 204,772 | |
| | | REPUBLIC OF GHANA | | 10.75% 14 Oct 2030 | | | | | 315,000 | | | | 421,086 | |
| | | REPUBLIC OF GUATEMALA | | 6.125% 01 Jun 2050 | | | | | 400,000 | | | | 527,504 | |
| | | REPUBLIC OF GUATEMALA | | 4.5% 03 May 2026 | | | | | 240,000 | | | | 266,400 | |
| | | REPUBLIC OF INDONESIA | | 4.45% 15 Apr 2070 | | | | | 200,000 | | | | 244,626 | |
| | | REPUBLIC OF INDONESIA | | 8.5% 12 Oct 2035 | | | | | 425,000 | | | | 694,093 | |
| | | REPUBLIC OF INDONESIA | | 5.95% 08 Jan 2046 | | | | | 250,000 | | | | 359,910 | |
| | | REPUBLIC OF INDONESIA | | 7.75% 17 Jan 2038 | | | | | 700,000 | | | | 1,098,902 | |
| | | REPUBLIC OF IRAQ | | 5.8% 15 Jan 2028 | | | | | 745,313 | | | | 696,942 | |
| | | REPUBLIC OF KAZAKHSTAN | | 6.5% 21 Jul 2045 | | | | | 300,000 | | | | 483,375 | |
| | | REPUBLIC OF KENYA | | 7.25% 28 Feb 2028 | | | | | 200,000 | | | | 224,282 | |
| | | REPUBLIC OF KENYA | | 6.875% 24 Jun 2024 | | | | | 285,000 | | | | 311,981 | |
| | | REPUBLIC OF MOZAMBIQUE | | 1% 15 Sep 2031 | | | | | 247,000 | | | | 226,064 | |
| | | REPUBLIC OF NAMIBIA | | 5.25% 29 Oct 2025 | | | | | 200,000 | | | | 214,705 | |
| | | REPUBLIC OF NIGERIA | | 7.625% 28 Nov 2047 | | | | | 200,000 | | | | 210,311 | |
| | | REPUBLIC OF NIGERIA | | 7.696% 23 Feb 2038 | | | | | 200,000 | | | | 213,280 | |
| | | REPUBLIC OF NIGERIA | | 8.747% 21 Jan 2031 | | | | | 200,000 | | | | 231,701 | |
| | | REPUBLIC OF NIGERIA | | 7.875% 16 Feb 2032 | | | | | 200,000 | | | | 219,650 | |
| | | REPUBLIC OF NIGERIA | | 7.143% 23 Feb 2030 | | | | | 200,000 | | | | 215,500 | |
| | | REPUBLIC OF NIGERIA | | 8.747% 21 Jan 2031 | | | | | 600,000 | | | | 695,104 | |
| | | REPUBLIC OF PANAMA | | 8.875% 30 Sep 2027 | | | | | 161,000 | | | | 232,244 | |
| | | REPUBLIC OF PANAMA | | 6.7% 26 Jan 2036 | | | | | 630,000 | | | | 935,556 | |
| | | REPUBLIC OF PARAGUAY | | 6.1% 11 Aug 2044 | | | | | 245,000 | | | | 327,996 | |
| | | REPUBLIC OF PERU | | 2.783% 23 Jan 2031 | | | | | 100,000 | | | | 109,651 | |
| | | REPUBLIC OF PERU | | 2.78% 01 Dec 2060 | | | | | 215,000 | | | | 216,935 | |
| | | REPUBLIC OF PERU | | 8.75% 21 Nov 2033 | | | | | 405,000 | | | | 691,542 | |
| | | REPUBLIC OF PERU | | 8.2% 12 Aug 2026 | | | | | 990,000 | | | | 371,513 | |
| | | REPUBLIC OF PERU | | 6.95% 12 Aug 2031 | | | | | 1,324,000 | | | | 475,918 | |
| | | REPUBLIC OF PERU | | 5.625% 18 Nov 2050 | | | | | 610,000 | | | | 959,225 | |
| | | REPUBLIC OF PERU | | 6.35% 12 Aug 2028 | | | | | 710,000 | | | | 249,391 | |
| | | REPUBLIC OF PERU | | 6.9% 12 Aug 2037 | | | | | 1,937,000 | | | | 660,335 | |
| | | REPUBLIC OF PHILIPPINES | | 2.95% 05 May 2045 | | | | | 375,000 | | | | 394,935 | |
| | | REPUBLIC OF PHILIPPINES | | 2.65% 10 Dec 2045 | | | | | 225,000 | | | | 227,833 | |
| | | REPUBLIC OF PHILIPPINES | | 5% 13 Jan 2037 | | | | | 210,000 | | | | 276,990 | |
| | | REPUBLIC OF PHILIPPINES | | 3.95% 20 Jan 2040 | | | | | 330,000 | | | | 391,707 | |
| | | REPUBLIC OF SENEGAL | | 4.75% 13 Mar 2028 | | | | | 115,000 | | | | 149,552 | |
| | | REPUBLIC OF SENEGAL | | 6.25% 23 May 2033 | | | | | 200,000 | | | | 224,214 | |
| | | REPUBLIC OF SERBIA | | 2.125% 01 Dec 2030 | | | | | 200,000 | | | | 197,660 | |
| | | REPUBLIC OF SERBIA | | 1.5% 26 Jun 2029 | | | | | 400,000 | | | | 505,727 | |
| | | REPUBLIC OF SERBIA | | 3.125% 15 May 2027 | | | | | 100,000 | | | | 137,331 | |
| | | REPUBLIC OF SERBIA | | 1.5% 26 Jun 2029 | | | | | 80,000 | | | | 101,145 | |
| | | REPUBLIC OF SOUTH AFRICA | | 9% 31 Jan 2040 | | | | | 7,740,000 | | | | 448,451 | |
| | | REPUBLIC OF SOUTH AFRICA | | 6.25% 31 Mar 2036 | | | | | 8,330,000 | | | | 390,366 | |
| | | REPUBLIC OF SOUTH AFRICA | | 6.25% 08 Mar 2041 | | | | �� | 450,000 | | | | 486,126 | |
| | | REPUBLIC OF SOUTH AFRICA | | 4.85% 30 Sep 2029 | | | | | 205,000 | | | | 217,592 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8% 31 Jan 2030 | | | | | 19,592,500 | | | | 1,272,042 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.25% 31 Mar 2032 | | | | | 4,165,000 | | | | 255,277 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8% 31 Jan 2030 | | | | | 5,900,000 | | | | 383,057 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.25% 31 Mar 2032 | | | | | 9,955,000 | | | | 610,152 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.75% 31 Jan 2044 | | | | | 2,600,000 | | | | 144,945 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.75% 31 Jan 2044 | | | | | 10,190,000 | | | | 568,073 | |
| | | REPUBLIC OF SOUTH AFRICA | | 8.875% 28 Feb 2035 | | | | | 17,700,000 | | | | 1,059,060 | |
| | | REPUBLIC OF SOUTH AFRICA | | 10.5% 21 Dec 2026 | | | | | 12,761,900 | | | | 1,028,043 | |
| | | REPUBLIC OF SOUTH AFRICA | | 6.5% 28 Feb 2041 | | | | | 14,800,000 | | | | 658,967 | |
| | | REPUBLIC OF SOUTH AFRICA | | 7% 28 Feb 2031 | | | | | 10,080,000 | | | | 587,970 | |
| | | REPUBLIC OF SRI LANKA | | 6.35% 28 Jun 2024 | | | | | 200,000 | | | | 120,800 | |
| | | REPUBLIC OF SRI LANKA | | 5.75% 18 Apr 2023 | | | | | 250,000 | | | | 158,628 | |
| | | REPUBLIC OF SRI LANKA | | 6.85% 14 Mar 2024 | | | | | 210,000 | | | | 126,000 | |
| | | REPUBLIC OF SRI LANKA | | 7.85% 14 Mar 2029 | | | | | 400,000 | | | | 228,300 | |
| | | REPUBLIC OF SRI LANKA | | 5.875% 25 Jul 2022 | | | | | 210,000 | | | | 144,232 | |
| | | REPUBLIC OF SRI LANKA | | 6.85% 03 Nov 2025 | | | | | 300,000 | | | | 177,915 | |
| | | REPUBLIC OF SRI LANKA | | 6.2% 11 May 2027 | | | | | 200,000 | | | | 112,908 | |
| | | REPUBLIC OF SRI LANKA | | 5.75% 18 Apr 2023 | | | | | 200,000 | | | | 126,902 | |
| | | REPUBLIC OF TURKEY | | 6.125% 24 Oct 2028 | | | | | 200,000 | | | | 213,190 | |
| | | REPUBLIC OF TURKEY | | 6.875% 17 Mar 2036 | | | | | 417,000 | | | | 453,863 | |
| | | REPUBLIC OF TURKEY | | 4.875% 09 Oct 2026 | | | | | 415,000 | | | | 419,321 | |
| | | REPUBLIC OF TURKEY | | 6% 25 Mar 2027 | | | | | 1,000,000 | | | | 1,060,182 | |
| | | REPUBLIC OF TURKEY | | 7.25% 23 Dec 2023 | | | | | 200,000 | | | | 218,420 | |
| | | REPUBLIC OF TURKEY | | 5.6% 14 Nov 2024 | | | | | 210,000 | | | | 219,765 | |
| | | REPUBLIC OF TURKEY | | 6% 14 Jan 2041 | | | | | 200,000 | | | | 197,020 | |
| | | REPUBLIC OF VENEZUELA | | 9.25% 07 May 2028 | | | | | 285,000 | | | | 26,220 | |
| | | REPUBLIC OF VENEZUELA | | 11.95% 05 Aug 2031 | | | | | 640,000 | | | | 58,880 | |
| | | REPUBLIC OF ZAMBIA | | 5.375% 20 Sep 2022 | | | | | 495,000 | | | | 255,915 | |
| | | REPUBLIC OF ZAMBIA | | 8.97% 30 Jul 2027 | | | | | 270,000 | | | | 141,692 | |
| | | REPUBLICA ORIENT URUGUAY | | 7.625% 21 Mar 2036 | | | | | 705,000 | | | | 1,141,226 | |
| | | REPUBLICA ORIENT URUGUAY | | 5.1% 18 Jun 2050 | | | | | 140,000 | | | | 195,826 | |
| | | REPUBLICA ORIENT URUGUAY | | 8.5% 15 Mar 2028 | | | | | 3,965,000 | | | | 98,020 | |
| | | REPUBLICA ORIENT URUGUAY | | 9.875% 20 Jun 2022 | | | | | 1,770,000 | | | | 43,349 | |
| | | ROMANIA | | 4.625% 03 Apr 2049 | | | | | 170,000 | | | | 280,555 | |
| | | ROMANIA | | 5.125% 15 Jun 2048 | | | | | 104,000 | | | | 132,860 | |
| | | ROMANIA | | 6.125% 22 Jan 2044 | | | | | 108,000 | | | | 152,323 | |
| | | ROMANIA | | 4.125% 11 Mar 2039 | | | | | 284,000 | | | | 434,278 | |
| | | ROMANIA | | 4.625% 03 Apr 2049 | | | | | 102,000 | | | | 168,333 | |
| | | ROMANIA | | 5.125% 15 Jun 2048 | | | | | 396,000 | | | | 505,890 | |
| | | ROMANIA GOVERNMENT BOND | | 5% 12 Feb 2029 | | | | | 600,000 | | | | 172,873 | |
| | | ROMANIA GOVERNMENT BOND | | 4.85% 22 Apr 2026 | | | | | 500,000 | | | | 138,541 | |
| | | ROMANIA GOVERNMENT BOND | | 4.75% 24 Feb 2025 | | | | | 2,410,000 | | | | 655,116 | |
| | | ROMANIA GOVERNMENT BOND | | 3.25% 29 Apr 2024 | | | | | 875,000 | | | | 224,449 | |
| | | ROMANIA GOVERNMENT BOND | | 3.65% 24 Sep 2031 | | | | | 1,180,000 | | | | 306,774 | |
| | | ROMANIAN LEU | | FOREIGN CURRENCY | | | | | 0 | | | | 0 | |
| | | RUSSIA GOVT BOND OFZ | | 7.25% 10 May 2034 | | | | | 24,600,000 | | | | 361,861 | |
| | | RUSSIA GOVT BOND OFZ | | 6% 06 Oct 2027 | | | | | 12,000,000 | | | | 165,348 | |
| | | RUSSIA GOVT BOND OFZ | | 8.15% 03 Feb 2027 | | | | | 14,800,000 | | | | 227,495 | |
| | | RUSSIA GOVT BOND OFZ | | 7.05% 19 Jan 2028 | | | | | 64,600,000 | | | | 943,439 | |
| | | RUSSIA GOVT BOND OFZ | | 8.5% 17 Sep 2031 | | | | | 17,586,000 | | | | 285,313 | |
| | | RUSSIA GOVT BOND OFZ | | 7.75% 16 Sep 2026 | | | | | 30,050,000 | | | | 451,394 | |
| | | RUSSIA GOVT BOND OFZ | | 7.7% 23 Mar 2033 | | | | | 41,760,000 | | | | 636,046 | |
| | | RUSSIA GOVT BOND OFZ | | 6.9% 23 May 2029 | | | | | 38,550,000 | | | | 559,765 | |
| | | RUSSIA GOVT BOND OFZ | | 7.95% 07 Oct 2026 | | | | | 69,630,000 | | | | 1,057,043 | |
| | | RUSSIA GOVT BOND OFZ | | 7.65% 10 Apr 2030 | | | | | 30,500,000 | | | | 465,576 | |
| | | RUSSIA GOVT BOND OFZ | | 7.7% 16 Mar 2039 | | | | | 18,960,000 | | | | 292,771 | |
| | | RUSSIA GOVT BOND OFZ | | 7.15% 12 Nov 2025 | | | | | 23,300,000 | | | | 340,727 | |
| | | RUSSIA I/L BOND OFZ | | 2.5% 17 Jul 2030 | | | | | 28,806,602 | | | | 393,057 | |
| | | RUSSIAN FEDERATION | | 5.1% 28 Mar 2035 | | | | | 600,000 | | | | 758,352 | |
| | | RUSSIAN FEDERATION | | 12.75% 24 Jun 2028 | | | | | 35,000 | | | | 59,850 | |
| | | RUSSIAN FEDERATION | | 5.875% 16 Sep 2043 | | | | | 400,000 | | | | 577,040 | |
| | | RUSSIAN FEDERATION | | 12.75% 24 Jun 2028 | | | | | 90,000 | | | | 153,900 | |
| | | RUSSIAN FEDERATION | | 5.25% 23 Jun 2047 | | | | | 200,000 | | | | 276,750 | |
| | | RUSSIAN FEDERATION | | 5.1% 28 Mar 2035 | | | | | 200,000 | | | | 252,784 | |
| | | RUSSIAN FEDERATION | | 5.625% 04 Apr 2042 | | | | | 400,000 | | | | 556,052 | |
| | | RUSSIAN RUBLE | | FOREIGN CURRENCY | | | | | 1 | | | | 0 | |
| | | S8A7JEAJ3 IRS BRL R F 5.44000 | | 5.44% 02 Jan 2023 | | | | | 10,301,579 | | | | 102,562 | |
| | | S8A7Y59Q1 IRS BRL R F 6.43000 | | 6.43% 02 Jan 2025 | | | | | 9,378,095 | | | | 84,501 | |
| | | S8A7ZUFA3 IRS BRL R F 6.52941 | | 6.529% 04 Jan 2027 | | | | | 2,837,621 | | | | 13,960 | |
| | | SAKA ENERGI INDONESIA PT | | 4.45% 05 May 2024 | | | | | 240,000 | | | | 234,046 | |
| | | SASOL FINANCING USA LLC | | 5.875% 27 Mar 2024 | | | | | 350,000 | | | | 371,525 | |
| | | SAUDI ARABIAN OIL CO | | 4.25% 16 Apr 2039 | | | | | 200,000 | | | | 234,517 | |
| | | SAUDI INTERNATIONAL BOND | | 5.25% 16 Jan 2050 | | | | | 270,000 | | | | 367,737 | |
| | | SAUDI INTERNATIONAL BOND | | 4.625% 04 Oct 2047 | | | | | 200,000 | | | | 247,050 | |
| | | SAUDI INTERNATIONAL BOND | | 4.625% 04 Oct 2047 | | | | | 200,000 | | | | 247,050 | |
| | | SAUDI INTERNATIONAL BOND | | 5.25% 16 Jan 2050 | | | | | 705,000 | | | | 960,203 | |
| | | SINGAPORE DOLLAR | | FOREIGN CURRENCY | | | | | 44,231 | | | | 33,466 | |
| | | SINOCHEM OVERSEAS CAPITA | | 6.3% 12 Nov 2040 | | | | | 105,000 | | | | 145,988 | |
| | | SINOPEC GRP OVERSEA 2013 | | 5.375% 17 Oct 2043 | | | | | 210,000 | | | | 286,791 | |
| | | SINOPEC GRP OVERSEAS DEV | | 4.25% 12 Apr 2047 | | | | | 200,000 | | | | 243,966 | |
| | | SOL | | FOREIGN CURRENCY | | | | | 109,504 | | | | 30,272 | |
| | | SOUTHERN GAS CORRIDOR | | 6.875% 24 Mar 2026 | | | | | 285,000 | | | | 344,366 | |
| | | SOUTHERN GAS CORRIDOR | | 6.875% 24 Mar 2026 | | | | | 200,000 | | | | 241,660 | |
| | | STATE OF ISRAEL | | 3.875% 03 Jul 2050 | | | | | 200,000 | | | | 240,039 | |
| | | STATE OF ISRAEL | | 4.5% 31 Dec 2099 | | | | | 200,000 | | | | 264,476 | |
| | | STATE OF QATAR | | 4.4% 16 Apr 2050 | | | | | 205,000 | | | | 267,064 | |
| | | STATE OF QATAR | | 4.4% 16 Apr 2050 | | | | | 200,000 | | | | 260,550 | |
| | | STATE OF QATAR | | 4.817% 14 Mar 2049 | | | | | 345,000 | | | | 470,711 | |
| | | STATE OF QATAR | | 5.103% 23 Apr 2048 | | | | | 600,000 | | | | 843,450 | |
| | | STATE OF QATAR | | 5.103% 23 Apr 2048 | | | | | 405,000 | | | | 569,329 | |
| | | STATE OF QATAR | | 4.5% 23 Apr 2028 | | | | | 400,000 | | | | 484,500 | |
| | | SUZANO AUSTRIA GMBH | | 3.75% 15 Jan 2031 | | | | | 200,000 | | | | 212,200 | |
| | | SWAP BARCLAYS BANK COC | | SWAP CASH COLLATERAL USD | | | | | 10,000 | | | | 10,000 | |
| | | SWAP BARCLAYS BANK COC | | SWAP CASH COLLATERAL USD | | | | | (10,000 | ) | | | (10,000 | ) |
| | | SWAP CCPC JP MORGAN COC | | SWAP CCPC CASH COLLATERAL | | | | | 400,000 | | | | 400,000 | |
| | | SWAP HSBC BOC | | SWAP CASH COLLATERAL USD | | | | | (110,000 | ) | | | (110,000 | ) |
| | | SWAP MORGAN STANLEY COC | | SWAP CASH COLLATERAL USD | | | | | 60,000 | | | | 60,000 | |
| | | SWAPS BARCLAYS BOC | | SWAP CASH COLLATERAL USD | | | | | (260,000 | ) | | | (260,000 | ) |
| | | SWISS FRANC | | FOREIGN CURRENCY | | | | | 0 | | | | 0 | |
| | | TBG GLOBAL PTE LTD | | 5.25% 10 Feb 2022 | | | | | 250,000 | | | | 250,375 | |
| | | THAILAND BAHT | | FOREIGN CURRENCY | | | | | 989,190 | | | | 33,017 | |
| | | THAILAND GOVERNMENT BOND | | 1.6% 17 Dec 2029 | | | | | 3,265,000 | | | | 113,075 | |
| | | THAILAND GOVERNMENT BOND | | 3.58% 17 Dec 2027 | | | | | 8,040,000 | | | | 316,684 | |
| | | THAILAND GOVERNMENT BOND | | 3.4% 17 Jun 2036 | | | | | 12,600,000 | | | | 524,159 | |
| | | THAILAND GOVERNMENT BOND | | 2.875% 17 Jun 2046 | | | | | 3,900,000 | | | | 155,223 | |
| | | THAILAND GOVERNMENT BOND | | 2.125% 17 Dec 2026 | | | | | 6,000,000 | | | | 216,360 | |
| | | THAILAND GOVERNMENT BOND | | 2.875% 17 Dec 2028 | | | | | 10,560,000 | | | | 401,095 | |
| | | THAILAND GOVERNMENT BOND | | 3.3% 17 Jun 2038 | | | | | 12,350,000 | | | | 511,912 | |
| | | THAILAND GOVERNMENT BOND | | 4.875% 22 Jun 2029 | | | | | 11,300,000 | | | | 488,598 | |
| | | THAILAND GOVERNMENT BOND | | 3.85% 12 Dec 2025 | | | | | 46,110,000 | | | | 1,781,044 | |
| | | THAILAND GOVERNMENT BOND | | 3.65% 20 Jun 2031 | | | | | 4,200,000 | | | | 173,136 | |
| | | THAILAND GOVERNMENT BOND | | 3.775% 25 Jun 2032 | | | | | 29,400,000 | | | | 1,238,624 | |
| | | THAILAND GOVERNMENT BOND | | 4.675% 29 Jun 2044 | | | | | 3,400,000 | | | | 174,735 | |
| | | THAILAND GOVERNMENT BOND | | 3.625% 16 Jun 2023 | | | | | 10,500,000 | | | | 377,841 | |
| | | THIRD PKSTAN INTL SUKUK | | 5.625% 05 Dec 2022 | | | | | 250,000 | | | | 255,625 | |
| | | TITULOS DE TESORERIA | | 7.5% 26 Aug 2026 | | | | | 1,080,000,000 | | | | 364,483 | |
| | | TITULOS DE TESORERIA | | 7.25% 18 Oct 2034 | | | | | 500,000,000 | | | | 163,377 | |
| | | TITULOS DE TESORERIA | | 7.25% 26 Oct 2050 | | | | | 808,000,000 | | | | 253,661 | |
| | | TITULOS DE TESORERIA | | 6% 28 Apr 2028 | | | | | 7,698,100,000 | | | | 2,408,656 | |
| | | TITULOS DE TESORERIA | | 7.75% 18 Sep 2030 | | | | | 1,878,000,000 | | | | 644,318 | |
| | | TITULOS DE TESORERIA | | 7% 30 Jun 2032 | | | | | 1,335,200,000 | | | | 430,530 | |
| | | TRANSNET SOC LTD | | 9.5% 13 May 2021 | | | | | 7,700,000 | | | | 527,651 | |
| | | TURK IHRACAT KR BK | | 8.25% 24 Jan 2024 | | | | | 200,000 | | | | 216,500 | |
| | | TURKEY GOVERNMENT BOND | | 10.5% 11 Aug 2027 | | | | | 2,300,000 | | | | 282,375 | |
| | | TURKEY GOVERNMENT BOND | | 10.6% 11 Feb 2026 | | | | | 4,590,000 | | | | 577,417 | |
| | | TURKEY GOVERNMENT BOND | | 8.8% 27 Sep 2023 | | | | | 1,660,000 | | | | 198,776 | |
| | | TURKEY GOVERNMENT BOND | | 11% 02 Mar 2022 | | | | | 500,000 | | | | 64,413 | |
| | | TURKISH LIRA | | FOREIGN CURRENCY | | | | | 0 | | | | 0 | |
| | | TURKIYE SINAI KALKINMA B | | 6% 23 Jan 2025 | | | | | 200,000 | | | | 201,581 | |
| | | UKRAINE GOVERNMENT | | 18% 24 Mar 2021 | | | | | 634,000 | | | | 22,712 | |
| | | UKRAINE GOVERNMENT | | 7.253% 15 Mar 2033 | | | | | 200,000 | | | | 217,988 | |
| | | UKRAINE GOVERNMENT | | 17.25% 05 Jan 2022 | | | | | 1,395,000 | | | | 51,758 | |
| | | UKRAINE GOVERNMENT | | 11.67% 22 Nov 2023 | | | | | 2,536,000 | | | | 88,252 | |
| | | UKRAINE GOVERNMENT | | 6.75% 20 Jun 2026 | | | | | 395,000 | | | | 531,777 | |
| | | UKRAINE GOVERNMENT | | 4.375% 27 Jan 2030 | | | | | 100,000 | | | | 116,849 | |
| | | UKRAINE GOVERNMENT | | 7.375% 25 Sep 2032 | | | | | 250,000 | | | | 274,688 | |
| | | UKRAINE GOVERNMENT | | 1% 31 May 2040 | | | | | 327,000 | | | | 336,401 | |
| | | UKRAINE GOVERNMENT | | 7.75% 01 Sep 2027 | | | | | 145,000 | | | | 164,416 | |
| | | UKRAINE GOVERNMENT | | 7.75% 01 Sep 2024 | | | | | 315,000 | | | | 350,053 | |
| | | UKRAINE GOVERNMENT | | 9.75% 01 Nov 2028 | | | | | 215,000 | | | | 264,515 | |
| | | UKRAINE GOVERNMENT | | 7.375% 25 Sep 2032 | | | | | 400,000 | | | | 439,500 | |
| | | UKRAINE GOVERNMENT | | 8.994% 01 Feb 2024 | | | | | 210,000 | | | | 237,577 | |
| | | UKREXIMBANK(BIZ FIN PLC) | | 9.75% 22 Jan 2025 | | | | | 385,000 | | | | 402,325 | |
| | | UNITED MEXICAN STATES | | 5.75% 12 Oct 2099 | | | | | 450,000 | | | | 597,942 | |
| | | UNITED MEXICAN STATES | | 4.6% 23 Jan 2046 | | | | | 215,000 | | | | 251,013 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | | | 3,100,000 | | | | 7,391 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | | | (2,200,000 | ) | | | (2,474 | ) |
| | | US DOLLAR | | | | | | | (41,804 | ) | | | (41,804 | ) |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | | | (2,000,000 | ) | | | 28,024 | |
| | | VALE OVERSEAS LIMITED | | 3.75% 08 Jul 2030 | | | | | 125,000 | | | | 139,064 | |
| | | VEON HOLDINGS BV | | 3.375% 25 Nov 2027 | | | | | 305,000 | | | | 313,421 | |
| | | YUAN RENMINBI | | FOREIGN CURRENCY | | | | | (34,244,021 | ) | | | (5,236,249 | ) |
| | | YUAN RENMINBI OFFSHORE | | FOREIGN CURRENCY | | | | | 34,602,467 | | | | 5,326,202 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT J - Emerging Markets Debt Fund | | | | $ | 158,693,976 | |
n / a - Cost is not applicable
EXHIBIT K - Long-Term Credit Fund
(Managed by Western Asset Management Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | 3M COMPANY | | 3.7% 15 Apr 2050 | | | 140,000 | | | | | $ | 173,780 | |
| | | 3M COMPANY | | 3.625% 15 Oct 2047 | | | 700,000 | | | | | | 834,660 | |
| | | 3M COMPANY | | 3.25% 26 Aug 2049 | | | 320,000 | | | | | | 369,980 | |
| | | ABBOTT LABORATORIES | | 4.9% 30 Nov 2046 | | | 710,000 | | | | | | 1,052,578 | |
| | | ABBVIE INC | | 4.05% 21 Nov 2039 | | | 1,780,000 | | | | | | 2,154,200 | |
| | | ABBVIE INC | | 4.25% 21 Nov 2049 | | | 2,370,000 | | | | | | 2,971,556 | |
| | | ABBVIE INC | | 4.55% 15 Mar 2035 | | | 415,000 | | | | | | 524,687 | |
| | | ABBVIE INC | | 4.7% 14 May 2045 | | | 400,000 | | | | | | 523,286 | |
| | | ABU DHABI GOVT INT L | | 3.875% 16 Apr 2050 | | | 340,000 | | | | | | 414,460 | |
| | | ABU DHABI GOVT INT L | | 1.7% 02 Mar 2031 | | | 960,000 | | | | | | 959,405 | |
| | | ABU DHABI GOVT INT L | | 4.125% 11 Oct 2047 | | | 650,000 | | | | | | 816,563 | |
| | | ABU DHABI GOVT INT L | | 3.125% 30 Sep 2049 | | | 540,000 | | | | | | 577,800 | |
| | | ACTIVISION BLIZZARD | | 2.5% 15 Sep 2050 | | | 450,000 | | | | | | 439,828 | |
| | | ADVENT HEALTH SYSTEM | | 3.63% 01 Mar 2049 | | | 100,000 | | | | | | 111,049 | |
| | | AEP TRANSMISSION CO LLC | | 3.65% 01 Apr 2050 | | | 120,000 | | | | | | 145,487 | |
| | | AEP TRANSMISSION CO LLC | | 3.8% 15 Jun 2049 | | | 310,000 | | | | | | 382,770 | |
| | | AEP TRANSMISSION CO LLC | | 3.15% 15 Sep 2049 | | | 80,000 | | | | | | 89,159 | |
| | | AETNA INC | | 3.875% 15 Aug 2047 | | | 360,000 | | | | | | 429,363 | |
| | | AHS HOSPITAL CORP | | 5.024% 01 Jul 2045 | | | 160,000 | | | | | | 222,589 | |
| | | AIA GROUP LTD | | 3.2% 16 Sep 2040 | | | 310,000 | | | | | | 324,998 | |
| | | ALLSTATE CORP | | 4.2% 15 Dec 2046 | | | 225,000 | | | | | | 297,146 | |
| | | ALPHABET INC | | 1.9% 15 Aug 2040 | | | 340,000 | | | | | | 333,697 | |
| | | ALPHABET INC | | 2.05% 15 Aug 2050 | | | 360,000 | | | | | | 343,595 | |
| | | ALPHABET INC | | 2.25% 15 Aug 2060 | | | 820,000 | | | | | | 792,914 | |
| | | ALTRIA GROUP INC | | 3.875% 16 Sep 2046 | | | 70,000 | | | | | | 73,940 | |
| | | ALTRIA GROUP INC | | 5.8% 14 Feb 2039 | | | 1,500,000 | | | | | | 1,976,360 | |
| | | ALTRIA GROUP INC | | 5.95% 14 Feb 2049 | | | 1,540,000 | | | | | | 2,157,477 | |
| | | ALTRIA GROUP INC | | 6.2% 14 Feb 2059 | | | 760,000 | | | | | | 1,067,032 | |
| | | AMAZON.COM INC | | 2.5% 03 Jun 2050 | | | 1,060,000 | | | | | | 1,099,825 | |
| | | AMERICAN INTL GROUP | | 3.4% 30 Jun 2030 | | | 110,000 | | | | | | 126,044 | |
| | | AMERICAN INTL GROUP | | 6.25% 01 May 2036 | | | 330,000 | | | | | | 477,656 | |
| | | AMERICAN INTL GROUP | | 4.75% 01 Apr 2048 | | | 380,000 | | | | | | 506,994 | |
| | | AMERICAN MUNI PWR OHIO INC OH | | 6.27% 15 Feb 2050 | | | 600,000 | | | | | | 851,934 | |
| | | AMGEN INC | | 3.15% 21 Feb 2040 | | | 440,000 | | | | | | 484,356 | |
| | | AMGEN INC | | 4.663% 15 Jun 2051 | | | 236,000 | | | | | | 321,914 | |
| | | ANGLO AMERICAN CAPITAL | | 4.75% 10 Apr 2027 | | | 500,000 | | | | | | 589,823 | |
| | | ANGLO AMERICAN CAPITAL | | 4% 11 Sep 2027 | | | 230,000 | | | | | | 264,109 | |
| | | ANHEUSER BUSCH CO/INBEV | | 4.7% 01 Feb 2036 | | | 305,000 | | | | | | 387,438 | |
| | | ANHEUSER BUSCH CO/INBEV | | 4.9% 01 Feb 2046 | | | 1,020,000 | | | | | | 1,326,235 | |
| | | ANHEUSER BUSCH INBEV WOR | | 5.55% 23 Jan 2049 | | | 300,000 | | | | | | 426,562 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.439% 06 Oct 2048 | | | 280,000 | | | | | | 348,521 | |
| | | ANHEUSER BUSCH INBEV WOR | | 5.8% 23 Jan 2059 | | | 1,970,000 | | | | | | 3,032,583 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.375% 15 Apr 2038 | | | 230,000 | | | | | | 284,785 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.6% 15 Apr 2048 | | | 520,000 | | | | | | 658,009 | |
| | | ANTHEM INC | | 4.55% 01 Mar 2048 | | | 350,000 | | | | | | 466,252 | |
| | | ANTHEM INC | | 5.85% 15 Jan 2036 | | | 145,000 | | | | | | 200,658 | |
| | | ANTHEM INC | | 5.1% 15 Jan 2044 | | | 210,000 | | | | | | 291,224 | |
| | | APACHE CORP | | 5.25% 01 Feb 2042 | | | 20,000 | | | | | | 21,557 | |
| | | APACHE CORP | | 4.75% 15 Apr 2043 | | | 925,000 | | | | | | 959,100 | |
| | | APPLE INC | | 2.65% 11 May 2050 | | | 730,000 | | | | | | 774,783 | |
| | | APPLE INC | | 4.375% 13 May 2045 | | | 930,000 | | | | | | 1,274,533 | |
| | | ARCELORMITTAL | | 7.25% 15 Oct 2039 | | | 70,000 | | | | | | 98,218 | |
| | | ARCELORMITTAL | | 7% 01 Mar 2041 | | | 170,000 | | | | | | 234,273 | |
| | | ARGENTINE PESO | | FOREIGN CURRENCY | | | 74,986 | | | | | | 892 | |
| | | AT+T INC | | 3.1% 01 Feb 2043 | | | 2,150,000 | | | | | | 2,182,182 | |
| | | AT+T INC | | 3.5% 01 Feb 2061 | | | 480,000 | | | | | | 478,070 | |
| | | AT+T INC | | 3.5% 15 Sep 2053 | | | 438,000 | | | | | | 438,643 | |
| | | AT+T INC | | 3.55% 15 Sep 2055 | | | 2,950,000 | | | | | | 2,939,986 | |
| | | AT+T INC | | 4.35% 15 Jun 2045 | | | 737,000 | | | | | | 851,516 | |
| | | AT+T INC | | 4.8% 15 Jun 2044 | | | 164,000 | | | | | | 204,795 | |
| | | AVOLON HOLDINGS FNDG LTD | | 5.125% 01 Oct 2023 | | | 340,000 | | | | | | 363,726 | |
| | | AVOLON HOLDINGS FNDG LTD | | 3.95% 01 Jul 2024 | | | 290,000 | | | | | | 306,287 | |
| | | AVOLON HOLDINGS FNDG LTD | | 4.375% 01 May 2026 | | | 190,000 | | | | | | 205,826 | |
| | | BANCO MERCANTIL DE NORTE | | 1% 31 Dec 2099 | | | 200,000 | | | | | | 226,502 | |
| | | BANCO SANTANDER SA | | 2.746% 28 May 2025 | | | 200,000 | | | | | | 213,505 | |
| | | BANCO SANTANDER SA | | 3.306% 27 Jun 2029 | | | 200,000 | | | | | | 225,074 | |
| | | BANK OF AMERICA CORP | | 1% 20 Jan 2048 | | | 150,000 | | | | | | 198,540 | |
| | | BANK OF AMERICA CORP | | 1% 20 Mar 2051 | | | 640,000 | | | | | | 808,236 | |
| | | BANK OF AMERICA CORP | | 1% 29 Apr 2031 | | | 80,000 | | | | | | 85,741 | |
| | | BANK OF AMERICA CORP | | 1% 19 Jun 2041 | | | 1,590,000 | | | | | | 1,656,616 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2031 | | | 640,000 | | | | | | 648,461 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2051 | | | 300,000 | | | | | | 312,922 | |
| | | BANK OF AMERICA CORP | | 5% 21 Jan 2044 | | | 70,000 | | | | | | 98,259 | |
| | | BANK OF AMERICA CORP | | 1% 23 Jul 2029 | | | 710,000 | | | | | | 845,430 | |
| | | BANK OF AMERICA CORP | | 1% 07 Feb 2030 | | | 370,000 | | | | | | 435,798 | |
| | | BANK OF AMERICA CORP | | 1% 15 Mar 2050 | | | 480,000 | | | | | | 629,748 | |
| | | BAPTIST HEALTHCARE | | 3.54% 15 Aug 2050 | | | 230,000 | | | | | | 256,576 | |
| | | BARCLAYS PLC | | 4.337% 10 Jan 2028 | | | 410,000 | | | | | | 471,003 | |
| | | BARCLAYS PLC | | 1% 20 Jun 2030 | | | 900,000 | | | | | | 1,079,626 | |
| | | BARRICK NA FINANCE LLC | | 5.7% 30 May 2041 | | | 100,000 | | | | | | 144,687 | |
| | | BARRICK PD AU FIN PTY LT | | 5.95% 15 Oct 2039 | | | 1,025,000 | | | | | | 1,475,727 | |
| | | BAT CAPITAL CORP | | 3.734% 25 Sep 2040 | | | 470,000 | | | | | | 490,229 | |
| | | BAT CAPITAL CORP | | 3.984% 25 Sep 2050 | | | 260,000 | | | | | | 271,320 | |
| | | BAT CAPITAL CORP | | 4.39% 15 Aug 2037 | | | 10,000 | | | | | | 11,233 | |
| | | BAT CAPITAL CORP | | 4.54% 15 Aug 2047 | | | 50,000 | | | | | | 55,523 | |
| | | BECTON DICKINSON AND CO | | 4.669% 06 Jun 2047 | | | 380,000 | | | | | | 498,962 | |
| | | BERKSHIRE HATHAWAY ENERG | | 6.125% 01 Apr 2036 | | | 1,028,000 | | | | | | 1,521,524 | |
| | | BERKSHIRE HATHAWAY FIN | | 4.2% 15 Aug 2048 | | | 1,600,000 | | | | | | 2,112,854 | |
| | | BHP BILLITON FIN USA LTD | | 4.125% 24 Feb 2042 | | | 365,000 | | | | | | 473,172 | |
| | | BHP BILLITON FIN USA LTD | | 5% 30 Sep 2043 | | | 40,000 | | | | | | 58,837 | |
| | | BLACKSTONE HOLDINGS FINA | | 6.25% 15 Aug 2042 | | | 120,000 | | | | | | 178,073 | |
| | | BNP PARIBAS | | 1% 13 Jan 2031 | | | 610,000 | | | | | | 665,649 | |
| | | BNP PARIBAS | | 4.4% 14 Aug 2028 | | | 260,000 | | | | | | 308,118 | |
| | | BOEING CO | | 5.93% 01 May 2060 | | | 830,000 | | | | | | 1,177,433 | |
| | | BOEING CO | | 6.875% 15 Mar 2039 | | | 540,000 | | | | | | 736,008 | |
| | | BOEING CO | | 3.3% 01 Mar 2035 | | | 350,000 | | | | | | 349,603 | |
| | | BOEING CO | | 3.9% 01 May 2049 | | | 350,000 | | | | | | 371,424 | |
| | | BOEING CO | | 3.95% 01 Aug 2059 | | | 730,000 | | | | | | 781,288 | |
| | | BON SECOURS MERCY | | 3.205% 01 Jun 2050 | | | 550,000 | | | | | | 587,354 | |
| | | BP CAP MARKETS AMERICA | | 3% 24 Feb 2050 | | | 2,820,000 | | | | | | 2,895,381 | |
| | | BRISTOL MYERS SQUIBB CO | | 4.125% 15 Jun 2039 | | | 200,000 | | | | | | 254,831 | |
| | | BRISTOL MYERS SQUIBB CO | | 4.25% 26 Oct 2049 | | | 700,000 | | | | | | 946,614 | |
| | | BRISTOL MYERS SQUIBB CO | | 5% 15 Aug 2045 | | | 415,000 | | | | | | 600,249 | |
| | | BRISTOL MYERS SQUIBB CO | | 4.35% 15 Nov 2047 | | | 70,000 | | | | | | 94,281 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.55% 13 Nov 2050 | | | 410,000 | | | | | | 418,588 | |
| | | BRITISH TELECOMMUNICATIO | | 9.625% 15 Dec 2030 | | | 270,000 | | | | | | 447,981 | |
| | | BRITISH TELECOMMUNICATIO | | 4.25% 08 Nov 2049 | | | 340,000 | | | | | | 409,288 | |
| | | BROADCOM INC | | 4.15% 15 Nov 2030 | | | 240,000 | | | | | | 277,863 | |
| | | BURLINGTN NORTH SANTA FE | | 4.55% 01 Sep 2044 | | | 350,000 | | | | | | 472,761 | |
| | | BURLINGTON RESOURCES LLC | | 7.4% 01 Dec 2031 | | | 30,000 | | | | | | 44,909 | |
| | | CALIFORNIA INSTITUTE OF | | 4.7% 01 Nov 2111 | | | 200,000 | | | | | | 277,533 | |
| | | CALIFORNIA INSTITUTE OF | | 3.65% 01 Sep 2119 | | | 500,000 | | | | | | 567,765 | |
| | | CALIFORNIA ST | | 7.3% 01 Oct 2039 | | | 1,845,000 | | | | | | 3,045,412 | |
| | | CAMERON LNG LLC | | 3.701% 15 Jan 2039 | | | 400,000 | | | | | | 451,043 | |
| | | CANADIAN NATL RESOURCES | | 6.25% 15 Mar 2038 | | | 370,000 | | | | | | 496,853 | |
| | | CARLYLE FINANCE LLC | | 5.65% 15 Sep 2048 | | | 180,000 | | | | | | 234,074 | |
| | | CARLYLE FINANCE SUB LLC | | 3.5% 19 Sep 2029 | | | 170,000 | | | | | | 186,831 | |
| | | CARLYLE HOLDINGS II FIN | | 5.625% 30 Mar 2043 | | | 370,000 | | | | | | 477,518 | |
| | | CARRIER GLOBAL CORP | | 3.377% 05 Apr 2040 | | | 490,000 | | | | | | 537,544 | |
| | | CARRIER GLOBAL CORP | | 3.577% 05 Apr 2050 | | | 640,000 | | | | | | 716,174 | |
| | | CENTENE CORP | | 4.75% 15 Jan 2025 | | | 230,000 | | | | | | 236,033 | |
| | | CENTENE CORP | | 4.25% 15 Dec 2027 | | | 100,000 | | | | | | 106,000 | |
| | | CENTENE CORP | | 4.625% 15 Dec 2029 | | | 360,000 | | | | | | 399,676 | |
| | | CENTENE CORP | | 3.375% 15 Feb 2030 | | | 540,000 | | | | | | 568,129 | |
| | | CENTENE CORP | | 3% 15 Oct 2030 | | | 450,000 | | | | | | 476,955 | |
| | | CENTERPOINT ENER HOUSTON | | 4.5% 01 Apr 2044 | | | 600,000 | | | | | | 794,726 | |
| | | CENTERPOINT ENER HOUSTON | | 4.25% 01 Feb 2049 | | | 180,000 | | | | | | 238,682 | |
| | | CHARLES SCHWAB CORP | | 1% 31 Dec 2099 | | | 620,000 | | | | | | 610,343 | |
| | | CHARTER COMM OPT LLC/CAP | | 6.484% 23 Oct 2045 | | | 1,865,000 | | | | | | 2,637,967 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.75% 01 Apr 2048 | | | 180,000 | | | | | | 235,520 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.125% 01 Jul 2049 | | | 580,000 | | | | | | 707,898 | |
| | | CHEVRON USA INC | | 2.343% 12 Aug 2050 | | | 120,000 | | | | | | 118,724 | |
| | | CHILDREN S HOSPITAL/DC | | 2.928% 15 Jul 2050 | | | 170,000 | | | | | | 170,251 | |
| | | CI FINANCIAL CORP | | 3.2% 17 Dec 2030 | | | 570,000 | | | | | | 583,257 | |
| | | CIGNA CORP | | 3.875% 15 Oct 2047 | | | 380,000 | | | | | | 450,126 | |
| | | CIGNA CORP | | 3.2% 15 Mar 2040 | | | 160,000 | | | | | | 175,447 | |
| | | CIGNA CORP | | 3.4% 15 Mar 2050 | | | 770,000 | | | | | | 866,442 | |
| | | CIGNA CORP | | 4.8% 15 Aug 2038 | | | 1,000,000 | | | | | | 1,302,839 | |
| | | CIGNA CORP | | 4.9% 15 Dec 2048 | | | 870,000 | | | | | | 1,196,369 | |
| | | CITIGROUP INC | | 8.125% 15 Jul 2039 | | | 400,000 | | | | | | 715,015 | |
| | | CITIGROUP INC | | 5.3% 06 May 2044 | | | 795,000 | | | | | | 1,121,676 | |
| | | CITIGROUP INC | | 4.65% 30 Jul 2045 | | | 1,908,000 | | | | | | 2,553,801 | |
| | | CITIGROUP INC | | 4.65% 23 Jul 2048 | | | 210,000 | | | | | | 289,891 | |
| | | CITY OF HOPE/THE | | 5.623% 15 Nov 2043 | | | 490,000 | | | | | | 702,410 | |
| | | CLEVELAND CLINIC FOUND | | 4.858% 01 Jan 2114 | | | 90,000 | | | | | | 127,036 | |
| | | CLEVELAND ELECTRIC ILLUM | | 5.95% 15 Dec 2036 | | | 370,000 | | | | | | 452,149 | |
| | | CME GROUP INC | | 4.15% 15 Jun 2048 | | | 230,000 | | | | | | 310,859 | |
| | | COCA COLA CO/THE | | 2.5% 01 Jun 2040 | | | 70,000 | | | | | | 74,560 | |
| | | COCA COLA CO/THE | | 2.6% 01 Jun 2050 | | | 70,000 | | | | | | 73,865 | |
| | | COCA COLA CO/THE | | 2.5% 15 Mar 2051 | | | 340,000 | | | | | | 350,372 | |
| | | COLGATE PALMOLIVE CO | | 3.7% 01 Aug 2047 | | | 784,000 | | | | | | 1,015,974 | |
| | | COMCAST CORP | | 3.75% 01 Apr 2040 | | | 190,000 | | | | | | 229,525 | |
| | | COMCAST CORP | | 3.969% 01 Nov 2047 | | | 240,000 | | | | | | 300,941 | |
| | | COMCAST CORP | | 3.999% 01 Nov 2049 | | | 2,059,000 | | | | | | 2,599,270 | |
| | | COMCAST CORP | | 3.9% 01 Mar 2038 | | | 170,000 | | | | | | 208,051 | |
| | | COMCAST CORP | | 4.6% 15 Oct 2038 | | | 1,240,000 | | | | | | 1,634,105 | |
| | | COMCAST CORP | | 4.7% 15 Oct 2048 | | | 560,000 | | | | | | 782,395 | |
| | | COMCAST CORP | | 4.95% 15 Oct 2058 | | | 1,150,000 | | | | | | 1,746,000 | |
| | | COMMONSPIRIT HEALTH | | 2.782% 01 Oct 2030 | | | 100,000 | | | | | | 105,874 | |
| | | COMMONSPIRIT HEALTH | | 3.91% 01 Oct 2050 | | | 290,000 | | | | | | 323,294 | |
| | | COMMONSPIRIT HEALTH | | 4.35% 01 Nov 2042 | | | 480,000 | | | | | | 562,420 | |
| | | COMMONSPIRIT HEALTH | | 3.817% 01 Oct 2049 | | | 180,000 | | | | | | 203,576 | |
| | | COMMONWEALTH BANK AUST | | 3.743% 12 Sep 2039 | | | 430,000 | | | | | | 506,110 | |
| | | COMMONWEALTH EDISON CO | | 4.35% 15 Nov 2045 | | | 1,165,000 | | | | | | 1,518,842 | |
| | | COMMONWEALTH EDISON CO | | 3.75% 15 Aug 2047 | | | 20,000 | | | | | | 24,078 | |
| | | COMMONWEALTH EDISON CO | | 4% 01 Mar 2048 | | | 160,000 | | | | | | 202,643 | |
| | | COMMONWEALTH EDISON CO | | 4% 01 Mar 2049 | | | 180,000 | | | | | | 230,422 | |
| | | COMMUNITY HEALTH NETWORK | | 3.099% 01 May 2050 | | | 840,000 | | | | | | 848,396 | |
| | | CON EDISON CO OF NY INC | | 3% 01 Dec 2060 | | | 460,000 | | | | | | 468,798 | |
| | | CON EDISON CO OF NY INC | | 3.95% 01 Mar 2043 | | | 330,000 | | | | | | 389,309 | |
| | | CONCHO RESOURCES INC | | 4.85% 15 Aug 2048 | | | 100,000 | | | | | | 134,686 | |
| | | CONNECTICUT LIGHT + PWR | | 4.3% 15 Apr 2044 | | | 130,000 | | | | | | 169,210 | |
| | | CONOCOPHILLIPS | | 5.9% 15 May 2038 | | | 250,000 | | | | | | 360,631 | |
| | | CONSUMERS ENERGY CO | | 2.5% 01 May 2060 | | | 280,000 | | | | | | 281,367 | |
| | | COOPERATIEVE RABOBANK UA | | 5.25% 04 Aug 2045 | | | 770,000 | | | | | | 1,099,721 | |
| | | CORNING INC | | 3.9% 15 Nov 2049 | | | 250,000 | | | | | | 306,567 | |
| | | COSTCO WHOLESALE CORP | | 1.6% 20 Apr 2030 | | | 200,000 | | | | | | 204,939 | |
| | | COSTCO WHOLESALE CORP | | 1.75% 20 Apr 2032 | | | 290,000 | | | | | | 301,404 | |
| | | COTTAGE HEALTH SYSTEM | | 3.304% 01 Nov 2049 | | | 290,000 | | | | | | 326,729 | |
| | | CREDIT AGRICOLE SA | | 1% 29 Dec 2049 | | | 510,000 | | | | | | 619,650 | |
| | | CREDIT SUISSE GROUP AG | | 1% 01 Apr 2031 | | | 550,000 | | | | | | 647,335 | |
| | | CREDIT SUISSE GROUP AG | | 1% 31 Dec 2099 | | | 530,000 | | | | | | 577,700 | |
| | | CREDIT SUISSE GROUP AG | | 1% 31 Dec 2099 | | | 250,000 | | | | | | 281,308 | |
| | | CREDIT SUISSE GROUP AG | | 1% 31 Dec 2099 | | | 250,000 | | | | | | 278,438 | |
| | | CREDIT SUISSE USA INC | | 7.125% 15 Jul 2032 | | | 120,000 | | | | | | 186,256 | |
| | | CURRENCY CONTRACT | | MXN/USD | | | | | | | | | 9,518 | |
| | | CVS HEALTH CORP | | 2.7% 21 Aug 2040 | | | 900,000 | | | | | | 910,489 | |
| | | CVS HEALTH CORP | | 5.125% 20 Jul 2045 | | | 765,000 | | | | | | 1,029,966 | |
| | | CVS HEALTH CORP | | 4.78% 25 Mar 2038 | | | 1,080,000 | | | | | | 1,368,339 | |
| | | CVS HEALTH CORP | | 5.05% 25 Mar 2048 | | | 1,930,000 | | | | | | 2,615,687 | |
| | | DEERE + COMPANY | | 2.875% 07 Sep 2049 | | | 520,000 | | | | | | 577,400 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | | 480,000 | | | | | | 513,052 | |
| | | DELTA AIR LINES/SKYMILES | | 4.75% 20 Oct 2028 | | | 260,000 | | | | | | 283,793 | |
| | | DEUTSCHE TELEKOM INT FIN | | 8.75% 15 Jun 2030 | | | 340,000 | | | | | | 537,939 | |
| | | DEVON ENERGY CORPORATION | | 5.6% 15 Jul 2041 | | | 690,000 | | | | | | 843,854 | |
| | | DEVON ENERGY CORPORATION | | 5% 15 Jun 2045 | | | 1,000,000 | | | | | | 1,177,875 | |
| | | DH EUROPE FINANCE II | | 3.25% 15 Nov 2039 | | | 220,000 | | | | | | 250,568 | |
| | | DIVERSIFIED HEALTHCARE T | | 4.75% 01 May 2024 | | | 140,000 | | | | | | 143,793 | |
| | | DOMINION ENERGY INC | | 5.95% 15 Jun 2035 | | | 985,000 | | | | | | 1,380,248 | |
| | | DTE ELECTRIC CO | | 2.625% 01 Mar 2031 | | | 130,000 | | | | | | 143,922 | |
| | | DTE ELECTRIC CO | | 3.75% 15 Aug 2047 | | | 280,000 | | | | | | 350,913 | |
| | | DUKE ENERGY CAROLINAS | | 5.3% 15 Feb 2040 | | | 555,000 | | | | | | 790,610 | |
| | | DUKE ENERGY CAROLINAS | | 3.2% 15 Aug 2049 | | | 970,000 | | | | | | 1,104,204 | |
| | | DUKE ENERGY INDIANA LLC | | 3.25% 01 Oct 2049 | | | 220,000 | | | | | | 249,161 | |
| | | DUKE ENERGY OHIO INC | | 4.3% 01 Feb 2049 | | | 420,000 | | | | | | 543,199 | |
| | | DUKE ENERGY PROGRESS LLC | | 3.45% 15 Mar 2029 | | | 240,000 | | | | | | 278,779 | |
| | | DUKE UNIVERSITY HEALTH | | 3.92% 01 Jun 2047 | | | 130,000 | | | | | | 159,745 | |
| | | EATON CORP | | 4.15% 02 Nov 2042 | | | 490,000 | | | | | | 620,842 | |
| | | ECOPETROL SA | | 5.875% 28 May 2045 | | | 400,000 | | | | | | 484,200 | |
| | | ENERGY TRANSFER LP | | 6.125% 15 Dec 2045 | | | 140,000 | | | �� | | | 165,382 | |
| | | ENERGY TRANSFER LP | | 5.3% 01 Apr 2044 | | | 360,000 | | | | | | 389,025 | |
| | | ENERGY TRANSFER LP | | 5.95% 01 Oct 2043 | | | 90,000 | | | | | | 101,948 | |
| | | ENERGY TRANSFER LP | | 6.625% 15 Oct 2036 | | | 60,000 | | | | | | 72,884 | |
| | | ENERGY TRANSFER LP | | 7.5% 01 Jul 2038 | | | 30,000 | | | | | | 39,880 | |
| | | ENERGY TRANSFER LP | | 4.9% 15 Mar 2035 | | | 130,000 | | | | | | 143,125 | |
| | | ENERGY TRANSFER LP | | 5.8% 15 Jun 2038 | | | 340,000 | | | | | | 390,593 | |
| | | ENERGY TRANSFER LP | | 6% 15 Jun 2048 | | | 440,000 | | | | | | 518,466 | |
| | | ENERGY TRANSFER LP | | 4.95% 15 Jun 2028 | | | 490,000 | | | | | | 564,781 | |
| | | ENERGY TRANSFER LP | | 5.25% 15 Apr 2029 | | | 410,000 | | | | | | 478,699 | |
| | | ENERGY TRANSFER OPERATNG | | 1% 31 Dec 2099 | | | 330,000 | | | | | | 301,125 | |
| | | ENERGY TRANSFER OPERATNG | | 1% 31 Dec 2099 | | | 560,000 | | | | | | 532,000 | |
| | | ENTERPRISE PRODUCTS OPER | | 1% 15 Feb 2078 | | | 150,000 | | | | | | 151,574 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.7% 31 Jan 2051 | | | 980,000 | | | | | | 1,078,764 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.95% 31 Jan 2060 | | | 1,140,000 | | | | | | 1,261,935 | |
| | | ENTERPRISE PRODUCTS OPER | | 7.55% 15 Apr 2038 | | | 920,000 | | | | | | 1,404,139 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.85% 15 Mar 2044 | | | 180,000 | | | | | | 223,299 | |
| | | ENTERPRISE PRODUCTS OPER | | 5.1% 15 Feb 2045 | | | 100,000 | | | | | | 129,937 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.9% 15 May 2046 | | | 220,000 | | | | | | 280,016 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.25% 15 Feb 2048 | | | 150,000 | | | | | | 175,872 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.8% 01 Feb 2049 | | | 240,000 | | | | | | 302,921 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.2% 31 Jan 2050 | | | 290,000 | | | | | | 340,693 | |
| | | EOG RESOURCES INC | | 4.95% 15 Apr 2050 | | | 590,000 | | | | | | 799,712 | |
| | | EOG RESOURCES INC | | 4.375% 15 Apr 2030 | | | 140,000 | | | | | | 170,150 | |
| | | EXELON CORP | | 4.05% 15 Apr 2030 | | | 170,000 | | | | | | 201,158 | |
| | | EXXON MOBIL CORPORATION | | 4.227% 19 Mar 2040 | | | 670,000 | | | | | | 834,384 | |
| | | EXXON MOBIL CORPORATION | | 4.327% 19 Mar 2050 | | | 330,000 | | | | | | 432,054 | |
| | | EXXON MOBIL CORPORATION | | 3.452% 15 Apr 2051 | | | 230,000 | | | | | | 262,864 | |
| | | EXXON MOBIL CORPORATION | | 4.114% 01 Mar 2046 | | | 80,000 | | | | | | 98,672 | |
| | | EXXON MOBIL CORPORATION | | 2.995% 16 Aug 2039 | | | 280,000 | | | | | | 303,922 | |
| | | EXXON MOBIL CORPORATION | | 3.095% 16 Aug 2049 | | | 150,000 | | | | | | 162,609 | |
| | | FIDELITY + GUARANTY LIFE | | 5.5% 01 May 2025 | | | 390,000 | | | | | | 455,130 | |
| | | FIRSTENERGY CORP | | 7.375% 15 Nov 2031 | | | 1,950,000 | | | | | | 2,780,631 | |
| | | FIRSTENERGY CORP | | 5.35% 15 Jul 2047 | | | 680,000 | | | | | | 846,257 | |
| | | FLORIDA POWER + LIGHT CO | | 3.15% 01 Oct 2049 | | | 260,000 | | | | | | 299,661 | |
| | | FOMENTO ECONOMICO MEX | | 3.5% 16 Jan 2050 | | | 320,000 | | | | | | 356,094 | |
| | | FORD MOTOR COMPANY | | 5.291% 08 Dec 2046 | | | 445,000 | | | | | | 465,025 | |
| | | FOX CORP | | 5.476% 25 Jan 2039 | | | 1,130,000 | | | | | | 1,549,593 | |
| | | FOX CORP | | 5.576% 25 Jan 2049 | | | 630,000 | | | | | | 920,894 | |
| | | FREEPORT MCMORAN INC | | 5.45% 15 Mar 2043 | | | 300,000 | | | | | | 373,500 | |
| | | GENERAL DYNAMICS CORP | | 4.25% 01 Apr 2040 | | | 680,000 | | | | | | 885,161 | |
| | | GENERAL DYNAMICS CORP | | 4.25% 01 Apr 2050 | | | 190,000 | | | | | | 258,447 | |
| | | GENERAL ELECTRIC CO | | 4.25% 01 May 2040 | | | 400,000 | | | | | | 472,882 | |
| | | GENERAL ELECTRIC CO | | 6.15% 07 Aug 2037 | | | 320,000 | | | | | | 441,138 | |
| | | GENERAL ELECTRIC CO | | 5.875% 14 Jan 2038 | | | 2,376,000 | | | | | | 3,220,284 | |
| | | GENERAL ELECTRIC CO | | 6.875% 10 Jan 2039 | | | 1,570,000 | | | | | | 2,311,169 | |
| | | GENERAL MOTORS CO | | 5.2% 01 Apr 2045 | | | 350,000 | | | | | | 425,049 | |
| | | GENERAL MOTORS CO | | 6.75% 01 Apr 2046 | | | 560,000 | | | | | | 806,813 | |
| | | GENERAL MOTORS CO | | 5.95% 01 Apr 2049 | | | 40,000 | | | | | | 54,097 | |
| | | GILEAD SCIENCES INC | | 4.8% 01 Apr 2044 | | | 80,000 | | | | | | 105,572 | |
| | | GILEAD SCIENCES INC | | 4.75% 01 Mar 2046 | | | 1,230,000 | | | | | | 1,630,240 | |
| | | GILEAD SCIENCES INC | | 4% 01 Sep 2036 | | | 250,000 | | | | | | 301,928 | |
| | | GLAXOSMITHKLINE CAP INC | | 6.375% 15 May 2038 | | | 110,000 | | | | | | 173,679 | |
| | | GLENCORE FINANCE CANADA | | 6% 15 Nov 2041 | | | 1,670,000 | | | | | | 2,116,224 | |
| | | GLENCORE FINANCE CANADA | | 5.3% 25 Oct 2042 | | | 200,000 | | | | | | 245,276 | |
| | | GLENCORE FUNDING LLC | | 1.625% 01 Sep 2025 | | | 130,000 | | | | | | 133,742 | |
| | | GLENCORE FUNDING LLC | | 2.5% 01 Sep 2030 | | | 330,000 | | | | | | 336,549 | |
| | | GLENCORE FUNDING LLC | | 3.875% 27 Oct 2027 | | | 20,000 | | | | | | 22,538 | |
| | | GOLDMAN SACHS GROUP INC | | 3.8% 15 Mar 2030 | | | 440,000 | | | | | | 517,729 | |
| | | GOLDMAN SACHS GROUP INC | | 6.75% 01 Oct 2037 | | | 1,820,000 | | | | | | 2,784,893 | |
| | | GOLDMAN SACHS GROUP INC | | 6.25% 01 Feb 2041 | | | 500,000 | | | | | | 783,083 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 23 Apr 2029 | | | 1,460,000 | | | | | | 1,689,834 | |
| | | GOLDMAN SACHS GROUP INC | | 5.15% 22 May 2045 | | | 790,000 | | | | | | 1,100,927 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 8,377,200 | | | | | | 8,377,200 | |
| | | GUARDIAN LIFE INSURANCE | | 3.7% 22 Jan 2070 | | | 470,000 | | | | | | 526,888 | |
| | | GUARDIAN LIFE INSURANCE | | 4.85% 24 Jan 2077 | | | 350,000 | | | | | | 490,841 | |
| | | HACKENSACK MERIDIAN HLTH | | 2.875% 01 Sep 2050 | | | 220,000 | | | | | | 226,986 | |
| | | HACKENSACK MERIDIAN HLTH | | 4.5% 01 Jul 2057 | | | 200,000 | | | | | | 270,500 | |
| | | HACKENSACK MERIDIAN HLTH | | 4.211% 01 Jul 2048 | | | 250,000 | | | | | | 317,340 | |
| | | HALLIBURTON CO | | 2.92% 01 Mar 2030 | | | 60,000 | | | | | | 63,237 | |
| | | HALLIBURTON CO | | 5% 15 Nov 2045 | | | 1,430,000 | | | | | | 1,699,947 | |
| | | HARTFORD HEALTHCARE CORP | | 3.447% 01 Jul 2054 | | | 400,000 | | | | | | 421,990 | |
| | | HCA INC | | 5.5% 15 Jun 2047 | | | 280,000 | | | | | | 373,999 | |
| | | HCA INC | | 4.125% 15 Jun 2029 | | | 220,000 | | | | | | 255,218 | |
| | | HCA INC | | 5.125% 15 Jun 2039 | | | 190,000 | | | | | | 243,121 | |
| | | HERSHEY COMPANY | | 2.65% 01 Jun 2050 | | | 210,000 | | | | | | 222,486 | |
| | | HOME DEPOT INC | | 4.2% 01 Apr 2043 | | | 640,000 | | | | | | 832,485 | |
| | | HOME DEPOT INC | | 4.25% 01 Apr 2046 | | | 260,000 | | | | | | 344,922 | |
| | | HOME DEPOT INC | | 3.9% 15 Jun 2047 | | | 250,000 | | | | | | 319,274 | |
| | | HONEYWELL INTERNATIONAL | | 2.8% 01 Jun 2050 | | | 820,000 | | | | | | 898,048 | |
| | | HSBC HOLDINGS PLC | | 7.625% 17 May 2032 | | | 150,000 | | | | | | 218,958 | |
| | | HSBC HOLDINGS PLC | | 6.5% 15 Sep 2037 | | | 260,000 | | | | | | 380,470 | |
| | | HSBC HOLDINGS PLC | | 5.25% 14 Mar 2044 | | | 1,070,000 | | | | | | 1,490,005 | |
| | | HUMANA INC | | 4.8% 15 Mar 2047 | | | 1,040,000 | | | | | | 1,389,238 | |
| | | HUNTINGTON INGALLS INDUS | | 3.483% 01 Dec 2027 | | | 290,000 | | | | | | 325,079 | |
| | | ILLINOIS ST | | 5.1% 01 Jun 2033 | | | 480,000 | | | | | | 516,581 | |
| | | INDIANA UNIV HEALTH INC | | 3.97% 01 Nov 2048 | | | 370,000 | | | | | | 469,390 | |
| | | INTEL CORP | | 4.75% 25 Mar 2050 | | | 90,000 | | | | | | 125,601 | |
| | | INTEL CORP | | 4.95% 25 Mar 2060 | | | 380,000 | | | | | | 564,381 | |
| | | INTEL CORP | | 4.1% 19 May 2046 | | | 135,000 | | | | | | 171,842 | |
| | | INTESA SANPAOLO SPA | | 3.875% 14 Jul 2027 | | | 320,000 | | | | | | 351,191 | |
| | | INTESA SANPAOLO SPA | | 4.375% 12 Jan 2048 | | | 1,050,000 | | | | | | 1,241,062 | |
| | | INTESA SANPAOLO SPA | | 4.7% 23 Sep 2049 | | | 400,000 | | | | | | 501,927 | |
| | | JOBSOHIO BEVERAGE SYS STWD LIQ | | 2.833% 01 Jan 2038 | | | 340,000 | | | | | | 366,744 | |
| | | JOHNSON + JOHNSON | | 2.1% 01 Sep 2040 | | | 400,000 | | | | | | 403,372 | |
| | | JOHNSON + JOHNSON | | 2.25% 01 Sep 2050 | | | 60,000 | | | | | | 60,268 | |
| | | JOHNSON + JOHNSON | | 2.45% 01 Sep 2060 | | | 660,000 | | | | | | 686,528 | |
| | | JOHNSON + JOHNSON | | 3.7% 01 Mar 2046 | | | 1,350,000 | | | | | | 1,721,634 | |
| | | JOHNSON + JOHNSON | | 3.4% 15 Jan 2038 | | | 250,000 | | | | | | 302,439 | |
| | | JOHNSON + JOHNSON | | 3.5% 15 Jan 2048 | | | 170,000 | | | | | | 210,600 | |
| * | | JPMORGAN CHASE + CO | | 4.95% 01 Jun 2045 | | | 1,900,000 | | | | | | 2,691,773 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Feb 2048 | | | 755,000 | | | | | | 988,807 | |
| * | | JPMORGAN CHASE + CO | | 1% 15 Nov 2048 | | | 180,000 | | | | | | 226,535 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2041 | | | 200,000 | | | | | | 223,553 | |
| * | | JPMORGAN CHASE + CO | | 1% 13 May 2031 | | | 400,000 | | | | | | 438,636 | |
| | | KAISER FOUNDATION HOSPIT | | 4.15% 01 May 2047 | | | 190,000 | | | | | | 247,460 | |
| | | KAISER FOUNDATION HOSPIT | | 3.266% 01 Nov 2049 | | | 410,000 | | | | | | 469,652 | |
| | | KIMBERLY CLARK CORP | | 6.625% 01 Aug 2037 | | | 315,000 | | | | | | 513,658 | |
| | | KINDER MORGAN ENER PART | | 5.625% 01 Sep 2041 | | | 150,000 | | | | | | 182,981 | |
| | | KINDER MORGAN INC | | 5.2% 01 Mar 2048 | | | 760,000 | | | | | | 966,616 | |
| | | KINDER MORGAN INC | | 5.3% 01 Dec 2034 | | | 975,000 | | | | | | 1,201,567 | |
| | | KINDER MORGAN INC | | 5.55% 01 Jun 2045 | | | 210,000 | | | | | | 269,877 | |
| | | KINDER MORGAN INC/DELAWA | | 7.8% 01 Aug 2031 | | | 50,000 | | | | | | 71,404 | |
| | | KKR GROUP FINANCE CO III | | 5.125% 01 Jun 2044 | | | 830,000 | | | | | | 1,089,496 | |
| | | KKR GROUP FINANCE CO VII | | 3.625% 25 Feb 2050 | | | 110,000 | | | | | | 122,547 | |
| | | L3HARRIS TECH INC | | 4.854% 27 Apr 2035 | | | 910,000 | | | | | | 1,189,440 | |
| | | L3HARRIS TECH INC | | 5.054% 27 Apr 2045 | | | 270,000 | | | | | | 373,313 | |
| | | LAM RESEARCH CORP | | 2.875% 15 Jun 2050 | | | 200,000 | | | | | | 215,505 | |
| | | LAM RESEARCH CORP | | 3.125% 15 Jun 2060 | | | 170,000 | | | | | | 190,689 | |
| | | LAS VEGAS SANDS CORP | | 3.5% 18 Aug 2026 | | | 910,000 | | | | | | 973,786 | |
| | | LAS VEGAS SANDS CORP | | 2.9% 25 Jun 2025 | | | 110,000 | | | | | | 115,108 | |
| | | LLOYDS BANKING GROUP PLC | | 4.375% 22 Mar 2028 | | | 250,000 | | | | | | 297,536 | |
| | | LLOYDS BANKING GROUP PLC | | 4.344% 09 Jan 2048 | | | 740,000 | | | | | | 906,751 | |
| | | LOCKHEED MARTIN CORP | | 2.8% 15 Jun 2050 | | | 190,000 | | | | | | 205,424 | |
| | | LOCKHEED MARTIN CORP | | 4.09% 15 Sep 2052 | | | 309,000 | | | | | | 409,016 | |
| | | LOS ANGELES CA CMNTY CLG DIST | | 6.75% 01 Aug 2049 | | | 80,000 | | | | | | 143,765 | |
| | | LOS ANGELES CA DEPT OF WTR P | | 6.008% 01 Jul 2039 | | | 100,000 | | | | | | 142,169 | |
| | | LOWE S COS INC | | 3% 15 Oct 2050 | | | 1,140,000 | | | | | | 1,219,362 | |
| | | MAGELLAN MIDSTREAM PARTN | | 4.25% 15 Sep 2046 | | | 310,000 | | | | | | 357,067 | |
| | | MAGELLAN MIDSTREAM PARTN | | 4.2% 03 Oct 2047 | | | 370,000 | | | | | | 421,427 | |
| | | MAGELLAN MIDSTREAM PARTN | | 4.85% 01 Feb 2049 | | | 180,000 | | | | | | 226,590 | |
| | | MAGELLAN MIDSTREAM PARTN | | 3.95% 01 Mar 2050 | | | 80,000 | | | | | | 90,159 | |
| | | MARS INC | | 2.375% 16 Jul 2040 | | | 150,000 | | | | | | 153,626 | |
| | | MARS INC | | 3.6% 01 Apr 2034 | | | 200,000 | | | | | | 241,061 | |
| | | MARS INC | | 3.875% 01 Apr 2039 | | | 590,000 | | | | | | 722,644 | |
| | | MARS INC | | 3.95% 01 Apr 2049 | | | 110,000 | | | | | | 140,169 | |
| | | MARS INC | | 4.2% 01 Apr 2059 | | | 360,000 | | | | | | 478,453 | |
| | | MASS INSTITUTE OF TECH | | 5.6% 31 Dec 2099 | | | 30,000 | | | | | | 52,614 | |
| | | MASS INSTITUTE OF TECH | | 4.678% 31 Dec 2099 | | | 240,000 | | | | | | 365,531 | |
| * | | MASS MUTUAL LIFE INS CO | | 4.9% 01 Apr 2077 | | | 440,000 | | | | | | 604,440 | |
| * | | MASS MUTUAL LIFE INS CO | | 3.375% 15 Apr 2050 | | | 180,000 | | | | | | 196,634 | |
| | | MASTERCARD INC | | 3.85% 26 Mar 2050 | | | 690,000 | | | | | | 890,595 | |
| | | MAYO CLINIC | | 4.128% 15 Nov 2052 | | | 140,000 | | | | | | 183,745 | |
| | | MCDONALD S CORP | | 6.3% 15 Oct 2037 | | | 445,000 | | | | | | 670,107 | |
| | | MCDONALD S CORP | | 4.6% 26 May 2045 | | | 340,000 | | | | | | 441,216 | |
| | | MCDONALD S CORP | | 4.45% 01 Mar 2047 | | | 280,000 | | | | | | 363,815 | |
| | | MCDONALD S CORP | | 4.45% 01 Sep 2048 | | | 490,000 | | | | | | 641,448 | |
| | | MCDONALD S CORP | | 3.625% 01 Sep 2049 | | | 280,000 | | | | | | 328,585 | |
| | | MDC HOLDINGS INC | | 6% 15 Jan 2043 | | | 400,000 | | | | | | 536,218 | |
| | | MDGH GMTN BV | | 3.7% 07 Nov 2049 | | | 430,000 | | | | | | 491,920 | |
| | | MEDSTAR HEALTH INC | | 3.626% 15 Aug 2049 | | | 240,000 | | | | | | 273,881 | |
| | | MELCO RESORTS FINANCE | | 5.375% 04 Dec 2029 | | | 360,000 | | | | | | 373,752 | |
| | | MEMORIAL SLOAN KETTERING | | 4.2% 01 Jul 2055 | | | 100,000 | | | | | | 133,620 | |
| | | MERCK + CO INC | | 2.35% 24 Jun 2040 | | | 500,000 | | | | | | 517,384 | |
| | | MERCK + CO INC | | 2.45% 24 Jun 2050 | | | 540,000 | | | | | | 559,099 | |
| | | MERCK + CO INC | | 3.9% 07 Mar 2039 | | | 160,000 | | | | | | 202,052 | |
| | | METHODIST HOSPITAL/THE | | 2.705% 01 Dec 2050 | | | 290,000 | | | | | | 295,820 | |
| * | | METLIFE INC | | 6.5% 15 Dec 2032 | | | 385,000 | | | | | | 582,471 | |
| | | MICROSOFT CORP | | 2.525% 01 Jun 2050 | | | 1,030,000 | | | | | | 1,086,181 | |
| | | MIDAMERICAN ENERGY CO | | 3.65% 01 Aug 2048 | | | 580,000 | | | | | | 709,145 | |
| | | MIDAMERICAN ENERGY CO | | 4.25% 15 Jul 2049 | | | 160,000 | | | | | | 214,821 | |
| | | MIDAMERICAN ENERGY CO | | 3.15% 15 Apr 2050 | | | 270,000 | | | | | | 310,396 | |
| | | MISSOURI ST HLTH EDUCTNL FAC | | 3.652% 15 Aug 2057 | | | 330,000 | | | | | | 417,054 | |
| | | MONDELEZ INTERNATIONAL | | 2.625% 04 Sep 2050 | | | 280,000 | | | | | | 284,506 | |
| | | MORGAN STANLEY | | 1% 22 Jan 2031 | | | 720,000 | | | | | | 783,902 | |
| | | MORGAN STANLEY | | 1% 24 Mar 2051 | | | 330,000 | | | | | | 531,282 | |
| | | MORGAN STANLEY | | 3.95% 23 Apr 2027 | | | 660,000 | | | | | | 763,058 | |
| | | MPLX LP | | 5.2% 01 Mar 2047 | | | 250,000 | | | | | | 304,119 | |
| | | MPLX LP | | 4.7% 15 Apr 2048 | | | 90,000 | | | | | | 106,729 | |
| | | MPLX LP | | 4.9% 15 Apr 2058 | | | 520,000 | | | | | | 618,042 | |
| | | MPT OPER PARTNERSP/FINL | | 5% 15 Oct 2027 | | | 400,000 | | | | | | 425,500 | |
| | | MPT OPER PARTNERSP/FINL | | 4.625% 01 Aug 2029 | | | 150,000 | | | | | | 160,313 | |
| | | NASDAQ INC | | 2.5% 21 Dec 2040 | | | 300,000 | | | | | | 296,129 | |
| | | NATWEST GROUP PLC | | 1% 27 Jan 2030 | | | 280,000 | | | | | | 344,251 | |
| | | NESTLE HOLDINGS INC | | 3.9% 24 Sep 2038 | | | 150,000 | | | | | | 188,045 | |
| | | NESTLE HOLDINGS INC | | 4% 24 Sep 2048 | | | 430,000 | | | | | | 572,149 | |
| | | NEVADA POWER CO | | 3.7% 01 May 2029 | | | 410,000 | | | | | | 479,019 | |
| | | NEW JERSEY ST TRANSPRTN TRUST | | 4.081% 15 Jun 2039 | | | 210,000 | | | | | | 220,765 | |
| | | NEW JERSEY ST TURNPIKE AUTH | | 7.102% 01 Jan 2041 | | | 700,000 | | | | | | 1,143,030 | |
| * | | NEW YORK LIFE INSURANCE | | 4.45% 15 May 2069 | | | 330,000 | | | | | | 443,424 | |
| * | | NEW YORK LIFE INSURANCE | | 3.75% 15 May 2050 | | | 510,000 | | | | | | 610,079 | |
| | | NIKE INC | | 3.625% 01 May 2043 | | | 350,000 | | | | | | 426,878 | |
| | | NIPPON LIFE INSURANCE | | 1% 23 Jan 2050 | | | 200,000 | | | | | | 217,000 | |
| | | NISSAN MOTOR CO | | 4.345% 17 Sep 2027 | | | 660,000 | | | | | | 728,988 | |
| | | NISSAN MOTOR CO | | 4.81% 17 Sep 2030 | | | 210,000 | | | | | | 236,463 | |
| | | NOBLE ENERGY INC | | 4.95% 15 Aug 2047 | | | 160,000 | | | | | | 227,878 | |
| | | NORFOLK SOUTHERN CORP | | 3.155% 15 May 2055 | | | 110,000 | | | | | | 119,945 | |
| | | NORFOLK SOUTHERN CORP | | 4.8% 15 Aug 2043 | | | 120,000 | | | | | | 148,599 | |
| | | NORFOLK SOUTHERN CORP | | 4.05% 15 Aug 2052 | | | 70,000 | | | | | | 89,112 | |
| | | NORFOLK SOUTHERN CORP | | 3.942% 01 Nov 2047 | | | 205,000 | | | | | | 249,955 | |
| | | NORFOLK SOUTHERN CORP | | 4.15% 28 Feb 2048 | | | 150,000 | | | | | | 190,568 | |
| | | NORTHERN STATES PWR MINN | | 3.6% 15 Sep 2047 | | | 400,000 | | | | | | 492,869 | |
| | | NORTHERN STATES PWR MINN | | 2.9% 01 Mar 2050 | | | 450,000 | | | | | | 507,412 | |
| | | NORTHROP GRUMMAN CORP | | 5.25% 01 May 2050 | | | 580,000 | | | | | | 862,192 | |
| | | NORTHROP GRUMMAN CORP | | 4.03% 15 Oct 2047 | | | 1,160,000 | | | | | | 1,455,474 | |
| | | NORTHWELL HEALTHCARE INC | | 4.26% 01 Nov 2047 | | | 120,000 | | | | | | 143,974 | |
| | | NORTHWESTERN MUTUAL LIFE | | 3.85% 30 Sep 2047 | | | 960,000 | | | | | | 1,130,602 | |
| | | NORTHWESTERN MUTUAL LIFE | | 3.625% 30 Sep 2059 | | | 420,000 | | | | | | 487,997 | |
| | | NUCOR CORP | | 2.979% 15 Dec 2055 | | | 70,000 | | | | | | 72,830 | |
| | | NVIDIA CORP | | 3.5% 01 Apr 2040 | | | 300,000 | | | | | | 360,275 | |
| | | NVIDIA CORP | | 3.5% 01 Apr 2050 | | | 260,000 | | | | | | 315,403 | |
| | | NY + PRESBYTERIAN HOSPIT | | 4.063% 01 Aug 2056 | | | 290,000 | | | | | | 379,419 | |
| | | NYU HOSPITALS CENTER | | 3.38% 01 Jul 2055 | | | 200,000 | | | | | | 209,276 | |
| | | OCCIDENTAL PETROLEUM COR | | 2.7% 15 Feb 2023 | | | 78,000 | | | | | | 77,926 | |
| | | OCCIDENTAL PETROLEUM COR | | 4.1% 15 Feb 2047 | | | 30,000 | | | | | | 24,524 | |
| | | OCCIDENTAL PETROLEUM COR | | 4.4% 15 Aug 2049 | | | 150,000 | | | | | | 126,420 | |
| | | OCCIDENTAL PETROLEUM COR | | 6.2% 15 Mar 2040 | | | 1,295,000 | | | | | | 1,282,050 | |
| | | OCCIDENTAL PETROLEUM COR | | 4.5% 15 Jul 2044 | | | 170,000 | | | | | | 144,075 | |
| | | OHIO ST UNIV | | 4.8% 01 Jun 2111 | | | 140,000 | | | | | | 203,557 | |
| | | ONCOR ELECTRIC DELIVERY | | 3.1% 15 Sep 2049 | | | 160,000 | | | | | | 182,457 | |
| | | ORACLE CORP | | 4% 15 Jul 2046 | | | 965,000 | | | | | | 1,184,499 | |
| | | ORLANDO HEALTH OBL GRP | | 4.089% 01 Oct 2048 | | | 290,000 | | | | | | 357,873 | |
| | | OTIS WORLDWIDE CORP | | 3.112% 15 Feb 2040 | | | 140,000 | | | | | | 152,032 | |
| | | OTIS WORLDWIDE CORP | | 3.362% 15 Feb 2050 | | | 270,000 | | | | | | 312,336 | |
| | | PACIFIC GAS + ELECTRIC | | 2.5% 01 Feb 2031 | | | 330,000 | | | | | | 331,205 | |
| | | PACIFIC GAS + ELECTRIC | | 3.3% 01 Aug 2040 | | | 70,000 | | | | | | 69,864 | |
| | | PACIFIC GAS + ELECTRIC | | 3.5% 01 Aug 2050 | | | 150,000 | | | | | | 149,087 | |
| | | PAYPAL HOLDINGS INC | | 2.3% 01 Jun 2030 | | | 140,000 | | | | | | 149,915 | |
| | | PAYPAL HOLDINGS INC | | 3.25% 01 Jun 2050 | | | 500,000 | | | | | | 576,786 | |
| | | PEACEHEALTH OBLIGATED GR | | 4.787% 15 Nov 2048 | | | 100,000 | | | | | | 134,418 | |
| | | PECO ENERGY CO | | 3% 15 Sep 2049 | | | 120,000 | | | | | | 132,362 | |
| | | PEPPERDINE UNIV | | 3.301% 01 Dec 2059 | | | 400,000 | | | | | | 426,851 | |
| | | PEPSICO INC | | 4.25% 22 Oct 2044 | | | 530,000 | | | | | | 691,090 | |
| | | PEPSICO INC | | 3.375% 29 Jul 2049 | | | 90,000 | | | | | | 109,208 | |
| | | PETROBRAS GLOBAL FINANCE | | 7.375% 17 Jan 2027 | | | 320,000 | | | | | | 396,029 | |
| | | PETROBRAS GLOBAL FINANCE | | 6.9% 19 Mar 2049 | | | 260,000 | | | | | | 329,550 | |
| | | PFIZER INC | | 2.55% 28 May 2040 | | | 80,000 | | | | | | 85,447 | |
| | | PFIZER INC | | 2.7% 28 May 2050 | | | 210,000 | | | | | | 225,605 | |
| | | PFIZER INC | | 4.125% 15 Dec 2046 | | | 140,000 | | | | | | 183,459 | |
| | | PHILIP MORRIS INTL INC | | 6.375% 16 May 2038 | | | 395,000 | | | | | | 602,672 | |
| | | PORT AUTH OF NEW YORK NEW JE | | 4.458% 01 Oct 2062 | | | 670,000 | | | | | | 891,328 | |
| | | PORT AUTH OF NEW YORK NEW JE | | 4.96% 01 Aug 2046 | | | 805,000 | | | | | | 1,100,121 | |
| | | PROLOGIS LP | | 2.125% 15 Oct 2050 | | | 250,000 | | | | | | 232,057 | |
| * | | PRUDENTIAL FINANCIAL INC | | 4.6% 15 May 2044 | | | 160,000 | | | | | | 208,732 | |
| * | | PRUDENTIAL FINANCIAL INC | | 3.7% 13 Mar 2051 | | | 270,000 | | | | | | 327,602 | |
| * | | PRUDENTIAL FINANCIAL INC | | 3% 10 Mar 2040 | | | 580,000 | | | | | | 635,316 | |
| | | RAYMOND JAMES FINANCIAL | | 4.65% 01 Apr 2030 | | | 20,000 | | | | | | 24,533 | |
| | | RAYMOND JAMES FINANCIAL | | 4.95% 15 Jul 2046 | | | 400,000 | | | | | | 548,179 | |
| | | RAYTHEON TECH CORP | | 4.15% 15 May 2045 | | | 660,000 | | | | | | 835,505 | |
| | | RAYTHEON TECH CORP | | 4.7% 15 Dec 2041 | | | 210,000 | | | | | | 270,966 | |
| | | RAYTHEON TECH CORP | | 4.5% 01 Jun 2042 | | | 565,000 | | | | | | 736,766 | |
| | | RAYTHEON TECH CORP | | 4.05% 04 May 2047 | | | 190,000 | | | | | | 236,690 | |
| | | RAYTHEON TECH CORP | | 4.45% 16 Nov 2038 | | | 200,000 | | | | | | 252,190 | |
| | | RAYTHEON TECH CORP | | 4.625% 16 Nov 2048 | | | 150,000 | | | | | | 203,640 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2030 | | | 243,054 | | | | | | 98,437 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2035 | | | 738,844 | | | | | | 269,678 | |
| | | REPUBLIC OF ARGENTINA | | 1% 09 Jul 2029 | | | 52,266 | | | | | | 22,671 | |
| | | REPUBLIC OF COLOMBIA | | 5.625% 26 Feb 2044 | | | 320,000 | | | | | | 414,400 | |
| | | REPUBLIC OF COLOMBIA | | 5% 15 Jun 2045 | | | 830,000 | | | | | | 1,012,600 | |
| | | REPUBLIC OF GHANA | | 7.625% 16 May 2029 | | | 200,000 | | | | | | 212,281 | |
| | | REPUBLIC OF GHANA | | 8.95% 26 Mar 2051 | | | 280,000 | | | | | | 291,788 | |
| | | REPUBLIC OF INDONESIA | | 4.35% 11 Jan 2048 | | | 520,000 | | | | | | 618,922 | |
| | | REPUBLIC OF INDONESIA | | 3.7% 30 Oct 2049 | | | 490,000 | | | | | | 534,781 | |
| | | REPUBLIC OF PANAMA | | 3.87% 23 Jul 2060 | | | 430,000 | | | | | | 506,329 | |
| | | REPUBLIC OF PANAMA | | 2.252% 29 Sep 2032 | | | 530,000 | | | | | | 545,900 | |
| | | REPUBLIC OF PERU | | 2.783% 23 Jan 2031 | | | 290,000 | | | | | | 317,988 | |
| | | REPUBLIC SERVICES INC | | 6.2% 01 Mar 2040 | | | 110,000 | | | | | | 163,589 | |
| | | REPUBLICA ORIENT URUGUAY | | 5.1% 18 Jun 2050 | | | 210,000 | | | | | | 293,740 | |
| | | REYNOLDS AMERICAN INC | | 6.15% 15 Sep 2043 | | | 40,000 | | | | | | 51,754 | |
| | | REYNOLDS AMERICAN INC | | 8.125% 01 May 2040 | | | 730,000 | | | | | | 1,074,226 | |
| | | RIO TINTO FIN USA LTD | | 5.2% 02 Nov 2040 | | | 305,000 | | | | | | 446,659 | |
| | | S+P GLOBAL INC | | 2.3% 15 Aug 2060 | | | 270,000 | | | | | | 256,969 | |
| | | S+P GLOBAL INC | | 1.25% 15 Aug 2030 | | | 110,000 | | | | | | 108,442 | |
| | | S+P GLOBAL INC | | 2.5% 01 Dec 2029 | | | 60,000 | | | | | | 65,442 | |
| | | S+P GLOBAL INC | | 3.25% 01 Dec 2049 | | | 330,000 | | | | | | 385,540 | |
| | | SAN DIEGO G + E | | 3.32% 15 Apr 2050 | | | 140,000 | | | | | | 159,159 | |
| | | SAN DIEGO G + E | | 4.5% 15 Aug 2040 | | | 470,000 | | | | | | 598,167 | |
| | | SAN DIEGO G + E | | 3.75% 01 Jun 2047 | | | 100,000 | | | | | | 117,067 | |
| | | SAN FRANCISCO CITY CNTY CA P | | 3.303% 01 Nov 2039 | | | 160,000 | | | | | | 170,794 | |
| | | SANDS CHINA LTD | | 5.4% 08 Aug 2028 | | | 450,000 | | | | | | 526,685 | |
| | | SANTANDER UK GROUP HLDGS | | 5.625% 15 Sep 2045 | | | 889,000 | | | | | | 1,212,850 | |
| | | SHELL INTERNATIONAL FIN | | 3.25% 06 Apr 2050 | | | 510,000 | | | | | | 578,302 | |
| | | SHELL INTERNATIONAL FIN | | 4.55% 12 Aug 2043 | | | 135,000 | | | | | | 179,361 | |
| | | SHELL INTERNATIONAL FIN | | 4% 10 May 2046 | | | 2,010,000 | | | | | | 2,531,425 | |
| | | SIMON PROPERTY GROUP LP | | 3.8% 15 Jul 2050 | | | 160,000 | | | | | | 178,498 | |
| | | SIMON PROPERTY GROUP LP | | 2.65% 15 Jul 2030 | | | 500,000 | | | | | | 529,937 | |
| | | SOUTHERN CAL EDISON | | 3.65% 01 Feb 2050 | | | 450,000 | | | | | | 511,116 | |
| | | SOUTHERN CAL EDISON | | 4.05% 15 Mar 2042 | | | 850,000 | | | | | | 974,534 | |
| | | SOUTHERN CAL EDISON | | 3.6% 01 Feb 2045 | | | 555,000 | | | | | | 613,171 | |
| | | SOUTHERN COPPER CORP | | 5.25% 08 Nov 2042 | | | 760,000 | | | | | | 1,018,828 | |
| | | SOUTHERN NATURAL GAS | | 8% 01 Mar 2032 | | | 690,000 | | | | | | 985,585 | |
| | | SOUTHERN NATURAL GAS | | 4.8% 15 Mar 2047 | | | 10,000 | | | | | | 11,630 | |
| | | SOUTHWESTERN PUBLIC SERV | | 3.7% 15 Aug 2047 | | | 260,000 | | | | | | 307,054 | |
| | | STATE OF ISRAEL | | 3.875% 03 Jul 2050 | | | 280,000 | | | | | | 336,055 | |
| | | STATE OF ISRAEL | | 4.125% 17 Jan 2048 | | | 600,000 | | | | | | 773,030 | |
| | | STATE OF QATAR | | 4.4% 16 Apr 2050 | | | 440,000 | | | | | | 573,210 | |
| | | STATE OF QATAR | | 4.817% 14 Mar 2049 | | | 910,000 | | | | | | 1,241,586 | |
| | | SUZANO AUSTRIA GMBH | | 7% 16 Mar 2047 | | | 200,000 | | | | | | 266,752 | |
| | | SWAP CCPC BARCLAYS BANK COC | | SWAP CASH COLLATERAL | | | 520 | | | | | | 520 | |
| | | T MOBILE USA INC | | 4.375% 15 Apr 2040 | | | 100,000 | | | | | | 122,037 | |
| | | T MOBILE USA INC | | 4.5% 15 Apr 2050 | | | 310,000 | | | | | | 382,349 | |
| | | T MOBILE USA INC | | 3% 15 Feb 2041 | | | 800,000 | | | | | | 829,376 | |
| | | T MOBILE USA INC | | 3.3% 15 Feb 2051 | | | 830,000 | | | | | | 853,929 | |
| | | TEACHERS INSUR + ANNUITY | | 3.3% 15 May 2050 | | | 450,000 | | | | | | 490,375 | |
| | | TEACHERS INSUR + ANNUITY | | 4.27% 15 May 2047 | | | 300,000 | | | | | | 375,139 | |
| | | TELEFONICA EMISIONES SAU | | 7.045% 20 Jun 2036 | | | 200,000 | | | | | | 298,319 | |
| | | TELEFONICA EMISIONES SAU | | 5.213% 08 Mar 2047 | | | 415,000 | | | | | | 531,951 | |
| | | TELEFONICA EMISIONES SAU | | 4.665% 06 Mar 2038 | | | 310,000 | | | | | | 372,149 | |
| | | TEVA PHARMACEUT FIN BV | | 3.65% 10 Nov 2021 | | | 240,000 | | | | | | 243,000 | |
| | | TEVA PHARMACEUT FIN BV | | 2.95% 18 Dec 2022 | | | 50,000 | | | | | | 49,875 | |
| | | TEVA PHARMACEUTICALS NE | | 7.125% 31 Jan 2025 | | | 200,000 | | | | | | 221,060 | |
| | | TEVA PHARMACEUTICALS NE | | 2.2% 21 Jul 2021 | | | 570,000 | | | | | | 568,575 | |
| | | TEVA PHARMACEUTICALS NE | | 2.8% 21 Jul 2023 | | | 40,000 | | | | | | 39,604 | |
| | | TEXAS INSTRUMENTS INC | | 4.15% 15 May 2048 | | | 730,000 | | | | | | 976,717 | |
| | | TEXAS INSTRUMENTS INC | | 3.875% 15 Mar 2039 | | | 750,000 | | | | | | 935,183 | |
| | | TEXAS ST PRIV ACTIVITY BOND SU | | 3.922% 31 Dec 2049 | | | 130,000 | | | | | | 148,222 | |
| | | TIME WARNER CABLE LLC | | 6.55% 01 May 2037 | | | 875,000 | | | | | | 1,201,131 | |
| | | TIME WARNER CABLE LLC | | 7.3% 01 Jul 2038 | | | 630,000 | | | | | | 933,621 | |
| | | TIME WARNER CABLE LLC | | 6.75% 15 Jun 2039 | | | 160,000 | | | | | | 227,713 | |
| | | TIME WARNER ENTERTAINMEN | | 8.375% 15 Jul 2033 | | | 590,000 | | | | | | 912,670 | |
| | | TRANSCONT GAS PIPE LINE | | 5.4% 15 Aug 2041 | | | 150,000 | | | | | | 190,267 | |
| | | TRANSCONT GAS PIPE LINE | | 3.25% 15 May 2030 | | | 140,000 | | | | | | 156,883 | |
| | | TRANSCONT GAS PIPE LINE | | 3.95% 15 May 2050 | | | 220,000 | | | | | | 248,838 | |
| | | TRANSCONT GAS PIPE LINE | | 7.85% 01 Feb 2026 | | | 30,000 | | | | | | 39,324 | |
| | | TRANSCONT GAS PIPE LINE | | 4.6% 15 Mar 2048 | | | 40,000 | | | | | | 48,563 | |
| | | TRAVELERS COS INC | | 4.6% 01 Aug 2043 | | | 285,000 | | | | | | 399,239 | |
| | | TRAVELERS COS INC | | 4.1% 04 Mar 2049 | | | 310,000 | | | | | | 408,199 | |
| | | TSMC GLOBAL LTD | | 1.375% 28 Sep 2030 | | | 1,040,000 | | | | | | 1,020,987 | |
| | | UBS AG LONDON | | 4.5% 26 Jun 2048 | | | 880,000 | | | | | | 1,239,942 | |
| | | UBS GROUP AG | | 1% 31 Dec 2099 | | | 960,000 | | | | | | 1,052,400 | |
| | | UNICREDIT SPA | | 1% 02 Apr 2034 | | | 400,000 | | | | | | 483,804 | |
| | | UNION PACIFIC CORP | | 3.839% 20 Mar 2060 | | | 720,000 | | | | | | 891,242 | |
| | | UNION PACIFIC CORP | | 3.75% 05 Feb 2070 | | | 1,110,000 | | | | | | 1,342,645 | |
| | | UNITED MEXICAN STATES | | 4.75% 08 Mar 2044 | | | 2,685,000 | | | | | | 3,188,464 | |
| | | UNITEDHEALTH GROUP INC | | 2.75% 15 May 2040 | | | 80,000 | | | | | | 86,786 | |
| | | UNITEDHEALTH GROUP INC | | 6.5% 15 Jun 2037 | | | 810,000 | | | | | | 1,295,860 | |
| | | UNITEDHEALTH GROUP INC | | 4.25% 15 Mar 2043 | | | 250,000 | | | | | | 327,424 | |
| | | UNITEDHEALTH GROUP INC | | 4.25% 15 Jun 2048 | | | 290,000 | | | | | | 387,248 | |
| | | UNITEDHEALTH GROUP INC | | 4.45% 15 Dec 2048 | | | 170,000 | | | | | | 234,444 | |
| | | UNITEDHEALTH GROUP INC | | 3.5% 15 Aug 2039 | | | 10,000 | | | | | | 11,896 | |
| | | UNITEDHEALTH GROUP INC | | 3.875% 15 Aug 2059 | | | 1,040,000 | | | | | | 1,346,473 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 4.767% 15 May 2115 | | | 200,000 | | | | | | 280,694 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 4.858% 15 May 2112 | | | 606,000 | | | | | | 869,774 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 4.131% 15 May 2045 | | | 445,000 | | | | | | 538,739 | |
| | | UNIV OF CALIFORNIA CA RGTS MED | | 3.006% 15 May 2050 | | | 250,000 | | | | | | 265,323 | |
| | | UNIV OF CALIFORNIA CA RGTS MED | | 3.256% 15 May 2060 | | | 450,000 | | | | | | 506,142 | |
| | | UNIV OF CALIFORNIA CA RGTS MED | | 3.706% 15 May 2120 | | | 280,000 | | | | | | 298,998 | |
| | | UNIV OF VIRGINIA VA UNIV REVEN | | 4.179% 01 Sep 2117 | | | 490,000 | | | | | | 653,082 | |
| | | UNIV SOUTHERN CALIFORIA | | 5.25% 01 Oct 2111 | | | 310,000 | | | | | | 490,743 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | 5,300,000 | | | | | | 11,391 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | 400,000 | | | | | | 469 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (16,100,000 | ) | | | | | (47,797 | ) |
| | | US DOLLAR | | | | | 475,006 | | | | | | 475,006 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | 15,300,000 | | | | | | (146,128 | ) |
| | | US TREASURY N/B | | 1.25% 15 May 2050 | | | 220,000 | | | | | | 199,581 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 9,130,000 | | | | | | 8,550,816 | |
| | | US TREASURY N/B | | 1.125% 15 Aug 2040 | | | 120,000 | | | | | | 113,606 | |
| | | US TREASURY N/B | | 0.625% 15 Aug 2030 | | | 660,000 | | | | | | 643,500 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | | 60,000 | | | | | | 59,531 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 1,310,000 | | | | | | 1,305,702 | |
| | | US TREASURY N/B | | 1.625% 15 Nov 2050 | | | 1,070,000 | | | | | | 1,065,988 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | (5,500,000 | ) | | | | | 49,305 | |
| | | VERIZON COMMUNICATIONS | | 4% 22 Mar 2050 | | | 430,000 | | | | | | 520,324 | |
| | | VERIZON COMMUNICATIONS | | 2.65% 20 Nov 2040 | | | 140,000 | | | | | | 141,367 | |
| | | VERIZON COMMUNICATIONS | | 2.875% 20 Nov 2050 | | | 880,000 | | | | | | 886,691 | |
| | | VERIZON COMMUNICATIONS | | 3% 20 Nov 2060 | | | 310,000 | | | | | | 313,113 | |
| | | VERIZON COMMUNICATIONS | | 6.55% 15 Sep 2043 | | | 100,000 | | | | | | 160,736 | |
| | | VERIZON COMMUNICATIONS | | 4.522% 15 Sep 2048 | | | 3,327,000 | | | | | | 4,338,681 | |
| | | VERIZON COMMUNICATIONS | | 4.125% 15 Aug 2046 | | | 1,448,000 | | | | | | 1,776,625 | |
| | | VERIZON COMMUNICATIONS | | 5.25% 16 Mar 2037 | | | 520,000 | | | | | | 704,699 | |
| | | VISA INC | | 2.7% 15 Apr 2040 | | | 390,000 | | | | | | 425,736 | |
| | | VISA INC | | 2.05% 15 Apr 2030 | | | 240,000 | | | | | | 256,685 | |
| | | VISA INC | | 4.3% 14 Dec 2045 | | | 1,110,000 | | | | | | 1,520,409 | |
| | | VODAFONE GROUP PLC | | 6.15% 27 Feb 2037 | | | 170,000 | | | | | | 245,093 | |
| | | VODAFONE GROUP PLC | | 5.25% 30 May 2048 | | | 490,000 | | | | | | 682,545 | |
| | | WACHOVIA CORP | | 6.55% 15 Oct 2035 | | | 540,000 | | | | | | 754,567 | |
| | | WALMART INC | | 4% 11 Apr 2043 | | | 720,000 | | | | | | 925,025 | |
| | | WALMART INC | | 4.3% 22 Apr 2044 | | | 98,000 | | | | | | 131,441 | |
| | | WALMART INC | | 4.05% 29 Jun 2048 | | | 350,000 | | | | | | 474,966 | |
| | | WALMART INC | | 2.95% 24 Sep 2049 | | | 650,000 | | | | | | 749,441 | |
| | | WALT DISNEY COMPANY/THE | | 6.2% 15 Dec 2034 | | | 90,000 | | | | | | 136,472 | |
| | | WALT DISNEY COMPANY/THE | | 6.4% 15 Dec 2035 | | | 107,000 | | | | | | 166,037 | |
| | | WALT DISNEY COMPANY/THE | | 6.65% 15 Nov 2037 | | | 240,000 | | | | | | 379,277 | |
| | | WALT DISNEY COMPANY/THE | | 5.4% 01 Oct 2043 | | | 180,000 | | | | | | 263,295 | |
| | | WASTE MANAGEMENT INC | | 4.1% 01 Mar 2045 | | | 280,000 | | | | | | 351,207 | |
| | | WASTE MANAGEMENT INC | | 4.15% 15 Jul 2049 | | | 490,000 | | | | | | 653,027 | |
| | | WEA FINANCE LLC/WESTFIEL | | 4.75% 17 Sep 2044 | | | 410,000 | | | | | | 443,419 | |
| | | WELLS FARGO + COMPANY | | 1% 04 Apr 2031 | | | 370,000 | | | | | | 452,345 | |
| | | WELLS FARGO + COMPANY | | 1% 04 Apr 2051 | | | 1,220,000 | | | | | | 1,733,885 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Apr 2041 | | | 160,000 | | | | | | 174,048 | |
| | | WELLS FARGO + COMPANY | | 5.5% 01 Aug 2035 | | | 680,000 | | | | | | 913,674 | |
| | | WELLS FARGO + COMPANY | | 5.606% 15 Jan 2044 | | | 1,750,000 | | | | | | 2,480,273 | |
| | | WELLS FARGO + COMPANY | | 4.65% 04 Nov 2044 | | | 1,195,000 | | | | | | 1,532,850 | |
| | | WELLS FARGO + COMPANY | | 4.9% 17 Nov 2045 | | | 190,000 | | | | | | 253,062 | |
| | | WELLS FARGO + COMPANY | | 4.75% 07 Dec 2046 | | | 300,000 | | | | | | 392,622 | |
| | | WESLEYAN UNIVERSITY | | 4.781% 01 Jul 2116 | | | 170,000 | | | | | | 214,168 | |
| | | WESTERN MIDSTREAM OPERAT | | 6.5% 01 Feb 2050 | | | 10,000 | | | | | | 11,000 | |
| | | WESTERN MIDSTREAM OPERAT | | 5.5% 15 Aug 2048 | | | 520,000 | | | | | | 510,427 | |
| | | WILLIAMS COMPANIES INC | | 4.85% 01 Mar 2048 | | | 80,000 | | | | | | 98,333 | |
| | | WILLIAMS COMPANIES INC | | 4.9% 15 Jan 2045 | | | 835,000 | | | | | | 986,007 | |
| | | WILLIAMS COS INC | | 8.75% 15 Mar 2032 | | | 330,000 | | | | | | 482,738 | |
| | | WILLIS KNIGHTON MED CTR | | 4.813% 01 Sep 2048 | | | 290,000 | | | | | | 387,590 | |
| | | WISCONSIN POWER + LIGHT | | 3.65% 01 Apr 2050 | | | 110,000 | | | | | | 130,363 | |
| | | WPX ENERGY INC | | 4.5% 15 Jan 2030 | | | 110,000 | | | | | | 116,600 | |
| | | WYETH LLC | | 5.95% 01 Apr 2037 | | | 835,000 | | | | | | 1,251,788 | |
| | | YAMANA GOLD INC | | 4.625% 15 Dec 2027 | | | 610,000 | | | | | | 666,954 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT K - Long-Term Credit Fund | | | | | $ | 358,011,692 | |
n / a - Cost is not applicable
EXHIBIT L - Long-Term Credit Fund
(Managed by Loomis, Sayles and Company)
| IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020 |
| | |
| Schedule H, line 4i-Schedule of Assets (Held At End of Year) |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | ABBVIE INC | | 4.05% 21 Nov 2039 | | | 4,457,000 | | | | | $ | 5,393,971 | |
| | | ABBVIE INC | | 4.875% 14 Nov 2048 | | | 2,149,000 | | | | | 2,906,463 | |
| | | ABU DHABI CRUDE OIL | | 4.6% 02 Nov 2047 | | | 1,474,000 | | | | | 1,830,561 | |
| | | ACTIVISION BLIZZARD | | 2.5% 15 Sep 2050 | | | 1,122,000 | | | | | 1,096,639 | |
| | | ADVOCATE HEALTH CORP | | 4.272% 15 Aug 2048 | | | 1,167,000 | | | | | 1,526,568 | |
| | | AEP TRANSMISSION CO LLC | | 3.8% 15 Jun 2049 | | | 1,372,000 | | | | | 1,694,064 | |
| | | AETNA INC | | 6.75% 15 Dec 2037 | | | 391,000 | | | | | 595,080 | |
| | | ALABAMA POWER CO | | 4.15% 15 Aug 2044 | | | 1,657,000 | | | | | 2,102,202 | |
| | | ALPHABET INC | | 1.9% 15 Aug 2040 | | | 1,371,000 | | | | | 1,345,584 | |
| | | ALTRIA GROUP INC | | 5.95% 14 Feb 2049 | | | 2,085,000 | | | | | 3,235,242 | |
| | | AMAZON.COM INC | | 2.5% 03 Jun 2050 | | | 5,204,000 | | | | | 5,399,518 | |
| | | AMEREN ILLINOIS CO | | 4.15% 15 Mar 2046 | | | 882,000 | | | | | 1,117,556 | |
| | | AMEREN ILLINOIS CO | | 3.25% 15 Mar 2050 | | | 367,000 | | | | | 428,901 | |
| | | AMERICA MOVIL SAB DE CV | | 6.375% 01 Mar 2035 | | | 539,000 | | | | | 810,311 | |
| | | AMERICA MOVIL SAB DE CV | | 6.125% 30 Mar 2040 | | | 481,000 | | | | | 715,040 | |
| | | AMERICA MOVIL SAB DE CV | | 4.375% 22 Apr 2049 | | | 1,010,000 | | | | | 1,293,992 | |
| | | AMERICAN INTL GROUP | | 4.375% 30 Jun 2050 | | | 346,000 | | | | | 453,041 | |
| | | AMERICAN INTL GROUP | | 4.5% 16 Jul 2044 | | | 2,789,000 | | | | | 3,573,777 | |
| | | AMGEN INC | | 3.15% 21 Feb 2040 | | | 1,906,000 | | | | | 2,098,144 | |
| | | AMGEN INC | | 4.663% 15 Jun 2051 | | | 775,000 | | | | | 1,057,134 | |
| | | ANGLO AMERICAN CAPITAL | | 3.95% 10 Sep 2050 | | | 239,000 | | | | | 268,153 | |
| | | ANHEUSER BUSCH CO/INBEV | | 4.9% 01 Feb 2046 | | | 4,006,000 | | | | | 5,208,724 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.375% 15 Apr 2038 | | | 1,902,000 | | | | | 2,355,052 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.6% 15 Apr 2048 | | | 3,548,000 | | | | | 4,489,644 | |
| | | ANTHEM INC | | 4.375% 01 Dec 2047 | | | 599,000 | | | | | 772,064 | |
| | | AON PLC | | 4.75% 15 May 2045 | | | 908,000 | | | | | 1,231,568 | |
| | | APPALACHIAN POWER CO | | 7% 01 Apr 2038 | | | 214,000 | | | | | 328,718 | |
| | | APPLE INC | | 3.85% 04 May 2043 | | | 2,162,000 | | | | | 2,731,462 | |
| | | APPLE INC | | 2.65% 11 May 2050 | | | 3,002,000 | | | | | 3,186,161 | |
| | | APPLE INC | | 2.4% 20 Aug 2050 | | | 1,177,000 | | | | | 1,204,570 | |
| | | APPLE INC | | 3.85% 04 Aug 2046 | | | 1,094,000 | | | | | 1,406,845 | |
| | | ARIZONA PUBLIC SERVICE | | 3.5% 01 Dec 2049 | | | 1,082,000 | | | | | 1,290,318 | |
| | | ASTRAZENECA PLC | | 6.45% 15 Sep 2037 | | | 489,000 | | | | | 754,707 | |
| | | AT+T INC | | 4.75% 15 May 2046 | | | 1,460,000 | | | | | 1,800,924 | |
| | | AT+T INC | | 3.5% 15 Sep 2053 | | | 8,338,000 | | | | | 8,350,238 | |
| | | AT+T INC | | 3.55% 15 Sep 2055 | | | 3,193,000 | | | | | 3,182,161 | |
| | | BANK OF AMERICA CORP | | 1% 29 Apr 2031 | | | 4,586,000 | | | | | 4,915,084 | |
| | | BANK OF AMERICA CORP | | 1% 19 Jun 2041 | | | 1,906,000 | | | | | 1,985,855 | |
| | | BANK OF AMERICA CORP | | 1% 23 Apr 2040 | | | 1,620,000 | | | | | 1,994,647 | |
| | | BANK OF AMERICA CORP | | 6.11% 29 Jan 2037 | | | 2,520,000 | | | | | 3,670,458 | |
| | | BAT CAPITAL CORP | | 3.984% 25 Sep 2050 | | | 569,000 | | | | | 593,774 | |
| | | BAT CAPITAL CORP | | 4.39% 15 Aug 2037 | | | 2,620,000 | | | | | 2,943,084 | |
| | | BECTON DICKINSON AND CO | | 4.669% 06 Jun 2047 | | | 262,000 | | | | | 344,021 | |
| | | BERKSHIRE HATHAWAY ENERG | | 2.85% 15 May 2051 | | | 1,253,000 | | | | | 1,288,927 | |
| | | BERKSHIRE HATHAWAY FIN | | 2.85% 15 Oct 2050 | | | 1,385,000 | | | | | 1,483,295 | |
| | | BERKSHIRE HATHAWAY FIN | | 4.4% 15 May 2042 | | | 780,000 | | | | | 1,036,247 | |
| | | BERKSHIRE HATHAWAY FIN | | 4.2% 15 Aug 2048 | | | 1,388,000 | | | | | 1,832,901 | |
| | | BOEING CO | | 5.705% 01 May 2040 | | | 1,725,000 | | | | | 2,238,568 | |
| | | BOEING CO | | 5.805% 01 May 2050 | | | 2,354,000 | | | | | 3,244,153 | |
| | | BOEING CO | | 3.625% 01 Feb 2031 | | | 1,815,000 | | | | | 1,986,302 | |
| | | BP CAP MARKETS AMERICA | | 2.939% 04 Jun 2051 | | | 1,840,000 | | | | | 1,879,622 | |
| | | BRIGHTHOUSE FINANCIAL IN | | 4.7% 22 Jun 2047 | | | 249,000 | | | | | 260,017 | |
| | | BRISTOL MYERS SQUIBB CO | | 4.125% 15 Jun 2039 | | | 2,019,000 | | | | | 2,572,523 | |
| | | BRISTOL MYERS SQUIBB CO | | 5% 15 Aug 2045 | | | 403,000 | | | | | 582,892 | |
| | | BRISTOL MYERS SQUIBB CO | | 4.55% 20 Feb 2048 | | | 722,000 | | | | | 1,007,106 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.35% 13 Nov 2040 | | | 1,339,000 | | | | | 1,373,652 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.55% 13 Nov 2050 | | | 661,000 | | | | | 674,845 | |
| | | BRIXMOR OPERATING PART | | 4.05% 01 Jul 2030 | | | 1,053,000 | | | | | 1,208,606 | |
| | | BROADCOM INC | | 4.15% 15 Nov 2030 | | | 3,502,000 | | | | | 4,054,483 | |
| | | BURLINGTN NORTH SANTA FE | | 4.45% 15 Mar 2043 | | | 870,000 | | | | | 1,172,131 | |
| | | CALIFORNIA ST | | 7.3% 01 Oct 2039 | | | 1,470,000 | | | | | 2,426,426 | |
| | | CANADIAN PACIFIC RAILWAY | | 6.125% 15 Sep 2115 | | | 834,000 | | | | | 1,396,366 | |
| | | CARRIER GLOBAL CORP | | 3.377% 05 Apr 2040 | | | 345,000 | | | | | 378,475 | |
| | | CARRIER GLOBAL CORP | | 3.577% 05 Apr 2050 | | | 440,000 | | | | | 492,369 | |
| | | CATERPILLAR INC | | 3.25% 19 Sep 2049 | | | 1,275,000 | | | | | 1,495,625 | |
| | | CHARTER COMM OPT LLC/CAP | | 3.7% 01 Apr 2051 | | | 711,000 | | | | | 738,341 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.375% 01 May 2047 | | | 1,561,000 | | | | | 1,948,293 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.75% 01 Apr 2048 | | | 635,000 | | | | | 830,861 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.8% 01 Mar 2050 | | | 907,000 | | | | | 1,083,321 | |
| | | CIGNA CORP | | 3.2% 15 Mar 2040 | | | 2,504,000 | | | | | | 2,745,750 | |
| | | CIGNA CORP | | 4.9% 15 Dec 2048 | | | 859,000 | | | | | | 1,181,242 | |
| | | CITIGROUP INC | | 1% 26 Mar 2041 | | | 776,000 | | | | | | 1,092,700 | |
| | | CITIGROUP INC | | 1% 31 Mar 2031 | | | 1,041,000 | | | | | | 1,262,376 | |
| | | CITIGROUP INC | | 1% 03 Jun 2031 | | | 1,612,000 | | | | | | 1,718,167 | |
| | | CITIGROUP INC | | 4.65% 30 Jul 2045 | | | 1,262,000 | | | | | | 1,689,149 | |
| | | CITIGROUP INC | | 4.75% 18 May 2046 | | | 1,139,000 | | | | | | 1,521,725 | |
| | | CMS ENERGY CORP | | 4.875% 01 Mar 2044 | | | 420,000 | | | | | | 553,177 | |
| | | CMWLTH FING AUTH PA | | 3.864% 01 Jun 2038 | | | 1,705,000 | | | | | | 2,002,113 | |
| | | COCA COLA CO/THE | | 2.6% 01 Jun 2050 | | | 2,564,000 | | | | | | 2,705,561 | |
| | | COMCAST CORP | | 6.4% 15 May 2038 | | | 233,000 | | | | | | 363,000 | |
| | | COMCAST CORP | | 4.049% 01 Nov 2052 | | | 1,937,000 | | | | | | 2,477,364 | |
| | | COMCAST CORP | | 4.6% 15 Oct 2038 | | | 4,972,000 | | | | | | 6,552,232 | |
| | | COMMONSPIRIT HEALTH | | 4.187% 01 Oct 2049 | | | 476,000 | | | | | | 554,077 | |
| | | COMMONWEALTH EDISON CO | | 3% 01 Mar 2050 | | | 1,403,000 | | | | | | 1,530,961 | |
| | | CON EDISON CO OF NY INC | | 3% 01 Dec 2060 | | | 393,000 | | | | | | 400,516 | |
| | | CON EDISON CO OF NY INC | | 5.7% 15 Jun 2040 | | | 266,000 | | | | | | 370,424 | |
| | | CON EDISON CO OF NY INC | | 4.2% 15 Mar 2042 | | | 133,000 | | | | | | 161,540 | |
| | | CON EDISON CO OF NY INC | | 4.65% 01 Dec 2048 | | | 981,000 | | | | | | 1,306,944 | |
| | | CON EDISON CO OF NY INC | | 3.7% 15 Nov 2059 | | | 910,000 | | | | | | 1,052,640 | |
| | | CONOCOPHILLIPS | | 6.5% 01 Feb 2039 | | | 502,000 | | | | | | 776,378 | |
| | | COTTAGE HEALTH SYSTEM | | 3.304% 01 Nov 2049 | | | 1,108,000 | | | | | | 1,248,329 | |
| | | CSX CORP | | 6.22% 30 Apr 2040 | | | 446,000 | | | | | | 686,000 | |
| | | CSX CORP | | 4.75% 15 Nov 2048 | | | 1,023,000 | | | | | | 1,403,231 | |
| | | CUMMINS INC | | 2.6% 01 Sep 2050 | | | 1,626,000 | | | | | | 1,659,388 | |
| | | CVS HEALTH CORP | | 4.78% 25 Mar 2038 | | | 1,736,000 | | | | | | 2,199,478 | |
| | | CVS HEALTH CORP | | 5.05% 25 Mar 2048 | | | 2,757,000 | | | | | | 3,736,503 | |
| | | CVS PASS THROUGH TR 2014 | | 4.163% 11 Aug 2036 | | | 622,907 | | | | | | 689,261 | |
| | | DELL INT LLC / EMC CORP | | 8.35% 15 Jul 2046 | | | 1,366,000 | | | | | | 2,066,508 | |
| | | DENVER CO PUBLIC SCHS COPS | | 7.017% 15 Dec 2037 | | | 450,000 | | | | | | 679,604 | |
| | | DEVON ENERGY CORPORATION | | 5.6% 15 Jul 2041 | | | 903,000 | | | | | | 1,104,349 | |
| | | DEVON ENERGY CORPORATION | | 5% 15 Jun 2045 | | | 732,000 | | | | | | 862,204 | |
| | | DIAMONDBACK ENERGY INC | | 3.5% 01 Dec 2029 | | | 658,000 | | | | | | 702,952 | |
| | | DOMINION ENERGY INC | | 5.95% 15 Jun 2035 | | | 2,510,000 | | | | | | 3,517,181 | |
| | | DTE ELECTRIC CO | | 2.95% 01 Mar 2050 | | | 1,515,000 | | | | | | 1,688,076 | |
| | | DUKE ENERGY CAROLINAS | | 3.7% 01 Dec 2047 | | | 881,000 | | | | | | 1,063,869 | |
| | | DUKE ENERGY FLORIDA LLC | | 4.2% 15 Jul 2048 | | | 1,096,000 | | | | | | 1,410,238 | |
| | | DUKE ENERGY PROGRESS LLC | | 4.15% 01 Dec 2044 | | | 2,021,000 | | | | | | 2,564,659 | |
| | | DUKE UNIVERSITY | | 2.757% 01 Oct 2050 | | | 1,046,000 | | | | | | 1,130,648 | |
| | | EDISON INTERNATIONAL | | 5.75% 15 Jun 2027 | | | 3,473,000 | | | | | | 4,156,075 | |
| | | EMPRESA DE TRANSPORTE ME | | 4.7% 07 May 2050 | | | 423,000 | | | | | | 532,295 | |
| | | ENERGY TRANSFER LP | | 5% 15 May 2050 | | | 507,000 | | | | | | 549,027 | |
| | | ENERGY TRANSFER LP | | 7.5% 01 Jul 2038 | | | 1,178,000 | | | | | | 1,565,943 | |
| | | ENERGY TRANSFER LP | | 6.05% 01 Jun 2041 | | | 1,253,000 | | | | | | 1,467,456 | |
| | | ENERGY TRANSFER LP | | 6.25% 15 Apr 2049 | | | 750,000 | | | | | | 907,169 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.7% 31 Jan 2051 | | | 842,000 | | | | | | 926,856 | |
| | | ENTERPRISE PRODUCTS OPER | | 5.1% 15 Feb 2045 | | | 2,327,000 | | | | | | 3,023,639 | |
| | | ESTEE LAUDER CO INC | | 3.125% 01 Dec 2049 | | | 1,304,000 | | | | | | 1,513,893 | |
| | | EXELON CORP | | 4.7% 15 Apr 2050 | | | 143,000 | | | | | | 190,152 | |
| | | EXELON CORP | | 5.625% 15 Jun 2035 | | | 2,160,000 | | | | | | 2,921,484 | |
| | | EXXON MOBIL CORPORATION | | 3.452% 15 Apr 2051 | | | 3,111,000 | | | | | | 3,555,524 | |
| | | FEDERAL REALTY INVESTMEN | | 4.5% 01 Dec 2044 | | | 716,000 | | | | | | 843,702 | |
| | | FEDERAL REALTY INVESTMEN | | 3.5% 01 Jun 2030 | | | 1,206,000 | | | | | | 1,335,348 | |
| | | FEDEX CORP | | 4.55% 01 Apr 2046 | | | 604,000 | | | | | | 777,045 | |
| | | FIRSTENERGY TRANSMISSION | | 5.45% 15 Jul 2044 | | | 842,000 | | | | | | 1,068,383 | |
| | | FLORIDA POWER + LIGHT CO | | 3.7% 01 Dec 2047 | | | 3,620,000 | | | | | | 4,487,505 | |
| | | FOMENTO ECONOMICO MEX | | 3.5% 16 Jan 2050 | | | 682,000 | | | | | | 758,926 | |
| | | FORD FOUNDATION/THE | | 2.815% 01 Jun 2070 | | | 1,485,000 | | | | | | 1,590,007 | |
| | | FORD MOTOR CREDIT CO LLC | | 4% 13 Nov 2030 | | | 1,394,000 | | | | | | 1,463,700 | |
| | | FOX CORP | | 5.476% 25 Jan 2039 | | | 1,269,000 | | | | | | 1,740,207 | |
| | | GE CAPITAL FUNDING LLC | | 4.4% 15 May 2030 | | | 789,000 | | | | | | 930,096 | |
| | | GE CAPITAL INTL FUNDING | | 4.418% 15 Nov 2035 | | | 5,029,000 | | | | | | 6,002,343 | |
| | | GENERAL ELECTRIC CO | | 6.15% 07 Aug 2037 | | | 1,074,000 | | | | | | 1,480,569 | |
| | | GENERAL ELECTRIC CO | | 6.75% 15 Mar 2032 | | | 678,000 | | | | | | 950,599 | |
| | | GENERAL MOTORS CO | | 6.25% 02 Oct 2043 | | | 1,320,000 | | | | | | 1,780,640 | |
| | | GENERAL MOTORS CO | | 6.75% 01 Apr 2046 | | | 837,000 | | | | | | 1,205,898 | |
| | | GENERAL MOTORS CO | | 5.95% 01 Apr 2049 | | | 52,000 | | | | | | 70,326 | |
| | | GILEAD SCIENCES INC | | 2.6% 01 Oct 2040 | | | 3,775,000 | | | | | | 3,811,377 | |
| | | GILEAD SCIENCES INC | | 4.75% 01 Mar 2046 | | | 1,129,000 | | | | | | 1,496,375 | |
| | | GOLDMAN SACHS GROUP INC | | 4.8% 08 Jul 2044 | | | 958,000 | | | | | | 1,325,264 | |
| | | GOLDMAN SACHS GROUP INC | | 6.75% 01 Oct 2037 | | | 424,000 | | | | | | 648,788 | |
| | | GOLDMAN SACHS GROUP INC | | 6.25% 01 Feb 2041 | | | 1,600,000 | | | | | | 2,505,867 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 23 Apr 2039 | | | 1,341,000 | | | | | | 1,714,325 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 10,351,957 | | | | | | 10,351,957 | |
| | | HARTFORD FINL SVCS GRP | | 6.1% 01 Oct 2041 | | | 1,070,000 | | | | | | 1,600,267 | |
| | | HARTFORD HEALTHCARE CORP | | 3.447% 01 Jul 2054 | | | 755,000 | | | | | | 796,507 | |
| | | HESS CORP | | 7.3% 15 Aug 2031 | | | 927,000 | | | | | | 1,212,850 | |
| | | HOME DEPOT INC | | 3.125% 15 Dec 2049 | | | 2,432,000 | | | | | | 2,805,846 | |
| | | HOME DEPOT INC | | 3.35% 15 Apr 2050 | | | 1,348,000 | | | | | | 1,604,220 | |
| | | HSBC HOLDINGS PLC | | 6.1% 14 Jan 2042 | | | 198,000 | | | | | | 301,618 | |
| | | HSBC HOLDINGS PLC | | 6.5% 15 Sep 2037 | | | 1,624,000 | | | | | | 2,376,475 | |
| * | | IBM CORP | | 2.85% 15 May 2040 | | | 1,635,000 | | | | | | 1,759,186 | |
| | | ILLINOIS ST | | 5.1% 01 Jun 2033 | | | 2,700,000 | | | | | | 2,905,767 | |
| | | INDONESIA ASAHAN ALUMINI | | 6.757% 15 Nov 2048 | | | 641,000 | | | | | | 875,232 | |
| | | INTEL CORP | | 4.75% 25 Mar 2050 | | | 2,938,000 | | | | | | 4,100,163 | |
| | | INTEL CORP | | 3.25% 15 Nov 2049 | | | 1,192,000 | | | | | | 1,334,153 | |
| | | JOHNSON + JOHNSON | | 2.1% 01 Sep 2040 | | | 2,484,000 | | | | | | 2,504,938 | |
| | | JOHNSON + JOHNSON | | 3.4% 15 Jan 2038 | | | 1,027,000 | | | | | | 1,242,418 | |
| * | | JPMORGAN CHASE + CO | | 1% 15 Nov 2048 | | | 1,600,000 | | | | | | 2,013,649 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2051 | | | 3,509,000 | | | | | | 3,906,983 | |
| * | | JPMORGAN CHASE + CO | | 5.4% 06 Jan 2042 | | | 1,125,000 | | | | | | 1,674,596 | |
| | | KAISER FOUNDATION HOSPIT | | 3.266% 01 Nov 2049 | | | 2,143,000 | | | | | | 2,454,789 | |
| | | KINDER MORGAN ENER PART | | 6.5% 01 Feb 2037 | | | 2,160,000 | | | | | | 2,803,290 | |
| | | LAM RESEARCH CORP | | 3.125% 15 Jun 2060 | | | 1,010,000 | | | | | | 1,132,917 | |
| | | LIBERTY MUTUAL GROUP INC | | 3.95% 15 May 2060 | | | 837,000 | | | | | | 999,044 | |
| | | LINCOLN NATIONAL CORP | | 7% 15 Jun 2040 | | | 1,073,000 | | | | | | 1,641,762 | |
| | | LOCKHEED MARTIN CORP | | 2.8% 15 Jun 2050 | | | 839,000 | | | | | | 907,111 | |
| | | LOWE S COS INC | | 3% 15 Oct 2050 | | | 3,353,000 | | | | | | 3,586,420 | |
| | | LYB INT FINANCE III | | 4.2% 01 May 2050 | | | 2,211,000 | | | | | | 2,576,567 | |
| | | MAGELLAN MIDSTREAM PARTN | | 3.95% 01 Mar 2050 | | | 717,000 | | | | | | 808,053 | |
| | | MARATHON PETROLEUM CORP | | 4.75% 15 Sep 2044 | | | 1,683,000 | | | | | | 1,933,288 | |
| | | MASTERCARD INC | | 3.85% 26 Mar 2050 | | | 1,836,000 | | | | | | 2,369,756 | |
| | | MCDONALD S CORP | | 3.7% 15 Feb 2042 | | | 882,000 | | | | | | 1,034,367 | |
| | | MCDONALD S CORP | | 4.45% 01 Sep 2048 | | | 1,984,000 | | | | | | 2,597,211 | |
| | | MERCK + CO INC | | 2.35% 24 Jun 2040 | | | 459,000 | | | | | | 474,958 | |
| * | | METLIFE INC | | 6.4% 15 Dec 2066 | | | 1,277,000 | | | | | | 1,651,722 | |
| * | | METLIFE INC | | 4.721% 15 Dec 2044 | | | 1,090,000 | | | | | | 1,495,713 | |
| | | MICROSOFT CORP | | 2.525% 01 Jun 2050 | | | 8,878,000 | | | | | | 9,362,245 | |
| | | MIDAMERICAN ENERGY CO | | 4.25% 15 Jul 2049 | | | 1,172,000 | | | | | | 1,573,562 | |
| | | MONDELEZ INTERNATIONAL | | 2.625% 04 Sep 2050 | | | 692,000 | | | | | | 703,136 | |
| | | MORGAN STANLEY | | 4.3% 27 Jan 2045 | | | 527,000 | | | | | | 704,132 | |
| | | MPLX LP | | 5.5% 15 Feb 2049 | | | 1,427,000 | | | | | | 1,879,092 | |
| | | MT SINAI HOSPITAL | | 3.737% 01 Jul 2049 | | | 847,000 | | | | | | 970,610 | |
| | | NBCUNIVERSAL MEDIA LLC | | 5.95% 01 Apr 2041 | | | 2,771,000 | | | | | | 4,232,170 | |
| | | NEW JERSEY ST TRANSPRTN TRUST | | 6.561% 15 Dec 2040 | | | 430,000 | | | | | | 593,710 | |
| | | NEW JERSEY ST TRANSPRTN TRUST | | 4.131% 15 Jun 2042 | | | 1,010,000 | | | | | | 1,046,239 | |
| | | NEW YORK CITY NY MUNI WTR FIN | | 5.724% 15 Jun 2042 | | | 465,000 | | | | | | 714,524 | |
| * | | NEW YORK LIFE INSURANCE | | 4.45% 15 May 2069 | | | 281,000 | | | | | | 377,582 | |
| | | NEW YORK ST DORM AUTH ST PERSO | | 5.427% 15 Mar 2039 | | | 600,000 | | | | | | 825,198 | |
| | | NEW YORK ST DORM AUTH ST PERSO | | 3.19% 15 Feb 2043 | | | 1,830,000 | | | | | | 1,995,578 | |
| | | NIKE INC | | 3.375% 27 Mar 2050 | | | 2,133,000 | | | | | | 2,638,824 | |
| | | NISOURCE INC | | 1.7% 15 Feb 2031 | | | 1,485,000 | | | | | | 1,477,569 | |
| | | NISOURCE INC | | 3.95% 30 Mar 2048 | | | 240,000 | | | | | | 294,816 | |
| | | NISOURCE INC | | 5.95% 15 Jun 2041 | | | 857,000 | | | | | | 1,225,244 | |
| | | NORFOLK SOUTHERN CORP | | 3.155% 15 May 2055 | | | 916,000 | | | | | | 998,814 | |
| | | NORTHROP GRUMMAN CORP | | 5.25% 01 May 2050 | | | 1,966,000 | | | | | | 2,922,535 | |
| | | NUTRITION + BIOSCIENCES | | 3.268% 15 Nov 2040 | | | 1,060,000 | | | | | | 1,139,075 | |
| | | NYU HOSPITALS CENTER | | 3.38% 01 Jul 2055 | | | 610,000 | | | | | | 638,292 | |
| | | ONCOR ELECTRIC DELIVERY | | 3.1% 15 Sep 2049 | | | 1,434,000 | | | | | | 1,635,275 | |
| | | ONEOK INC | | 7.15% 15 Jan 2051 | | | 989,000 | | | | | | 1,365,856 | |
| | | ORACLE CORP | | 3.6% 01 Apr 2050 | | | 5,651,000 | | | | | | 6,583,887 | |
| | | ORACLE CORP | | 5.375% 15 Jul 2040 | | | 719,000 | | | | | | 1,031,949 | |
| | | PACIFIC GAS + ELECTRIC | | 3.15% 01 Jan 2026 | | | 950,000 | | | | | | 1,012,133 | |
| | | PACIFIC GAS + ELECTRIC | | 4.5% 01 Jul 2040 | | | 920,000 | | | | | | 1,028,322 | |
| | | PACIFIC GAS + ELECTRIC | | 4% 01 Dec 2046 | | | 2,532,000 | | | | | | 2,630,114 | |
| | | PACIFICORP | | 4.125% 15 Jan 2049 | | | 1,523,000 | | | | | | 1,958,184 | |
| | | PEPSICO INC | | 3.625% 19 Mar 2050 | | | 1,137,000 | | | | | | 1,442,778 | |
| | | PERNOD RIC INTL FIN LLC | | 2.75% 01 Oct 2050 | | | 742,000 | | | | | | 735,724 | |
| | | PERTAMINA PERSERO PT | | 6.5% 07 Nov 2048 | | | 337,000 | | | | | | 471,843 | |
| | | PERUSAHAAN LISTRIK NEGAR | | 4.875% 17 Jul 2049 | | | 664,000 | | | | | | 754,656 | |
| | | PFIZER INC | | 2.7% 28 May 2050 | | | 1,574,000 | | | | | | 1,690,960 | |
| | | PFIZER INC | | 4.4% 15 May 2044 | | | 1,619,000 | | | | | | 2,165,809 | |
| | | PHILIP MORRIS INTL INC | | 4.25% 10 Nov 2044 | | | 1,263,000 | | | | | | 1,590,723 | |
| | | PHILLIPS 66 | | 4.65% 15 Nov 2034 | | | 1,057,000 | | | | | | 1,280,593 | |
| | | PLAINS ALL AMER PIPELINE | | 4.9% 15 Feb 2045 | | | 128,000 | | | | | | 135,846 | |
| | | PLAINS ALL AMER PIPELINE | | 3.8% 15 Sep 2030 | | | 382,000 | | | | | | 410,669 | |
| | | PLAINS ALL AMER PIPELINE | | 6.65% 15 Jan 2037 | | | 1,037,000 | | | | | | 1,265,870 | |
| | | PORT AUTH OF NEW YORK NEW JE | | 4.926% 01 Oct 2051 | | | 1,185,000 | | | | | | 1,650,136 | |
| | | PORT AUTH OF NEW YORK NEW JE | | 3.287% 01 Aug 2069 | | | 689,000 | | | | | | 736,148 | |
| | | PPL CAPITAL FUNDING INC | | 4.125% 15 Apr 2030 | | | 708,000 | | | | | | 846,970 | |
| | | PROGRESS ENERGY INC | | 7.75% 01 Mar 2031 | | | 2,256,000 | | | | | | 3,361,858 | |
| | | PROGRESSIVE CORP | | 4.125% 15 Apr 2047 | | | 128,000 | | | | | | 167,907 | |
| * | | PRUDENTIAL FINANCIAL INC | | 3.935% 07 Dec 2049 | | | 568,000 | | | | | | 690,146 | |
| * | | PRUDENTIAL FINANCIAL INC | | 4.6% 15 May 2044 | | | 413,000 | | | | | | 538,789 | |
| | | RAYTHEON TECH CORP | | 3.75% 01 Nov 2046 | | | 557,000 | | | | | | 660,991 | |
| | | RAYTHEON TECH CORP | | 4.625% 16 Nov 2048 | | | 2,151,000 | | | | | | 2,920,193 | |
| | | REPUBLIC OF CHILE | | 3.5% 25 Jan 2050 | | | 1,448,000 | | | | | | 1,661,594 | |
| | | REPUBLIC OF COLOMBIA | | 4.125% 15 May 2051 | | | 729,000 | | | | | | 809,190 | |
| | | REPUBLIC OF COLOMBIA | | 5% 15 Jun 2045 | | | 2,125,000 | | | | | | 2,592,500 | |
| | | REPUBLIC OF PANAMA | | 3.87% 23 Jul 2060 | | | 1,451,000 | | | | | | 1,708,567 | |
| | | REPUBLIC OF PANAMA | | 4.5% 15 May 2047 | | | 822,000 | | | | | | 1,055,251 | |
| | | REPUBLIC OF PERU | | 2.78% 01 Dec 2060 | | | 981,000 | | | | | | 989,829 | |
| | | REPUBLIC OF PERU | | 8.75% 21 Nov 2033 | | | 1,005,000 | | | | | | 1,716,048 | |
| | | REPUBLIC OF PHILIPPINES | | 2.95% 05 May 2045 | | | 1,374,000 | | | | | | 1,447,040 | |
| | | REPUBLIC OF PHILIPPINES | | 3.95% 20 Jan 2040 | | | 1,655,000 | | | | | | 1,964,470 | |
| | | REPUBLICA ORIENT URUGUAY | | 5.1% 18 Jun 2050 | | | 1,564,000 | | | | | | 2,187,661 | |
| | | REYNOLDS AMERICAN INC | | 5.7% 15 Aug 2035 | | | 1,000,000 | | | | | | 1,263,849 | |
| | | ROCKEFELLER FOUNDATION | | 2.492% 01 Oct 2050 | | | 1,437,000 | | | | | | 1,496,776 | |
| | | SAN DIEGO G + E | | 3.32% 15 Apr 2050 | | | 431,000 | | | | | | 489,982 | |
| | | SAN DIEGO G + E | | 3.75% 01 Jun 2047 | | | 407,000 | | | | | | 476,463 | |
| | | SAN DIEGO G + E | | 4.15% 15 May 2048 | | | 229,000 | | | | | | 287,967 | |
| | | SAUDI ARABIAN OIL CO | | 3.25% 24 Nov 2050 | | | 634,000 | | | | | | 642,919 | |
| | | SEMPRA ENERGY | | 6% 15 Oct 2039 | | | 1,456,000 | | | | | | 2,088,303 | |
| | | SHELL INTERNATIONAL FIN | | 3.25% 06 Apr 2050 | | | 1,017,000 | | | | | | 1,153,201 | |
| | | SOUTHERN CAL EDISON | | 3.65% 01 Feb 2050 | | | 472,000 | | | | | | 536,103 | |
| | | SOUTHERN CAL EDISON | | 4.05% 15 Mar 2042 | | | 1,037,000 | | | | | | 1,188,931 | |
| | | SOUTHERN CAL EDISON | | 4.125% 01 Mar 2048 | | | 252,000 | | | | | | 300,327 | |
| | | SOUTHERN POWER CO | | 4.95% 15 Dec 2046 | | | 439,000 | | | | | | 527,604 | |
| | | STANFORD UNIVERSITY | | 2.413% 01 Jun 2050 | | | 697,000 | | | | | | 720,477 | |
| | | STARBUCKS CORP | | 4.45% 15 Aug 2049 | | | 1,761,000 | | | | | | 2,323,027 | |
| | | STATE OF ISRAEL | | 3.375% 15 Jan 2050 | | | 2,540,000 | | | | | | 2,808,021 | |
| | | STATE OF QATAR | | 4.4% 16 Apr 2050 | | | 593,000 | | | | | | 772,531 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.142% 23 Sep 2030 | | | 1,765,000 | | | | | | 1,772,198 | |
| | | SUNCOR ENERGY INC | | 6.8% 15 May 2038 | | | 854,000 | | | | | | 1,198,075 | |
| | | SYNGENTA FINANCE NV | | 5.676% 24 Apr 2048 | | | 693,000 | | | | | | (6,781 | ) |
| | | SYSCO CORPORATION | | 6.6% 01 Apr 2050 | | | 1,158,000 | | | | | | 1,783,508 | |
| | | T MOBILE USA INC | | 3% 15 Feb 2041 | | | 1,095,000 | | | | | | 1,135,208 | |
| | | T MOBILE USA INC | | 3.3% 15 Feb 2051 | | | 737,000 | | | | | | 758,248 | |
| | | TELEFONICA EMISIONES SAU | | 5.213% 08 Mar 2047 | | | 1,773,000 | | | | | | 2,272,650 | |
| | | TENNESSEE GAS PIPELINE | | 7.625% 01 Apr 2037 | | | 522,000 | | | | | | 740,175 | |
| | | TIME WARNER CABLE LLC | | 7.3% 01 Jul 2038 | | | 394,000 | | | | | | 583,883 | |
| | | TIME WARNER CABLE LLC | | 5.5% 01 Sep 2041 | | | 2,433,000 | | | | | | 3,126,045 | |
| | | TRAVELERS COS INC | | 4% 30 May 2047 | | | 1,433,000 | | | | | | 1,859,501 | |
| | | TREASURY BILL | | 0.01% 28 Jan 2021 | | | 650,000 | | | | | | 649,303 | |
| | | TREASURY BILL | | 0.01% 02 Dec 2021 | | | 1,500,000 | | | | | | 1,498,595 | |
| | | TRUSTEES PRINCETON UNIV | | 2.516% 01 Jul 2050 | | | 1,248,000 | | | | | | 1,308,124 | |
| | | UDR INC | | 2.1% 01 Aug 2032 | | | 1,237,000 | | | | | | 1,260,852 | |
| | | UNION ELECTRIC CO | | 2.625% 15 Mar 2051 | | | 1,619,000 | | | | | | 1,691,110 | |
| | | UNION PACIFIC CORP | | 3.75% 05 Feb 2070 | | | 716,000 | | | | | | 866,067 | |
| | | UNION PACIFIC CORP | | 2.973% 16 Sep 2062 | | | 2,538,000 | | | | | | 2,650,914 | |
| | | UNITED MEXICAN STATES | | 3.25% 16 Apr 2030 | | | 1,392,000 | | | | | | 1,503,040 | |
| | | UNITED MEXICAN STATES | | 5% 27 Apr 2051 | | | 1,261,000 | | | | | | 1,569,945 | |
| | | UNITED MEXICAN STATES | | 3.771% 24 May 2061 | | | 586,000 | | | | | | 610,319 | |
| | | UNITED MEXICAN STATES | | 4.75% 08 Mar 2044 | | | 2,234,000 | | | | | | 2,652,897 | |
| | | UNITED MEXICAN STATES | | 4.6% 10 Feb 2048 | | | 1,929,000 | | | | | | 2,261,772 | |
| | | UNITED PARCEL SERVICE | | 5.3% 01 Apr 2050 | | | 2,079,000 | | | | | | 3,132,939 | |
| | | UNITEDHEALTH GROUP INC | | 2.75% 15 May 2040 | | | 1,019,000 | | | | | | 1,105,437 | |
| | | UNITEDHEALTH GROUP INC | | 5.95% 15 Feb 2041 | | | 846,000 | | | | | | 1,304,061 | |
| | | UNITEDHEALTH GROUP INC | | 4.25% 15 Jun 2048 | | | 1,047,000 | | | | | | 1,398,100 | |
| | | UNITEDHEALTH GROUP INC | | 3.5% 15 Aug 2039 | | | 1,873,000 | | | | | | 2,228,162 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 5.946% 15 May 2045 | | | 400,000 | | | | | | 581,140 | |
| | | UNIV OF CALIFORNIA CA RGTS MED | | 3.006% 15 May 2050 | | | 855,000 | | | | | | 907,403 | |
| | | UNIV SOUTHERN CALIFORIA | | 3.226% 31 Dec 2099 | | | 660,000 | | | | | | 660,558 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | | 3,000,000 | | | | | | (11,327 | ) |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (2,400,000 | ) | | | | | (4,590 | ) |
| | | US DOLLAR | | | | | 754,429 | | | | | | 754,429 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | 9,000,000 | | | | | | (116,016 | ) |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 1,863,000 | | | | | | 1,962,778 | |
| | | US TREASURY N/B | | 1.125% 15 Aug 2040 | | | 2,826,000 | | | | | | 2,675,427 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 7,984,000 | | | | | | 7,957,803 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | (7,200,000 | ) | | | | | 89,525 | |
| | | VALE SA | | 5.625% 11 Sep 2042 | | | 911,000 | | | | | | 1,220,749 | |
| | | VALERO ENERGY CORP | | 6.625% 15 Jun 2037 | | | 1,294,000 | | | | | | 1,721,262 | |
| | | VENTAS REALTY LP | | 4.875% 15 Apr 2049 | | | 856,000 | | | | | | 1,062,827 | |
| | | VERIZON COMMUNICATIONS | | 2.875% 20 Nov 2050 | | | 3,006,000 | | | | | | 3,028,856 | |
| | | VERIZON COMMUNICATIONS | | 4.75% 01 Nov 2041 | | | 3,102,000 | | | | | | 4,100,703 | |
| | | VERIZON COMMUNICATIONS | | 4.272% 15 Jan 2036 | | | 4,027,000 | | | | | | 4,994,609 | |
| | | VIACOMCBS INC | | 4.2% 19 May 2032 | | | 430,000 | | | | | | 518,213 | |
| | | VIACOMCBS INC | | 4.375% 15 Mar 2043 | | | 1,393,000 | | | | | | 1,645,785 | |
| | | VIATRIS INC | | 3.85% 22 Jun 2040 | | | 722,000 | | | | | | 814,901 | |
| | | VIRGINIA ELEC + POWER CO | | 2.45% 15 Dec 2050 | | | 633,000 | | | | | | 636,987 | |
| | | VISA INC | | 2% 15 Aug 2050 | | | 685,000 | | | | | | 654,212 | |
| | | VISA INC | | 4.3% 14 Dec 2045 | | | 697,000 | | | | | | 954,708 | |
| | | VODAFONE GROUP PLC | | 4.875% 19 Jun 2049 | | | 2,945,000 | | | | | | 3,935,703 | |
| | | WALMART INC | | 4.05% 29 Jun 2048 | | | 1,036,000 | | | | | | 1,405,899 | |
| | | WALT DISNEY COMPANY/THE | | 3.8% 13 May 2060 | | | 643,000 | | | | | | 816,944 | |
| | | WALT DISNEY COMPANY/THE | | 6.55% 15 Mar 2033 | | | 1,984,000 | | | | | | 2,910,461 | |
| | | WALT DISNEY COMPANY/THE | | 6.4% 15 Dec 2035 | | | 2,249,000 | | | | | | 3,489,882 | |
| | | WELLS FARGO + COMPANY | | 1% 04 Apr 2051 | | | 1,347,000 | | | | | | 1,914,379 | |
| | | WELLS FARGO + COMPANY | | 4.9% 17 Nov 2045 | | | 2,493,000 | | | | | | 3,320,439 | |
| | | WELLS FARGO + COMPANY | | 4.75% 07 Dec 2046 | | | 1,303,000 | | | | | | 1,705,289 | |
| | | WESLEYAN UNIVERSITY | | 4.781% 01 Jul 2116 | | | 400,000 | | | | | | 503,925 | |
| | | WILLIAMS COMPANIES INC | | 4.85% 01 Mar 2048 | | | 878,000 | | | | | | 1,079,202 | |
| | | WILLIAMS COS INC | | 8.75% 15 Mar 2032 | | | 1,694,000 | | | | | | 2,478,053 | |
| | | WYETH LLC | | 5.95% 01 Apr 2037 | | | 131,000 | | | | | | 196,388 | |
| | | XCEL ENERGY INC | | 6.5% 01 Jul 2036 | | | 1,444,000 | | | | | | 2,168,645 | |
| | | | | | | | | | | | | | | |
| | | | | Total : EXHIBIT L - Long-Term Credit Fund | | | | | $ | 539,865,883 | |
n / a - Cost is not applicable
EXHIBIT M - Interest Income Fund
(Underlying assets managed by various investment companies)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2020
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | | value | |
| | | | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | 3M COMPANY | | 3.375% 01 Mar 2029 | | | 24,000 | | | | | $ | 27,767 | |
| | | ABBVIE INC | | 3.8% 15 Mar 2025 | | | 203,000 | | | | | | 226,381 | |
| | | ABBVIE INC | | 2.85% 14 May 2023 | | | 180,000 | | | | | | 189,257 | |
| | | ABBVIE INC | | 4.25% 14 Nov 2028 | | | 253,000 | | | | | | 303,325 | |
| | | ABBVIE INC | | 2.95% 21 Nov 2026 | | | 190,000 | | | | | | 210,111 | |
| | | ABBVIE INC | | 3.85% 15 Jun 2024 | | | 61,000 | | | | | | 67,182 | |
| | | ACTIVISION BLIZZARD | | 3.4% 15 Sep 2026 | | | 204,000 | | | | | | 232,030 | |
| | | AEP TEXAS INC | | 2.4% 01 Oct 2022 | | | 55,000 | | | | | | 56,733 | |
| | | AGILENT TECHNOLOGIES INC | | 3.05% 22 Sep 2026 | | | 200,000 | | | | | | 218,242 | |
| | | AIR CANADA 2017 1AA PTT | | 3.3% 15 Jul 2031 | | | 77,194 | | | | | | 75,531 | |
| | | ALABAMA POWER CO | | 5.2% 01 Jun 2041 | | | 22,000 | | | | | | 29,972 | |
| | | ALABAMA POWER CO | | 3.55% 01 Dec 2023 | | | 66,000 | | | | | | 71,793 | |
| | | ALABAMA POWER CO | | 2.45% 30 Mar 2022 | | | 76,000 | | | | | | 77,881 | |
| | | ALIMENTATION COUCHE TARD | | 2.7% 26 Jul 2022 | | | 10,000 | | | | | | 10,336 | |
| | | ALTRIA GROUP INC | | 4% 31 Jan 2024 | | | 125,000 | | | | | | 137,245 | |
| | | ALTRIA GROUP INC | | 3.8% 14 Feb 2024 | | | 356,000 | | | | | | 388,747 | |
| | | ALTRIA GROUP INC | | 4.4% 14 Feb 2026 | | | 369,000 | | | | | | 428,435 | |
| | | ALTRIA GROUP INC | | 2.35% 06 May 2025 | | | 143,000 | | | | | | 151,935 | |
| | | AMER AIRLINE 16 2 AA PTT | | 3.2% 15 Dec 2029 | | | 46,142 | | | | | | 44,992 | |
| | | AMER AIRLINE 16 3 AA PTT | | 3% 15 Apr 2030 | | | 132,319 | | | | | | 129,515 | |
| | | AMER AIRLINE 17 1 AA PTT | | 3.65% 15 Feb 2029 | | | 32,321 | | | | | | 32,579 | |
| | | AMER AIRLINE 19 1AA PTT | | 3.15% 15 Aug 2033 | | | 144,785 | | | | | | 141,878 | |
| | | AMER AIRLN 15 2 AA PTT | | 3.6% 22 Mar 2029 | | | 31,474 | | | | | | 30,981 | |
| | | AMERICAN EXPRESS CREDIT | | 3.3% 03 May 2027 | | | 173,000 | | | | | | 197,383 | |
| | | AMERICAN INTL GROUP | | 3.4% 30 Jun 2030 | | | 103,000 | | | | | | 118,023 | |
| | | AMERICAN TOWER CORP | | 3.375% 15 Oct 2026 | | | 116,000 | | | | | | 130,309 | |
| | | AMERICAN TOWER CORP | | 2.75% 15 Jan 2027 | | | 216,000 | | | | | | 234,343 | |
| | | AMERICAN TOWER CORP | | 1.5% 31 Jan 2028 | | | 159,000 | | | | | | 159,994 | |
| | | AMGEN INC | | 2.2% 21 Feb 2027 | | | 45,000 | | | | | | 48,241 | |
| | | AMGEN INC | | 2.45% 21 Feb 2030 | | | 47,000 | | | | | | 50,329 | |
| | | ANHEUSER BUSCH CO/INBEV | | 3.65% 01 Feb 2026 | | | 256,000 | | | | | | 289,375 | |
| | | ANHEUSER BUSCH INBEV FIN | | 3.65% 01 Feb 2026 | | | 81,000 | | | | | | 91,751 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.9% 23 Jan 2031 | | | 34,000 | | | | | | 43,308 | |
| | | ANHEUSER BUSCH INBEV WOR | | 3.5% 01 Jun 2030 | | | 452,000 | | | | | | 523,580 | |
| | | AON CORP | | 4.5% 15 Dec 2028 | | | 202,000 | | | | | | 243,780 | |
| | | AON CORP | | 3.75% 02 May 2029 | | | 105,000 | | | | | | 122,493 | |
| | | AON CORP | | 2.8% 15 May 2030 | | | 42,000 | | | | | | 45,821 | |
| | | APPLE INC | | 2.9% 12 Sep 2027 | | | 472,000 | | | | | | 527,893 | |
| | | APPLIED MATERIALS INC | | 1.75% 01 Jun 2030 | | | 278,000 | | | | | | 288,497 | |
| | | ARES CAPITAL CORP | | 4.25% 01 Mar 2025 | | | 328,000 | | | | | | 355,555 | |
| | | ASTRAZENECA PLC | | 1.375% 06 Aug 2030 | | | 162,000 | | | | | | 160,353 | |
| | | AT+T INC | | 0.01% 27 Nov 2022 | | | 1,000,000 | | | | | | 991,575 | |
| | | AT+T INC | | 4.3% 15 Feb 2030 | | | 90,000 | | | | | | 107,508 | |
| | | AT+T INC | | 2.25% 01 Feb 2032 | | | 59,000 | | | | | | 59,851 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | | 193,000 | | | | | | 197,852 | |
| | | AT+T INC | | 4.35% 01 Mar 2029 | | | 98,000 | | | | | | 116,881 | |
| | | ATLANTA GA WTR WSTWTR REVENU | | 2.257% 01 Nov 2035 | | | 80,000 | | | | | | 84,007 | |
| | | AUTODESK INC | | 4.375% 15 Jun 2025 | | | 85,000 | | | | | | 97,207 | |
| | | BAE SYSTEMS HOLDINGS INC | | 3.8% 07 Oct 2024 | | | 190,000 | | | | | | 211,284 | |
| | | BAE SYSTEMS HOLDINGS INC | | 3.85% 15 Dec 2025 | | | 192,000 | | | | | | 217,731 | |
| | | BALTIMORE GAS + ELECTRIC | | 2.4% 15 Aug 2026 | | | 412,000 | | | | | | 445,784 | |
| | | BANC OF AMERICA MERRILL LYNCH | | 1% 15 Nov 2032 | | | 1,130,000 | | | | | | 1,080,780 | |
| | | BANCO SANTANDER SA | | 2.706% 27 Jun 2024 | | | 600,000 | | | | | | 640,666 | |
| | | BANK | | 1% 15 Feb 2061 | | | 330,000 | | | | | | 374,524 | |
| | | BANK | | 1% 15 Dec 2052 | | | 241,000 | | | | | | 249,472 | |
| | | BANK OF AMERICA CORP | | 4.2% 26 Aug 2024 | | | 6,000 | | | | | | 6,717 | |
| | | BANK OF AMERICA CORP | | 4% 22 Jan 2025 | | | 222,000 | | | | | | 249,457 | |
| | | BANK OF AMERICA CORP | | 4.45% 03 Mar 2026 | | | 357,000 | | | | | | 416,101 | |
| | | BANK OF AMERICA CORP | | 1% 20 Jan 2028 | | | 941,000 | | | | | | 1,080,823 | |
| | | BANK OF AMERICA CORP | | 1% 24 Apr 2028 | | | 1,918,000 | | | | | | 2,183,564 | |
| | | BANK OF AMERICA CORP | | 1% 23 Jan 2022 | | | 126,000 | | | | | | 126,153 | |
| | | BANK OF AMERICA CORP | | 1% 05 Mar 2024 | | | 965,000 | | | | | | 1,030,900 | |
| | | BANK OF AMERICA CORP | | 1% 13 Feb 2026 | | | 87,000 | | | | | | 91,180 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2028 | | | 150,000 | | | | | | 169,432 | |
| | | BANK OF NY MELLON CORP | | 1% 07 Feb 2028 | | | 195,000 | | | | | | 222,662 | |
| | | BANK OF NY MELLON CORP | | 3.25% 16 May 2027 | | | 107,000 | | | | | | 120,500 | |
| | | BARCLAYS PLC | | 3.2% 10 Aug 2021 | | | 673,000 | | | | | | 684,097 | |
| | | BARCLAYS PLC | | 1% 15 Feb 2023 | | | 1,142,000 | | | | | | 1,192,173 | |
| | | BAT CAPITAL CORP | | 3.557% 15 Aug 2027 | | | 234,000 | | | | | | 260,554 | |
| | | BAT CAPITAL CORP | | 3.215% 06 Sep 2026 | | | 100,000 | | | | | | 110,137 | |
| | | BAT CAPITAL CORP | | 4.7% 02 Apr 2027 | | | 206,000 | | | | | | 242,230 | |
| | | BFLD TRUST | | 1% 15 Oct 2034 | | | 435,000 | | | | | | 430,637 | |
| | | BIOGEN INC | | 2.25% 01 May 2030 | | | 117,000 | | | | | | 122,218 | |
| | | BNP PARIBAS | | 4.375% 28 Sep 2025 | | | 200,000 | | | | | | 228,797 | |
| | | BNP PARIBAS | | 1% 19 Nov 2025 | | | 200,000 | | | | | | 213,185 | |
| | | BOEING CO | | 4.875% 01 May 2025 | | | 385,000 | | | | | | 438,864 | |
| | | BOOKING HOLDINGS INC | | 4.1% 13 Apr 2025 | | | 275,000 | | | | | | 311,875 | |
| | | BOSTON PROPERTIES LP | | 4.5% 01 Dec 2028 | | | 256,000 | | | | | | 306,187 | |
| | | BOSTON SCIENTIFIC CORP | | 2.65% 01 Jun 2030 | | | 53,000 | | | | | | 56,768 | |
| | | BP CAP MARKETS AMERICA | | 3.588% 14 Apr 2027 | | | 31,000 | | | | | | 35,257 | |
| | | BP CAP MARKETS AMERICA | | 3.41% 11 Feb 2026 | | | 420,000 | | | | | | 470,887 | |
| | | BPCE SA | | 2.7% 01 Oct 2029 | | | 269,000 | | | | | | 289,213 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.4% 26 Jul 2029 | | | 126,000 | | | | | | 146,684 | |
| | | BROADCOM INC | | 5% 15 Apr 2030 | | | 179,000 | | | | | | 217,595 | |
| | | BROADCOM INC | | 4.75% 15 Apr 2029 | | | 589,000 | | | | | | 702,513 | |
| | | BROADCOM INC | | 4.7% 15 Apr 2025 | | | 223,000 | | | | | | 255,551 | |
| | | BRTDCHBW8 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 65,000 | | | | | | 1,211 | |
| | | BRTDD19G0 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 140,000 | | | | | | 2,637 | |
| | | BRTDD19K1 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 100,000 | | | | | | 1,825 | |
| | | BRTDD19N5 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 135,000 | | | | | | 2,458 | |
| | | BRTDD19R6 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 40,000 | | | | | | 726 | |
| | | BRTDD19U9 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 65,000 | | | | | | 1,041 | |
| | | BRTDD9U87 CDS USD R F 1.00000 | | 1% 20 Dec 2022 | | | 200,000 | | | | | | 3,439 | |
| | | BRTM90Y12 IRS GBP R V 12MUKRPI | | 1% 15 Oct 2023 | | | 1,420,000 | | | | | | (93,397 | ) |
| | | BRTMJZAB8 IRS USD R V 12MUSCPI | | 1% 30 Oct 2028 | | | 2,525,000 | | | | | | (64,284 | ) |
| | | BRWAZWYU1 IRS USD R V 03MLIBOR | | 1% 15 Dec 2022 | | | 9,230,000 | | | | | | (12,004 | ) |
| | | BRWBP0XP2 IRS USD R V 03MLIBOR | | 1% 15 Dec 2022 | | | 4,530,000 | | | | | | (4,689 | ) |
| | | BRWBUMQQ4 IRS USD R V 03MLIBOR | | 1% 15 Aug 2030 | | | 755,000 | | | | | | (3,034 | ) |
| | | BRWCU9378 IRS GBP R V 12MUKRPI | | 1% 15 Dec 2030 | | | 750,000 | | | | | | 3,397 | |
| | | BWAY MORTGAGE TRUST | | 2.809% 10 Mar 2033 | | | 641,581 | | | | | | 666,588 | |
| | | BX COMMERCIAL MORTGAGE TRUST 2 | | 1% 15 Oct 2036 | | | 497,432 | | | | | | 498,360 | |
| | | BX TRUST | | 1% 15 Dec 2036 | | | 449,589 | | | | | | 449,728 | |
| | | BX TRUST | | 2.843% 09 Mar 2044 | | | 750,000 | | | | | | 782,605 | |
| | | CAMERON LNG LLC | | 2.902% 15 Jul 2031 | | | 288,000 | | | | | | 315,399 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 20,716 | | | | | | 16,261 | |
| | | CANTOR COMMERCIAL REAL ESTATE | | 1% 15 Jan 2053 | | | 127,000 | | | | | | 137,357 | |
| | | CAPITAL ONE BANK USA NA | | 1% 27 Jan 2023 | | | 500,000 | | | | | | 508,582 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.75% 09 Mar 2027 | | | 61,000 | | | | | | 69,614 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.65% 11 May 2027 | | | 128,000 | | | | | | 146,747 | |
| | | CARRIER GLOBAL CORP | | 2.242% 15 Feb 2025 | | | 187,000 | | | | | | 197,876 | |
| | | CC HOLDINGS GS V LLC/CRO | | 3.849% 15 Apr 2023 | | | 256,000 | | | | | | 274,760 | |
| | | CENTERPOINT ENERGY RES | | 1.75% 01 Oct 2030 | | | 271,000 | | | | | | 273,613 | |
| | | CGDBB COMMERCIAL MORTGAGE TRUS | | 1% 15 Jul 2032 | | | 1,023,169 | | | | | | 1,023,556 | |
| | | CGRBS COMMERCIAL MORTGAGE TRUS | | 3.369% 13 Mar 2035 | | | 500,000 | | | | | | 524,746 | |
| | | CHARLES SCHWAB CORP | | 3.2% 02 Mar 2027 | | | 63,000 | | | | | | 70,510 | |
| | | CHARLES SCHWAB CORP | | 4% 01 Feb 2029 | | | 74,000 | | | | | | 88,519 | |
| | | CHARTER COMM OPT LLC/CAP | | 3.75% 15 Feb 2028 | | | 100,000 | | | | | | 112,123 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.2% 15 Mar 2028 | | | 364,000 | | | | | | 419,957 | |
| | | CHENIERE CORP CHRISTI HD | | 7% 30 Jun 2024 | | | 380,000 | | | | | | 443,754 | |
| | | CIGNA CORP | | 3.75% 15 Jul 2023 | | | 145,000 | | | | | | 156,755 | |
| | | CIGNA CORP | | 4.125% 15 Nov 2025 | | | 122,000 | | | | | | 140,547 | |
| | | CIGNA CORP | | 3.25% 15 Apr 2025 | | | 50,000 | | | | | | 54,920 | |
| | | CIGNA CORP | | 3.5% 15 Jun 2024 | | | 40,000 | | | | | | 43,704 | |
| | | CIGNA CORP | | 4.5% 25 Feb 2026 | | | 140,000 | | | | | | 164,130 | |
| | | CITIBANK CREDIT CARD ISSUANCE | | 3.96% 13 Oct 2030 | | | 203,000 | | | | | | 245,162 | |
| | | CITIGROUP INC | | 3.875% 26 Mar 2025 | | | 96,000 | | | | | | 107,137 | |
| | | CITIGROUP INC | | 3.4% 01 May 2026 | | | 1,498,000 | | | | | | 1,686,115 | |
| | | CITIGROUP INC | | 1% 24 Jul 2028 | | | 444,000 | | | | | | 503,365 | |
| | | CITIGROUP INC | | 1% 24 Jan 2023 | | | 304,000 | | | | | | 312,600 | |
| | | CITIGROUP INC | | 1% 24 Apr 2025 | | | 570,000 | | | | | | 619,690 | |
| | | CITIGROUP INC | | 1% 04 Nov 2022 | | | 316,000 | | | | | | 321,049 | |
| | | CITIGROUP INC | | 4.4% 10 Jun 2025 | | | 214,000 | | | | | | 244,668 | |
| | | COCA COLA CO/THE | | 2.9% 25 May 2027 | | | 65,000 | | | | | | 72,495 | |
| | | COMCAST CORP | | 2.35% 15 Jan 2027 | | | 352,000 | | | | | | 378,755 | |
| | | COMCAST CORP | | 3.3% 01 Feb 2027 | | | 261,000 | | | | | | 294,456 | |
| | | COMCAST CORP | | 1.95% 15 Jan 2031 | | | 388,000 | | | | | | 398,453 | |
| | | COMM MORTGAGE TRUST | | 3.424% 10 Mar 2031 | | | 315,000 | | | | | | 332,746 | |
| | | COMM MORTGAGE TRUST | | 3.897% 10 Mar 2031 | | | 205,000 | | | | | | 218,728 | |
| | | COMM MORTGAGE TRUST | | 3.528% 10 Dec 2047 | | | 548,499 | | | | | | 593,049 | |
| | | COMM MORTGAGE TRUST | | 3.961% 10 Mar 2047 | | | 890,000 | | | | | | 972,510 | |
| | | COMM MORTGAGE TRUST | | 3.63% 10 Oct 2048 | | | 555,000 | | | | | | 622,066 | |
| | | COMM MORTGAGE TRUST | | 3.445% 10 Jul 2048 | | | 695,000 | | | | | | 753,711 | |
| | | COMM MORTGAGE TRUST | | 4.228% 10 May 2051 | | | 515,000 | | | | | | 611,335 | |
| | | CONCHO RESOURCES INC | | 4.3% 15 Aug 2028 | | | 19,000 | | | | | | 22,462 | |
| | | CONCHO RESOURCES INC | | 3.75% 01 Oct 2027 | | | 94,000 | | | | | | 107,434 | |
| | | COX COMMUNICATIONS INC | | 3.35% 15 Sep 2026 | | | 219,000 | | | | | | 246,076 | |
| | | CREDIT SUISSE GROUP AG | | 1% 11 Sep 2025 | | | 250,000 | | | | | | 263,068 | |
| | | CREDIT SUISSE GROUP AG | | 3.75% 26 Mar 2025 | | | 250,000 | | | | | | 277,552 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 2.256% 15 Aug 2037 | | | 517,000 | | | | | | 535,523 | |
| | | CREDIT SUISSE NEW YORK | | 2.95% 09 Apr 2025 | | | 250,000 | | | | | | 274,248 | |
| | | CROWN CASTLE INTL CORP | | 4.45% 15 Feb 2026 | | | 63,000 | | | | | | 72,899 | |
| | | CROWN CASTLE INTL CORP | | 3.7% 15 Jun 2026 | | | 377,000 | | | | | | 424,839 | |
| | | CROWN CASTLE INTL CORP | | 3.8% 15 Feb 2028 | | | 212,000 | | | | | | 244,336 | |
| | | CROWN CASTLE INTL CORP | | 3.3% 01 Jul 2030 | | | 140,000 | | | | | | 156,699 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 4.052% 15 Mar 2052 | | | 325,000 | | | | | | 381,719 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.016% 15 Sep 2052 | | | 287,000 | | | | | | 318,839 | |
| | | CSX CORP | | 2.6% 01 Nov 2026 | | | 92,000 | | | | | | 100,591 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | 14,437 | |
| | | CURRENCY CONTRACT | | USD/GBP | | | | | | | | | (119,724 | ) |
| | | CVS HEALTH CORP | | 3.7% 09 Mar 2023 | | | 40,000 | | | | | | 42,793 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | | 301,000 | | | | | | 358,178 | |
| | | DAIMLER FINANCE NA LLC | | 2.125% 10 Mar 2025 | | | 285,000 | | | | | | 299,300 | |
| | | DANSKE BANK A/S | | 5% 12 Jan 2022 | | | 250,000 | | | | | | 260,990 | |
| | | DANSKE BANK A/S | | 1.226% 22 Jun 2024 | | | 959,000 | | | | | | 970,216 | |
| | | DANSKE BANK A/S | | 1% 11 Sep 2026 | | | 350,000 | | | | | | 351,580 | |
| | | DELL INT LLC / EMC CORP | | 5.85% 15 Jul 2025 | | | 300,000 | | | | | | 360,245 | |
| | | DELL INT LLC / EMC CORP | | 5.45% 15 Jun 2023 | | | 281,000 | | | | | | 310,792 | |
| | | DELTA AIR LINES 2019 1AA | | 3.204% 25 Oct 2025 | | | 170,000 | | | | | | 174,662 | |
| | | DEUTSCHE BANK AG | | 4.1% 13 Jan 2026 | | | 38,000 | | | | | | 42,090 | |
| | | DEUTSCHE BANK NY | | 1% 24 Nov 2026 | | | 150,000 | | | | | | 153,516 | |
| | | DIAMONDBACK ENERGY INC | | 2.875% 01 Dec 2024 | | | 439,000 | | | | | | 461,455 | |
| | | DIAMONDBACK ENERGY INC | | 4.75% 31 May 2025 | | | 44,000 | | | | | | 49,535 | |
| | | DISCOVER BANK | | 3.45% 27 Jul 2026 | | | 250,000 | | | | | | 279,598 | |
| | | DISCOVER FINANCIAL SVS | | 4.5% 30 Jan 2026 | | | 179,000 | | | | | | 206,804 | |
| | | DISCOVERY COMMUNICATIONS | | 4.125% 15 May 2029 | | | 163,000 | | | | | | 190,275 | |
| | | DOLLAR GENERAL CORP | | 3.5% 03 Apr 2030 | | | 142,000 | | | | | | 163,012 | |
| | | DOW CHEMICAL CO/THE | | 4.55% 30 Nov 2025 | | | 6,000 | | | | | | 7,021 | |
| | | DTE ELECTRIC CO | | 3.65% 15 Mar 2024 | | | 155,000 | | | | | | 168,796 | |
| | | DTE ELECTRIC CO | | 3.375% 01 Mar 2025 | | | 305,000 | | | | | | 336,855 | |
| | | DUKE ENERGY CAROLINAS | | 3.95% 15 Nov 2028 | | | 73,000 | | | | | | 87,068 | |
| | | DUKE ENERGY CAROLINAS | | 2.45% 15 Aug 2029 | | | 126,000 | | | | | | 135,787 | |
| | | DUKE ENERGY CAROLINAS | | 2.45% 01 Feb 2030 | | | 89,000 | | | | | | 95,721 | |
| | | DUKE ENERGY FLORIDA LLC | | 3.8% 15 Jul 2028 | | | 140,000 | | | | | | 164,321 | |
| | | DUKE ENERGY FLORIDA LLC | | 2.5% 01 Dec 2029 | | | 287,000 | | | | | | 313,298 | |
| | | DUKE ENERGY FLORIDA LLC | | 1.75% 15 Jun 2030 | | | 115,000 | | | | | | 117,588 | |
| | | DUKE ENERGY OHIO INC | | 3.8% 01 Sep 2023 | | | 40,000 | | | | | | 43,214 | |
| | | DUKE ENERGY OHIO INC | | 3.65% 01 Feb 2029 | | | 193,000 | | | | | | 223,599 | |
| | | DUKE ENERGY PROGRESS LLC | | 3.7% 01 Sep 2028 | | | 150,000 | | | | | | 175,566 | |
| | | DUKE ENERGY PROGRESS LLC | | 3.45% 15 Mar 2029 | | | 206,000 | | | | | | 239,286 | |
| | | DUPONT DE NEMOURS INC | | 4.493% 15 Nov 2025 | | | 334,000 | | | | | | 389,895 | |
| | | DXC TECHNOLOGY CO | | 4% 15 Apr 2023 | | | 331,000 | | | | | | 352,127 | |
| | | E TRADE FINANCIAL CORP | | 3.8% 24 Aug 2027 | | | 74,000 | | | | | | 85,329 | |
| | | EASTERN ENERGY GAS | | 3.55% 01 Nov 2023 | | | 174,000 | | | | | | 187,482 | |
| | | ECOLAB INC | | 4.8% 24 Mar 2030 | | | 2,000 | | | | | | 2,552 | |
| | | ECOLAB INC | | 1.3% 30 Jan 2031 | | | 96,000 | | | | | | 95,088 | |
| | | ECOPETROL SA | | 4.125% 16 Jan 2025 | | | 295,000 | | | | | | 320,815 | |
| | | EDISON INTERNATIONAL | | 2.4% 15 Sep 2022 | | | 187,000 | | | | | | 191,116 | |
| | | ELECTRONIC ARTS INC | | 4.8% 01 Mar 2026 | | | 68,000 | | | | | | 80,890 | |
| | | ENERGY TRANSFER LP | | 4.9% 01 Feb 2024 | | | 6,000 | | | | | | 6,567 | |
| | | ENERGY TRANSFER LP | | 4.05% 15 Mar 2025 | | | 65,000 | | | | | | 71,305 | |
| | | ENERGY TRANSFER LP | | 4.75% 15 Jan 2026 | | | 59,000 | | | | | | 66,758 | |
| | | ENERGY TRANSFER LP | | 5.95% 01 Dec 2025 | | | 116,000 | | | | | | 136,843 | |
| | | ENERGY TRANSFER LP | | 3.9% 15 Jul 2026 | | | 66,000 | | | | | | 72,321 | |
| | | ENTERGY LOUISIANA LLC | | 5.4% 01 Nov 2024 | | | 57,000 | | | | | | 67,095 | |
| | | ENTERGY LOUISIANA LLC | | 4.95% 15 Jan 2045 | | | 131,000 | | | | | | 144,565 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.125% 31 Jul 2029 | | | 101,000 | | | | | | 111,958 | |
| | | EOG RESOURCES INC | | 4.375% 15 Apr 2030 | | | 91,000 | | | | | | 110,597 | |
| | | EQUINIX INC | | 1.25% 15 Jul 2025 | | | 94,000 | | | | | | 95,893 | |
| | | EQUINIX INC | | 1% 15 Sep 2025 | | | 231,000 | | | | | | 231,640 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 7,745,064 | | | | | | 9,476,473 | |
| | | EURO-BUND FUTURE MAR21 | | XEUR 20210308 | | | (1,200,000 | ) | | | | | 4,625 | |
| | | EVERSOURCE ENERGY | | 2.9% 01 Oct 2024 | | | 60,000 | | | | | | 64,752 | |
| | | EXELON CORP | | 2.45% 15 Apr 2021 | | | 10,000 | | | | | | 10,039 | |
| | | FANNIE MAE | | 4% 25 Feb 2041 | | | 1,460,651 | | | | | | 1,581,794 | |
| | | FANNIE MAE | | 4.5% 25 Jan 2041 | | | 1,479,505 | | | | | | 1,644,985 | |
| | | FANNIE MAE | | 5.5% 25 May 2045 | | | 1,271,490 | | | | | | 232,064 | |
| | | FANNIE MAE | | 1% 25 Aug 2046 | | | 636,900 | | | | | | 639,643 | |
| | | FANNIEMAE ACES | | 1% 25 Mar 2028 | | | 405,000 | | | | | | 461,941 | |
| | | FANNIEMAE ACES | | 3.143% 25 Apr 2029 | | | 480,000 | | | | | | 549,864 | |
| | | FANNIEMAE ACES | | 2.444% 25 Oct 2029 | | | 265,000 | | | | | | 291,261 | |
| | | FANNIEMAE STRIPS | | 0.01% 15 May 2029 | | | 1,155,000 | | | | | | 1,049,598 | |
| | | FED HM LN PC POOL A32162 | | 5% 01 Mar 2035 | | | 36,799 | | | | | | 40,822 | |
| | | FED HM LN PC POOL A90196 | | 4.5% 01 Dec 2039 | | | 18,679 | | | | | | 20,685 | |
| | | FED HM LN PC POOL A93534 | | 4% 01 Aug 2040 | | | 25,122 | | | | | | 27,695 | |
| | | FED HM LN PC POOL A93851 | | 4% 01 Sep 2040 | | | 55,365 | | | | | | 60,785 | |
| | | FED HM LN PC POOL A94779 | | 4% 01 Nov 2040 | | | 23,750 | | | | | | 26,301 | |
| | | FED HM LN PC POOL A94977 | | 4% 01 Nov 2040 | | | 28,774 | | | | | | 31,990 | |
| | | FED HM LN PC POOL A95144 | | 4% 01 Nov 2040 | | | 34,221 | | | | | | 38,044 | |
| | | FED HM LN PC POOL A95923 | | 4% 01 Oct 2040 | | | 32,893 | | | | | | 36,568 | |
| | | FED HM LN PC POOL C00748 | | 6% 01 Apr 2029 | | | 211 | | | | | | 241 | |
| | | FED HM LN PC POOL C03608 | | 3.5% 01 Dec 2040 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL C03811 | | 3.5% 01 Apr 2042 | | | 257,911 | | | | | | 284,913 | |
| | | FED HM LN PC POOL G07106 | | 3.5% 01 Aug 2042 | | | 56,064 | | | | | | 61,319 | |
| | | FED HM LN PC POOL G07613 | | 6% 01 Apr 2039 | | | 160,511 | | | | | | 191,293 | |
| | | FED HM LN PC POOL G07642 | | 5% 01 Oct 2041 | | | 65,288 | | | | | | 75,822 | |
| | | FED HM LN PC POOL G07848 | | 3.5% 01 Apr 2044 | | | 270,687 | | | | | | 299,046 | |
| | | FED HM LN PC POOL G07922 | | 3.5% 01 Jan 2044 | | | 535,162 | | | | | | 587,695 | |
| | | FED HM LN PC POOL G08624 | | 4% 01 Jan 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G08672 | | 4% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G08747 | | 3% 01 Feb 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G08756 | | 3% 01 Apr 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G15520 | | 3% 01 Jul 2030 | | | 106,377 | | | | | | 113,937 | |
| | | FED HM LN PC POOL G15601 | | 2.5% 01 Jan 2029 | | | 68,117 | | | | | | 71,215 | |
| | | FED HM LN PC POOL G16186 | | 2.5% 01 Apr 2031 | | | 97,413 | | | | | | 103,486 | |
| | | FED HM LN PC POOL G60018 | | 4.5% 01 Dec 2043 | | | 132,511 | | | | | | 149,320 | |
| | | FED HM LN PC POOL G60148 | | 4.5% 01 Jul 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G60198 | | 4.5% 01 Sep 2044 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G60393 | | 3.5% 01 Jan 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G60718 | | 3% 01 Sep 2046 | | | 113,743 | | | | | | 122,780 | |
| | | FED HM LN PC POOL G60901 | | 4% 01 Jul 2044 | | | 38,356 | | | | | | 42,215 | |
| | | FED HM LN PC POOL G60968 | | 3.5% 01 Mar 2047 | | | 161,817 | | | | | | 174,992 | |
| | | FED HM LN PC POOL G61177 | | 3% 01 Aug 2043 | | | 200,155 | | | | | | 218,303 | |
| | | FED HM LN PC POOL G61178 | | 3.5% 01 Oct 2047 | | | 131,883 | | | | | | 146,257 | |
| | | FED HM LN PC POOL G61208 | | 3.5% 01 Dec 2047 | | | 210,544 | | | | | | 233,490 | |
| | | FED HM LN PC POOL G67702 | | 4% 01 Jan 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G67704 | | 4% 01 Aug 2047 | | | 446,098 | | | | | | 500,096 | |
| | | FED HM LN PC POOL J12438 | | 4.5% 01 Jun 2025 | | | 108,082 | | | | | | 115,076 | |
| | | FED HM LN PC POOL J31418 | | 2.5% 01 May 2030 | | | 55,644 | | | | | | 59,315 | |
| | | FED HM LN PC POOL J31689 | | 3% 01 May 2030 | | | 117,290 | | | | | | 126,140 | |
| | | FED HM LN PC POOL J32181 | | 3% 01 Jul 2030 | | | 13,652 | | | | | | 14,737 | |
| | | FED HM LN PC POOL J32204 | | 2.5% 01 Jul 2030 | | | 19,781 | | | | | | 20,903 | |
| | | FED HM LN PC POOL J32209 | | 2.5% 01 Jul 2030 | | | 21,140 | | | | | | 22,534 | |
| | | FED HM LN PC POOL J32436 | | 3% 01 Aug 2030 | | | 13,331 | | | | | | 14,322 | |
| | | FED HM LN PC POOL J32491 | | 2.5% 01 Jul 2030 | | | 5,372 | | | | | | 5,708 | |
| | | FED HM LN PC POOL Q00093 | | 4% 01 Apr 2041 | | | 1,496 | | | | | | 1,641 | |
| | | FED HM LN PC POOL Q00804 | | 4.5% 01 May 2041 | | | 52,393 | | | | | | 58,642 | |
| | | FED HM LN PC POOL Q00959 | | 4.5% 01 May 2041 | | | 55,579 | | | | | | 61,663 | |
| | | FED HM LN PC POOL Q03841 | | 4% 01 Oct 2041 | | | 32,635 | | | | | | 36,284 | |
| | | FED HM LN PC POOL Q04022 | | 4% 01 Oct 2041 | | | 26,269 | | | | | | 29,092 | |
| | | FED HM LN PC POOL Q07417 | | 3.5% 01 Apr 2042 | | | 63,622 | | | | | | 69,595 | |
| | | FED HM LN PC POOL Q08239 | | 3.5% 01 May 2042 | | | 8,440 | | | | | | 9,182 | |
| | | FED HM LN PC POOL Q08306 | | 3.5% 01 May 2042 | | | 2,547 | | | | | | 2,769 | |
| | | FED HM LN PC POOL Q10724 | | 3.5% 01 Aug 2042 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q11750 | | 3.5% 01 Oct 2042 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q11909 | | 3.5% 01 Oct 2042 | | | 12,440 | | | | | | 13,608 | |
| | | FED HM LN PC POOL Q12162 | | 3.5% 01 Aug 2042 | | | 18,542 | | | | | | 20,282 | |
| | | FED HM LN PC POOL Q14866 | | 3% 01 Jan 2043 | | | 248,047 | | | | | | 268,097 | |
| | | FED HM LN PC POOL Q16403 | | 3% 01 Mar 2043 | | | 152,367 | | | | | | 162,454 | |
| | | FED HM LN PC POOL Q16673 | | 3% 01 Mar 2043 | | | 382,413 | | | | | | 406,574 | |
| | | FED HM LN PC POOL Q17039 | | 3% 01 Mar 2043 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q17122 | | 3% 01 Apr 2043 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q18718 | | 3.5% 01 Jun 2043 | | | 29,317 | | | | | | 32,219 | |
| | | FED HM LN PC POOL Q20206 | | 3.5% 01 Jul 2043 | | | 186,759 | | | | | | 206,432 | |
| | | FED HM LN PC POOL Q21579 | | 4% 01 Sep 2043 | | | 41,363 | | | | | | 46,453 | |
| | | FED HM LN PC POOL Q24368 | | 3.5% 01 Jan 2044 | | | 21,072 | | | | | | 23,279 | |
| | | FED HM LN PC POOL Q25643 | | 4% 01 Apr 2044 | | | 62,277 | | | | | | 68,676 | |
| | | FED HM LN PC POOL Q26218 | | 3.5% 01 May 2044 | | | 22,296 | | | | | | 24,741 | |
| | | FED HM LN PC POOL Q27319 | | 3.5% 01 Jul 2044 | | | 18,962 | | | | | | 21,041 | |
| | | FED HM LN PC POOL Q27843 | | 3.5% 01 Aug 2044 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q28604 | | 3.5% 01 Sep 2044 | | | 16,148 | | | | | | 17,919 | |
| | | FED HM LN PC POOL Q28605 | | 3.5% 01 Sep 2044 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q28764 | | 3.5% 01 Jun 2044 | | | 32,132 | | | | | | 35,136 | |
| | | FED HM LN PC POOL Q30876 | | 3.5% 01 Jan 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q31122 | | 3.5% 01 Jan 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q33131 | | 3.5% 01 May 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q34176 | | 3.5% 01 Jun 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q34960 | | 3.5% 01 Jul 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q36302 | | 3.5% 01 Sep 2045 | | | 16,206 | | | | | | 17,984 | |
| | | FED HM LN PC POOL Q36965 | | 3.5% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q37955 | | 4% 01 Dec 2045 | | | 21,442 | | | | | | 23,526 | |
| | | FED HM LN PC POOL Q37957 | | 4% 01 Dec 2045 | | | 24,610 | | | | | | 27,004 | |
| | | FED HM LN PC POOL Q38076 | | 4% 01 Jan 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q44853 | | 3% 01 Dec 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q45064 | | 3% 01 Dec 2046 | | | 96,743 | | | | | | 104,466 | |
| | | FED HM LN PC POOL Q45080 | | 3% 01 Dec 2046 | | | 52,400 | | | | | | 56,920 | |
| | | FED HM LN PC POOL Q45083 | | 3% 01 Dec 2046 | | | 26,516 | | | | | | 28,916 | |
| | | FED HM LN PC POOL Q46441 | | 3% 01 Feb 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q53113 | | 3.5% 01 Jul 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q53630 | | 3.5% 01 Jan 2048 | | | 26,103 | | | | | | 28,941 | |
| | | FED HM LN PC POOL Q53648 | | 3.5% 01 Jan 2048 | | | 47,064 | | | | | | 51,645 | |
| | | FED HM LN PC POOL QA6226 | | 3.5% 01 Jan 2050 | | | 65,251 | | | | | | 71,085 | |
| | | FED HM LN PC POOL QB1158 | | 3% 01 Jul 2050 | | | 4,726 | | | | | | 5,227 | |
| | | FED HM LN PC POOL QB1479 | | 3% 01 Jul 2050 | | | 43,411 | | | | | | 47,854 | |
| | | FED HM LN PC POOL QB1486 | | 3% 01 Jul 2050 | | | 9,494 | | | | | | 10,504 | |
| | | FED HM LN PC POOL QB1488 | | 3% 01 Jul 2050 | | | 4,674 | | | | | | 5,169 | |
| | | FED HM LN PC POOL QB2339 | | 3% 01 Aug 2050 | | | 30,312 | | | | | | 33,522 | |
| | | FED HM LN PC POOL RA3282 | | 3% 01 Aug 2050 | | | 570,861 | | | | | | 622,568 | |
| | | FED HM LN PC POOL RA3313 | | 3% 01 Aug 2050 | | | 402,604 | | | | | | 431,820 | |
| | | FED HM LN PC POOL RB5028 | | 3.5% 01 Jan 2040 | | | 314,185 | | | | | | 332,055 | |
| | | FED HM LN PC POOL RB5034 | | 3.5% 01 Feb 2040 | | | 38,434 | | | | | | 40,573 | |
| | | FED HM LN PC POOL SC0111 | | 3% 01 Jun 2038 | | | 517,341 | | | | | | 545,191 | |
| | | FED HM LN PC POOL SD0478 | | 4% 01 Jan 2045 | | | 491,234 | | | | | | 542,186 | |
| | | FED HM LN PC POOL SD0479 | | 3.5% 01 Jun 2050 | | | 192,983 | | | | | | 208,300 | |
| | | FED HM LN PC POOL SD0480 | | 3.5% 01 Jun 2045 | | | 553,586 | | | | | | 610,671 | |
| | | FED HM LN PC POOL SD0482 | | 3.5% 01 Oct 2045 | | | 1,326,321 | | | | | | 1,452,282 | |
| | | FED HM LN PC POOL SD0483 | | 3.5% 01 Aug 2050 | | | 181,799 | | | | | | 199,013 | |
| | | FED HM LN PC POOL SD0485 | | 3.5% 01 Mar 2046 | | | 570,559 | | | | | | 617,735 | |
| | | FED HM LN PC POOL SD0486 | | 3.5% 01 Sep 2046 | | | 136,969 | | | | | | 146,559 | |
| | | FED HM LN PC POOL SD0487 | | 3.5% 01 Aug 2050 | | | 624,943 | | | | | | 681,847 | |
| | | FED HM LN PC POOL SD0489 | | 4% 01 Apr 2048 | | | 375,224 | | | | | | 420,645 | |
| | | FED HM LN PC POOL SD0490 | | 4% 01 Jan 2045 | | | 1,485,540 | | | | | | 1,628,917 | |
| | | FED HM LN PC POOL SD0491 | | 3.5% 01 Aug 2049 | | | 1,406,047 | | | | | | 1,558,125 | |
| | | FED HM LN PC POOL SD0492 | | 4% 01 Aug 2048 | | | 485,656 | | | | | | 537,566 | |
| | | FED HM LN PC POOL SD0493 | | 3.5% 01 Jun 2048 | | | 337,153 | | | | | | 367,758 | |
| | | FED HM LN PC POOL SD0494 | | 3.5% 01 Jun 2049 | | | 1,082,569 | | | | | | 1,192,622 | |
| | | FED HM LN PC POOL SD0495 | | 3% 01 Sep 2050 | | | 3,407,789 | | | | | | 3,579,923 | |
| | | FED HM LN PC POOL SD0496 | | 3% 01 Feb 2047 | | | 19,854 | | | | | | 21,575 | |
| | | FED HM LN PC POOL SD0498 | | 3% 01 Jun 2044 | | | 2,033,839 | | | | | | 2,207,187 | |
| | | FED HM LN PC POOL SD0499 | | 3% 01 Aug 2050 | | | 705,759 | | | | | | 761,841 | |
| | | FED HM LN PC POOL SD0500 | | 3% 01 Aug 2050 | | | 1,444,960 | | | | | | 1,583,141 | |
| | | FED HM LN PC POOL SD0501 | | 3% 01 Aug 2050 | | | 1,251,455 | | | | | | 1,381,698 | |
| | | FED HM LN PC POOL SD0502 | | 3% 01 Aug 2050 | | | 1,862,615 | | | | | | 2,007,350 | |
| | | FED HM LN PC POOL SD0503 | | 4% 01 Apr 2048 | | | 656,650 | | | | | | 731,243 | |
| | | FED HM LN PC POOL SD0504 | | 4% 01 Jul 2047 | | | 530,785 | | | | | | 578,340 | |
| | | FED HM LN PC POOL SD0506 | | 3.5% 01 Mar 2050 | | | 901,768 | | | | | | 980,292 | |
| | | FED HM LN PC POOL SD0507 | | 4% 01 Sep 2045 | | | 2,389,644 | | | | | | 2,692,462 | |
| | | FED HM LN PC POOL SD0508 | | 3.5% 01 Jan 2048 | | | 813,355 | | | | | | 891,935 | |
| | | FED HM LN PC POOL SD0519 | | 3% 01 Aug 2050 | | | 691,434 | | | | | | 755,015 | |
| | | FED HM LN PC POOL SD0520 | | 4% 01 Jun 2050 | | | 350,918 | | | | | | 385,268 | |
| | | FED HM LN PC POOL SD8084 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V60696 | | 3% 01 Jan 2030 | | | 25,118 | | | | | | 26,900 | |
| | | FED HM LN PC POOL V60724 | | 3% 01 Jan 2030 | | | 33,383 | | | | | | 35,755 | |
| | | FED HM LN PC POOL V60770 | | 2.5% 01 Mar 2030 | | | 51,403 | | | | | | 54,843 | |
| | | FED HM LN PC POOL V60796 | | 2.5% 01 May 2030 | | | 83,755 | | | | | | 88,993 | |
| | | FED HM LN PC POOL V60840 | | 3% 01 Jun 2030 | | | 222,664 | | | | | | 239,121 | |
| | | FED HM LN PC POOL V60886 | | 2.5% 01 Aug 2030 | | | 92,247 | | | | | | 98,337 | |
| | | FED HM LN PC POOL V60902 | | 2.5% 01 Aug 2030 | | | 75,542 | | | | | | 80,528 | |
| | | FED HM LN PC POOL V60903 | | 2.5% 01 Sep 2030 | | | 72,023 | | | | | | 76,631 | |
| | | FED HM LN PC POOL V60904 | | 2.5% 01 Sep 2030 | | | 138,683 | | | | | | 147,340 | |
| | | FED HM LN PC POOL V60905 | | 2.5% 01 Jul 2030 | | | 5,909 | | | | | | 6,278 | |
| | | FED HM LN PC POOL V60909 | | 3% 01 Aug 2030 | | | 21,892 | | | | | | 23,589 | |
| | | FED HM LN PC POOL V81932 | | 3.5% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V82209 | | 3.5% 01 Feb 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V82528 | | 4% 01 Jul 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V82553 | | 4% 01 Aug 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V82661 | | 4% 01 Oct 2046 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL V82781 | | 3% 01 Dec 2046 | | | 241,007 | | | | | | 258,104 | |
| | | FED HM LN PC POOL V82848 | | 3% 01 Dec 2046 | | | 425,735 | | | | | | 462,649 | |
| | | FED HM LN PC POOL ZA2471 | | 3% 01 Sep 2037 | | | 28,832 | | | | | | 30,226 | |
| | | FED HM LN PC POOL ZA2488 | | 3% 01 Jan 2038 | | | 130,467 | | | | | | 136,609 | |
| | | FED HM LN PC POOL ZT2088 | | 4.5% 01 Jun 2049 | | | 182,114 | | | | | | 197,400 | |
| | | FEDERAL HOME LOAN BANK | | 4% 01 Sep 2028 | | | 1,380,000 | | | | | | 1,711,218 | |
| | | FEDEX CORP | | 3.2% 01 Feb 2025 | | | 384,000 | | | | | | 421,417 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Feb 2028 | | | 465,000 | | | | | | 548,423 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.9% 25 Apr 2028 | | | 640,000 | | | | | | 765,010 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Sep 2028 | | | 1,015,000 | | | | | | 1,231,064 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Oct 2028 | | | 610,000 | | | | | | 723,668 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.771% 25 Dec 2028 | | | 259,000 | | | | | | 309,327 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Oct 2030 | | | 1,600,000 | | | | | | 135,472 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.37% 25 Jul 2025 | | | 835,000 | | | | | | 897,117 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1.364% 25 Dec 2029 | | | 1,010,000 | | | | | | 95,531 | |
| | | FIDELITY NATIONAL INFORM | | 3% 15 Aug 2026 | | | 68,000 | | | | | | 75,664 | |
| | | FISERV INC | | 4.2% 01 Oct 2028 | | | 275,000 | | | | | | 327,882 | |
| | | FISERV INC | | 3.2% 01 Jul 2026 | | | 48,000 | | | | | | 53,769 | |
| | | FISERV INC | | 3.5% 01 Jul 2029 | | | 60,000 | | | | | | 68,511 | |
| | | FISERV INC | | 2.65% 01 Jun 2030 | | | 211,000 | | | | | | 228,285 | |
| | | FLAGSTAR MORTGAGE TRUST | | 1% 25 Oct 2049 | | | 775,535 | | | | | | 777,790 | |
| | | FLORIDA POWER + LIGHT CO | | 3.25% 01 Jun 2024 | | | 120,000 | | | | | | 129,196 | |
| | | FLORIDA POWER + LIGHT CO | | 3.125% 01 Dec 2025 | | | 166,000 | | | | | | 184,176 | |
| | | FNMA POOL 254693 | | 5.5% 01 Apr 2033 | | | 96,904 | | | | | | 112,822 | |
| | | FNMA POOL 305113 | | 9.5% 01 Mar 2025 | | | 311 | | | | | | 313 | |
| | | FNMA POOL 306419 | | 9.5% 01 Mar 2025 | | | 9,946 | | | | | | 9,984 | |
| | | FNMA POOL 324556 | | 9.5% 01 Aug 2025 | | | 367 | | | | | | 368 | |
| | | FNMA POOL 555424 | | 1% 01 May 2033 | | | 267,632 | | | | | | 311,433 | |
| | | FNMA POOL 677377 | | 5.5% 01 Jan 2033 | | | 417,172 | | | | | | 484,482 | |
| | | FNMA POOL 725206 | | 1% 01 Feb 2034 | | | 149,230 | | | | | | 173,985 | |
| | | FNMA POOL 725424 | | 1% 01 Apr 2034 | | | 3,986 | | | | | | 4,608 | |
| | | FNMA POOL 725946 | | 1% 01 Nov 2034 | | | 70,116 | | | | | | 82,042 | |
| | | FNMA POOL 735989 | | 1% 01 Feb 2035 | | | 212,253 | | | | | | 247,015 | |
| | | FNMA POOL 819967 | | 5.5% 01 Apr 2035 | | | 79,798 | | | | | | 93,668 | |
| | | FNMA POOL 889183 | | 1% 01 Sep 2021 | | | 1 | | | | | | 1 | |
| | | FNMA POOL 889466 | | 1% 01 May 2038 | | | 88,505 | | | | | | 104,799 | |
| | | FNMA POOL 889529 | | 1% 01 Mar 2038 | | | 28,389 | | | | | | 33,708 | |
| | | FNMA POOL 889974 | | 1% 01 Sep 2035 | | | 17,783 | | | | | | 20,532 | |
| | | FNMA POOL 889983 | | 1% 01 Oct 2038 | | | 43,947 | | | | | | 52,122 | |
| | | FNMA POOL 995113 | | 1% 01 Sep 2036 | | | 11,694 | | | | | | 13,681 | |
| | | FNMA POOL AB0686 | | 4% 01 Jan 2036 | | | 122,002 | | | | | | 134,150 | |
| | | FNMA POOL AB1226 | | 4.5% 01 Jul 2040 | | | 34,916 | | | | | | 39,068 | |
| | | FNMA POOL AB3314 | | 4.5% 01 Jul 2041 | | | 14,108 | | | | | | 15,648 | |
| | | FNMA POOL AB4307 | | 4% 01 Jan 2042 | | | 186,198 | | | | | | 205,230 | |
| | | FNMA POOL AB4530 | | 4% 01 Feb 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AB6194 | | 2.5% 01 Sep 2027 | | | 51,088 | | | | | | 53,890 | |
| | | FNMA POOL AB6768 | | 3% 01 Oct 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AB7755 | | 3% 01 Jan 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AB7846 | | 3% 01 Feb 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AB8446 | | 2.5% 01 Feb 2028 | | | 10,177 | | | | | | 10,636 | |
| | | FNMA POOL AB8830 | | 3% 01 Mar 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AB8870 | | 2.5% 01 Apr 2028 | | | 26,875 | | | | | | 28,424 | |
| | | FNMA POOL AB8923 | | 3% 01 Apr 2043 | | | 181,298 | | | | | | 193,228 | |
| | | FNMA POOL AB8924 | | 3% 01 Apr 2043 | | | 119,537 | | | | | | 127,403 | |
| | | FNMA POOL AB9564 | | 3% 01 Jun 2043 | | | 26,347 | | | | | | 28,814 | |
| | | FNMA POOL AD4059 | | 5% 01 Apr 2040 | | | 105,958 | | | | | | 123,209 | |
| | | FNMA POOL AD6391 | | 4.5% 01 May 2025 | | | 192,354 | | | | | | 204,775 | |
| | | FNMA POOL AD7992 | | 4.5% 01 Jul 2040 | | | 65,139 | | | | | | 73,141 | |
| | | FNMA POOL AD9136 | | 4% 01 Aug 2040 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AE0028 | | 1% 01 Oct 2039 | | | 345,843 | | | | | | 412,140 | |
| | | FNMA POOL AE0113 | | 1% 01 Jul 2040 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AE0823 | | 1% 01 Sep 2040 | | | 27,609 | | | | | | 32,400 | |
| | | FNMA POOL AE2873 | | 4.5% 01 Aug 2040 | | | 26,306 | | | | | | 29,537 | |
| | | FNMA POOL AE7535 | | 4% 01 Oct 2040 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AE8407 | | 4% 01 Nov 2040 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AH0006 | | 4% 01 Dec 2040 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AH7036 | | 4.5% 01 Mar 2041 | | | 33,982 | | | | | | 38,157 | |
| | | FNMA POOL AJ3120 | | 4.5% 01 Oct 2041 | | | 11,722 | | | | | | 13,161 | |
| | | FNMA POOL AK7510 | | 3.5% 01 Apr 2042 | | | 7,229 | | | | | | 7,862 | |
| | | FNMA POOL AK9225 | | 3.5% 01 Jun 2042 | | | 6,285 | | | | | | 6,778 | |
| | | FNMA POOL AL1472 | | 1% 01 May 2039 | | | 61,799 | | | | | | 69,386 | |
| | | FNMA POOL AL1704 | | 1% 01 May 2040 | | | 265,758 | | | | | | 318,913 | |
| | | FNMA POOL AL1938 | | 1% 01 Dec 2026 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL2003 | | 1% 01 Jun 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL2168 | | 1% 01 Jun 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL2242 | | 1% 01 Aug 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL2482 | | 1% 01 Sep 2042 | | | 116,736 | | | | | | 130,903 | |
| | | FNMA POOL AL2607 | | 1% 01 Jul 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL2935 | | 1% 01 Feb 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL3300 | | 1% 01 Mar 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL4009 | | 1% 01 Jul 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL4010 | | 1% 01 Jul 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL4142 | | 1% 01 Jun 2041 | | | 62,477 | | | | | | 74,233 | |
| | | FNMA POOL AL4245 | | 1% 01 Sep 2028 | | | 533,770 | | | | | | 581,614 | |
| | | FNMA POOL AL4750 | | 1% 01 Jan 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL5601 | | 1% 01 Aug 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL6055 | | 1% 01 Dec 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL6144 | | 1% 01 Jan 2030 | | | 410,199 | | | | | | 440,309 | |
| | | FNMA POOL AL6583 | | 1% 01 Mar 2030 | | | 84,693 | | | | | | 91,058 | |
| | | FNMA POOL AL6584 | | 1% 01 Apr 2030 | | | 67,668 | | | | | | 72,637 | |
| | | FNMA POOL AL6761 | | 1% 01 May 2030 | | | 40,142 | | | | | | 43,158 | |
| | | FNMA POOL AL6918 | | 1% 01 Sep 2025 | | | 185 | | | | | | 187 | |
| | | FNMA POOL AL7139 | | 1% 01 Jul 2030 | | | 54,920 | | | | | | 58,952 | |
| | | FNMA POOL AL7167 | | 1% 01 Jan 2041 | | | 26,105 | | | | | | 28,414 | |
| | | FNMA POOL AL7225 | | 1% 01 Aug 2030 | | | 102,817 | | | | | | 110,740 | |
| | | FNMA POOL AL7227 | | 1% 01 Aug 2030 | | | 93,411 | | | | | | 100,000 | |
| | | FNMA POOL AL7369 | | 1% 01 Jan 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL7521 | | 1% 01 Jun 2039 | | | 233,359 | | | | | | 268,582 | |
| | | FNMA POOL AL7531 | | 1% 01 Sep 2028 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL7800 | | 1% 01 Nov 2030 | | | 2,375 | | | | | | 2,521 | |
| | | FNMA POOL AL7936 | | 1% 01 Sep 2045 | | | 55,508 | | | | | | 62,858 | |
| | | FNMA POOL AL9031 | | 1% 01 Aug 2046 | | | 7,159 | | | | | | 7,819 | |
| | | FNMA POOL AL9093 | | 1% 01 Jun 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL9227 | | 1% 01 Oct 2036 | | | 10,546 | | | | | | 11,367 | |
| | | FNMA POOL AL9376 | | 1% 01 Aug 2031 | | | 419,778 | | | | | | 446,381 | |
| | | FNMA POOL AL9378 | | 1% 01 Sep 2031 | | | 49,656 | | | | | | 53,479 | |
| | | FNMA POOL AL9424 | | 1% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL9501 | | 1% 01 Nov 2045 | | | 35,739 | | | | | | 40,472 | |
| | | FNMA POOL AL9593 | | 1% 01 Dec 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AL9920 | | 1% 01 Feb 2047 | | | 313,243 | | | | | | 343,812 | |
| | | FNMA POOL AO0777 | | 3.5% 01 Apr 2042 | | | 36,178 | | | | | | 39,310 | |
| | | FNMA POOL AO2114 | | 4% 01 May 2042 | | | 51,024 | | | | | | 56,246 | |
| | | FNMA POOL AO2881 | | 3.5% 01 May 2042 | | | 3,454 | | | | | | 3,717 | |
| | | FNMA POOL AO2961 | | 4% 01 May 2042 | | | 148,562 | | | | | | 163,753 | |
| | | FNMA POOL AO3048 | | 3.5% 01 Jun 2042 | | | 4,210 | | | | | | 4,572 | |
| | | FNMA POOL AO3107 | | 3.5% 01 Jun 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AO9707 | | 3.5% 01 Jul 2042 | | | 11,086 | | | | | | 12,057 | |
| | | FNMA POOL AP4100 | | 3.5% 01 Sep 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AP5205 | | 2.5% 01 Sep 2027 | | | 31,049 | | | | | | 32,453 | |
| | | FNMA POOL AQ0393 | | 3.5% 01 Oct 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AQ7127 | | 3.5% 01 Dec 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AR7568 | | 3% 01 Mar 2043 | | | 103,862 | | | | | | 110,633 | |
| | | FNMA POOL AR7576 | | 3% 01 Mar 2043 | | | 132,341 | | | | | | 141,090 | |
| | | FNMA POOL AR8630 | | 3% 01 Apr 2043 | | | 187,932 | | | | | | 200,298 | |
| | | FNMA POOL AR9218 | | 3% 01 Mar 2043 | | | 159,506 | | | | | | 169,758 | |
| | | FNMA POOL AS0190 | | 2.5% 01 Aug 2028 | | | 71,626 | | | | | | 75,763 | |
| | | FNMA POOL AS1453 | | 3.5% 01 Jan 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS2676 | | 3% 01 Jun 2029 | | | 247,232 | | | | | | 264,913 | |
| | | FNMA POOL AS3031 | | 3.5% 01 Aug 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS3034 | | 3.5% 01 Aug 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS3220 | | 3% 01 Sep 2029 | | | 142,914 | | | | | | 153,133 | |
| | | FNMA POOL AS3355 | | 3% 01 Sep 2029 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS3594 | | 3% 01 Oct 2029 | | | 48,835 | | | | | | 52,501 | |
| | | FNMA POOL AS3753 | | 3.5% 01 Nov 2029 | | | 655,801 | | | | | | 717,337 | |
| | | FNMA POOL AS4308 | | 4% 01 Feb 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS4485 | | 2.5% 01 Feb 2030 | | | 7,813 | | | | | | 8,297 | |
| | | FNMA POOL AS4488 | | 2.5% 01 Feb 2030 | | | 8,595 | | | | | | 9,042 | |
| | | FNMA POOL AS4688 | | 2.5% 01 Mar 2030 | | | 51,303 | | | | | | 54,664 | |
| | | FNMA POOL AS5403 | | 2.5% 01 Jul 2030 | | | 23,012 | | | | | | 24,474 | |
| | | FNMA POOL AS5405 | | 2.5% 01 Jul 2030 | | | 4,298 | | | | | | 4,537 | |
| | | FNMA POOL AS5459 | | 3.5% 01 Jul 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS5548 | | 2.5% 01 Aug 2030 | | | 41,635 | | | | | | 44,280 | |
| | | FNMA POOL AS5614 | | 2.5% 01 Aug 2030 | | | 58,526 | | | | | | 62,362 | |
| | | FNMA POOL AS5616 | | 2.5% 01 Aug 2030 | | | 103,247 | | | | | | 109,548 | |
| | | FNMA POOL AS5622 | | 3% 01 Aug 2030 | | | 71,407 | | | | | | 76,908 | |
| | | FNMA POOL AS5623 | | 3% 01 Aug 2030 | | | 79,667 | | | | | | 85,541 | |
| | | FNMA POOL AS5707 | | 3.5% 01 Aug 2030 | | | 13,539 | | | | | | 14,673 | |
| | | FNMA POOL AS5708 | | 3.5% 01 Aug 2030 | | | 59,414 | | | | | | 65,061 | |
| | | FNMA POOL AS5714 | | 3% 01 Sep 2030 | | | 55,780 | | | | | | 60,077 | |
| | | FNMA POOL AS5728 | | 3% 01 Sep 2030 | | | 72,473 | | | | | | 77,916 | |
| | | FNMA POOL AS5786 | | 2.5% 01 Sep 2030 | | | 52,164 | | | | | | 55,474 | |
| | | FNMA POOL AS5872 | | 2.5% 01 Sep 2030 | | | 66,003 | | | | | | 70,326 | |
| | | FNMA POOL AS6008 | | 4% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS6009 | | 4% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS6115 | | 2.5% 01 Nov 2030 | | | 58,265 | | | | | | 61,870 | |
| | | FNMA POOL AS6116 | | 2.5% 01 Nov 2030 | | | 58,776 | | | | | | 61,969 | |
| | | FNMA POOL AS6141 | | 2.5% 01 Nov 2030 | | | 62,541 | | | | | | 66,634 | |
| | | FNMA POOL AS6142 | | 2.5% 01 Nov 2030 | | | 58,065 | | | | | | 61,687 | |
| | | FNMA POOL AS6233 | | 4.5% 01 Nov 2045 | | | 3,746 | | | | | | 4,114 | |
| | | FNMA POOL AS6662 | | 4% 01 Feb 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS6879 | | 3.5% 01 Mar 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7015 | | 3.5% 01 Apr 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7020 | | 4% 01 Apr 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7320 | | 2.5% 01 Jun 2031 | | | 66,825 | | | | | | 71,206 | |
| | | FNMA POOL AS7356 | | 4% 01 Jun 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7365 | | 3% 01 Jun 2046 | | | 5,939 | | | | | | 6,418 | |
| | | FNMA POOL AS7383 | | 3.5% 01 Jun 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7605 | | 2.5% ��01 Jul 2031 | | | 94,721 | | | | | | 100,929 | |
| | | FNMA POOL AS7617 | | 2.5% 01 Jul 2031 | | | 124,331 | | | | | | 132,483 | |
| | | FNMA POOL AS7935 | | 4% 01 Sep 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS7999 | | 3% 01 Sep 2046 | | | 73,353 | | | | | | 79,625 | |
| | | FNMA POOL AS8009 | | 2.5% 01 Oct 2031 | | | 133,311 | | | | | | 141,791 | |
| | | FNMA POOL AS8193 | | 2.5% 01 Oct 2031 | | | 175,291 | | | | | | 186,446 | |
| | | FNMA POOL AS8195 | | 2.5% 01 Oct 2031 | | | 39,031 | | | | | | 41,636 | |
| | | FNMA POOL AS8208 | | 2.5% 01 Oct 2031 | | | 235,747 | | | | | | 251,226 | |
| | | FNMA POOL AS8240 | | 2.5% 01 Nov 2031 | | | 135,823 | | | | | | 144,742 | |
| | | FNMA POOL AS8241 | | 2.5% 01 Nov 2031 | | | 107,995 | | | | | | 114,868 | |
| | | FNMA POOL AS8245 | | 2.5% 01 Nov 2031 | | | 83,968 | | | | | | 89,571 | |
| | | FNMA POOL AS8251 | | 2% 01 Nov 2031 | | | 125,645 | | | | | | 131,953 | |
| | | FNMA POOL AS8291 | | 2% 01 Nov 2031 | | | 8,000 | | | | | | 8,402 | |
| | | FNMA POOL AS8348 | | 3% 01 Nov 2036 | | | 79,379 | | | | | | 86,498 | |
| | | FNMA POOL AS8349 | | 3% 01 Nov 2036 | | | 31,904 | | | | | | 34,591 | |
| | | FNMA POOL AS8371 | | 3.5% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AS8387 | | 2.5% 01 Nov 2031 | | | 54,892 | | | | | | 57,788 | |
| | | FNMA POOL AS8486 | | 3% 01 Dec 2046 | | | 348,460 | | | | | | 378,410 | |
| | | FNMA POOL AS8553 | | 3% 01 Dec 2036 | | | 95,060 | | | | | | 103,731 | |
| | | FNMA POOL AS8792 | | 3% 01 Feb 2047 | | | 208,144 | | | | | | 226,211 | |
| | | FNMA POOL AS9316 | | 2.5% 01 Mar 2032 | | | 52,994 | | | | | | 56,467 | |
| | | FNMA POOL AS9317 | | 2.5% 01 Mar 2032 | | | 49,104 | | | | | | 52,223 | |
| | | FNMA POOL AS9318 | | 2.5% 01 Mar 2032 | | | 88,880 | | | | | | 94,394 | |
| | | FNMA POOL AS9319 | | 2.5% 01 Mar 2032 | | | 95,479 | | | | | | 100,786 | |
| | | FNMA POOL AS9321 | | 2.5% 01 Mar 2032 | | | 82,171 | | | | | | 87,656 | |
| | | FNMA POOL AT2037 | | 3% 01 Apr 2043 | | | 62,314 | | | | | | 66,142 | |
| | | FNMA POOL AT2040 | | 3% 01 Apr 2043 | | | 233,151 | | | | | | 248,565 | |
| | | FNMA POOL AT2043 | | 3% 01 Apr 2043 | | | 142,316 | | | | | | 151,725 | |
| | | FNMA POOL AT3121 | | 3% 01 Apr 2028 | | | 23,279 | | | | | | 24,775 | |
| | | FNMA POOL AT6033 | | 3% 01 May 2028 | | | 24,958 | | | | | | 26,562 | |
| | | FNMA POOL AT6144 | | 4% 01 May 2042 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AT7267 | | 3.5% 01 Sep 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AT7940 | | 3.5% 01 Jul 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AT9667 | | 3.5% 01 Jul 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AU0613 | | 3.5% 01 Aug 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AU3032 | | 3.5% 01 Aug 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AU3270 | | 3.5% 01 Aug 2043 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AU8774 | | 3% 01 Oct 2028 | | | 55,899 | | | | | | 59,831 | |
| | | FNMA POOL AV6577 | | 4% 01 Mar 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AV8080 | | 3.5% 01 Jun 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AV8711 | | 3.5% 01 Mar 2029 | | | 398,381 | | | | | | 434,036 | |
| | | FNMA POOL AW0937 | | 3% 01 Apr 2029 | | | 175,692 | | | | | | 188,246 | |
| | | FNMA POOL AW1247 | | 3% 01 May 2029 | | | 140,114 | | | | | | 150,357 | |
| | | FNMA POOL AW1281 | | 3% 01 Jul 2029 | | | 24,731 | | | | | | 26,367 | |
| | | FNMA POOL AW4229 | | 3% 01 Jul 2029 | | | 124,963 | | | | | | 134,103 | |
| | | FNMA POOL AW7541 | | 4% 01 Aug 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AW8154 | | 3.5% 01 Jan 2042 | | | 7,990 | | | | | | 8,686 | |
| | | FNMA POOL AW8166 | | 3% 01 Feb 2027 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AX1321 | | 3.5% 01 Sep 2029 | | | 140,925 | | | | | | 154,149 | |
| | | FNMA POOL AX3298 | | 3% 01 Aug 2030 | | | 14,510 | | | | | | 15,657 | |
| | | FNMA POOL AX6255 | | 4% 01 Dec 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AX6435 | | 3% 01 Jan 2030 | | | 87,029 | | | | | | 93,010 | |
| | | FNMA POOL AX9700 | | 3% 01 Jul 2030 | | | 15,683 | | | | | | 16,862 | |
| | | FNMA POOL AX9701 | | 3% 01 Jul 2030 | | | 67,983 | | | | | | 72,979 | |
| | | FNMA POOL AY0299 | | 4% 01 Dec 2044 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AY0828 | | 2.5% 01 May 2030 | | | 26,373 | | | | | | 28,100 | |
| | | FNMA POOL AY2953 | | 3.5% 01 May 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AY3416 | | 2.5% 01 Apr 2030 | | | 48,138 | | | | | | 51,185 | |
| | | FNMA POOL AY8218 | | 4% 01 May 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AZ0625 | | 4% 01 May 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AZ2170 | | 2.5% 01 Jul 2030 | | | 26,768 | | | | | | 28,522 | |
| | | FNMA POOL AZ2297 | | 3% 01 Jul 2030 | | | 9,754 | | | | | | 10,414 | |
| | | FNMA POOL AZ4777 | | 3.5% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL AZ5719 | | 3% 01 Sep 2030 | | | 29,901 | | | | | | 31,795 | |
| | | FNMA POOL AZ7833 | | 3% 01 Aug 2030 | | | 13,219 | | | | | | 14,265 | |
| | | FNMA POOL AZ8597 | | 3% 01 Aug 2030 | | | 6,653 | | | | | | 7,102 | |
| | | FNMA POOL AZ9243 | | 4% 01 Oct 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BA2889 | | 4% 01 Nov 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BA2924 | | 4% 01 Dec 2045 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BC1154 | | 3.5% 01 Jun 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BC2628 | | 2.5% 01 Nov 2031 | | | 15,246 | | | | | | 16,264 | |
| | | FNMA POOL BC2629 | | 2.5% 01 Nov 2031 | | | 12,632 | | | | | | 13,461 | |
| | | FNMA POOL BC2631 | | 2.5% 01 Nov 2031 | | | 24,404 | | | | | | 25,923 | |
| | | FNMA POOL BC2777 | | 2.5% 01 Aug 2031 | | | 2,010 | | | | | | 2,139 | |
| | | FNMA POOL BC5646 | | 3.5% 01 Jul 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BC7299 | | 3.5% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BC9040 | | 2% 01 Nov 2031 | | | 41,630 | | | | | | 43,723 | |
| | | FNMA POOL BD0734 | | 4% 01 Jun 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BD2417 | | 3.5% 01 May 2047 | | | 215,825 | | | | | | 236,888 | |
| | | FNMA POOL BD5056 | | 3% 01 Feb 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BD8477 | | 3.5% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BD8963 | | 3% 01 Nov 2046 | | | 12,234 | | | | | | 13,296 | |
| | | FNMA POOL BD9583 | | 4% 01 Dec 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE1534 | | 3.5% 01 Feb 2047 | | | 113,836 | | | | | | 124,945 | |
| | | FNMA POOL BE1896 | | 3% 01 Dec 2036 | | | 68,336 | | | | | | 73,654 | |
| | | FNMA POOL BE1932 | | 3.5% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE2103 | | 3.5% 01 Dec 2046 | | | 82,860 | | | | | | 91,004 | |
| | | FNMA POOL BE2862 | | 4% 01 Dec 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE3188 | | 3.5% 01 Feb 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE3963 | | 2.5% 01 Jan 2032 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE4913 | | 3.5% 01 Jan 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE5312 | | 4% 01 Jan 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE7553 | | 3% 01 Feb 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BE9375 | | 3.5% 01 May 2047 | | | 70,004 | | | | | | 76,115 | |
| | | FNMA POOL BF0056 | | 6% 01 Jul 2039 | | | 75,910 | | | | | | 87,580 | |
| | | FNMA POOL BH0158 | | 3.5% 01 Mar 2047 | | | 29,741 | | | | | | 32,031 | |
| | | FNMA POOL BH0398 | | 4% 01 May 2047 | | | 120,769 | | | | | | 132,310 | |
| | | FNMA POOL BH0567 | | 3.5% 01 Jun 2047 | | | 58,618 | | | | | | 64,340 | |
| | | FNMA POOL BH3401 | | 4% 01 Jul 2047 | | | 111,109 | | | | | | 122,075 | |
| | | FNMA POOL BH7067 | | 4.5% 01 Dec 2047 | | | 149,732 | | | | | | 166,271 | |
| | | FNMA POOL BH7993 | | 4.5% 01 Sep 2047 | | | 25,095 | | | | | | 27,549 | |
| | | FNMA POOL BH8026 | | 4.5% 01 Oct 2047 | | | 22,793 | | | | | | 25,332 | |
| | | FNMA POOL BH8027 | | 4.5% 01 Oct 2047 | | | 47,300 | | | | | | 51,565 | |
| | | FNMA POOL BJ2054 | | 3.5% 01 Nov 2032 | | | 41,179 | | | | | | 45,266 | |
| | | FNMA POOL BJ2096 | | 3.5% 01 Jan 2033 | | | 26,996 | | | | | | 29,673 | |
| | | FNMA POOL BJ3177 | | 4.5% 01 Nov 2047 | | | 14,748 | | | | | | 16,127 | |
| | | FNMA POOL BJ3218 | | 4.5% 01 Dec 2047 | | | 23,971 | | | | | | 26,221 | |
| | | FNMA POOL BJ5879 | | 3.5% 01 Jan 2048 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BJ6316 | | 4.5% 01 Feb 2048 | | | 48,018 | | | | | | 52,517 | |
| | | FNMA POOL BJ8120 | | 3.5% 01 Jan 2048 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BJ9437 | | 4.5% 01 Mar 2048 | | | 36,942 | | | | | | 40,833 | |
| | | FNMA POOL BJ9480 | | 4.5% 01 Mar 2048 | | | 39,286 | | | | | | 43,095 | |
| | | FNMA POOL BK2907 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BK3988 | | 4.5% 01 May 2048 | | | 37,196 | | | | | | 40,811 | |
| | | FNMA POOL BK4471 | | 4.5% 01 Jul 2048 | | | 22,315 | | | | | | 24,835 | |
| | | FNMA POOL BK4689 | | 4.5% 01 Jul 2048 | | | 84,591 | | | | | | 96,998 | |
| | | FNMA POOL BK6737 | | 4.5% 01 Jul 2048 | | | 23,367 | | | | | | 25,408 | |
| | | FNMA POOL BK7635 | | 4% 01 Sep 2033 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BK7642 | | 4% 01 Sep 2033 | | | 27,827 | | | | | | 30,010 | |
| | | FNMA POOL BM1036 | | 1% 01 Feb 2032 | | | 4,841 | | | | | | 5,129 | |
| | | FNMA POOL BM1100 | | 1% 01 Feb 2045 | | | 77,852 | | | | | | 84,576 | |
| | | FNMA POOL BM1174 | | 1% 01 May 2047 | | | 145,385 | | | | | | 158,711 | |
| | | FNMA POOL BM1547 | | 1% 01 Jul 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1571 | | 1% 01 Jul 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1595 | | 1% 01 Mar 2031 | | | 49,077 | | | | | | 51,232 | |
| | | FNMA POOL BM1619 | | 1% 01 Aug 2047 | | | 181,656 | | | | | | 199,016 | |
| | | FNMA POOL BM1756 | | 1% 01 Dec 2045 | | | 102,024 | | | | | | 114,416 | |
| | | FNMA POOL BM1822 | | 1% 01 Sep 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1896 | | 1% 01 Nov 2031 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1902 | | 1% 01 Jun 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1920 | | 1% 01 Jul 2046 | | | 289,067 | | | | | | 327,096 | |
| | | FNMA POOL BM1937 | | 1% 01 May 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM1938 | | 1% 01 Nov 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM3031 | | 1% 01 Jul 2043 | | | 337,843 | | | | | | 369,302 | |
| | | FNMA POOL BM3052 | | 1% 01 Oct 2047 | | | 119,468 | | | | | | 135,225 | |
| | | FNMA POOL BM3053 | | 1% 01 Jul 2046 | | | 206,840 | | | | | | 237,237 | |
| | | FNMA POOL BM3054 | | 1% 01 Nov 2031 | | | 146,306 | | | | | | 153,535 | |
| | | FNMA POOL BM3061 | | 1% 01 Mar 2032 | | | 227,393 | | | | | | 238,677 | |
| | | FNMA POOL BM3240 | | 1% 01 Sep 2032 | | | 91,154 | | | | | | 97,416 | |
| | | FNMA POOL BM3282 | | 1% 01 Dec 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM3365 | | 1% 01 Jan 2033 | | | 88,934 | | | | | | 92,848 | |
| | | FNMA POOL BM3403 | | 1% 01 Feb 2030 | | | 26,305 | | | | | | 27,776 | |
| | | FNMA POOL BM3537 | | 1% 01 Jan 2031 | | | 388,006 | | | | | | 413,226 | |
| | | FNMA POOL BM3552 | | 1% 01 Aug 2030 | | | 85,254 | | | | | | 90,298 | |
| | | FNMA POOL BM3578 | | 1% 01 Aug 2032 | | | 124,521 | | | | | | 132,215 | |
| | | FNMA POOL BM3763 | | 1% 01 Apr 2048 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BM3784 | | 1% 01 Jun 2045 | | | 182,331 | | | | | | 205,218 | |
| | | FNMA POOL BM3793 | | 1% 01 Feb 2033 | | | 262,384 | | | | | | 276,923 | |
| | | FNMA POOL BM3846 | | 1% 01 Apr 2048 | | | 252,612 | | | | | | 289,662 | |
| | | FNMA POOL BN1628 | | 4.5% 01 Nov 2048 | | | 20,837 | | | | | | 22,613 | |
| | | FNMA POOL BN5278 | | 4.5% 01 Feb 2049 | | | 154,407 | | | | | | 167,456 | |
| | | FNMA POOL BO4653 | | 4.5% 01 Nov 2049 | | | 150,605 | | | | | | 163,379 | |
| | | FNMA POOL BP3640 | | 3% 01 Jun 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA0689 | | 3.5% 01 Nov 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA0995 | | 3.5% 01 Jan 2048 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA1058 | | 3.5% 01 Jan 2048 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA1709 | | 4.5% 01 May 2048 | | | 659,555 | | | | | | 716,787 | |
| | | FNMA POOL CA2403 | | 4% 01 Sep 2033 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA2404 | | 4% 01 Oct 2033 | | | 138,678 | | | | | | 149,169 | |
| | | FNMA POOL CA2406 | | 4% 01 Oct 2033 | | | 97,026 | | | | | | 104,052 | |
| | | FNMA POOL CA2527 | | 4% 01 Oct 2033 | | | 78,503 | | | | | | 85,081 | |
| | | FNMA POOL CA2528 | | 4% 01 Oct 2033 | | | 73,655 | | | | | | 79,594 | |
| | | FNMA POOL CA5130 | | 3.5% 01 Feb 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA5364 | | 4% 01 Mar 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6606 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6607 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6609 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6731 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6734 | | 3% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6746 | | 3.5% 01 Aug 2050 | | | 337,429 | | | | | | 375,110 | |
| | | FNMA POOL CA6749 | | 3.5% 01 Aug 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA6750 | | 3.5% 01 Aug 2050 | | | 73,080 | | | | | | 79,085 | |
| | | FNMA POOL CA6849 | | 3% 01 Aug 2035 | | | 13,251 | | | | | | 14,260 | |
| | | FNMA POOL CA6876 | | 3% 01 Aug 2035 | | | 13,458 | | | | | | 14,519 | |
| | | FNMA POOL CA7227 | | 2.5% 01 Oct 2050 | | | 768,173 | | | | | | 826,263 | |
| | | FNMA POOL CA7241 | | 2.5% 01 Oct 2050 | | | 871,666 | | | | | | 927,924 | |
| | | FNMA POOL CA7619 | | 2.5% 01 Nov 2050 | | | 640,553 | | | | | | 688,444 | |
| | | FNMA POOL CA7620 | | 2.5% 01 Nov 2050 | | | 702,052 | | | | | | 747,080 | |
| | | FNMA POOL CA8387 | | 2.5% 01 Dec 2035 | | | 453,998 | | | | | | 481,170 | |
| | | FNMA POOL CA8388 | | 2.5% 01 Dec 2035 | | | 516,710 | | | | | | 545,716 | |
| | | FNMA POOL FM2740 | | 1% 01 Mar 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM2814 | | 1% 01 Mar 2038 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM2934 | | 1% 01 May 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM3265 | | 1% 01 May 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM3292 | | 1% 01 Apr 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM3619 | | 1% 01 Jan 2050 | | | 514,292 | | | | | | 555,552 | |
| | | FNMA POOL FM4266 | | 1% 01 Apr 2038 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM5289 | | 1% 01 Aug 2050 | | | 1,237,010 | | | | | | 1,297,875 | |
| | | FNMA POOL FM5290 | | 1% 01 Mar 2050 | | | 114,001 | | | | | | 123,571 | |
| | | FNMA POOL FM5291 | | 1% 01 Jul 2046 | | | 564,709 | | | | | | 612,066 | |
| | | FNMA POOL FM5292 | | 1% 01 Aug 2050 | | | 825,862 | | | | | | 890,712 | |
| | | FNMA POOL FM5293 | | 1% 01 Jan 2048 | | | 287,531 | | | | | | 312,341 | |
| | | FNMA POOL FM5294 | | 1% 01 Feb 2045 | | | 334,673 | | | | | | 363,526 | |
| | | FNMA POOL FM5295 | | 1% 01 Apr 2048 | | | 1,218,382 | | | | | | 1,344,243 | |
| | | FNMA POOL FM5296 | | 1% 01 Jan 2049 | | | 296,528 | | | | | | 325,772 | |
| | | FNMA POOL MA2774 | | 2% 01 Oct 2031 | | | 25,681 | | | | | | 26,969 | |
| | | FNMA POOL MA2845 | | 2% 01 Dec 2031 | | | 35,289 | | | | | | 37,060 | |
| | | FNMA POOL MA3121 | | 4% 01 Sep 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL MA3416 | | 4.5% 01 Jul 2048 | | | 1,402,535 | | | | | | 1,522,617 | |
| | | FNMA POOL MA3616 | | 4.5% 01 Mar 2049 | | | 158,056 | | | | | | 171,364 | |
| | | FNMA POOL MA3660 | | 3.5% 01 May 2039 | | | 26,915 | | | | | | 28,559 | |
| | | FNMA POOL MA3747 | | 4.5% 01 Aug 2049 | | | 181,155 | | | | | | 196,491 | |
| | | FNMA POOL MA3869 | | 3.5% 01 Dec 2039 | | | 95,772 | | | | | | 101,162 | |
| | | FNMA POOL MA3891 | | 3.5% 01 Jan 2040 | | | 47,461 | | | | | | 50,361 | |
| | | FNMA POOL MA3935 | | 3.5% 01 Feb 2040 | | | 77,839 | | | | | | 82,227 | |
| | | FNMA POOL MA4020 | | 3% 01 May 2050 | | | 0 | | | | | | 0 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Jan 2036 | | | 4,237,000 | | | | | | 4,429,651 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Dec 2035 | | | 1,900,000 | | | | | | 1,987,494 | |
| | | FNMA TBA 15 YR 2.5 | | 2.5% 16 Jan 2036 | | | (1,064,000 | ) | | | | | (1,109,719 | ) |
| | | FNMA TBA 15 YR 3 | | 3% 16 Jan 2036 | | | 283,000 | | | | | | 296,993 | |
| | | FNMA TBA 15 YR 3.5 | | 3.5% 16 Jan 2036 | | | (451,048 | ) | | | | | (478,286 | ) |
| | | FNMA TBA 15 YR 4 | | 4% 16 Jan 2036 | | | 125,000 | | | | | | 132,656 | |
| | | FNMA TBA 30 YR 2 | | 2% 12 Feb 2051 | | | 9,416,693 | | | | | | 9,765,446 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | 2,245,000 | | | | | | 2,366,546 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | (2,245,000 | ) | | | | | (2,366,546 | ) |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 12 Feb 2051 | | | (2,245,000 | ) | | | | | (2,362,609 | ) |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 12 Feb 2051 | | | 2,145,000 | | | | | | 2,257,370 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 11 Mar 2051 | | | (2,145,000 | ) | | | | | (2,254,179 | ) |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | 1,100,000 | | | | | | 1,152,508 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | (18,811,259 | ) | | | | | (19,709,203 | ) |
| | | FNMA TBA 30 YR 3.5 | | 3.5% 12 Feb 2051 | | | 3,500,000 | | | | | | 3,704,668 | |
| | | FNMA TBA 30 YR 3.5 | | 3.5% 14 Jan 2051 | | | 1,550,069 | | | | | | 1,638,471 | |
| | | FNMA TBA 30 YR 4 | | 4% 12 Feb 2051 | | | 3,900,000 | | | | | | 4,170,982 | |
| | | FNMA TBA 30 YR 4 | | 4% 14 Jan 2051 | | | 2,782,000 | | | | | | 2,971,089 | |
| | | FNMA TBA 30 YR 4.5 | | 4.5% 14 Jan 2051 | | | (22,000 | ) | | | | | (23,843 | ) |
| | | FORD CREDIT FLOORPLAN MASTER O | | 3.06% 15 Apr 2026 | | | 640,000 | | | | | | 693,372 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.44% 15 Sep 2026 | | | 726,000 | | | | | | 775,522 | |
| | | FREDDIE MAC | | 1% 15 May 2041 | | | 255,062 | | | | | | 257,070 | |
| | | FREDDIE MAC | | 1% 15 Aug 2046 | | | 417,241 | | | | | | 420,474 | |
| | | FREDDIE MAC SCRT | | 3.5% 25 Nov 2057 | | | 257,552 | | | | | | 278,395 | |
| | | FREDDIE MAC SCRT | | 3.5% 25 Aug 2058 | | | 487,122 | | | | | | 530,749 | |
| | | FRESB MULTIFAMILY MORTGAGE PAS | | 1% 25 Jan 2039 | | | 296,316 | | | | | | 316,556 | |
| | | GE CAPITAL FUNDING LLC | | 4.4% 15 May 2030 | | | 542,000 | | | | | | 638,925 | |
| | | GENERAL DYNAMICS CORP | | 3.5% 01 Apr 2027 | | | 347,000 | | | | | | 399,187 | |
| | | GENERAL MOTORS FINL CO | | 4% 06 Oct 2026 | | | 78,000 | | | | | | 87,818 | |
| | | GENERAL MOTORS FINL CO | | 5.1% 17 Jan 2024 | | | 669,000 | | | | | | 748,643 | |
| | | GENERAL MOTORS FINL CO | | 5.2% 20 Mar 2023 | | | 683,000 | | | | | | 748,902 | |
| | | GENERAL MOTORS FINL CO | | 2.7% 20 Aug 2027 | | | 53,000 | | | | | | 56,210 | |
| | | GEORGIA PACIFIC LLC | | 7.25% 01 Jun 2028 | | | 35,000 | | | | | | 47,553 | |
| | | GEORGIA PACIFIC LLC | | 2.1% 30 Apr 2027 | | | 144,000 | | | | | | 152,029 | |
| | | GILEAD SCIENCES INC | | 3.65% 01 Mar 2026 | | | 396,000 | | | | | | 449,255 | |
| | | GILEAD SCIENCES INC | | 1.2% 01 Oct 2027 | | | 48,000 | | | | | | 48,332 | |
| | | GLOBAL PAYMENTS INC | | 3.2% 15 Aug 2029 | | | 176,000 | | | | | | 194,751 | |
| | | GLP CAPITAL LP / FIN II | | 5.375% 15 Apr 2026 | | | 84,000 | | | | | | 96,404 | |
| | | GLP CAPITAL LP / FIN II | | 5.25% 01 Jun 2025 | | | 150,000 | | | | | | 168,762 | |
| | | GLP CAPITAL LP / FIN II | | 5.3% 15 Jan 2029 | | | 7,000 | | | | | | 8,099 | |
| | | GM FINANCIAL CONSUMER AUTOMOBI | | 1.5% 16 Mar 2023 | | | 0 | | | | | | 0 | |
| | | GNMA I TBA 30 YR 5 | | 5% 21 Jan 2051 | | | (1,540,000 | ) | | | | | (1,696,166 | ) |
| | | GNMA II POOL 004223 | | 6.5% 20 Aug 2038 | | | 85,687 | | | | | | 101,721 | |
| | | GNMA II POOL 004292 | | 6.5% 20 Nov 2038 | | | 51,950 | | | | | | 60,841 | |
| | | GNMA II POOL 004422 | | 4% 20 Apr 2039 | | | 5,214 | | | | | | 5,752 | |
| | | GNMA II POOL 004494 | | 4% 20 Jul 2039 | | | 28,031 | | | | | | 31,000 | |
| | | GNMA II POOL 004598 | | 4.5% 20 Dec 2039 | | | 5,879 | | | | | | 6,546 | |
| | | GNMA II POOL 004617 | | 4.5% 20 Jan 2040 | | | 7,151 | | | | | | 7,964 | |
| | | GNMA II POOL 004636 | | 4.5% 20 Feb 2040 | | | 5,662 | | | | | | 6,303 | |
| | | GNMA II POOL 004696 | | 4.5% 20 May 2040 | | | 351 | | | | | | 391 | |
| | | GNMA II POOL 004771 | | 4.5% 20 Aug 2040 | | | 12,914 | | | | | | 14,387 | |
| | | GNMA II POOL 004800 | | 4% 20 Sep 2040 | | | 7,123 | | | | | | 7,880 | |
| | | GNMA II POOL 004833 | | 4% 20 Oct 2040 | | | 81,423 | | | | | | 90,067 | |
| | | GNMA II POOL 004838 | | 6.5% 20 Oct 2040 | | | 104,838 | | | | | | 123,148 | |
| | | GNMA II POOL 004853 | | 4% 20 Nov 2040 | | | 45,603 | | | | | | 50,439 | |
| | | GNMA II POOL 004882 | | 4% 20 Dec 2040 | | | 176,035 | | | | | | 194,683 | |
| | | GNMA II POOL 004922 | | 4% 20 Jan 2041 | | | 155,145 | | | | | | 171,225 | |
| | | GNMA II POOL 004945 | | 4% 20 Feb 2041 | | | 3,266 | | | | | | 3,613 | |
| | | GNMA II POOL 005018 | | 5% 20 Apr 2041 | | | 21,251 | | | | | | 24,301 | |
| | | GNMA II POOL 005056 | | 5% 20 May 2041 | | | 3,804 | | | | | | 4,351 | |
| | | GNMA II POOL 005083 | | 5% 20 Jun 2041 | | | 48,029 | | | | | | 54,923 | |
| | | GNMA II POOL 005115 | | 4.5% 20 Jul 2041 | | | 418,729 | | | | | | 466,500 | |
| | | GNMA II POOL 005116 | | 5% 20 Jul 2041 | | | 21,494 | | | | | | 24,637 | |
| | | GNMA II POOL 005258 | | 3.5% 20 Dec 2041 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL 783584 | | 4.5% 20 Jul 2041 | | | 94,350 | | | | | | 105,114 | |
| | | GNMA II POOL 783590 | | 4.5% 20 Jun 2041 | | | 132,614 | | | | | | 147,743 | |
| | | GNMA II POOL AI4166 | | 4% 20 Aug 2044 | | | 5,116 | | | | | | 5,530 | |
| | | GNMA II POOL AI4167 | | 4% 20 Aug 2044 | | | 9,590 | | | | | | 10,642 | |
| | | GNMA II POOL AJ2723 | | 4% 20 Aug 2044 | | | 9,066 | | | | | | 10,066 | |
| | | GNMA II POOL AJ4687 | | 4% 20 Aug 2044 | | | 12,984 | | | | | | 14,130 | |
| | | GNMA II POOL AQ0542 | | 4% 20 Oct 2046 | | | 9,393 | | | | | | 10,237 | |
| | | GNMA II POOL AX4341 | | 3.5% 20 Oct 2046 | | | 26,792 | | | | | | 30,123 | |
| | | GNMA II POOL AX4342 | | 3.5% 20 Oct 2046 | | | 33,121 | | | | | | 37,068 | |
| | | GNMA II POOL AX4343 | | 3.5% 20 Oct 2046 | | | 22,917 | | | | | | 25,420 | |
| | | GNMA II POOL AX4344 | | 3.5% 20 Oct 2046 | | | 58,390 | | | | | | 64,613 | |
| | | GNMA II POOL AX4345 | | 3.5% 20 Oct 2046 | | | 41,124 | | | | | | 44,572 | |
| | | GNMA II POOL BD0560 | | 4.5% 20 Sep 2048 | | | 70,106 | | | | | | 76,490 | |
| | | GNMA II POOL MA0023 | | 4% 20 Apr 2042 | | | 101,004 | | | | | | 111,643 | |
| | | GNMA II POOL MA0934 | | 3.5% 20 Apr 2043 | | | 189,837 | | | | | | 206,706 | |
| | | GNMA II POOL MA1012 | | 3.5% 20 May 2043 | | | 55,030 | | | | | | 60,110 | |
| | | GNMA II POOL MA1158 | | 4% 20 Jul 2043 | | | 23,730 | | | | | | 26,292 | |
| | | GNMA II POOL MA1677 | | 3.5% 20 Feb 2044 | | | 617,899 | | | | | | 672,941 | |
| | | GNMA II POOL MA2076 | | 5% 20 Jul 2044 | | | 23,077 | | | | | | 26,458 | |
| | | GNMA II POOL MA2373 | | 4.5% 20 Nov 2044 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA2677 | | 3% 20 Mar 2045 | | | 191,384 | | | | | | 203,748 | |
| | | GNMA II POOL MA2753 | | 3% 20 Apr 2045 | | | 927,438 | | | | | | 989,379 | |
| | | GNMA II POOL MA2826 | | 3.5% 20 May 2045 | | | 63,751 | | | | | | 68,844 | |
| | | GNMA II POOL MA2960 | | 3% 20 Jul 2045 | | | 44,388 | | | | | | 47,318 | |
| | | GNMA II POOL MA3172 | | 3% 20 Oct 2045 | | | 100,745 | | | | | | 107,256 | |
| | | GNMA II POOL MA3454 | | 3.5% 20 Feb 2046 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA3521 | | 3.5% 20 Mar 2046 | | | 3,594,160 | | | | | | 3,880,293 | |
| | | GNMA II POOL MA3596 | | 3% 20 Apr 2046 | | | 247,764 | | | | | | 263,810 | |
| | | GNMA II POOL MA3597 | | 3.5% 20 Apr 2046 | | | 2,363,545 | | | | | | 2,553,989 | |
| | | GNMA II POOL MA3662 | | 3% 20 May 2046 | | | 12,021 | | | | | | 12,809 | |
| | | GNMA II POOL MA3663 | | 3.5% 20 May 2046 | | | 736,385 | | | | | | 797,244 | |
| | | GNMA II POOL MA3735 | | 3% 20 Jun 2046 | | | 252,566 | | | | | | 269,150 | |
| | | GNMA II POOL MA3736 | | 3.5% 20 Jun 2046 | | | 1,585,194 | | | | | | 1,724,739 | |
| | | GNMA II POOL MA3802 | | 3% 20 Jul 2046 | | | 530,529 | | | | | | 565,301 | |
| | | GNMA II POOL MA3803 | | 3.5% 20 Jul 2046 | | | 266,958 | | | | | | 288,295 | |
| | | GNMA II POOL MA3873 | | 3% 20 Aug 2046 | | | 26,738 | | | | | | 28,494 | |
| | | GNMA II POOL MA3937 | | 3.5% 20 Sep 2046 | | | 923,075 | | | | | | 994,945 | |
| | | GNMA II POOL MA4003 | | 3% 20 Oct 2046 | | | 79,254 | | | | | | 84,463 | |
| | | GNMA II POOL MA4068 | | 3% 20 Nov 2046 | | | 398,318 | | | | | | 424,492 | |
| | | GNMA II POOL MA4126 | | 3% 20 Dec 2046 | | | 1,175,567 | | | | | | 1,252,828 | |
| | | GNMA II POOL MA4195 | | 3% 20 Jan 2047 | | | 344,953 | | | | | | 367,588 | |
| | | GNMA II POOL MA4263 | | 4% 20 Feb 2047 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA4320 | | 3% 20 Mar 2047 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA4381 | | 3% 20 Apr 2047 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA4511 | | 4% 20 Jun 2047 | | | 985,988 | | | | | | 1,064,117 | |
| | | GNMA II POOL MA4585 | | 3% 20 Jul 2047 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA4838 | | 4% 20 Nov 2047 | | | 801,177 | | | | | | 865,179 | |
| | | GNMA II POOL MA4901 | | 4% 20 Dec 2047 | | | 391,869 | | | | | | 422,689 | |
| | | GNMA II POOL MA5137 | | 4% 20 Apr 2048 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA5818 | | 4.5% 20 Mar 2049 | | | 299,034 | | | | | | 323,571 | |
| | | GNMA II POOL MA6409 | | 3% 20 Jan 2050 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA6477 | | 4.5% 20 Feb 2050 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA6544 | | 4.5% 20 Mar 2050 | | | 0 | | | | | | 0 | |
| | | GNMA II POOL MA6602 | | 4.5% 20 Apr 2050 | | | 271,209 | | | | | | 291,427 | |
| | | GNMA II POOL MA6658 | | 4% 20 May 2050 | | | 238,643 | | | | | | 254,505 | |
| | | GNMA II POOL MA6766 | | 3% 20 Jul 2050 | | | 2,576,029 | | | | | | 2,703,280 | |
| | | GNMA II POOL MA6820 | | 3% 20 Aug 2050 | | | 280,963 | | | | | | 295,407 | |
| | | GNMA II POOL MA6866 | | 3% 20 Sep 2050 | | | 888,641 | | | | | | 935,162 | |
| | | GNMA II TBA 30 YR 2 | | 2% 20 Feb 2051 | | | 1,203,000 | | | | | | 1,256,007 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 21 Jan 2051 | | | 5,037,000 | | | | | | 5,332,137 | |
| | | GNMA II TBA 30 YR 3 | | 3% 21 Jan 2051 | | | 1,613,000 | | | | | | 1,686,719 | |
| | | GNMA II TBA 30 YR 3 | | 3% 20 Feb 2051 | | | 1,900,000 | | | | | | 1,988,023 | |
| | | GNMA II TBA 30 YR 3.5 | | 3.5% 21 Jan 2051 | | | (1,256,433 | ) | | | | | (1,331,623 | ) |
| | | GNMA II TBA 30 YR 4 | | 4% 21 Jan 2051 | | | 1,348,500 | | | | | | 1,437,733 | |
| | | GNMA II TBA 30 YR 4.5 | | 4.5% 21 Jan 2051 | | | 442,000 | | | | | | 473,285 | |
| | | GNMA POOL 351469 | | 6% 15 Mar 2024 | | | 1,456 | | | | | | 1,632 | |
| | | GNMA POOL 462265 | | 6% 15 Dec 2028 | | | 2,195 | | | | | | 2,465 | |
| | | GNMA POOL 492131 | | 6% 15 Jan 2029 | | | 1,966 | | | | | | 2,211 | |
| | | GNMA POOL 492133 | | 6% 15 Jan 2029 | | | 166 | | | | | | 186 | |
| | | GNMA POOL 492165 | | 6% 15 Feb 2029 | | | 255 | | | | | | 286 | |
| | | GNMA POOL 553461 | | 3.5% 15 Jan 2042 | | | 41,620 | | | | | | 44,341 | |
| | | GNMA POOL 615272 | | 4.5% 15 Jul 2033 | | | 41,343 | | | | | | 47,139 | |
| | | GNMA POOL 616411 | | 4.5% 15 May 2034 | | | 13,624 | | | | | | 15,025 | |
| | | GNMA POOL 646609 | | 4.5% 15 Jul 2040 | | | 125,000 | | | | | | 139,908 | |
| | | GNMA POOL 671489 | | 6.5% 15 Aug 2037 | | | 5,330 | | | | | | 5,920 | |
| | | GNMA POOL 685496 | | 6.5% 15 Sep 2038 | | | 24,080 | | | | | | 28,273 | |
| | | GNMA POOL 697656 | | 6.5% 15 Oct 2038 | | | 17,266 | | | | | | 19,516 | |
| | | GNMA POOL 728627 | | 4.5% 15 Jan 2040 | | | 42,320 | | | | | | 47,175 | |
| | | GNMA POOL 732087 | | 4.5% 15 May 2040 | | | 6,608 | | | | | | 7,411 | |
| | | GNMA POOL 745793 | | 4.5% 15 Jul 2040 | | | 151,880 | | | | | | 170,315 | |
| | | GNMA POOL 759138 | | 4% 15 Jan 2041 | | | 88,906 | | | | | | 96,842 | |
| | | GNMA POOL 762838 | | 4% 15 Mar 2041 | | | 53,363 | | | | | | 57,668 | |
| | | GNMA POOL 780914 | | 6% 15 Nov 2028 | | | 9,935 | | | | | | 11,613 | |
| | | GNMA POOL 782557 | | 5% 15 Jan 2039 | | | 744,338 | | | | | | 856,461 | |
| | | GNMA POOL 782619 | | 5% 15 Apr 2039 | | | 397,428 | | | | | | 456,001 | |
| | | GNMA POOL 782695 | | 6.5% 15 Jun 2039 | | | 48,457 | | | | | | 55,167 | |
| | | GNMA POOL 782696 | | 5% 15 Jun 2039 | | | 85,010 | | | | | | 97,540 | |
| | | GNMA POOL 782958 | | 5% 15 May 2040 | | | 162,335 | | | | | | 186,020 | |
| | | GNMA POOL 783289 | | 4.5% 15 Apr 2041 | | | 17,293 | | | | | | 19,363 | |
| | | GNMA POOL 783571 | | 5% 15 Dec 2033 | | | 157,052 | | | | | | 180,679 | |
| | | GNMA POOL 783609 | | 4.5% 15 Oct 2040 | | | 356,329 | | | | | | 397,201 | |
| | | GNMA POOL 783610 | | 4.5% 15 Nov 2041 | | | 253,552 | | | | | | 282,635 | |
| | | GNMA POOL 784439 | | 3% 15 Feb 2045 | | | 137,931 | | | | | | 144,817 | |
| | | GNMA POOL AD2334 | | 3.5% 15 Apr 2043 | | | 71,020 | | | | | | 75,132 | |
| | | GNMA POOL BD3187 | | 4% 15 Oct 2047 | | | 19,972 | | | | | | 21,238 | |
| | | GNMA POOL BE0143 | | 4% 15 Jan 2048 | | | 21,828 | | | | | | 23,370 | |
| | | GNMA POOL BE0204 | | 4% 15 Jan 2048 | | | 21,777 | | | | | | 23,323 | |
| | | GNMA POOL BE1031 | | 4% 15 Oct 2047 | | | 25,916 | | | | | | 27,914 | |
| | | GNMA POOL BE4664 | | 4% 15 Dec 2047 | | | 29,206 | | | | | | 31,278 | |
| | | GOLDMAN SACHS GROUP INC | | 5.25% 27 Jul 2021 | | | 3,000 | | | | | | 3,084 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 05 Jun 2023 | | | 190,000 | | | | | | 196,755 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 29 Sep 2025 | | | 625,000 | | | | | | 684,641 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 15 May 2026 | | | 350,000 | | | | | | 356,851 | |
| | | GOLDMAN SACHS GROUP INC | | 3.5% 01 Apr 2025 | | | 1,098,000 | | | | | | 1,219,867 | |
| | | GOLDMAN SACHS GROUP INC | | 2.875% 25 Feb 2021 | | | 10,000 | | | | | | 10,019 | |
| | | GOLDMAN SACHS GROUP INC | | 3.5% 16 Nov 2026 | | | 186,000 | | | | | | 208,812 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 31 Oct 2022 | | | 40,000 | | | | | | 40,163 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 31 Oct 2022 | | | 676,000 | | | | | | 689,719 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 1,616,734 | | | | | | 1,616,734 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 15 Jun 2036 | | | 440,000 | | | | | | 435,665 | |
| | | HCA INC | | 4.5% 15 Feb 2027 | | | 291,000 | | | | | | 338,492 | |
| | | HONEYWELL INTERNATIONAL | | 1.95% 01 Jun 2030 | | | 149,000 | | | | | | 157,431 | |
| | | HP ENTERPRISE CO | | 4.65% 01 Oct 2024 | | | 189,000 | | | | | | 214,534 | |
| | | HSBC HOLDINGS PLC | | 1% 13 Mar 2023 | | | 733,000 | | | | | | 757,150 | |
| | | HSBC HOLDINGS PLC | | 1% 12 Sep 2026 | | | 623,000 | | | | | | 710,021 | |
| | | HSBC HOLDINGS PLC | | 3.9% 25 May 2026 | | | 462,000 | | | | | | 527,347 | |
| | | HUMANA INC | | 4.5% 01 Apr 2025 | | | 162,000 | | | | | | 186,120 | |
| | | HUNTINGTON INGALLS INDUS | | 4.2% 01 May 2030 | | | 158,000 | | | | | | 187,142 | |
| | | HUNTINGTON INGALLS INDUS | | 3.483% 01 Dec 2027 | | | 30,000 | | | | | | 33,629 | |
| | | HYUNDAI CAPITAL AMERICA | | 3% 18 Mar 2021 | | | 370,000 | | | | | | 371,657 | |
| | | HYUNDAI CAPITAL AMERICA | | 3.95% 01 Feb 2022 | | | 85,000 | | | | | | 87,818 | |
| | | HYUNDAI CAPITAL SERVICES | | 3% 29 Aug 2022 | | | 230,000 | | | | | | 238,506 | |
| | | HYUNDAI CAPITAL SERVICES | | 3.75% 05 Mar 2023 | | | 470,000 | | | | | | 499,624 | |
| * | | ING GROEP NV | | 4.1% 02 Oct 2023 | | | 435,000 | | | | | | 477,900 | |
| * | | ING GROEP NV | | 1% 01 Jul 2026 | | | 820,000 | | | | | | 833,781 | |
| | | INTEL CORP | | 4% 15 Dec 2032 | | | 59,000 | | | | | | 73,466 | |
| | | INTEL CORP | | 2.45% 15 Nov 2029 | | | 121,000 | | | | | | 131,256 | |
| | | INTERCONTINENTALEXCHANGE | | 1.85% 15 Sep 2032 | | | 145,000 | | | | | | 146,127 | |
| | | INTERCONTINENTALEXCHANGE | | 2.1% 15 Jun 2030 | | | 45,000 | | | | | | 46,846 | |
| | | ITC HOLDINGS CORP | | 2.7% 15 Nov 2022 | | | 64,000 | | | | | | 66,599 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 1% 15 Sep 2029 | | | 162,000 | | | | | | 160,989 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Mar 2050 | | | 532,051 | | | | | | 533,489 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 May 2050 | | | 296,994 | | | | | | 298,856 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Jun 2050 | | | 283,960 | | | | | | 284,544 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Feb 2050 | | | 141,143 | | | | | | 140,786 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Mar 2050 | | | 876,358 | | | | | | 877,028 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 May 2050 | | | 232,842 | | | | | | 233,119 | |
| | | JPMDB COMMERCIAL MORTGAGE SECU | | 3.409% 15 Oct 2050 | | | 460,000 | | | | | | 520,089 | |
| * | | JPMORGAN CHASE + CO | | 3.875% 10 Sep 2024 | | | 442,000 | | | | | | 494,958 | |
| * | | JPMORGAN CHASE + CO | | 3.2% 15 Jun 2026 | | | 180,000 | | | | | | 201,305 | |
| * | | JPMORGAN CHASE + CO | | 2.95% 01 Oct 2026 | | | 161,000 | | | | | | 178,620 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Feb 2028 | | | 567,000 | | | | | | 651,691 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Mar 2025 | | | 111,000 | | | | | | 119,694 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jan 2029 | | | 516,000 | | | | | | 586,839 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Apr 2024 | | | 280,000 | | | | | | 300,108 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Apr 2029 | | | 509,000 | | | | | | 597,586 | |
| * | | JPMORGAN CHASE + CO | | 1% 05 Dec 2029 | | | 39,000 | | | | | | 47,584 | |
| * | | JPMORGAN CHASE + CO | | 1% 13 Mar 2026 | | | 932,000 | | | | | | 978,965 | |
| | | KEURIG DR PEPPER INC | | 3.2% 01 May 2030 | | | 149,000 | | | | | | 168,701 | |
| | | KEYCORP | | 2.55% 01 Oct 2029 | | | 46,000 | | | | | | 49,822 | |
| | | KLA CORP | | 4.65% 01 Nov 2024 | | | 209,000 | | | | | | 237,889 | |
| | | KNDL MORTGAGE TRUST | | 1% 15 May 2036 | | | 580,000 | | | | | | 580,003 | |
| | | L3HARRIS TECH INC | | 3.85% 15 Dec 2026 | | | 269,000 | | | | | | 310,834 | |
| | | L3HARRIS TECH INC | | 4.4% 15 Jun 2028 | | | 138,000 | | | | | | 165,473 | |
| | | LAM RESEARCH CORP | | 3.75% 15 Mar 2026 | | | 162,000 | | | | | | 185,172 | |
| | | LAM RESEARCH CORP | | 4% 15 Mar 2029 | | | 236,000 | | | | | | 283,105 | |
| | | LAM RESEARCH CORP | | 1.9% 15 Jun 2030 | | | 95,000 | | | | | | 98,722 | |
| | | LEHMAN BROTHERS HOLDINGS | | 6.75% 28 Dec 2017 | | | 3,250,000 | | | | | | 33 | |
| | | LEIDOS INC | | 4.375% 15 May 2030 | | | 514,000 | | | | | | 615,489 | |
| | | LLOYDS BANKING GROUP PLC | | 4.05% 16 Aug 2023 | | | 800,000 | | | | | | 874,222 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 07 Nov 2023 | | | 200,000 | | | | | | 208,948 | |
| | | LOCKHEED MARTIN CORP | | 3.55% 15 Jan 2026 | | | 193,000 | | | | | | 219,229 | |
| | | LOS ANGELES CA CMNTY CLG DIST | | 1.806% 01 Aug 2030 | | | 300,000 | | | | | | 309,723 | |
| | | LOWE S COS INC | | 3.65% 05 Apr 2029 | | | 116,000 | | | | | | 135,368 | |
| | | LOWE S COS INC | | 1.7% 15 Oct 2030 | | | 151,000 | | | | | | 152,990 | |
| | | MAGNA INTERNATIONAL INC | | 2.45% 15 Jun 2030 | | | 228,000 | | | | | | 245,256 | |
| | | MARATHON PETROLEUM CORP | | 4.75% 15 Dec 2023 | | | 46,000 | | | | | | 50,922 | |
| | | MARATHON PETROLEUM CORP | | 4.5% 01 May 2023 | | | 381,000 | | | | | | 413,700 | |
| | | MARSH + MCLENNAN COS INC | | 4.375% 15 Mar 2029 | | | 165,000 | | | | | | 200,892 | |
| | | MARSH + MCLENNAN COS INC | | 2.25% 15 Nov 2030 | | | 76,000 | | | | | | 80,462 | |
| | | MARYLAND ST | | 5% 15 Mar 2028 | | | 345,000 | | | | | | 455,393 | |
| | | MARYLAND ST | | 5% 15 Mar 2029 | | | 235,000 | | | | | | 317,953 | |
| | | MCDONALD S CORP | | 2.625% 01 Sep 2029 | | | 298,000 | | | | | | 326,167 | |
| | | MCDONALD S CORP | | 3.6% 01 Jul 2030 | | | 140,000 | | | | | | 164,087 | |
| | | MIDAMERICAN ENERGY CO | | 6.75% 30 Dec 2031 | | | 76,000 | | | | | | 113,638 | |
| | | MIDAMERICAN ENERGY CO | | 3.1% 01 May 2027 | | | 35,000 | | | | | | 39,235 | |
| | | MIDAMERICAN ENERGY CO | | 3.65% 15 Apr 2029 | | | 160,000 | | | | | | 190,038 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.998% 22 Feb 2022 | | | 86,000 | | | | | | 88,577 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.665% 25 Jul 2022 | | | 240,000 | | | | | | 248,307 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.559% 25 Feb 2030 | | | 270,000 | | | | | | 291,694 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.048% 17 Jul 2030 | | | 617,000 | | | | | | 644,679 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 16 Jul 2025 | | | 400,000 | | | | | | 425,745 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 13 Sep 2025 | | | 325,000 | | | | | | 343,304 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 10 Jul 2031 | | | 206,000 | | | | | | 213,579 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 08 Sep 2024 | | | 230,000 | | | | | | 231,401 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 08 Sep 2031 | | | 470,000 | | | | | | 478,352 | |
| | | MONDELEZ INTERNATIONAL | | 2.75% 13 Apr 2030 | | | 121,000 | | | | | | 132,903 | |
| | | MORGAN STANLEY | | 4% 23 Jul 2025 | | | 721,000 | | | | | | 825,092 | |
| | | MORGAN STANLEY | | 3.875% 27 Jan 2026 | | | 628,000 | | | | | | 720,362 | |
| | | MORGAN STANLEY | | 1% 24 Oct 2023 | | | 2,040,000 | | | | | | 2,078,729 | |
| | | MORGAN STANLEY | | 3.625% 20 Jan 2027 | | | 465,000 | | | | | | 532,525 | |
| | | MORGAN STANLEY | | 3.125% 27 Jul 2026 | | | 125,000 | | | | | | 139,721 | |
| | | MORGAN STANLEY | | 3.7% 23 Oct 2024 | | | 380,000 | | | | | | 422,863 | |
| | | MORGAN STANLEY BAML TRUST | | 3.892% 15 Jun 2047 | | | 420,000 | | | | | | 456,926 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.35% 13 Jul 2029 | | | 830,000 | | | | | | 835,931 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.469% 11 Aug 2033 | | | 775,000 | | | | | | 782,719 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.417% 15 Jun 2052 | | | 176,609 | | | | | | 199,807 | |
| | | MOTOROLA SOLUTIONS INC | | 2.3% 15 Nov 2030 | | | 197,000 | | | | | | 200,808 | |
| | | MPLX LP | | 2.65% 15 Aug 2030 | | | 58,000 | | | | | | 60,785 | |
| | | MSDB TRUST | | 1% 11 Jul 2039 | | | 395,000 | | | | | | 413,418 | |
| | | NATIONAL RETAIL PROP INC | | 2.5% 15 Apr 2030 | | | 71,000 | | | | | | 73,089 | |
| | | NAVIENT STUDENT LOAN TRUST | | 4% 15 Dec 2059 | | | 101,590 | | | | | | 105,200 | |
| | | NAVIENT STUDENT LOAN TRUST | | 4% 15 Dec 2059 | | | 512,272 | | | | | | 543,141 | |
| | | NAVIENT STUDENT LOAN TRUST | | 3.13% 15 Feb 2068 | | | 290,000 | | | | | | 298,783 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.22% 15 Jul 2069 | | | 1,179,843 | | | | | | 1,191,406 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 15 Apr 2069 | | | 390,000 | | | | | | 390,025 | |
| | | NAVIENT STUDENT LOAN TRUST | | 3.91% 15 Dec 2045 | | | 207,733 | | | | | | 218,092 | |
| | | NEW JERSEY ST | | 5% 01 Jun 2025 | | | 80,000 | | | | | | 95,214 | |
| | | NEW JERSEY ST | | 5% 01 Jun 2029 | | | 60,000 | | | | | | 77,711 | |
| | | NEW JERSEY ST TRANSPRTN TRUST | | 4.131% 15 Jun 2042 | | | 55,000 | | | | | | 56,973 | |
| | | NEW YORK ST DORM AUTH ST PERSO | | 5% 15 Feb 2031 | | | 260,000 | | | | | | 349,744 | |
| | | NEW YORK ST THRUWAY AUTH | | 2.9% 01 Jan 2035 | | | 125,000 | | | | | | 135,523 | |
| | | NGPL PIPECO LLC | | 4.375% 15 Aug 2022 | | | 190,000 | | | | | | 197,951 | |
| | | NISSAN MASTER OWNER TRUST RECE | | 1% 15 Feb 2024 | | | 1,165,000 | | | | | | 1,170,783 | |
| | | NISSAN MASTER OWNER TRUST RECE | | 1% 15 Nov 2023 | | | 520,000 | | | | | | 521,291 | |
| | | NISSAN MOTOR ACCEPTANCE | | 3.65% 21 Sep 2021 | | | 45,000 | | | | | | 45,784 | |
| | | NISSAN MOTOR ACCEPTANCE | | 3.15% 15 Mar 2021 | | | 145,000 | | | | | | 145,642 | |
| | | NOMURA HOLDINGS INC | | 3.103% 16 Jan 2030 | | | 295,000 | | | | | | 321,970 | |
| | | NORFOLK SOUTHERN CORP | | 2.55% 01 Nov 2029 | | | 158,000 | | | | | | 171,168 | |
| | | NORTHERN TRUST CORP | | 1.95% 01 May 2030 | | | 138,000 | | | | | | 143,842 | |
| | | NORTHROP GRUMMAN CORP | | 4.4% 01 May 2030 | | | 326,000 | | | | | | 404,647 | |
| | | NORTHROP GRUMMAN CORP | | 3.25% 15 Jan 2028 | | | 163,000 | | | | | | 184,323 | |
| | | NORTHWEST FLORIDA TIMBER | | 4.75% 04 Mar 2029 | | | 365,000 | | | | | | 381,049 | |
| | | NRG ENERGY INC | | 2.45% 02 Dec 2027 | | | 62,000 | | | | | | 65,275 | |
| | | NVENT FINANCE SARL | | 3.95% 15 Apr 2023 | | | 319,000 | | | | | | 335,914 | |
| | | NVIDIA CORP | | 2.85% 01 Apr 2030 | | | 415,000 | | | | | | 466,849 | |
| | | NXP BV/NXP FDG/NXP USA | | 3.875% 18 Jun 2026 | | | 645,000 | | | | | | 738,606 | |
| | | ONCOR ELECTRIC DELIVERY | | 2.75% 15 May 2030 | | | 102,000 | | | | | | 114,205 | |
| | | ONCOR ELECTRIC DELIVERY | | 7% 01 May 2032 | | | 21,000 | | | | | | 31,828 | |
| | | ONCOR ELECTRIC DELIVERY | | 5.75% 15 Mar 2029 | | | 62,000 | | | | | | 81,764 | |
| | | ONE NEW YORK PLAZA TRUST 2020 | | 1% 15 Jan 2026 | | | 340,000 | | | | | | 340,012 | |
| | | ORACLE CORP | | 2.8% 01 Apr 2027 | | | 884,000 | | | | | | 974,944 | |
| | | ORIX CORP | | 2.9% 18 Jul 2022 | | | 198,000 | | | | | | 205,204 | |
| | | OTIS WORLDWIDE CORP | | 2.565% 15 Feb 2030 | | | 74,000 | | | | | | 79,463 | |
| | | PENSKE TRUCK LEASING/PTL | | 2.7% 01 Nov 2024 | | | 165,000 | | | | | | 176,769 | |
| | | PEPSICO INC | | 2.625% 29 Jul 2029 | | | 98,000 | | | | | | 108,184 | |
| | | PFIZER INC | | 2.625% 01 Apr 2030 | | | 95,000 | | | | | | 106,034 | |
| | | PIEDMONT NATURAL GAS CO | | 3.5% 01 Jun 2029 | | | 96,000 | | | | | | 110,202 | |
| | | PIONEER NATURAL RESOURCE | | 4.45% 15 Jan 2026 | | | 314,000 | | | | | | 363,113 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 7,013,611 | | | | | | 9,587,251 | |
| | | PROLOGIS LP | | 2.25% 15 Apr 2030 | | | 209,000 | | | | | | 223,961 | |
| | | PROLOGIS LP | | 1.25% 15 Oct 2030 | | | 121,000 | | | | | | 119,818 | |
| | | PUBLIC SERVICE ELECTRIC | | 3.2% 15 May 2029 | | | 50,000 | | | | | | 57,017 | |
| | | QUALCOMM INC | | 3.25% 20 May 2027 | | | 204,000 | | | | | | 231,555 | |
| | | RAYTHEON TECH CORP | | 2.25% 01 Jul 2030 | | | 402,000 | | | | | | 427,002 | |
| | | RAYTHEON TECH CORP | | 7.2% 15 Aug 2027 | | | 70,000 | | | | | | 94,300 | |
| | | RAYTHEON TECH CORP | | 7% 01 Nov 2028 | | | 29,000 | | | | | | 39,549 | |
| | | RAYTHEON TECH CORP | | 4.125% 16 Nov 2028 | | | 136,000 | | | | | | 162,134 | |
| | | REALTY INCOME CORP | | 3.25% 15 Jan 2031 | | | 183,000 | | | | | | 207,453 | |
| | | RELX CAPITAL INC | | 4% 18 Mar 2029 | | | 45,000 | | | | | | 53,420 | |
| | | RELX CAPITAL INC | | 3% 22 May 2030 | | | 196,000 | | | | | | 217,643 | |
| | | RELX CAPITAL INC | | 3.5% 16 Mar 2023 | | | 130,000 | | | | | | 138,264 | |
| | | REPUBLIC OF CHILE | | 3.24% 06 Feb 2028 | | | 200,000 | | | | | | 226,752 | |
| | | REPUBLIC OF COLOMBIA | | 3% 30 Jan 2030 | | | 350,000 | | | | | | 366,804 | |
| | | REPUBLIC OF INDONESIA | | 4.1% 24 Apr 2028 | | | 69,000 | | | | | | 80,151 | |
| | | REPUBLIC OF INDONESIA | | 2.85% 14 Feb 2030 | | | 70,000 | | | | | | 75,522 | |
| | | REPUBLIC OF PANAMA | | 3.875% 17 Mar 2028 | | | 165,000 | | | | | | 189,339 | |
| | | REPUBLIC OF PHILIPPINES | | 3% 01 Feb 2028 | | | 200,000 | | | | | | 221,090 | |
| | | REPUBLIC SERVICES INC | | 3.375% 15 Nov 2027 | | | 197,000 | | | | | | 223,405 | |
| | | REPUBLIC SERVICES INC | | 1.45% 15 Feb 2031 | | | 162,000 | | | | | | 158,550 | |
| | | REPUBLIC SERVICES INC | | 1.75% 15 Feb 2032 | | | 49,000 | | | | | | 49,117 | |
| | | RYDER SYSTEM INC | | 2.5% 01 Sep 2024 | | | 77,000 | | | | | | 81,804 | |
| | | RYDER SYSTEM INC | | 4.625% 01 Jun 2025 | | | 185,000 | | | | | | 214,364 | |
| | | SABINE PASS LIQUEFACTION | | 5% 15 Mar 2027 | | | 157,000 | | | | | | 185,113 | |
| | | SABINE PASS LIQUEFACTION | | 4.2% 15 Mar 2028 | | | 247,000 | | | | | | 283,220 | |
| | | SANTANDER UK GROUP HLDGS | | 3.125% 08 Jan 2021 | | | 28,000 | | | | | | 28,006 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 21 Aug 2026 | | | 201,000 | | | | | | 204,030 | |
| | | SCHOLAR FUNDING TRUST | | 1% 28 Oct 2043 | | | 680,382 | | | | | | 673,648 | |
| | | SEVEN + I HOLDINGS | | 3.35% 17 Sep 2021 | | | 280,000 | | | | | | 285,463 | |
| | | SHELL INTERNATIONAL FIN | | 2.375% 07 Nov 2029 | | | 287,000 | | | | | | 308,973 | |
| | | SHERWIN WILLIAMS CO | | 4.2% 15 Jan 2022 | | | 205,000 | | | | | | 211,019 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1% 15 Feb 2036 | | | 675,006 | | | | | | 675,552 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.29% 15 Jul 2053 | | | 720,336 | | | | | | 722,777 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1% 15 Sep 2034 | | | 622,462 | | | | | | 624,628 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 2.7% 15 May 2031 | | | 78,886 | | | | | | 81,546 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 2.82% 15 Oct 2035 | | | 341,202 | | | | | | 353,848 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1% 15 Oct 2035 | | | 197,897 | | | | | | 197,854 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 1.95% 15 Feb 2046 | | | 331,868 | | | | | | 338,988 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.84% 25 Jan 2041 | | | 1,046,667 | | | | | | 1,069,838 | |
| | | SOUTHERN CAL EDISON | | 2.9% 01 Mar 2021 | | | 5,000 | | | | | | 5,020 | |
| | | SOUTHERN CAL EDISON | | 3.7% 01 Aug 2025 | | | 115,000 | | | | | | 129,013 | |
| | | SOUTHERN CAL EDISON | | 1.2% 01 Feb 2026 | | | 15,000 | | | | | | 15,178 | |
| | | SOUTHWEST AIRLINES CO | | 2.75% 16 Nov 2022 | | | 105,000 | | | | | | 108,388 | |
| | | SRTMJZ052 IRS GBP R F 3.50500 | | 3.505% 15 Oct 2028 | | | 1,420,000 | | | | | | 119,454 | |
| | | SRTMJZAM4 IRS USD R F 2.16500 | | 2.165% 30 Oct 2023 | | | 2,525,000 | | | | | | 43,641 | |
| | | SRWCU92R5 IRS USD R F 2.18750 | | 2.187% 31 Dec 2030 | | | 1,325,000 | | | | | | (899 | ) |
| | | STARBUCKS CORP | | 3.55% 15 Aug 2029 | | | 44,000 | | | | | | 51,203 | |
| | | STARBUCKS CORP | | 2.25% 12 Mar 2030 | | | 181,000 | | | | | | 191,595 | |
| * | | STATE STREET CORP | | 2.4% 24 Jan 2030 | | | 118,000 | | | | | | 128,947 | |
| * | | STATE STREET CORP | | 1% 30 Mar 2026 | | | 67,000 | | | | | | 72,984 | |
| | | STEEL DYNAMICS INC | | 3.25% 15 Jan 2031 | | | 96,000 | | | | | | 107,352 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.934% 09 Mar 2021 | | | 210,000 | | | | | | 211,007 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.784% 12 Jul 2022 | | | 642,000 | | | | | | 665,579 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.75% 15 Jan 2030 | | | 472,000 | | | | | | 515,018 | |
| | | SUNCOR ENERGY INC | | 9.25% 15 Oct 2021 | | | 35,000 | | | | | | 37,335 | |
| | | SUNTORY HOLDINGS LTD | | 2.25% 16 Oct 2024 | | | 200,000 | | | | | | 209,237 | |
| | | 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 | | | 302,000 | | | | | | 302,000 | |
| | | SWAP CCPC GOLDMAN SACHS COC | | SWAP CCPC CASH COLLATERAL | | | (94,000 | ) | | | | | (94,000 | ) |
| | | SWAP CITIBANK BOC | | SWAP CASH COLLATERAL USD | | | (10,000 | ) | | | | | (10,000 | ) |
| | | SWAP GOLDMAN SACHS BOC | | SWAP CASH COLLATERAL USD | | | (20,000 | ) | | | | | (20,000 | ) |
| | | SYNCHRONY FINANCIAL | | 4.25% 15 Aug 2024 | | | 150,000 | | | | | | 165,738 | |
| | | T MOBILE USA INC | | 3.75% 15 Apr 2027 | | | 699,000 | | | | | | 796,021 | |
| | | TAKEDA PHARMACEUTICAL | | 4.4% 26 Nov 2023 | | | 200,000 | | | | | | 221,475 | |
| | | TAKEDA PHARMACEUTICAL | | 5% 26 Nov 2028 | | | 200,000 | | | | | | 248,500 | |
| | | TAKEDA PHARMACEUTICAL | | 2.05% 31 Mar 2030 | | | 417,000 | | | | | | 426,838 | |
| | | TCI COMMUNICATIONS INC | | 7.875% 15 Feb 2026 | | | 73,000 | | | | | | 98,312 | |
| | | TENCENT HOLDINGS LTD | | 2.985% 19 Jan 2023 | | | 402,000 | | | | | | 418,365 | |
| | | TEXAS EASTERN TRANSMISSI | | 2.8% 15 Oct 2022 | | | 69,000 | | | | | | 71,321 | |
| | | TEXAS EASTERN TRANSMISSI | | 3.5% 15 Jan 2028 | | | 288,000 | | | | | | 315,645 | |
| | | TEXAS INSTRUMENTS INC | | 1.75% 04 May 2030 | | | 332,000 | | | | | | 344,310 | |
| | | TEXTRON INC | | 3.65% 15 Mar 2027 | | | 90,000 | | | | | | 99,347 | |
| | | TEXTRON INC | | 3.9% 17 Sep 2029 | | | 63,000 | | | | | | 72,309 | |
| | | TEXTRON INC | | 2.45% 15 Mar 2031 | | | 58,000 | | | | | | 59,714 | |
| | | THERMO FISHER SCIENTIFIC | | 3.65% 15 Dec 2025 | | | 36,000 | | | | | | 40,746 | |
| | | THERMO FISHER SCIENTIFIC | | 2.95% 19 Sep 2026 | | | 70,000 | | | | | | 78,034 | |
| | | THERMO FISHER SCIENTIFIC | | 4.497% 25 Mar 2030 | | | 102,000 | | | | | | 127,477 | |
| | | TOYOTA MOTOR CREDIT CORP | | 3% 01 Apr 2025 | | | 337,000 | | | | | | 370,587 | |
| | | TRANE TECHNOLOGIES LUX | | 3.8% 21 Mar 2029 | | | 44,000 | | | | | | 51,505 | |
| | | TRANSCONT GAS PIPE LINE | | 4% 15 Mar 2028 | | | 185,000 | | | | | | 213,479 | |
| | | TRANSCONT GAS PIPE LINE | | 7.85% 01 Feb 2026 | | | 383,000 | | | | | | 502,039 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2048 | | | 0 | | | | | | 0 | |
| | | UBS GROUP AG | | 2.65% 01 Feb 2022 | | | 1,054,000 | | | | | | 1,080,795 | |
| | | UNION PACIFIC CORP | | 3.95% 10 Sep 2028 | | | 102,000 | | | | | | 121,094 | |
| | | UNITED AIR 2015 1 AA PTT | | 3.45% 01 Jun 2029 | | | 32,079 | | | | | | 32,097 | |
| | | UNITED AIR 2016 1 AA PTT | | 3.1% 07 Jan 2030 | | | 8,417 | | | | | | 8,519 | |
| | | UNITED AIR 2016 2 AA PTT | | 2.875% 07 Apr 2030 | | | 53,009 | | | | | | 53,260 | |
| | | UNITED AIR 2019 1 AA PTT | | 4.15% 25 Feb 2033 | | | 90,899 | | | | | | 94,812 | |
| | | UNITED AIR 2019 2 AA PTT | | 2.7% 01 Nov 2033 | | | 54,188 | | | | | | 52,281 | |
| | | UNITED MEXICAN STATES | | 4.15% 28 Mar 2027 | | | 403,000 | | | | | | 464,965 | |
| | | UNITED MEXICAN STATES | | 4.5% 22 Apr 2029 | | | 515,000 | | | | | | 604,610 | |
| | | UNITED MEXICAN STATES | | 2.659% 24 May 2031 | | | 300,000 | | | | | | 307,200 | |
| | | UNITED PARCEL SERVICE | | 4.45% 01 Apr 2030 | | | 329,000 | | | | | | 411,540 | |
| | | UNITEDHEALTH GROUP INC | | 3.375% 15 Apr 2027 | | | 9,000 | | | | | | 10,277 | |
| | | UNITEDHEALTH GROUP INC | | 3.85% 15 Jun 2028 | | | 76,000 | | | | | | 90,362 | |
| | | UNITEDHEALTH GROUP INC | | 2.875% 15 Aug 2029 | | | 96,000 | | | | | | 109,120 | |
| | | UNITEDHEALTH GROUP INC | | 3.875% 15 Dec 2028 | | | 166,000 | | | | | | 199,074 | |
| | | UNIV OF MICHIGAN MI | | 2.437% 01 Apr 2040 | | | 244,000 | | | | | | 254,643 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | (17,200,000 | ) | | | | | (20,772 | ) |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | | (8,200,000 | ) | | | | | 41,480 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | 39,200,000 | | | | | | 39,567 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (2,400,000 | ) | | | | | (5,555 | ) |
| | | US BANCORP | | 3.1% 27 Apr 2026 | | | 41,000 | | | | | | 45,630 | |
| | | US DOLLAR | | | | | 105,187 | | | | | | 105,187 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | (700,000 | ) | | | | | 12,098 | |
| | | US TREASURY N/B | | 1.25% 15 May 2050 | | | 1,280,000 | | | | | | 1,161,200 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 555,000 | | | | | | 519,792 | |
| | | US TREASURY N/B | | 1.125% 15 Aug 2040 | | | 1,920,000 | | | | | | 1,817,700 | |
| | | US TREASURY N/B | | 1.375% 31 Jan 2022 | | | 330,000 | | | | | | 334,434 | |
| | | US TREASURY N/B | | 1.5% 15 Feb 2030 | | | 3,525,000 | | | | | | 3,729,202 | |
| | | US TREASURY N/B | | 1.125% 28 Feb 2027 | | | 190,000 | | | | | | 197,029 | |
| | | US TREASURY N/B | | 0.5% 15 Mar 2023 | | | 2,715,000 | | | | | | 2,737,059 | |
| | | US TREASURY N/B | | 0.375% 31 Mar 2022 | | | 5,449,000 | | | | | | 5,466,241 | |
| | | US TREASURY N/B | | 0.125% 15 May 2023 | | | 2,630,000 | | | | | | 2,629,281 | |
| | | US TREASURY N/B | | 0.625% 15 May 2030 | | | 5,920,000 | | | | | | 5,787,725 | |
| | | US TREASURY N/B | | 0.25% 30 Jun 2025 | | | 1,290,000 | | | | | | 1,286,725 | |
| | | US TREASURY N/B | | 0.25% 31 Jul 2025 | | | 3,430,000 | | | | | | 3,419,951 | |
| | | US TREASURY N/B | | 0.375% 31 Jul 2027 | | | 4,260,000 | | | | | | 4,204,088 | |
| | | US TREASURY N/B | | 0.625% 15 Aug 2030 | | | 3,566,000 | | | | | | 3,476,850 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | | 3,740,000 | | | | | | 3,710,781 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 3,530,000 | | | | | | 3,518,417 | |
| | | US TREASURY N/B | | 1.625% 15 Nov 2050 | | | 1,460,000 | | | | | | 1,454,525 | |
| | | US TREASURY N/B | | 1.375% 15 Nov 2040 | | | 1,375,000 | | | | | | 1,359,531 | |
| | | US TREASURY N/B | | 2.125% 30 Sep 2024 | | | 3,040,000 | | | | | | 3,254,225 | |
| | | US TREASURY N/B | | 2.875% 15 Aug 2028 | | | 1,197,000 | | | | | | 1,390,437 | |
| | | US TREASURY N/B | | 2.875% 30 Sep 2023 | | | 2,120,000 | | | | | | 2,277,427 | |
| | | US TREASURY N/B | | 3% 31 Oct 2025 | | | 2,405,000 | | | | | | 2,711,074 | |
| | | US TREASURY N/B | | 2.625% 31 Jan 2026 | | | 1,825,000 | | | | | | 2,032,594 | |
| | | US TREASURY N/B | | 2.375% 29 Feb 2024 | | | 2,270,000 | | | | | | 2,426,506 | |
| | | US TREASURY N/B | | 2.25% 31 Mar 2026 | | | 669,000 | | | | | | 733,731 | |
| | | US TREASURY N/B | | 2.375% 30 Apr 2026 | | | 215,000 | | | | | | 237,415 | |
| | | US TREASURY N/B | | 2.125% 31 May 2026 | | | 415,000 | | | | | | 453,047 | |
| | | US TREASURY N/B | | 1.875% 30 Jun 2026 | | | 4,246,000 | | | | | | 4,581,534 | |
| | | US TREASURY N/B | | 2.75% 15 Feb 2024 | | | 2,895,000 | | | | | | 3,127,165 | |
| | | US TREASURY N/B | | 2.125% 31 Mar 2024 | | | 95,000 | | | | | | 100,934 | |
| | | US TREASURY N/B | | 2% 31 May 2024 | | | 690,000 | | | | | | 732,263 | |
| | | US TREASURY N/B | | 1.75% 31 Jul 2024 | | | 7,285,000 | | | | | | 7,683,968 | |
| | | US TREASURY N/B | | 1.375% 31 Aug 2026 | | | 6,780,000 | | | | | | 7,131,713 | |
| | | US TREASURY N/B | | 1.25% 31 Aug 2024 | | | 5,205,000 | | | | | | 5,399,374 | |
| | | US TREASURY N/B | | 1.5% 30 Sep 2024 | | | 4,580,000 | | | | | | 4,795,940 | |
| | | US TREASURY N/B | | 1.5% 30 Nov 2024 | | | 215,000 | | | | | | 225,456 | |
| | | US TREASURY N/B | | 1.75% 31 Dec 2026 | | | 1,345,000 | | | | | | 1,445,402 | |
| | | US TREASURY N/B | | 1.75% 31 Dec 2024 | | | 2,285,000 | | | | | | 2,420,583 | |
| | | US TREASURY N/B | | 1.625% 31 Dec 2021 | | | 6,095,000 | | | | | | 6,186,425 | |
| | | US TREASURY N/B | | 1.375% 31 Jan 2025 | | | 2,045,000 | | | | | | 2,137,025 | |
| | | US TREASURY N/B | | 1.125% 28 Feb 2025 | | | 1,011,000 | | | | | | 1,046,661 | |
| | | US TREASURY N/B | | 0.5% 31 Mar 2025 | | | 2,128,000 | | | | | | 2,147,618 | |
| | | US TREASURY N/B | | 0.125% 31 May 2022 | | | 12,310,000 | | | | | | 12,312,404 | |
| | | US TREASURY N/B | | 0.25% 15 Jun 2023 | | | 1,295,000 | | | | | | 1,298,339 | |
| | | US TREASURY N/B | | 0.125% 30 Jun 2022 | | | 4,720,000 | | | | | | 4,720,738 | |
| | | US TREASURY N/B | | 0.5% 31 Aug 2027 | | | 3,705,000 | | | | | | 3,682,423 | |
| | | US TREASURY N/B | | 0.25% 31 Aug 2025 | | | 510,000 | | | | | | 508,346 | |
| | | US TREASURY N/B | | 0.25% 30 Sep 2025 | | | 691,000 | | | | | | 688,382 | |
| | | US TREASURY N/B | | 0.125% 31 Oct 2022 | | | 19,095,000 | | | | | | 19,097,984 | |
| | | US TREASURY N/B | | 0.25% 31 Oct 2025 | | | 6,525,000 | | | | | | 6,496,963 | |
| | | US TREASURY N/B | | 0.125% 30 Nov 2022 | | | 13,925,000 | | | | | | 13,926,632 | |
| | | US TREASURY N/B | | 0.625% 30 Nov 2027 | | | 11,809,000 | | | | | | 11,807,155 | |
| | | US TREASURY N/B | | 0.375% 30 Nov 2025 | | | 1,250,000 | | | | | | 1,251,758 | |
| | | US TREASURY N/B | | 2.625% 15 Feb 2029 | | | 730,000 | | | | | | 838,017 | |
| | | US TREASURY N/B | | 2.5% 28 Feb 2026 | | | 2,036,000 | | | | | | 2,257,097 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | (1,200,000 | ) | | | | | (27,175 | ) |
| | | VERIZON COMMUNICATIONS | | 4.125% 16 Mar 2027 | | | 654,000 | | | | | | 770,863 | |
| | | VERIZON COMMUNICATIONS | | 4.016% 03 Dec 2029 | | | 39,000 | | | | | | 46,374 | |
| | | VERIZON COMMUNICATIONS | | 3.15% 22 Mar 2030 | | | 261,000 | | | | | | 292,688 | |
| | | VERIZON COMMUNICATIONS | | 3% 22 Mar 2027 | | | 190,000 | | | | | | 210,794 | |
| | | VERIZON COMMUNICATIONS | | 1.5% 18 Sep 2030 | | | 194,000 | | | | | | 191,112 | |
| | | VIACOMCBS INC | | 3.7% 15 Aug 2024 | | | 348,000 | | | | | | 381,574 | |
| | | VIACOMCBS INC | | 4.75% 15 May 2025 | | | 20,000 | | | | | | 23,220 | |
| | | VIRGINIA ELEC + POWER CO | | 2.75% 15 Mar 2023 | | | 275,000 | | | | | | 287,916 | |
| | | VIRGINIA ELEC + POWER CO | | 3.1% 15 May 2025 | | | 50,000 | | | | | | 54,669 | |
| | | VIRGINIA ELEC + POWER CO | | 2.95% 15 Nov 2026 | | | 56,000 | | | | | | 62,310 | |
| | | VIRGINIA ELEC + POWER CO | | 3.8% 01 Apr 2028 | | | 108,000 | | | | | | 126,395 | |
| | | VISA INC | | 1.9% 15 Apr 2027 | | | 93,000 | | | | | | 98,981 | |
| | | VISTRA CORP | | 4.3% 15 Jul 2029 | | | 196,000 | | | | | | 222,465 | |
| | | VODAFONE GROUP PLC | | 4.125% 30 May 2025 | | | 290,000 | | | | | | 331,614 | |
| | | VODAFONE GROUP PLC | | 3.75% 16 Jan 2024 | | | 497,000 | | | | | | 543,100 | |
| | | WALMART INC | | 2.375% 24 Sep 2029 | | | 2,000 | | | | | | 2,185 | |
| | | WALT DISNEY COMPANY/THE | | 1.75% 13 Jan 2026 | | | 236,000 | | | | | | 247,395 | |
| | | WASTE MANAGEMENT INC | | 1.15% 15 Mar 2028 | | | 300,000 | | | | | | 300,857 | |
| | | WELLS FARGO + COMPANY | | 3% 22 Apr 2026 | | | 435,000 | | | | | | 478,760 | |
| | | WELLS FARGO + COMPANY | | 3% 23 Oct 2026 | | | 249,000 | | | | | | 275,884 | |
| | | WELLS FARGO + COMPANY | | 3% 19 Feb 2025 | | | 151,000 | | | | | | 164,159 | |
| | | WELLS FARGO + COMPANY | | 1% 22 May 2028 | | | 148,000 | | | | | | 167,771 | |
| | | WELLS FARGO + COMPANY | | 2.625% 22 Jul 2022 | | | 112,000 | | | | | | 115,933 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Oct 2025 | | | 83,000 | | | | | | 87,762 | |
| | | WELLS FARGO + COMPANY | | 1% 11 Feb 2031 | | | 164,000 | | | | | | 174,015 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Oct 2030 | | | 448,000 | | | | | | 488,764 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 15 Dec 2059 | | | 2,529,374 | | | | | | 95,648 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.152% 15 Aug 2051 | | | 640,000 | | | | | | 754,366 | |
| | | WELLS FARGO MORTGAGE BACKED SE | | 1% 25 Sep 2049 | | | 288,088 | | | | | | 296,812 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 3.752% 15 Sep 2057 | | | 395,000 | | | | | | 435,237 | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5710 1 of 15 | | | | | | Total | | $ | 481,412,419 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | 1211 AVENUE OF THE AMERICAS TR | | 3.9% 10 Aug 2035 | | | 1,400,000 | | | | | $ | 1,560,412 | |
| | | ABU DHABI GOVT INT L | | 3.125% 16 Apr 2030 | | | 1,500,000 | | | | | | 1,693,800 | |
| | | ACCESS GROUP INC | | 1% 25 May 2036 | | | 1,780,493 | | | | | | 1,735,274 | |
| | | ALABAMA POWER CO | | 1.45% 15 Sep 2030 | | | 1,100,000 | | | | | | 1,106,631 | |
| | | AMERICAN HOMES 4 RENT | | 4.25% 15 Feb 2028 | | | 1,800,000 | | | | | | 2,069,680 | |
| | | AMERICAN HOMES 4 RENT | | 4.9% 15 Feb 2029 | | | 1,500,000 | | | | | | 1,811,371 | |
| | | AMERICAN WATER CAPITAL C | | 3.45% 01 Jun 2029 | | | 1,600,000 | | | | | | 1,841,706 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.5% 01 Jun 2050 | | | 1,500,000 | | | | | | 1,893,390 | |
| | | ARROW ELECTRONICS INC | | 3.875% 12 Jan 2028 | | | 1,000,000 | | | | | | 1,127,637 | |
| | | ASSURANT INC | | 4.2% 27 Sep 2023 | | | 1,100,000 | | | | | | 1,203,206 | |
| | | AT+T INC | | 4.85% 01 Mar 2039 | | | 900,000 | | | | | | 1,120,911 | |
| | | AT+T INC | | 2.75% 01 Jun 2031 | | | 1,500,000 | | | | | | 1,602,935 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | | 163 | | | | | | 126 | |
| | | AVANGRID INC | | 3.8% 01 Jun 2029 | | | 1,400,000 | | | | | | 1,605,655 | |
| | | BANC OF AMERICA SEURITIES LLC | | TBA CASH COLLATERAL USD | | | (500,000 | ) | | | | | (500,000 | ) |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2028 | | | 2,222,000 | | | | | | 2,509,847 | |
| | | BANK OF AMERICA CORP | | 1% 07 Feb 2030 | | | 1,600,000 | | | | | | 1,884,532 | |
| | | BANQUE FED CRED MUTUEL | | 3.75% 20 Jul 2023 | | | 500,000 | | | | | | 540,359 | |
| | | BARCLAYS BANK PLC | | 7.625% 21 Nov 2022 | | | 464,000 | | | | | | 516,162 | |
| | | BARCLAYS PLC | | 3.684% 10 Jan 2023 | | | 1,400,000 | | | | | | 1,442,908 | |
| | | BARCLAYS PLC | | 1% 16 May 2024 | | | 1,400,000 | | | | | | 1,515,234 | |
| | | BARCLAYS PLC | | 3.25% 12 Feb 2027 | | | 1,200,000 | | | | | | 1,824,831 | |
| | | BAYER US FINANCE II LLC | | 4.25% 15 Dec 2025 | | | 2,100,000 | | | | | | 2,400,469 | |
| | | BAYER US FINANCE II LLC | | 2.75% 15 Jul 2021 | | | 750,000 | | | | | | 759,264 | |
| | | BBCCRE TRUST | | 3.966% 10 Aug 2033 | | | 2,200,000 | | | | | | 2,394,257 | |
| | | BGC PARTNERS INC | | 5.375% 24 Jul 2023 | | | 1,100,000 | | | | | | 1,190,076 | |
| | | BLACK HILLS CORP | | 2.5% 15 Jun 2030 | | | 1,500,000 | | | | | | 1,575,410 | |
| | | BNP PARIBAS | | 1% 19 Nov 2025 | | | 1,500,000 | | | | | | 1,598,885 | |
| | | BOSTON GAS COMPANY | | 3.15% 01 Aug 2027 | | | 300,000 | | | | | | 333,068 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | | 426,112 | | | | | | 82,036 | |
| | | BRIXMOR OPERATING PART | | 3.25% 15 Sep 2023 | | | 1,200,000 | | | | | | 1,270,376 | |
| | | BROADCOM INC | | 4.11% 15 Sep 2028 | | | 1,157,000 | | | | | | 1,324,170 | |
| | | BROADCOM INC | | 3.459% 15 Sep 2026 | | | 1,400,000 | | | | | | 1,553,381 | |
| | | BWU00IY84 IRS JPY R V 06MLIBOR | | 1% 18 Mar 2026 | | | 1,880,000,000 | | | | | | (320,068 | ) |
| | | BWU00KXL1 IRS JPY R V 06MLIBOR | | 1% 20 Mar 2029 | | | 260,000,000 | | | | | | (91,651 | ) |
| | | BWU00M8G6 IRS JPY R V 06MLIBOR | | 1% 21 Mar 2048 | | | 40,000,000 | | | | | | (64,839 | ) |
| | | BWU00MO45 IRS JPY R V 06MLIBOR | | 1% 20 Mar 2028 | | | 360,000,000 | | | | | | (78,062 | ) |
| | | BWU00MXC7 IRS JPY R V 06MLIBOR | | 1% 20 Mar 2038 | | | 380,000,000 | | | | | | (334,273 | ) |
| | | BWU00NYG5 IRS JPY R V 06MLIBOR | | 1% 18 Jun 2028 | | | 100,000,000 | | | | | | (29,354 | ) |
| | | BWU00YA36 IRS USD R V 03MLIBOR | | 1% 11 Jun 2021 | | | 75,800,000 | | | | | | (506,199 | ) |
| | | BWU015FA7 IRS GBP R V 12MSONIA | | 1% 17 Mar 2051 | | | 5,000,000 | | | | | | 108,346 | |
| | | CADILLAC FAIRVIEW PRP TR | | 3.875% 20 Mar 2027 | | | 700,000 | | | | | | 772,969 | |
| | | CALIFORNIA ST HLTH FACS FING A | | 1.979% 01 Jun 2030 | | | 3,000,000 | | | | | | 3,061,020 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 275,137 | | | | | | 215,963 | |
| | | CCSALHUS5 CITI GROUP CCPC | | CCSALHUS5 CITI GROUP CCPC | | | 440,000 | | | | | | 440,000 | |
| | | CENTRAL NIPPON EXPRESSWY | | 2.241% 16 Feb 2021 | | | 1,900,000 | | | | | | 1,904,180 | |
| | | CH ROBINSON WORLDWIDE | | 4.2% 15 Apr 2028 | | | 1,500,000 | | | | | | 1,774,533 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.464% 23 Jul 2022 | | | 1,400,000 | | | | | | 1,475,941 | |
| | | CITIBANK CASH COLL CCP | | CCSALCUS6 CCP CASH COLL | | | 94,000 | | | | | | 94,000 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.431% 10 Jun 2048 | | | 3,183,109 | | | | | | 3,371,064 | |
| | | COLT FUNDING LLC | | 1% 25 Sep 2065 | | | 1,603,192 | | | | | | 1,605,559 | |
| | | COMM MORTGAGE TRUST | | 3.178% 10 Feb 2035 | | | 1,130,000 | | | | | | 1,218,055 | |
| | | COMM MORTGAGE TRUST | | 4.228% 10 May 2051 | | | 2,100,000 | | | | | | 2,492,823 | |
| | | COMMUNITY PRESERVATION C | | 2.867% 01 Feb 2030 | | | 1,400,000 | | | | | | 1,463,868 | |
| | | CONNECTICUT ST | | 2.677% 01 Jul 2030 | | | 2,750,000 | | | | | | 3,009,820 | |
| | | CRED SUIS GP FUN LTD | | 3.8% 15 Sep 2022 | | | 2,500,000 | | | | | | 2,640,475 | |
| | | CREDIT SUISSE GROUP AG | | 1% 14 Dec 2023 | | �� | 900,000 | | | | | | 941,029 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 3.565% 15 Dec 2049 | | | 900,000 | | | | | | 976,171 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 2.256% 15 Aug 2037 | | | 1,800,000 | | | | | | 1,864,491 | |
| | | CRH AMERICA FINANCE INC | | 4.5% 04 Apr 2048 | | | 1,000,000 | | | | | | 1,260,294 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.448% 15 Aug 2048 | | | 1,188,420 | | | | | | 1,257,113 | |
| | | CURRENCY CONTRACT | | USD/AUD | | | | | | | | | (32,471 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (69,571 | ) |
| | | CURRENCY CONTRACT | | USD/GBP | | | | | | | | | (214,128 | ) |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | (451 | ) |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | (880 | ) |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | (2,903 | ) |
| | | CURRENCY CONTRACT | | JPY/USD | | | | | | | | | 1,868 | |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | (2,398 | ) |
| | | CURRENCY CONTRACT | | USD/JPY | | | | | | | | | (1,885 | ) |
| | | DAIMLER FINANCE NA LLC | | 2.7% 14 Jun 2024 | | | 1,700,000 | | | | | | 1,820,109 | |
| | | DALLAS FORT WORTH TX INTERNATI | | 1.649% 01 Nov 2026 | | | 1,500,000 | | | | | | 1,528,440 | |
| | | DANISH KRONE | | FOREIGN CURRENCY | | | 1,950 | | | | | | 321 | |
| | | DELL INT LLC / EMC CORP | | 5.45% 15 Jun 2023 | | | 1,500,000 | | | | | | 1,659,031 | |
| | | DEUTSCHE BANK AG | | 2.625% 16 Dec 2024 | | | 1,200,000 | | | | | | 1,728,009 | |
| | | DEUTSCHE BANK NY | | 4.25% 14 Oct 2021 | | | 700,000 | | | | | | 717,799 | |
| | | DISCOVERY COMMUNICATIONS | | 4.65% 15 May 2050 | | | 1,100,000 | | | | | | 1,375,819 | |
| | | ENTERGY ARKANSAS LLC | | 3.5% 01 Apr 2026 | | | 2,200,000 | | | | | | 2,484,634 | |
| | | ENTERGY LOUISIANA LLC | | 3.12% 01 Sep 2027 | | | 2,200,000 | | | | | | 2,451,083 | |
| | | ENTERGY MISSISSIPPI LLC | | 2.85% 01 Jun 2028 | | | 1,700,000 | | | | | | 1,877,066 | |
| | | EPR PROPERTIES | | 4.95% 15 Apr 2028 | | | 1,700,000 | | | | | | 1,709,997 | |
| | | EQUITABLE HOLDINGS INC | | 5% 20 Apr 2048 | | | 1,000,000 | | | | | | 1,317,152 | |
| | | ERP OPERATING LP | | 4.15% 01 Dec 2028 | | | 1,400,000 | | | | | | 1,669,603 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 625 | | | | | | 764 | |
| | | FAIRFAX FINL HLDGS LTD | | 4.85% 17 Apr 2028 | | | 1,300,000 | | | | | | 1,454,982 | |
| | | FANNIE MAE | | 7.5% 20 Sep 2027 | | | 190,566 | | | | | | 216,647 | |
| | | FANNIE MAE | | 6.5% 25 Jul 2029 | | | 271,298 | | | | | | 303,409 | |
| | | FANNIE MAE | | 6.5% 25 Sep 2029 | | | 375,221 | | | | | | 428,353 | |
| | | FANNIE MAE | | 1% 25 Nov 2036 | | | 1,518,013 | | | | | | 1,532,733 | |
| | | FANNIE MAE | | 1% 25 May 2036 | | | 1,204,698 | | | | | | 1,210,137 | |
| | | FANNIE MAE | | 7% 25 Jul 2039 | | | 146,007 | | | | | | 173,277 | |
| | | FANNIE MAE | | 7% 25 Oct 2022 | | | 8,184 | | | | | | 8,456 | |
| | | FANNIE MAE | | 6.5% 25 Feb 2023 | | | 16,941 | | | | | | 17,617 | |
| | | FANNIEMAE WHOLE LOAN | | 6.5% 25 Jun 2028 | | | 21,571 | | | | | | 23,818 | |
| | | FED HM LN PC POOL 1J1214 | | 1% 01 Sep 2035 | | | 34,171 | | | | | | 35,258 | |
| | | FED HM LN PC POOL 1J1219 | | 1% 01 Oct 2035 | | | 175,976 | | | | | | 183,443 | |
| | | FED HM LN PC POOL 781923 | | 1% 01 Sep 2034 | | | 460,865 | | | | | | 484,279 | |
| | | FED HM LN PC POOL 785867 | | 1% 01 Dec 2026 | | | 13,768 | | | | | | 13,821 | |
| | | FED HM LN PC POOL 789758 | | 1% 01 Sep 2032 | | | 16,467 | | | | | | 16,554 | |
| | | FED HM LN PC POOL 789777 | | 1% 01 Sep 2032 | | | 11,290 | | | | | | 11,711 | |
| | | FED HM LN PC POOL 848812 | | 1% 01 Oct 2039 | | | 795,839 | | | | | | 835,165 | |
| | | FED HM LN PC POOL C91256 | | 5% 01 Jun 2029 | | | 21,949 | | | | | | 24,465 | |
| | | FED HM LN PC POOL G01827 | | 4.5% 01 Jun 2035 | | | 87,568 | | | | | | 96,860 | |
| | | FED HM LN PC POOL Q47083 | | 3.5% 01 Apr 2047 | | | 6,050,177 | | | | | | 6,521,520 | |
| | | FED HM LN PC POOL Q47482 | | 3.5% 01 Apr 2047 | | | 5,032,378 | | | | | | 5,454,926 | |
| | | FED HM LN PC POOL SB0257 | | 4% 01 Nov 2033 | | | 414,912 | | | | | | 440,369 | |
| | | FHA 221/D4 GMAC 56 P8/01 | | 7.43% 25 Oct 2022 | | | 0 | | | | | | 0 | |
| | | FHA INSD MTG POOL 56 GMAC | | 7.43% 25 Oct 2022 | | | 0 | | | | | | 0 | |
| | | FHA PROJ LN CTF SER POOL 5 | | 7.43% 01 Feb 2022 | | | 921 | | | | | | 898 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 2.864% 25 Oct 2026 | | | 8,882,877 | | | | | | 9,522,933 | |
| | | FIRSTENERGY TRANSMISSION | | 4.35% 15 Jan 2025 | | | 1,700,000 | | | | | | 1,853,373 | |
| | | FLORIDA ST BRD OF ADMIN FIN CO | | 1.705% 01 Jul 2027 | | | 1,500,000 | | | | | | 1,556,985 | |
| | | FNMA POOL 190639 | | 1% 01 Jan 2024 | | | 416 | | | | | | 464 | |
| | | FNMA POOL 257238 | | 5% 01 Jun 2028 | | | 52,926 | | | | | | 58,978 | |
| | | FNMA POOL 450838 | | 5.5% 01 Dec 2028 | | | 956 | | | | | | 1,067 | |
| | | FNMA POOL 457274 | | 1% 01 Oct 2028 | | | 3,676 | | | | | | 3,687 | |
| | | FNMA POOL 559810 | | 1% 01 Aug 2040 | | | 40,117 | | | | | | 40,586 | |
| | | FNMA POOL 735764 | | 1% 01 Jul 2035 | | | 203,405 | | | | | | 212,788 | |
| | | FNMA POOL 735965 | | 1% 01 Oct 2035 | | | 76,724 | | | | | | 77,668 | |
| | | FNMA POOL 745390 | | 1% 01 Feb 2036 | | | 815,526 | | | | | | 849,396 | |
| | | FNMA POOL 783610 | | 1% 01 Jun 2035 | | | 365,436 | | | | | | 366,993 | |
| | | FNMA POOL 814000 | | 6% 01 Jun 2035 | | | 50,813 | | | | | | 57,097 | |
| | | FNMA POOL 822101 | | 1% 01 May 2035 | | | 205,795 | | | | | | 206,542 | |
| | | FNMA POOL 826129 | | 1% 01 Jul 2035 | | | 81,698 | | | | | | 84,442 | |
| | | FNMA POOL 844532 | | 1% 01 Nov 2035 | | | 64,902 | | | | | | 66,802 | |
| | | FNMA POOL 874959 | | 6.2% 01 Nov 2037 | | | 508,297 | | | | | | 545,559 | |
| | | FNMA POOL 890362 | | 1% 01 Aug 2041 | | | 864,083 | | | | | | 978,730 | |
| | | FNMA POOL 897717 | | 1% 01 Aug 2036 | | | 24,006 | | | | | | 24,163 | |
| | | FNMA POOL 898318 | | 6% 01 Nov 2036 | | | 26,325 | | | | | | 29,577 | |
| | | FNMA POOL 899601 | | 5.5% 01 Jul 2047 | | | 1,077,175 | | | | | | 1,246,184 | |
| | | FNMA POOL 902551 | | 6% 01 Nov 2036 | | | 4,258 | | | | | | 5,073 | |
| | | FNMA POOL AA6435 | | 6% 01 May 2040 | | | 21,567 | | | | | | 24,232 | |
| | | FNMA POOL AA7916 | | 4% 01 Mar 2039 | | | 10,463 | | | | | | 11,475 | |
| | | FNMA POOL AB9136 | | 2.5% 01 Apr 2043 | | | 71,468 | | | | | | 76,495 | |
| | | FNMA POOL AE8349 | | 6% 01 Aug 2037 | | | 11,240 | | | | | | 12,626 | |
| | | FNMA POOL AK0730 | | 1% 01 Feb 2042 | | | 141,745 | | | | | | 147,944 | |
| | | FNMA POOL AL2815 | | 1% 01 May 2035 | | | 109,317 | | | | | | 115,145 | |
| | | FNMA POOL AL5548 | | 1% 01 May 2038 | | | 684,451 | | | | | | 718,948 | |
| | | FNMA POOL AL6447 | | 1% 01 Jan 2026 | | | 2,063 | | | | | | 2,168 | |
| | | FNMA POOL AL7183 | | 1% 01 Jan 2036 | | | 247,304 | | | | | | 259,993 | |
| | | FNMA POOL AL8922 | | 1% 01 May 2030 | | | 841,170 | | | | | | 883,655 | |
| | | FNMA POOL AL9380 | | 1% 01 Apr 2031 | | | 1,169,726 | | | | | | 1,257,455 | |
| | | FNMA POOL AM3528 | | 2.69% 01 Oct 2023 | | | 5,000,000 | | | | | | 5,276,193 | |
| | | FNMA POOL AR5180 | | 3% 01 Jul 2043 | | | 1,687,919 | | | | | | 1,838,772 | |
| | | FNMA POOL AS1410 | | 3% 01 Jan 2029 | | | 333,232 | | | | | | 354,992 | |
| | | FNMA POOL AS4168 | | 4% 01 Dec 2044 | | | 142,768 | | | | | | 156,585 | |
| | | FNMA POOL AS5715 | | 3% 01 Sep 2030 | | | 389,502 | | | | | | 418,222 | |
| | | FNMA POOL AS7603 | | 4% 01 Jul 2046 | | | 2,103,893 | | | | | | 2,271,849 | |
| | | FNMA POOL AX7911 | | 3% 01 Jan 2045 | | | 246,834 | | | | | | 266,725 | |
| | | FNMA POOL AZ8086 | | 3.5% 01 Jul 2045 | | | 466,620 | | | | | | 497,982 | |
| | | FNMA POOL BE2092 | | 3.5% 01 Dec 2046 | | | 327,035 | | | | | | 349,005 | |
| | | FNMA POOL BM1447 | | 1% 01 Jul 2047 | | | 12,223,695 | | | | | | 13,265,064 | |
| | | FNMA POOL MA0184 | | 5% 01 Sep 2029 | | | 443,183 | | | | | | 490,443 | |
| | | FNMA POOL MA1524 | | 3% 01 Aug 2043 | | | 0 | | | | | | 0 | |
| | | FNMA TBA 15 YR 2.5 | | 2.5% 16 Jan 2036 | | | 1,000,000 | | | | | | 1,042,969 | |
| | | FNMA TBA 30 YR 2 | | 2% 11 Mar 2051 | | | 39,300,000 | | | | | | 40,690,888 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | 6,300,000 | | | | | | 6,565,043 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 11 Mar 2051 | | | 15,500,000 | | | | | | 16,288,940 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | 33,500,000 | | | | | | 35,099,101 | |
| | | FNMA TBA 30 YR 5 | | 5% 14 Jan 2051 | | | 500,000 | | | | | | 553,340 | |
| | | FREDDIE MAC | | 7% 15 May 2022 | | | 1,272 | | | | | | 1,288 | |
| | | FREDDIE MAC | | 6.5% 15 Feb 2026 | | | 165,514 | | | | | | 178,444 | |
| | | FREDDIE MAC | | 6% 15 Jul 2023 | | | 86,481 | | | | | | 90,712 | |
| | | FREDDIE MAC | | 6% 15 Dec 2028 | | | 155,876 | | | | | | 176,021 | |
| | | FREDDIE MAC | | 5.5% 15 Nov 2032 | | | 784,562 | | | | | | 895,688 | |
| | | FREDDIE MAC | | 1% 15 May 2037 | | | 404,154 | | | | | | 404,424 | |
| | | FREDDIE MAC | | 1% 15 Nov 2042 | | | 1,817,796 | | | | | | 1,831,394 | |
| | | FREDDIE MAC | | 1% 15 Aug 2040 | | | 778,527 | | | | | | 779,472 | |
| | | FREDDIE MAC | | 1% 15 Oct 2040 | | | 773,045 | | | | | | 773,952 | |
| | | GE CAPITAL INTL FUNDING | | 4.418% 15 Nov 2035 | | | 1,400,000 | | | | | | 1,670,964 | |
| | | GENERAL MOTORS FINL CO | | 1% 26 Mar 2022 | | | 100,000 | | | | | | 122,021 | |
| | | GLOBE LIFE INC | | 2.15% 15 Aug 2030 | | | 1,300,000 | | | | | | 1,321,233 | |
| | | GNMA II POOL 002910 | | 8.5% 20 Apr 2030 | | | 894 | | | | | | 1,055 | |
| | | GNMA II POOL 002947 | | 8.5% 20 Jul 2030 | | | 342 | | | | | | 399 | |
| | | GNMA II POOL 003029 | | 8.5% 20 Jan 2031 | | | 2,533 | | | | | | 3,018 | |
| | | GNMA II POOL 780840 | | 8.5% 20 Jul 2028 | | | 4,633 | | | | | | 5,328 | |
| | | GNMA II POOL MA5265 | | 4.5% 20 Jun 2048 | | | 1,249,916 | | | | | | 1,352,543 | |
| | | GNMA II POOL MA5399 | | 4.5% 20 Aug 2048 | | | 2,470,861 | | | | | | 2,677,696 | |
| | | GNMA II POOL MA5652 | | 4.5% 20 Dec 2048 | | | 673,914 | | | | | | 729,287 | |
| | | GNMA II POOL MA5765 | | 5% 20 Feb 2049 | | | 2,465,800 | | | | | | 2,698,864 | |
| | | GNMA II TBA 30 YR 3 | | 3% 18 Mar 2051 | | | 3,000,000 | | | | | | 3,138,984 | |
| | | GNMA POOL 783473 | | 3.5% 15 Nov 2041 | | | 518,982 | | | | | | 556,181 | |
| | | GNMA POOL AL1543 | | 3% 15 May 2045 | | | 363,478 | | | | | | 379,170 | |
| | | GNMA POOL BT3503 | | 4% 15 Feb 2050 | | | 920,304 | | | | | | 975,616 | |
| | | GOLDMAN SACHS GROUP INC | | 4% 03 Mar 2024 | | | 1,600,000 | | | | | | 1,767,955 | |
| | | GOODMAN US FIN FOUR | | 4.5% 15 Oct 2037 | | | 700,000 | | | | | | 815,288 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jul 2065 | | | 0 | | | | | | 0 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 659,584 | | | | | | 659,584 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.467% 10 Jun 2047 | | | 1,510,292 | | | | | | 1,578,484 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.621% 10 Oct 2035 | | | 1,400,000 | | | | | | 1,515,330 | |
| | | GS MORTGAGE SECURITIES TRUST | | 2.855% 10 May 2034 | | | 1,000,000 | | | | | | 992,680 | |
| | | GUARDIAN LIFE GLOB FUND | | 1.25% 19 Nov 2027 | | | 1,500,000 | | | | | | 1,500,214 | |
| | | HCA INC | | 5% 15 Mar 2024 | | | 2,700,000 | | | | | | 3,037,428 | |
| | | HONG KONG | | 2.5% 28 May 2024 | | | 1,600,000 | | | | | | 1,690,051 | |
| | | HOST HOTELS + RESORTS LP | | 3.875% 01 Apr 2024 | | | 900,000 | | | | | | 951,256 | |
| | | JAPAN FIN ORG MUNICIPAL | | 2.125% 13 Apr 2021 | | | 1,300,000 | | | | | | 1,306,152 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | | 157,669,687 | | | | | | 1,527,141 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 1% 15 Jun 2032 | | | 731,709 | | | | | | 720,701 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Feb 2035 | | | 0 | | | | | | 0 | |
| | | JP MORGAN MORTGAGE TRUST | | 6% 25 Aug 2022 | | | 0 | | | | | | 0 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.017% 15 Feb 2048 | | | 1,551,838 | | | | | | 1,628,802 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Mar 2025 | | | 2,700,000 | | | | | | 2,911,482 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Jun 2028 | | | 1,800,000 | | | | | | 1,910,659 | |
| | | JPN 10Y BOND(OSE) MAR21 | | XOSE 20210315 | | | (600,000,000 | ) | | | | | (48 | ) |
| | | JPN BANK FOR INT L COOP | | 2.875% 21 Jul 2027 | | | 1,000,000 | | | | | | 1,126,335 | |
| | | KENNEDY WILSON EUR REAL | | 3.95% 30 Jun 2022 | | | 1,300,000 | | | | | | 1,795,530 | |
| | | KILROY REALTY LP | | 4.375% 01 Oct 2025 | | | 2,300,000 | | | | | | 2,580,055 | |
| | | LEHMAN BROTHERS HOLDINGS | | 6.75% 28 Dec 2017 | | | 3,100,000 | | | | | | 31 | |
| | | LIFE STORAGE LP | | 3.875% 15 Dec 2027 | | | 1,800,000 | | | | | | 2,056,566 | |
| | | LLOYDS BANK PLC | | 1% 02 Apr 2032 | | | 1,400,000 | | | | | | 1,155,167 | |
| | | LONG GILT FUTURE MAR21 | | IFLL 20210329 | | | (1,500,000 | ) | | | | | (31,467 | ) |
| | | LOS ANGELES CA CMNTY CLG DIST | | 2.106% 01 Aug 2032 | | | 1,800,000 | | | | | | 1,875,870 | |
| | | MANHATTAN WEST | | 2.13% 10 Sep 2039 | | | 1,500,000 | | | | | | 1,574,607 | |
| | | MASCO CORP | | 3.5% 15 Nov 2027 | | | 1,900,000 | | | | | | 2,151,482 | |
| | | MERRILL LYNCH MORTGAGE INVESTO | | 1% 25 Feb 2036 | | | 0 | | | | | | 0 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | | 315 | | | | | | 16 | |
| | | MF1 LTD | | 1% 15 Jul 2035 | | | 2,400,000 | | | | | | 2,418,628 | |
| | | MID AMERICA APARTMENTS | | 3.6% 01 Jun 2027 | | | 1,900,000 | | | | | | 2,149,327 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 13 Sep 2030 | | | 1,700,000 | | | | | | 1,844,149 | |
| | | MONONGAHELA POWER CO | | 3.55% 15 May 2027 | | | 2,000,000 | | | | | | 2,163,395 | |
| | | MORGAN STANLEY | | TBA CASH COLLATERAL | | | (370,000 | ) | | | | | (370,000 | ) |
| | | MORGAN STANLEY | | 3.125% 27 Jul 2026 | | | 700,000 | | | | | | 782,437 | |
| | | MORGAN STANLEY BAML TRUST | | 3.732% 15 May 2048 | | | 2,500,000 | | | | | | 2,799,287 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 1% 13 Jul 2029 | | | 1,100,000 | | | | | | 1,108,228 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.337% 15 Dec 2049 | | | 2,200,000 | | | | | | 2,357,583 | |
| | | NATIONAL RETAIL PROP INC | | 3.5% 15 Oct 2027 | | | 1,500,000 | | | | | | 1,654,456 | |
| | | NATIONAL RETAIL PROP INC | | 4.3% 15 Oct 2028 | | | 1,500,000 | | | | | | 1,738,870 | |
| | | NATIONAL SECS CLEARING | | 1.5% 23 Apr 2025 | | | 2,400,000 | | | | | | 2,484,376 | |
| | | NATIONWIDE BLDG SOCIETY | | 1% 01 Aug 2024 | | | 1,500,000 | | | | | | 1,629,979 | |
| | | NATWEST GROUP PLC | | 1% 15 May 2023 | | | 1,500,000 | | | | | | 1,557,373 | |
| | | NATWEST GROUP PLC | | 1% 25 Jun 2024 | | | 1,700,000 | | | | | | 1,856,078 | |
| | | NATWEST GROUP PLC | | 1% 08 Mar 2023 | | | 1,200,000 | | | | | | 1,503,642 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 25 Mar 2066 | | | 1,199,716 | | | | | | 1,214,062 | |
| | | NELNET STUDENT LOAN TRUST | | 1% 25 Apr 2031 | | | 1,699,268 | | | | | | 1,698,751 | |
| | | NEW YORK LIFE GLOBAL FDG | | 1.2% 07 Aug 2030 | | | 1,400,000 | | | | | | 1,357,732 | |
| | | NEW YORK ST URBAN DEV CORP REV | | 1.877% 15 Mar 2030 | | | 2,000,000 | | | | | | 2,052,900 | |
| | | NEW ZEALAND DOLLAR | | FOREIGN CURRENCY | | | 467 | | | | | | 336 | |
| | | NEXTERA ENERGY CAPITAL | | 2.25% 01 Jun 2030 | | | 1,800,000 | | | | | | 1,887,148 | |
| | | NIAGARA MOHAWK POWER | | 4.278% 15 Dec 2028 | | | 600,000 | | | | | | 714,895 | |
| | | NORDEA BANK ABP | | 3.75% 30 Aug 2023 | | | 1,100,000 | | | | | | 1,188,952 | |
| | | NORTHERN STATES PWR MINN | | 2.9% 01 Mar 2050 | | | 1,400,000 | | | | | | 1,578,616 | |
| | | OMEGA HLTHCARE INVESTORS | | 4.75% 15 Jan 2028 | | | 1,700,000 | | | | | | 1,936,778 | |
| | | ONTARIO (PROVINCE OF) | | 2.55% 12 Feb 2021 | | | 3,400,000 | | | | | | 3,408,194 | |
| | | ORACLE CORP | | 3.6% 01 Apr 2050 | | | 1,700,000 | | | | | | 1,980,642 | |
| | | PENNSYLVANIA ST HGR EDU ASSIST | | 1% 25 Jul 2029 | | | 334,499 | | | | | | 335,446 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 442,905 | | | | | | 605,429 | |
| | | PRIVATE EXPORT FUNDING | | 2.65% 16 Feb 2021 | | | 3,300,000 | | | | | | 3,310,026 | |
| | | READYCAP COMMERCIAL MORTGAGE T | | 1% 25 Feb 2035 | | | 1,799,981 | | | | | | 1,806,813 | |
| | | REALTY INCOME CORP | | 3.875% 15 Apr 2025 | | | 1,500,000 | | | | | | 1,689,673 | |
| | | REPUBLIC OF CHILE | | 2.45% 31 Jan 2031 | | | 1,700,000 | | | | | | 1,819,000 | |
| | | REPUBLIC OF PERU | | 2.783% 23 Jan 2031 | | | 1,700,000 | | | | | | 1,864,067 | |
| | | RMAC SECURITIES PLC | | 1% 12 Jun 2044 | | | 968,370 | | | | | | 1,268,317 | |
| | | ROCHESTER GAS + ELECTRIC | | 3.1% 01 Jun 2027 | | | 1,000,000 | | | | | | 1,105,541 | |
| | | SALES TAX SECURITIZATION CORP | | 3.107% 01 Jan 2035 | | | 1,700,000 | | | | | | 1,704,012 | |
| | | SAN FRANCISCO CA CITY CNTY P | | 2.825% 01 Nov 2041 | | | 1,500,000 | | | | | | 1,571,010 | |
| | | SINGAPORE DOLLAR | | FOREIGN CURRENCY | | | 283 | | | | | | 214 | |
| | | SITE CENTERS CORP | | 4.7% 01 Jun 2027 | | | 1,000,000 | | | | | | 1,094,923 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Dec 2027 | | | 1,114,688 | | | | | | 1,114,449 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Dec 2025 | | | 683,814 | | | | | | 683,338 | |
| | | SLM STUDENT LOAN TRUST | | 1% 27 Jan 2025 | | | 606,262 | | | | | | 605,567 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2027 | | | 3,208,149 | | | | | | 3,189,302 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2029 | | | 2,639,656 | | | | | | 2,615,715 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2028 | | | 913,521 | | | | | | 913,711 | |
| | | SLM STUDENT LOAN TRUST | | 1% 26 Jan 2026 | | | 788,314 | | | | | | 787,908 | |
| | | SMALL BUSINESS ADMINISTRATION | | 5.6% 01 Sep 2028 | | | 0 | | | | | | 0 | |
| | | SMBC AVIATION CAPITAL FI | | 3% 15 Jul 2022 | | | 3,400,000 | | | | | | 3,489,514 | |
| | | SOUTHWESTERN ELEC POWER | | 2.75% 01 Oct 2026 | | | 700,000 | | | | | | 759,164 | |
| | | SPIRIT REALTY LP | | 3.2% 15 Feb 2031 | | | 1,700,000 | | | | | | 1,806,517 | |
| | | SPRINT SPECTRUM / SPEC I | | 3.36% 20 Mar 2023 | | | 187,500 | | | | | | 189,263 | |
| | | STARBUCKS CORP | | 2.55% 15 Nov 2030 | | | 1,800,000 | | | | | | 1,946,691 | |
| | | STARWOOD MORTGAGE RESIDENTIAL | | 1% 25 Apr 2065 | | | 2,748,461 | | | | | | 2,766,570 | |
| | | STATE OF ISRAEL | | 3.875% 03 Jul 2050 | | | 1,800,000 | | | | | | 2,160,353 | |
| | | STATE OF ISRAEL | | 4.125% 17 Jan 2048 | | | 1,700,000 | | | | | | 2,190,253 | |
| | | STATE OF QATAR | | 4.817% 14 Mar 2049 | | | 1,600,000 | | | | | | 2,183,008 | |
| | | STATE OF QATAR | | 4% 14 Mar 2029 | | | 1,500,000 | | | | | | 1,777,500 | |
| | | STATE OF QATAR | | 3.375% 14 Mar 2024 | | | 1,600,000 | | | | | | 1,732,000 | |
| | | SWAP BNP PARIBAS COC | | SWAP CASH COLLATERAL USD | | | 10,000 | | | | | | 10,000 | |
| | | SWAP CCPC CITIBANK COC | | SWAP CCPC CASH COLLATERAL | | | 232,000 | | | | | | 232,000 | |
| | | SWISS FRANC | | FOREIGN CURRENCY | | | 374 | | | | | | 423 | |
| | | SWPC0I305 CDS USD R F 1.00000 | | 1% 20 Jun 2024 | | | 800,000 | | | | | | 9,140 | |
| | | SWPC0IIT6 CDS USD R F 1.00000 | | 1% 20 Dec 2024 | | | 600,000 | | | | | | 5,494 | |
| | | SWU010FZ3 IRS JPY R F .04033 | | 0.04% 10 Mar 2038 | | | 71,000,000 | | | | | | (21,148 | ) |
| | | SWU010G09 IRS JPY R F .03626 | | 0.036% 10 Mar 2038 | | | 71,000,000 | | | | | | (21,628 | ) |
| | | SYNGENTA FINANCE NV | | 4.441% 24 Apr 2023 | | | 1,700,000 | | | | | | 1,784,035 | |
| | | THAILAND BAHT | | FOREIGN CURRENCY | | | 760 | | | | | | 25 | |
| | | THARALDSON HOTEL PORTFOLIO TRU | | 1% 11 Nov 2034 | | | 1,053,104 | | | | | | 1,021,408 | |
| | | THE BANK OF NOVA SCOTIA REPO | | 0.06% 04 Jan 2021 | | | 34,800,000 | | | | | | 34,800,000 | |
| | | TOKYO METROPOLITAN GOVT | | 2.5% 08 Jun 2022 | | | 1,000,000 | | | | | | 1,028,080 | |
| | | TOWD POINT MORTGAGE FUNDING | | 1% 20 Jul 2045 | | | 2,269,725 | | | | | | 3,098,482 | |
| | | TRANSURBAN FINANCE CO | | 4.125% 02 Feb 2026 | | | 1,000,000 | | | | | | 1,137,876 | |
| | | TRANSURBAN FINANCE CO | | 2.45% 16 Mar 2031 | | | 1,800,000 | | | | | | 1,888,262 | |
| | | TREASURY BILL | | 0.01% 01 Apr 2021 | | | 4,500,000 | | | | | | 4,498,988 | |
| | | TREASURY BILL | | 0.01% 25 May 2021 | | | 24,800,000 | | | | | | 24,791,072 | |
| | | TREASURY BILL | | 0.01% 25 Feb 2021 | | | 42,100,000 | | | | | | 42,094,812 | |
| | | UBS AG | | 5.125% 15 May 2024 | | | 1,200,000 | | | | | | 1,320,600 | |
| | | UBS AG STAMFORD CT | | 7.625% 17 Aug 2022 | | | 1,000,000 | | | | | | 1,106,731 | |
| | | UDR INC | | 3.5% 15 Jan 2028 | | | 1,600,000 | | | | | | 1,794,566 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | 9,100,000 | | | | | | 2,976 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (13,600,000 | ) | | | | | (43,687 | ) |
| | | US DOLLAR | | | | | 691,570 | | | | | | 691,570 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | (5,600,000 | ) | | | | | 80,063 | |
| | | US TREASURY N/B | | 2% 15 Feb 2050 | | | 2,600,000 | | | | | | 2,823,844 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 10,400,000 | | | | | | 9,740,250 | |
| | | US TREASURY N/B | | 0.625% 31 Mar 2027 | | | 33,100,000 | | | | | | 33,297,824 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 3,500,000 | | | | | | 3,488,516 | |
| | | US TREASURY N/B | | 4.375% 15 May 2040 | | | 100,000 | | | | | | 151,766 | |
| | | US TREASURY N/B | | 4.375% 15 May 2041 | | | 1,700,000 | | | | | | 2,606,047 | |
| | | US TREASURY N/B | | 2.75% 15 Aug 2042 | | | 400,000 | | | | | | 495,906 | |
| | | US TREASURY N/B | | 3.625% 15 Aug 2043 | | | 1,500,000 | | | | | | 2,118,398 | |
| | | US TREASURY N/B | | 3.75% 15 Nov 2043 | | | 3,600,000 | | | | | | 5,181,750 | |
| | | US TREASURY N/B | | 3% 15 Nov 2044 | | | 800,000 | | | | | | 1,035,375 | |
| | | US TREASURY N/B | | 1.625% 15 Nov 2050 | | | 3,200,000 | | | | | | 3,188,000 | |
| | | US TREASURY N/B | | 1.375% 15 Nov 2040 | | | 14,000,000 | | | | | | 13,842,500 | |
| | | US TREASURY N/B | | 2.125% 31 Jul 2024 | | | 16,600,000 | | | | | | 17,734,117 | |
| | | US TREASURY N/B | | 1.875% 31 Jul 2022 | | | 200,000 | | | | | | 205,523 | |
| | | US TREASURY N/B | | 2.25% 15 Aug 2027 | | | 2,130,000 | | | | | | 2,361,804 | |
| | | US TREASURY N/B | | 2% 31 Oct 2022 | | | 200,000 | | | | | | 206,836 | |
| | | US TREASURY N/B | | 1.875% 31 Aug 2022 | | | 1,900,000 | | | | | | 1,955,070 | |
| | | US TREASURY N/B | | 2.25% 31 Jan 2024 | | | 600,000 | | | | | | 638,344 | |
| | | US TREASURY N/B | | 1.875% 28 Feb 2022 | | | 3,300,000 | | | | | | 3,367,031 | |
| | | US TREASURY N/B | | 2.125% 31 Mar 2024 | | | 2,800,000 | | | | | | 2,974,891 | |
| | | US TREASURY N/B | | 5.25% 15 Feb 2029 | | | 6,200,000 | | | | | | 8,404,633 | |
| | | US TREASURY N/B | | 2.75% 15 Nov 2042 | | | 5,300,000 | | | | | | 6,566,410 | |
| | | US TREASURY N/B | | 2.875% 15 May 2043 | | | 2,400,000 | | | | | | 3,034,125 | |
| | | US TREASURY N/B | | 3.125% 15 Aug 2044 | | | 10,200,000 | | | | | | 13,452,445 | |
| | | US TREASURY N/B | | 2.5% 15 Feb 2045 | | | 5,300,000 | | | | | | 6,320,457 | |
| | | US TREASURY N/B | | 2.875% 15 Aug 2045 | | | 2,200,000 | | | | | | 2,799,070 | |
| | | US TREASURY N/B | | 2.875% 15 May 2049 | | | 2,600,000 | | | | | | 3,356,844 | |
| | | US TREASURY N/B | | 2% 15 Feb 2025 | | | 2,200,000 | | | | | | 2,355,461 | |
| | | VENTAS REALTY LP | | 3.85% 01 Apr 2027 | | | 1,600,000 | | | | | | 1,790,627 | |
| | | VEREIT OPERATING PARTNER | | 3.95% 15 Aug 2027 | | | 400,000 | | | | | | 453,536 | |
| | | VEREIT OPERATING PARTNER | | 4.625% 01 Nov 2025 | | | 1,400,000 | | | | | | 1,611,410 | |
| | | VERIZON COMMUNICATIONS | | 2.625% 15 Aug 2026 | | | 600,000 | | | | | | 657,462 | |
| | | VERIZON COMMUNICATIONS | | 4.125% 16 Mar 2027 | | | 600,000 | | | | | | 707,214 | |
| | | VERIZON COMMUNICATIONS | | 3.376% 15 Feb 2025 | | | 1,992,000 | | | | | | 2,212,385 | |
| | | VERUS SECURITIZATION TRUST | | 1% 25 Mar 2060 | | | 2,081,371 | | | | | | 2,110,355 | |
| | | VESTEDA FINANCE BV | | 2.5% 27 Oct 2022 | | | 1,500,000 | | | | | | 1,907,244 | |
| | | VMC FINANCE LLC | | 1% 15 Sep 2036 | | | 2,473,134 | | | | | | 2,436,915 | |
| | | VMWARE INC | | 2.95% 21 Aug 2022 | | | 500,000 | | | | | | 518,677 | |
| | | VMWARE INC | | 3.9% 21 Aug 2027 | | | 2,700,000 | | | | | | 3,045,969 | |
| | | VOLKSWAGEN BANK GMBH | | 0.625% 08 Sep 2021 | | | 1,300,000 | | | | | | 1,599,755 | |
| | | VOLKSWAGEN BANK GMBH | | 2.5% 31 Jul 2026 | | | 1,200,000 | | | | | | 1,637,703 | |
| | | VOLKSWAGEN BANK GMBH | | 1.875% 31 Jan 2024 | | | 1,600,000 | | | | | | 2,059,718 | |
| | | WALT DISNEY COMPANY/THE | | 2.65% 13 Jan 2031 | | | 1,200,000 | | | | | | 1,315,575 | |
| | | WELLS FARGO + COMPANY | | 1% 31 Oct 2023 | | | 800,000 | | | | | | 812,640 | |
| | | WELLS FARGO + COMPANY | | 3% 19 Feb 2025 | | | 1,600,000 | | | | | | 1,739,431 | |
| | | WRKCO INC | | 4.9% 15 Mar 2029 | | | 1,100,000 | | | | | | 1,358,722 | |
| | | YUAN RENMINBI | | FOREIGN CURRENCY | | | 401 | | | | | | 61 | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5711 2 of 15 | | | | | | Total | | $ | 719,674,294 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | SSGA | | G STIFF ERISA QUALIFIED | | | 144,978,821 | | | | | $ | 144,978,821 | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 57Y4 3 of 15 | | | | | | Total | | $ | 144,978,821 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | | (n/a) | | | |
| | | | | | | | Shares/ | | | | | | |
| | | | | | | | Par Value | | | | | | |
| | | 3M COMPANY | | 3.05% 15 Apr 2030 | | | 180,000 | | | | | $ | 204,635 | |
| | | 3M COMPANY | | 3.7% 15 Apr 2050 | | | 1,810,000 | | | | | | 2,246,730 | |
| | | 3M COMPANY | | 2.375% 26 Aug 2029 | | | 1,070,000 | | | | | | 1,157,762 | |
| | | 90DAY EUR FUTR JUN21 | | XCME 20210614 | | | (143,750,000 | ) | | | | | (373,900 | ) |
| | | 90DAY EUR FUTR MAR21 | | XCME 20210315 | | | (396,000,000 | ) | | | | | (613,313 | ) |
| | | ABBOTT LABORATORIES | | 3.75% 30 Nov 2026 | | | 308,000 | | | | | | 360,805 | |
| | | ABBOTT LABORATORIES | | 4.75% 30 Nov 2036 | | | 250,000 | | | | | | 343,880 | |
| | | ABBOTT LABORATORIES | | 4.9% 30 Nov 2046 | | | 300,000 | | | | | | 444,751 | |
| | | ABBVIE INC | | 2.6% 21 Nov 2024 | | | 1,720,000 | | | | | | 1,843,489 | |
| | | ABBVIE INC | | 4.25% 21 Nov 2049 | | | 110,000 | | | | | | 137,920 | |
| | | ABBVIE INC | | 3.8% 15 Mar 2025 | | | 760,000 | | | | | | 847,536 | |
| | | ABBVIE INC | | 3.6% 14 May 2025 | | | 30,000 | | | | | | 33,423 | |
| | | ABBVIE INC | | 3.75% 14 Nov 2023 | | | 80,000 | | | | | | 87,232 | |
| | | ABBVIE INC | | 2.3% 21 Nov 2022 | | | 1,470,000 | | | | | | 1,523,508 | |
| | | ABBVIE INC | | 2.95% 21 Nov 2026 | | | 290,000 | | | | | | 320,696 | |
| | | ABBVIE INC | | 3.2% 21 Nov 2029 | | | 740,000 | | | | | | 829,315 | |
| | | ABBVIE INC | | 3.45% 15 Mar 2022 | | | 240,000 | | | | | | 247,513 | |
| | | ABN AMRO BANK NV | | 4.75% 28 Jul 2025 | | | 470,000 | | | | | | 540,900 | |
| | | ABU DHABI GOVT INT L | | 3.875% 16 Apr 2050 | | | 230,000 | | | | | | 280,370 | |
| | | ABU DHABI GOVT INT L | | 2.5% 11 Oct 2022 | | | 2,230,000 | | | | | | 2,308,719 | |
| | | ADOBE INC | | 2.3% 01 Feb 2030 | | | 1,010,000 | | | | | | 1,093,205 | |
| | | AETNA INC | | 2.8% 15 Jun 2023 | | | 110,000 | | | | | | 115,737 | |
| | | AIR LEASE CORP | | 3.375% 01 Jul 2025 | | | 230,000 | | | | | | 247,342 | |
| | | ALPHABET INC | | 1.1% 15 Aug 2030 | | | 180,000 | | | | | | 177,539 | |
| | | ALPHABET INC | | 2.05% 15 Aug 2050 | | | 290,000 | | | | | | 276,785 | |
| | | ALPHABET INC | | 0.45% 15 Aug 2025 | | | 60,000 | | | | | | 60,135 | |
| | | ALPHABET INC | | 0.8% 15 Aug 2027 | | | 160,000 | | | | | | 159,909 | |
| | | ALTRIA GROUP INC | | 2.85% 09 Aug 2022 | | | 10,000 | | | | | | 10,385 | |
| | | ALTRIA GROUP INC | | 3.49% 14 Feb 2022 | | | 190,000 | | | | | | 196,528 | |
| | | ALTRIA GROUP INC | | 3.8% 14 Feb 2024 | | | 220,000 | | | | | | 240,237 | |
| | | ALTRIA GROUP INC | | 4.4% 14 Feb 2026 | | | 910,000 | | | | | | 1,056,574 | |
| | | ALTRIA GROUP INC | | 4.8% 14 Feb 2029 | | | 640,000 | | | | | | 766,782 | |
| | | ALTRIA GROUP INC | | 2.35% 06 May 2025 | | | 100,000 | | | | | | 106,249 | |
| | | ALTRIA GROUP INC | | 3.875% 16 Sep 2046 | | | 500,000 | | | | | | 528,144 | |
| | | ALTRIA GROUP INC | | 5.8% 14 Feb 2039 | | | 40,000 | | | | | | 52,703 | |
| | | AMAZON.COM INC | | 0.8% 03 Jun 2025 | | | 420,000 | | | | | | 426,161 | |
| | | AMAZON.COM INC | | 1.5% 03 Jun 2030 | | | 490,000 | | | | | | 498,334 | |
| | | AMAZON.COM INC | | 2.5% 03 Jun 2050 | | | 410,000 | | | | | | 425,404 | |
| | | AMAZON.COM INC | | 4.95% 05 Dec 2044 | | | 370,000 | | | | | | 542,792 | |
| | | AMAZON.COM INC | | 3.15% 22 Aug 2027 | | | 610,000 | | | | | | 694,524 | |
| | | AMAZON.COM INC | | 3.875% 22 Aug 2037 | | | 260,000 | | | | | | 324,342 | |
| | | AMAZON.COM INC | | 4.05% 22 Aug 2047 | | | 120,000 | | | | | | 158,454 | |
| | | AMAZON.COM INC | | 1.2% 03 Jun 2027 | | | 520,000 | | | | | | 530,473 | |
| | | AMERICA MOVIL SAB DE CV | | 3.125% 16 Jul 2022 | | | 200,000 | | | | | | 207,452 | |
| | | AMERICAN EXPRESS CO | | 2.5% 30 Jul 2024 | | | 1,340,000 | | | | | | 1,429,518 | |
| | | AMERICAN INTL GROUP | | 2.5% 30 Jun 2025 | | | 200,000 | | | | | | 214,999 | |
| | | AMGEN INC | | 3.625% 22 May 2024 | | | 120,000 | | | | | | 131,720 | |
| | | ANGLO AMERICAN CAPITAL | | 3.625% 11 Sep 2024 | | | 1,150,000 | | | | | | 1,251,044 | |
| | | ANGLO AMERICAN CAPITAL | | 4.75% 10 Apr 2027 | | | 530,000 | | | | | | 625,212 | |
| | | ANHEUSER BUSCH CO/INBEV | | 3.65% 01 Feb 2026 | | | 500,000 | | | | | | 565,185 | |
| | | ANHEUSER BUSCH CO/INBEV | | 4.9% 01 Feb 2046 | | | 580,000 | | | | | | 754,134 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4% 13 Apr 2028 | | | 70,000 | | | | | | 82,527 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.75% 23 Jan 2029 | | | 920,000 | | | | | | 1,136,104 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.35% 01 Jun 2040 | | | 440,000 | | | | | | 539,859 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.5% 01 Jun 2050 | | | 810,000 | | | | | | 1,022,430 | |
| | | ANHEUSER BUSCH INBEV WOR | | 3.5% 01 Jun 2030 | | | 150,000 | | | | | | 173,754 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.439% 06 Oct 2048 | | | 209,000 | | | | | | 260,146 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.15% 23 Jan 2025 | | | 190,000 | | | | | | 216,351 | |
| | | ANTHEM INC | | 3.35% 01 Dec 2024 | | | 140,000 | | | | | | 154,256 | |
| | | ANTHEM INC | | 2.95% 01 Dec 2022 | | | 230,000 | | | | | | 240,951 | |
| | | ANTHEM INC | | 3.7% 15 Aug 2021 | | | 620,000 | | | | | | 627,486 | |
| | | ANTHEM INC | | 3.65% 01 Dec 2027 | | | 320,000 | | | | | | 369,015 | |
| | | APPLE INC | | 2.4% 03 May 2023 | | | 960,000 | | | | | | 1,007,005 | |
| | | APPLE INC | | 2.45% 04 Aug 2026 | | | 850,000 | | | | | | 927,786 | |
| | | APPLE INC | | 3.35% 09 Feb 2027 | | | 920,000 | | | | | | 1,049,514 | |
| | | APPLE INC | | 1.125% 11 May 2025 | | | 820,000 | | | | | | 843,259 | |
| | | APPLIED MATERIALS INC | | 1.75% 01 Jun 2030 | | | 970,000 | | | | | | 1,006,625 | |
| | | ARCELORMITTAL | | 3.6% 16 Jul 2024 | | | 800,000 | | | | | | 863,319 | |
| | | AT+T INC | | 3.1% 01 Feb 2043 | | | 140,000 | | | | | | 142,096 | |
| | | AT+T INC | | 6.1% 15 Jul 2040 | | | 190,000 | | | | | | 265,546 | |
| | | AT+T INC | | 2.3% 01 Jun 2027 | | | 580,000 | | | | | | 618,592 | |
| | | AT+T INC | | 1.65% 01 Feb 2028 | | | 300,000 | | | | | | 306,088 | |
| | | AT+T INC | | 2.25% 01 Feb 2032 | | | 110,000 | | | | | | 111,586 | |
| | | AT+T INC | | 4.35% 15 Jun 2045 | | | 213,000 | | | | | | 246,096 | |
| | | AT+T INC | | 4.5% 09 Mar 2048 | | | 160,000 | | | | | | 191,384 | |
| | | AT+T INC | | 4.25% 01 Mar 2027 | | | 70,000 | | | | | | 81,881 | |
| | | ATRIUM HOTEL PORTFOLIO TRUST | | 1% 15 Dec 2036 | | | 3,840,000 | | | | | | 3,377,987 | |
| | | AVIS BUDGET RENTAL CAR FUNDING | | 2.68% 20 Aug 2026 | | | 1,170,000 | | | | | | 1,186,434 | |
| | | AVIS BUDGET RENTAL CAR FUNDING | | 2.02% 20 Feb 2027 | | | 1,670,000 | | | | | | 1,701,324 | |
| | | BANCO SANTANDER SA | | 2.746% 28 May 2025 | | | 1,000,000 | | | | | | 1,067,525 | |
| | | BANCO SANTANDER SA | | 3.848% 12 Apr 2023 | | | 600,000 | | | | | | 644,471 | |
| | | BANCO SANTANDER SA | | 1% 12 Apr 2023 | | | 200,000 | | | | | | 202,008 | |
| | | BANK OF AMERICA CORP | | 1% 29 Apr 2031 | | | 810,000 | | | | | | 868,124 | |
| | | BANK OF AMERICA CORP | | 4% 01 Apr 2024 | | | 1,410,000 | | | | | | 1,565,186 | |
| | | BANK OF AMERICA CORP | | 4.2% 26 Aug 2024 | | | 950,000 | | | | | | 1,063,507 | |
| | | BANK OF AMERICA CORP | | 4.25% 22 Oct 2026 | | | 60,000 | | | | | | 70,378 | |
| | | BANK OF AMERICA CORP | | 4% 22 Jan 2025 | | | 1,050,000 | | | | | | 1,179,866 | |
| | | BANK OF AMERICA CORP | | 4.45% 03 Mar 2026 | | | 130,000 | | | | | | 151,521 | |
| | | BANK OF AMERICA CORP | | 1% 21 Jul 2028 | | | 1,670,000 | | | | | | 1,897,154 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2023 | | | 2,715,000 | | | | | | 2,857,565 | |
| | | BANK OF AMERICA CORP | | 1% 05 Mar 2024 | | | 680,000 | | | | | | 726,437 | |
| | | BANK OF AMERICA CORP | | 3.3% 11 Jan 2023 | | | 330,000 | | | | | | 349,869 | |
| | | BANK OF AMERICA CORP | | 5% 21 Jan 2044 | | | 1,120,000 | | | | | | 1,572,141 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2028 | | | 1,403,000 | | | | | | 1,584,750 | |
| | | BANK OF AMERICA CORP | | 1% 07 Feb 2030 | | | 1,110,000 | | | | | | 1,307,394 | |
| | | BANK OF MONTREAL | | 1.85% 01 May 2025 | | | 670,000 | | | | | | 703,384 | |
| | | BANK OF NOVA SCOTIA | | 1.3% 11 Jun 2025 | | | 360,000 | | | | | | 369,379 | |
| | | BANK OF NY MELLON CORP | | 1.6% 24 Apr 2025 | | | 200,000 | | | | | | 209,095 | |
| | | BARCLAYS BANK PLC | | 10.179% 12 Jun 2021 | | | 350,000 | | | | | | 364,017 | |
| | | BARCLAYS BANK PLC | | 1.7% 12 May 2022 | | | 270,000 | | | | | | 274,775 | |
| | | BARCLAYS PLC | | 1% 16 May 2029 | | | 390,000 | | | | | | 467,849 | |
| | | BARCLAYS PLC | | 1% 20 Jun 2030 | | | 480,000 | | | | | | 575,800 | |
| | | BARRICK GOLD CORP | | 5.25% 01 Apr 2042 | | | 360,000 | | | | | | 496,556 | |
| | | BARRICK NA FINANCE LLC | | 5.75% 01 May 2043 | | | 590,000 | | | | | | 860,538 | |
| | | BARRICK NA FINANCE LLC | | 5.7% 30 May 2041 | | | 240,000 | | | | | | 347,248 | |
| | | BAT CAPITAL CORP | | 3.557% 15 Aug 2027 | | | 1,730,000 | | | | | | 1,926,318 | |
| | | BAT CAPITAL CORP | | 4.54% 15 Aug 2047 | | | 680,000 | | | | | | 755,107 | |
| | | BBVA USA | | 3.875% 10 Apr 2025 | | | 290,000 | | | | | | 325,203 | |
| | | BCC FUNDING CORP | | 2.46% 20 Aug 2024 | | | 950,834 | | | | | | 963,693 | |
| | | BEAR STEARNS ALT A TRUST | | 1% 25 Jun 2034 | | | 0 | | | | | | 0 | |
| | | BECTON DICKINSON AND CO | | 4.685% 15 Dec 2044 | | | 126,000 | | | | | | 162,642 | |
| | | BECTON DICKINSON AND CO | | 3.363% 06 Jun 2024 | | | 1,400,000 | | | | | | 1,521,905 | |
| | | BECTON DICKINSON AND CO | | 3.734% 15 Dec 2024 | | | 181,000 | | | | | | 200,672 | |
| | | BENCHMARK MORTGAGE TRUST | | 1% 15 Sep 2043 | | | 1,970,000 | | | | | | 2,129,398 | |
| | | BERKSHIRE HATHAWAY ENERG | | 3.7% 15 Jul 2030 | | | 700,000 | | | | | | 827,999 | |
| | | BHP BILLITON FIN USA LTD | | 2.875% 24 Feb 2022 | | | 44,000 | | | | | | 45,255 | |
| | | BHP BILLITON FIN USA LTD | | 5% 30 Sep 2043 | | | 430,000 | | | | | | 632,499 | |
| | | BMW US CAPITAL LLC | | 1.85% 15 Sep 2021 | | | 80,000 | | | | | | 80,742 | |
| | | BNP PARIBAS | | 4.625% 13 Mar 2027 | | | 200,000 | | | | | | 232,888 | |
| | | BNP PARIBAS | | 1% 01 Mar 2033 | | | 630,000 | | | | | | 721,842 | |
| | | BNP PARIBAS | | 3.375% 09 Jan 2025 | | | 220,000 | | | | | | 240,757 | |
| | | BNP PARIBAS | | 1% 10 Jan 2025 | | | 1,160,000 | | | | | | 1,289,258 | |
| | | BNP PARIBAS | | 1% 09 Jun 2026 | | | 450,000 | | | | | | 470,984 | |
| | | BNP PARIBAS | | 4.4% 14 Aug 2028 | | | 730,000 | | | | | | 865,101 | |
| | | BOEING CO | | 5.15% 01 May 2030 | | | 1,200,000 | | | | | | 1,452,302 | |
| | | BOEING CO | | 2.8% 01 Mar 2027 | | | 130,000 | | | | | | 135,105 | |
| | | BOEING CO | | 3.2% 01 Mar 2029 | | | 460,000 | | | | | | 485,592 | |
| | | BOEING CO | | 3.1% 01 May 2026 | | | 100,000 | | | | | | 107,080 | |
| | | BOEING CO | | 2.7% 01 Feb 2027 | | | 120,000 | | | | | | 124,818 | |
| | | BOEING CO | | 3.25% 01 Feb 2035 | | | 670,000 | | | | | | 687,088 | |
| | | BOEING CO | | 3.75% 01 Feb 2050 | | | 180,000 | | | | | | 189,286 | |
| | | BP CAP MARKETS AMERICA | | 3% 24 Feb 2050 | | | 460,000 | | | | | | 472,296 | |
| | | BP CAP MARKETS AMERICA | | 3.119% 04 May 2026 | | | 80,000 | | | | | | 88,573 | |
| | | BP CAP MARKETS AMERICA | | 3.216% 28 Nov 2023 | | | 690,000 | | | | | | 739,987 | |
| | | BP CAP MARKETS AMERICA | | 2.937% 06 Apr 2023 | | | 30,000 | | | | | | 31,660 | |
| | | BP CAP MARKETS AMERICA | | 3.633% 06 Apr 2030 | | | 640,000 | | | | | | 745,575 | |
| | | BP CAP MARKETS AMERICA | | 3.79% 06 Feb 2024 | | | 80,000 | | | | | | 87,427 | |
| | | BP CAPITAL MARKETS PLC | | 3.814% 10 Feb 2024 | | | 1,180,000 | | | | | | 1,295,940 | |
| | | BP CAPITAL MARKETS PLC | | 3.535% 04 Nov 2024 | | | 80,000 | | | | | | 88,531 | |
| | | BP CAPITAL MARKETS PLC | | 3.506% 17 Mar 2025 | | | 800,000 | | | | | | 892,142 | |
| | | BPCE SA | | 5.15% 21 Jul 2024 | | | 310,000 | | | | | | 353,008 | |
| | | BRIGHTHOUSE FINANCIAL IN | | 4.7% 22 Jun 2047 | | | 47,000 | | | | | | 49,080 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.4% 26 Jul 2029 | | | 290,000 | | | | | | 337,607 | |
| | | BRISTOL MYERS SQUIBB CO | | 5% 15 Aug 2045 | | | 290,000 | | | | | | 419,451 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.6% 16 May 2022 | | | 390,000 | | | | | | 402,414 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.9% 26 Jul 2024 | | | 860,000 | | | | | | 933,320 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.2% 15 Jun 2026 | | | 550,000 | | | | | | 618,823 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.25% 15 Aug 2021 | | | 340,000 | | | | | | 343,700 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.55% 15 Aug 2022 | | | 320,000 | | | | | | 337,136 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.875% 15 Aug 2025 | | | 250,000 | | | | | | 285,198 | |
| | | BROADCOM INC | | 2.25% 15 Nov 2023 | | | 530,000 | | | | | | 553,524 | |
| | | BROADCOM INC | | 3.15% 15 Nov 2025 | | | 650,000 | | | | | | 709,769 | |
| | | BROADCOM INC | | 4.7% 15 Apr 2025 | | | 820,000 | | | | | | 939,694 | |
| | | BWS035808 IRS USD R V 00MFEDL | | 1% 15 May 2027 | | | 26,211,000 | | | | | | 243,525 | |
| | | BWS039545 IRS USD R V 03MLIBOR | | 1% 07 Oct 2050 | | | 1,437,000 | | | | | | 75,719 | |
| | | BWS040048 IRS USD R V 03MLIBOR | | 1% 15 Feb 2047 | | | 3,603,000 | | | | | | 155,678 | |
| | | BWS040063 IRS USD R V 03MLIBOR | | 1% 15 Feb 2047 | | | 1,629,000 | | | | | | 61,002 | |
| | | BX TRUST | | 1% 15 Nov 2034 | | | 2,000,000 | | | | | | 1,967,033 | |
| | | BX TRUST | | 1% 15 Nov 2032 | | | 2,260,000 | | | | | | 2,263,624 | |
| | | CAMERON LNG LLC | | 2.902% 15 Jul 2031 | | | 750,000 | | | | | | 821,352 | |
| | | CAMERON LNG LLC | | 3.302% 15 Jan 2035 | | | 670,000 | | | | | | 756,067 | |
| | | CANADIAN IMPERIAL BANK | | 0.95% 23 Jun 2023 | | | 360,000 | | | | | | 364,760 | |
| | | CARGILL INC | | 1.375% 23 Jul 2023 | | | 330,000 | | | | | | 338,239 | |
| | | CARRIER GLOBAL CORP | | 2.7% 15 Feb 2031 | | | 40,000 | | | | | | 42,977 | |
| | | CARRIER GLOBAL CORP | | 3.377% 05 Apr 2040 | | | 130,000 | | | | | | 142,614 | |
| | | CARRIER GLOBAL CORP | | 3.577% 05 Apr 2050 | | | 60,000 | | | | | | 67,141 | |
| | | CHARLES SCHWAB CORP | | 3.85% 21 May 2025 | | | 480,000 | | | | | | 546,079 | |
| | | CHARTER COMM OPT LLC/CAP | | 3.75% 15 Feb 2028 | | | 1,260,000 | | | | | | 1,412,752 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.2% 15 Mar 2028 | | | 30,000 | | | | | | 34,612 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.375% 01 Apr 2038 | | | 120,000 | | | | | | 149,873 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.908% 23 Jul 2025 | | | 1,480,000 | | | | | | 1,718,943 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.8% 01 Mar 2050 | | | 240,000 | | | | | | 286,656 | |
| | | CHEVRON CORP | | 2.954% 16 May 2026 | | | 610,000 | | | | | | 676,778 | |
| | | CHEVRON CORP | | 1.554% 11 May 2025 | | | 390,000 | | | | | | 405,592 | |
| | | CHEVRON CORP | | 1.995% 11 May 2027 | | | 140,000 | | | | | | 148,469 | |
| | | CHEVRON CORP | | 2.978% 11 May 2040 | | | 310,000 | | | | | | 343,193 | |
| | | CHEVRON CORP | | 3.078% 11 May 2050 | | | 450,000 | | | | | | 502,328 | |
| | | CHUBB INA HOLDINGS INC | | 3.35% 03 May 2026 | | | 240,000 | | | | | | 270,466 | |
| | | CIGNA CORP | | 3.4% 17 Sep 2021 | | | 300,000 | | | | | | 306,449 | |
| | | CIGNA CORP | | 3.75% 15 Jul 2023 | | | 606,000 | | | | | | 655,129 | |
| | | CIGNA CORP | | 4.125% 15 Nov 2025 | | | 230,000 | | | | | | 264,965 | |
| | | CIGNA CORP | | 4.375% 15 Oct 2028 | | | 570,000 | | | | | | 688,952 | |
| | | CIM TRUST | | 1% 25 Oct 2059 | | | 3,655,674 | | | | | | 3,842,834 | |
| | | CIMAREX ENERGY CO | | 3.9% 15 May 2027 | | | 850,000 | | | | | | 936,817 | |
| | | CIMAREX ENERGY CO | | 4.375% 15 Mar 2029 | | | 630,000 | | | | | | 714,704 | |
| | | CINTAS CORPORATION NO. 2 | | 2.9% 01 Apr 2022 | | | 320,000 | | | | | | 329,368 | |
| | | CINTAS CORPORATION NO. 2 | | 3.7% 01 Apr 2027 | | | 330,000 | | | | | | 380,220 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 1% 10 May 2047 | | | 0 | | | | | | 0 | |
| | | CITIGROUP INC | | 1% 31 Mar 2031 | | | 480,000 | | | | | | 582,075 | |
| | | CITIGROUP INC | | 1% 03 Jun 2031 | | | 380,000 | | | | | | 405,027 | |
| | | CITIGROUP INC | | 6.625% 15 Jun 2032 | | | 160,000 | | | | | | 226,815 | |
| | | CITIGROUP INC | | 3.5% 15 May 2023 | | | 560,000 | | | | | | 599,993 | |
| | | CITIGROUP INC | | 6.675% 13 Sep 2043 | | | 210,000 | | | | | | 341,901 | |
| | | CITIGROUP INC | | 5.5% 13 Sep 2025 | | | 220,000 | | | | | | 264,359 | |
| | | CITIGROUP INC | | 4.45% 29 Sep 2027 | | | 610,000 | | | | | | 721,104 | |
| | | CITIGROUP INC | | 1% 23 Apr 2029 | | | 2,270,000 | | | | | | 2,662,447 | |
| | | CITIGROUP INC | | 1% 08 Apr 2026 | | | 270,000 | | | | | | 294,992 | |
| | | CITIGROUP INC | | 1% 15 May 2024 | | | 390,000 | | | | | | 401,743 | |
| | | CITIGROUP INC | | 8.125% 15 Jul 2039 | | | 70,000 | | | | | | 125,128 | |
| | | CITIGROUP INC | | 5.3% 06 May 2044 | | | 47,000 | | | | | | 66,313 | |
| | | CITIGROUP INC | | 4.3% 20 Nov 2026 | | | 230,000 | | | | | | 267,767 | |
| | | CITIGROUP INC | | 4.4% 10 Jun 2025 | | | 1,030,000 | | | | | | 1,177,605 | |
| | | CITIGROUP INC | | 4.65% 30 Jul 2045 | | | 881,000 | | | | | | 1,179,192 | |
| | | CITIGROUP INC | | 4.75% 18 May 2046 | | | 80,000 | | | | | | 106,881 | |
| | | CITIGROUP INC | | 4.65% 23 Jul 2048 | | | 620,000 | | | | | | 855,868 | |
| | | CNOOC FINANCE 2014 ULC | | 4.25% 30 Apr 2024 | | | 580,000 | | | | | | 629,608 | |
| | | CNOOC FINANCE 2015 US | | 3.5% 05 May 2025 | | | 730,000 | | | | | | 785,901 | |
| | | COCA COLA CO/THE | | 2.5% 01 Jun 2040 | | | 160,000 | | | | | | 170,423 | |
| | | COCA COLA CO/THE | | 2.6% 01 Jun 2050 | | | 330,000 | | | | | | 348,220 | |
| | | COCA COLA CO/THE | | 2.5% 15 Mar 2051 | | | 400,000 | | | | | | 412,203 | |
| | | COCA COLA CO/THE | | 2.95% 25 Mar 2025 | | | 150,000 | | | | | | 165,339 | |
| | | COCA COLA CO/THE | | 3.375% 25 Mar 2027 | | | 160,000 | | | | | | 183,511 | |
| | | COCA COLA CO/THE | | 1.45% 01 Jun 2027 | | | 360,000 | | | | | | 371,853 | |
| | | CODELCO INC | | 3.625% 01 Aug 2027 | | | 1,340,000 | | | | | | 1,495,660 | |
| | | COMCAST CORP | | 3.75% 01 Apr 2040 | | | 130,000 | | | | | | 157,043 | |
| | | COMCAST CORP | | 5.65% 15 Jun 2035 | | | 280,000 | | | | | | 401,978 | |
| | | COMCAST CORP | | 6.55% 01 Jul 2039 | | | 20,000 | | | | | | 31,624 | |
| | | COMCAST CORP | | 4.25% 15 Jan 2033 | | | 410,000 | | | | | | 514,575 | |
| | | COMCAST CORP | | 3.15% 01 Mar 2026 | | | 170,000 | | | | | | 189,799 | |
| | | COMCAST CORP | | 3.4% 15 Jul 2046 | | | 70,000 | | | | | | 80,589 | |
| | | COMCAST CORP | | 4% 01 Mar 2048 | | | 60,000 | | | | | | 75,588 | |
| | | COMCAST CORP | | 4.15% 15 Oct 2028 | | | 2,430,000 | | | | | | 2,925,172 | |
| | | COMCAST CORP | | 4.25% 15 Oct 2030 | | | 510,000 | | | | | | 627,987 | |
| | | COMCAST CORP | | 3.25% 01 Nov 2039 | | | 30,000 | | | | | | 34,062 | |
| | | COMCAST CORP | | 3.45% 01 Feb 2050 | | | 790,000 | | | | | | 932,252 | |
| | | COMCAST CORP | | 3.4% 01 Apr 2030 | | | 210,000 | | | | | | 242,834 | |
| | | COMCAST CORP | | 3.1% 01 Apr 2025 | | | 20,000 | | | | | | 22,006 | |
| | | COMCAST CORP | | 3.3% 01 Apr 2027 | | | 140,000 | | | | | | 159,193 | |
| | | COMCAST CORP | | 4.7% 15 Oct 2048 | | | 140,000 | | | | | | 195,599 | |
| | | COMCAST CORP | | 3.95% 15 Oct 2025 | | | 280,000 | | | | | | 321,686 | |
| | | COMISION FEDERAL DE ELEC | | 4.75% 23 Feb 2027 | | | 830,000 | | | | | | 942,050 | |
| | | COMM MORTGAGE TRUST | | 4.3% 10 Oct 2046 | | | 180,000 | | | | | | 188,434 | |
| | | COMM MORTGAGE TRUST | | 3.528% 10 Dec 2047 | | | 1,316,399 | | | | | | 1,423,317 | |
| | | COMM MORTGAGE TRUST | | 3.62% 10 Jul 2050 | | | 300,228 | | | | | | 317,422 | |
| | | COMMONSPIRIT HEALTH | | 4.35% 01 Nov 2042 | | | 150,000 | | | | | | 175,756 | |
| | | CON EDISON CO OF NY INC | | 3.35% 01 Apr 2030 | | | 190,000 | | | | | | 217,726 | |
| | | CON EDISON CO OF NY INC | | 3.95% 01 Apr 2050 | | | 190,000 | | | | | | 231,491 | |
| | | CONCHO RESOURCES INC | | 4.3% 15 Aug 2028 | | | 780,000 | | | | | | 922,144 | |
| | | CONCHO RESOURCES INC | | 3.75% 01 Oct 2027 | | | 150,000 | | | | | | 171,437 | |
| | | CONSTELLATION BRANDS INC | | 4.75% 15 Nov 2024 | | | 450,000 | | | | | | 516,680 | |
| | | CONTINENTAL RESOURCES | | 4.5% 15 Apr 2023 | | | 330,000 | | | | | | 340,263 | |
| | | CONTINENTAL RESOURCES | | 3.8% 01 Jun 2024 | | | 310,000 | | | | | | 320,109 | |
| | | CONTINENTAL RESOURCES | | 4.375% 15 Jan 2028 | | | 440,000 | | | | | | 451,088 | |
| | | CONTL AIRLINES 2001 1 | | 6.703% 15 Dec 2022 | | | 47,925 | | | | | | 47,547 | |
| | | CONTL AIRLINES 2007 1 | | 5.983% 19 Oct 2023 | | | 736,662 | | | | | | 745,383 | |
| | | COOPERAT RABOBANK UA/NY | | 3.125% 26 Apr 2021 | | | 760,000 | | | | | | 766,707 | |
| | | COOPERATIEVE RABOBANK UA | | 4.375% 04 Aug 2025 | | | 1,090,000 | | | | | | 1,243,991 | |
| | | COOPERATIEVE RABOBANK UA | | 4.625% 01 Dec 2023 | | | 1,750,000 | | | | | | 1,950,465 | |
| | | COSTCO WHOLESALE CORP | | 1.6% 20 Apr 2030 | | | 70,000 | | | | | | 71,729 | |
| | | COSTCO WHOLESALE CORP | | 1.75% 20 Apr 2032 | | | 280,000 | | | | | | 291,011 | |
| | | COSTCO WHOLESALE CORP | | 1.375% 20 Jun 2027 | | | 390,000 | | | | | | 401,813 | |
| | | CREDIT AGRICOLE LONDON | | 1% 16 Jun 2026 | | | 300,000 | | | | | | 311,162 | |
| | | CREDIT SUISSE GROUP AG | | 1% 01 Apr 2031 | | | 1,030,000 | | | | | | 1,212,283 | |
| | | CREDIT SUISSE GROUP AG | | 1% 11 Sep 2025 | | | 300,000 | | | | | | 315,682 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 3.953% 15 Sep 2037 | | | 160,000 | | | | | | 162,037 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 2.76% 05 Apr 2033 | | | 1,010,000 | | | | | | 1,008,163 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 1% 25 Feb 2050 | | | 3,063,485 | | | | | | 3,111,628 | |
| | | CREDIT SUISSE NEW YORK | | 1% 05 May 2023 | | | 2,140,000 | | | | | | 2,172,371 | |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (11,417 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (26,727 | ) |
| | | CURRENCY CONTRACT | | USD/EUR | | | | | | | | | (36,138 | ) |
| | | CVS HEALTH CORP | | 2.75% 01 Dec 2022 | | | 920,000 | | | | | | 956,400 | |
| | | CVS HEALTH CORP | | 3.875% 20 Jul 2025 | | | 286,000 | | | | | | 323,898 | |
| | | CVS HEALTH CORP | | 3.625% 01 Apr 2027 | | | 290,000 | | | | | | 330,013 | |
| | | CVS HEALTH CORP | | 3.75% 01 Apr 2030 | | | 410,000 | | | | | | 477,147 | |
| | | CVS HEALTH CORP | | 4.125% 01 Apr 2040 | | | 130,000 | | | | | | 155,953 | |
| | | CVS HEALTH CORP | | 4.25% 01 Apr 2050 | | | 90,000 | | | | | | 112,580 | |
| | | CVS HEALTH CORP | | 5.125% 20 Jul 2045 | | | 230,000 | | | | | | 309,663 | |
| | | CVS HEALTH CORP | | 3.7% 09 Mar 2023 | | | 25,000 | | | | | | 26,745 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | | 1,444,000 | | | | | | 1,718,303 | |
| | | CVS HEALTH CORP | | 4.78% 25 Mar 2038 | | | 90,000 | | | | | | 114,028 | |
| | | CVS HEALTH CORP | | 5.05% 25 Mar 2048 | | | 1,000,000 | | | | | | 1,355,278 | |
| | | DANSKE BANK A/S | | 5% 12 Jan 2022 | | | 1,300,000 | | | | | | 1,357,146 | |
| | | DANSKE BANK A/S | | 1% 20 Sep 2022 | | | 460,000 | | | | | | 467,276 | |
| | | DANSKE BANK A/S | | 1.226% 22 Jun 2024 | | | 420,000 | | | | | | 424,912 | |
| | | DEERE + COMPANY | | 3.1% 15 Apr 2030 | | | 70,000 | | | | | | 80,141 | |
| | | DEERE + COMPANY | | 3.75% 15 Apr 2050 | | | 1,220,000 | | | | | | 1,580,797 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | | 60,000 | | | | | | 64,132 | |
| | | DELTA AIR LINES/SKYMILES | | 4.75% 20 Oct 2028 | | | 280,000 | | | | | | 305,623 | |
| | | DEVON ENERGY CORPORATION | | 4.75% 15 May 2042 | | | 20,000 | | | | | | 22,577 | |
| | | DEVON ENERGY CORPORATION | | 5.85% 15 Dec 2025 | | | 582,000 | | | | | | 684,047 | |
| | | DEVON ENERGY CORPORATION | | 5.6% 15 Jul 2041 | | | 450,000 | | | | | | 550,340 | |
| | | DEVON ENERGY CORPORATION | | 5% 15 Jun 2045 | | | 760,000 | | | | | | 895,185 | |
| | | DIAMONDBACK ENERGY INC | | 5.375% 31 May 2025 | | | 90,000 | | | | | | 93,691 | |
| | | DIAMONDBACK ENERGY INC | | 3.5% 01 Dec 2029 | | | 40,000 | | | | | | 42,733 | |
| | | DOLLAR GENERAL CORP | | 3.25% 15 Apr 2023 | | | 40,000 | | | | | | 42,324 | |
| | | DP WORLD PLC | | 5.625% 25 Sep 2048 | | | 1,320,000 | | | | | | 1,680,624 | |
| | | DUKE ENERGY CAROLINAS | | 5.3% 15 Feb 2040 | | | 1,220,000 | | | | | | 1,737,917 | |
| | | EATON CORP | | 2.75% 02 Nov 2022 | | | 730,000 | | | | | | 761,719 | |
| | | EATON CORP | | 4.15% 02 Nov 2042 | | | 590,000 | | | | | | 747,544 | |
| | | ECOPETROL SA | | 5.875% 28 May 2045 | | | 2,550,000 | | | | | | 3,086,775 | |
| | | EL PASO NATURAL GAS | | 8.375% 15 Jun 2032 | | | 760,000 | | | | | | 1,070,262 | |
| | | ENERGY TRANSFER LP | | 3.75% 15 May 2030 | | | 840,000 | | | | | | 906,068 | |
| | | ENERGY TRANSFER LP | | 5.3% 01 Apr 2044 | | | 30,000 | | | | | | 32,419 | |
| | | ENERGY TRANSFER LP | | 4.95% 15 Jun 2028 | | | 140,000 | | | | | | 161,366 | |
| | | ENERGY TRANSFER LP | | 5.25% 15 Apr 2029 | | | 350,000 | | | | | | 408,645 | |
| | | ENERGY TRANSFER LP | | 6.25% 15 Apr 2049 | | | 90,000 | | | | | | 108,860 | |
| | | ENRGY TRANS LP/REG FIN | | 4.5% 01 Nov 2023 | | | 80,000 | | | | | | 86,618 | |
| | | ENRGY TRANS PT/REG FIN | | 5.875% 01 Mar 2022 | | | 600,000 | | | | | | 627,316 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.9% 15 Feb 2024 | | | 90,000 | | | | | | 98,387 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.15% 16 Oct 2028 | | | 1,120,000 | | | | | | 1,332,443 | |
| | | ENTERPRISE PRODUCTS OPER | | 2.8% 31 Jan 2030 | | | 550,000 | | | | | | 596,100 | |
| | | ENTERPRISE PRODUCTS OPER | | 7.55% 15 Apr 2038 | | | 60,000 | | | | | | 91,574 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.85% 15 Mar 2044 | | | 70,000 | | | | | | 86,838 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.8% 01 Feb 2049 | | | 40,000 | | | | | | 50,487 | |
| | | ENTERPRISE PRODUCTS OPER | | 4.2% 31 Jan 2050 | | | 160,000 | | | | | | 187,968 | |
| | | EOG RESOURCES INC | | 4.95% 15 Apr 2050 | | | 940,000 | | | | | | 1,274,118 | |
| | | EOG RESOURCES INC | | 4.375% 15 Apr 2030 | | | 380,000 | | | | | | 461,835 | |
| | | EOG RESOURCES INC | | 3.9% 01 Apr 2035 | | | 220,000 | | | | | | 258,144 | |
| | | EOG RESOURCES INC | | 4.15% 15 Jan 2026 | | | 530,000 | | | | | | 614,984 | |
| | | EQUATE PETROCHEMICAL BV | | 4.25% 03 Nov 2026 | | | 860,000 | | | | | | 957,842 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 1,425,611 | | | | | | 1,744,306 | |
| | | EURO-BUND FUTURE MAR21 | | XEUR 20210308 | | | (12,600,000 | ) | | | | | (106,143 | ) |
| | | EURO-BUXL 30Y BND MAR21 | | XEUR 20210308 | | | (2,200,000 | ) | | | | | (81,293 | ) |
| | | EVERBANK MORTGAGE LOAN TRUST | | 1% 25 Feb 2048 | | | 2,638,086 | | | | | | 2,688,066 | |
| | | EXPORT IMPORT BK INDIA | | 3.375% 05 Aug 2026 | | | 780,000 | | | | | | 842,964 | |
| | | EXXON MOBIL CORPORATION | | 4.327% 19 Mar 2050 | | | 190,000 | | | | | | 248,759 | |
| | | EXXON MOBIL CORPORATION | | 3.043% 01 Mar 2026 | | | 1,100,000 | | | | | | 1,218,776 | |
| | | EXXON MOBIL CORPORATION | | 2.44% 16 Aug 2029 | | | 70,000 | | | | | | 75,984 | |
| | | EXXON MOBIL CORPORATION | | 2.992% 19 Mar 2025 | | | 980,000 | | | | | | 1,072,614 | |
| | | EXXON MOBIL CORPORATION | | 3.482% 19 Mar 2030 | | | 340,000 | | | | | | 395,415 | |
| | | EXXON MOBIL CORPORATION | | 1.571% 15 Apr 2023 | | | 60,000 | | | | | | 61,704 | |
| | | EXXON MOBIL CORPORATION | | 4.114% 01 Mar 2046 | | | 200,000 | | | | | | 246,681 | |
| | | FANNIE MAE | | 1% 25 May 2034 | | | 120,573 | | | | | | 120,837 | |
| | | FANNIE MAE | | 1% 25 Apr 2040 | | | 977,929 | | | | | | 97,240 | |
| | | FANNIE MAE | | 1% 25 Dec 2042 | | | 217,992 | | | | | | 43,485 | |
| | | FANNIE MAE | | 6.5% 25 Jun 2039 | | | 96,265 | | | | | | 105,379 | |
| | | FANNIE MAE | | 1% 25 Apr 2042 | | | 397,482 | | | | | | 86,857 | |
| | | FANNIE MAE | | 6% 25 May 2042 | | | 327,642 | | | | | | 383,476 | |
| | | FANNIE MAE | | 7% 25 May 2042 | | | 445,883 | | | | | | 546,613 | |
| | | FANNIE MAE | | 0.01% 25 Mar 2042 | | | 36,146 | | | | | | 34,449 | |
| | | FANNIE MAE | | 1% 25 Mar 2042 | | | 415,678 | | | | | | 81,665 | |
| | | FANNIE MAE | | 0.01% 25 Mar 2042 | | | 18,073 | | | | | | 17,211 | |
| | | FANNIE MAE | | 1% 25 Sep 2041 | | | 516,327 | | | | | | 74,072 | |
| | | FANNIE MAE | | 3% 25 Apr 2032 | | | 360,491 | | | | | | 11,096 | |
| | | FANNIE MAE | | 1% 25 Jun 2043 | | | 488,296 | | | | | | 108,440 | |
| | | FANNIE MAE | | 3% 25 Sep 2032 | | | 1,882,035 | | | | | | 128,699 | |
| | | FANNIE MAE | | 1% 25 Aug 2044 | | | 457,929 | | | | | | 28,780 | |
| | | FANNIE MAE | | 1% 25 Sep 2046 | | | 485,820 | | | | | | 99,330 | |
| | | FANNIE MAE | | 1% 25 Oct 2057 | | | 1,509,834 | | | | | | 307,764 | |
| | | FANNIE MAE | | 1% 25 Nov 2047 | | | 378,799 | | | | | | 76,518 | |
| | | FANNIE MAE | | 2.5% 25 Aug 2050 | | | 489,866 | | | | | | 71,279 | |
| | | FANNIE MAE | | 2.5% 25 Aug 2050 | | | 394,635 | | | | | | 49,361 | |
| | | FANNIE MAE | | 2.5% 25 Oct 2050 | | | 196,458 | | | | | | 27,924 | |
| | | FANNIE MAE | | 2.5% 25 Dec 2050 | | | 1,390,961 | | | | | | 175,881 | |
| | | FANNIE MAE | | 6.625% 15 Nov 2030 | | | 5,460,000 | | | | | | 8,267,108 | |
| | | FANNIEMAE ACES | | 1% 25 Nov 2022 | | | 9,695,475 | | | | | | 42,694 | |
| | | FANNIEMAE ACES | | 1% 25 Feb 2043 | | | 83,802 | | | | | | 95,452 | |
| | | FANNIEMAE ACES | | 1% 25 Dec 2024 | | | 8,684,522 | | | | | | 166,736 | |
| | | FANNIEMAE ACES | | 1% 25 Jan 2025 | | | 45,297,882 | | | | | | 207,351 | |
| | | FANNIEMAE ACES | | 2.944% 25 Jul 2039 | | | 166,954 | | | | | | 173,540 | |
| | | FANNIEMAE ACES | | 1% 25 May 2027 | | | 100,000 | | | | | | 112,281 | |
| | | FANNIEMAE ACES | | 1% 25 Apr 2028 | | | 98,126 | | | | | | 109,772 | |
| | | FANNIEMAE ACES | | 1% 25 Oct 2031 | | | 499,832 | | | | | | 539,406 | |
| | | FANNIEMAE ACES | | 3.61% 25 Feb 2031 | | | 350,000 | | | | | | 417,844 | |
| | | FANNIEMAE ACES | | 3.273% 25 Feb 2029 | | | 610,000 | | | | | | 705,672 | |
| | | FANNIEMAE ACES | | 2.5% 25 Oct 2037 | | | 96,191 | | | | | | 102,256 | |
| | | FANNIEMAE GRANTOR TRUST | | 2.898% 25 Jun 2027 | | | 199,381 | | | | | | 220,339 | |
| | | FANNIEMAE STRIP | | 6% 25 Jul 2038 | | | 199,099 | | | | | | 36,772 | |
| | | FANNIEMAE STRIP | | 5% 25 Jan 2039 | | | 15,353 | | | | | | 2,612 | |
| | | FANNIEMAE STRIP | | 1% 25 Jan 2039 | | | 11,218 | | | | | | 1,526 | |
| | | FANNIEMAE STRIP | | 1% 25 Jan 2039 | | | 5,789 | | | | | | 836 | |
| | | FANNIEMAE STRIP | | 5% 25 Jan 2038 | | | 9,071 | | | | | | 1,301 | |
| | | FANNIEMAE STRIP | | 6% 25 Jan 2038 | | | 103,723 | | | | | | 19,655 | |
| | | FANNIEMAE STRIP | | 3% 25 Nov 2026 | | | 688,928 | | | | | | 36,146 | |
| | | FANNIEMAE STRIP | | 3.5% 25 Nov 2041 | | | 442,672 | | | | | | 39,399 | |
| | | FANNIEMAE STRIP | | 3% 25 Apr 2027 | | | 531,737 | | | | | | 28,803 | |
| | | FED HM LN PC POOL 840698 | | 1% 01 Mar 2047 | | | 385,927 | | | | | | 400,489 | |
| | | FED HM LN PC POOL A39586 | | 5.5% 01 Nov 2035 | | | 94,549 | | | | | | 111,094 | |
| | | FED HM LN PC POOL C00860 | | 7% 01 Sep 2029 | | | 944 | | | | | | 1,068 | |
| | | FED HM LN PC POOL C91981 | | 3% 01 Feb 2038 | | | 151,130 | | | | | | 158,020 | |
| | | FED HM LN PC POOL C91987 | | 3% 01 Apr 2038 | | | 151,715 | | | | | | 158,892 | |
| | | FED HM LN PC POOL G06172 | | 5.5% 01 Dec 2038 | | | 176,238 | | | | | | 207,253 | |
| | | FED HM LN PC POOL G06669 | | 6.5% 01 Sep 2039 | | | 85,363 | | | | | | 99,178 | |
| | | FED HM LN PC POOL G07335 | | 7% 01 Mar 2039 | | | 56,838 | | | | | | 66,496 | |
| | | FED HM LN PC POOL G08793 | | 4% 01 Dec 2047 | | | 43,230 | | | | | | 46,376 | |
| | | FED HM LN PC POOL G08830 | | 3.5% 01 Aug 2048 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G08838 | | 5% 01 Sep 2048 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL G60397 | | 4% 01 Dec 2045 | | | 339,963 | | | | | | 369,129 | |
| | | FED HM LN PC POOL G61374 | | 4.5% 01 Apr 2048 | | | 340,030 | | | | | | 373,957 | |
| | | FED HM LN PC POOL G61637 | | 3% 01 Sep 2047 | | | 1,144,630 | | | | | | 1,242,778 | |
| | | FED HM LN PC POOL G67713 | | 4% 01 Jun 2048 | | | 2,149,003 | | | | | | 2,345,249 | |
| | | FED HM LN PC POOL G67721 | | 4.5% 01 Apr 2049 | | | 260,151 | | | | | | 285,857 | |
| | | FED HM LN PC POOL Q12752 | | 3.5% 01 Nov 2042 | | | 30,701 | | | | | | 33,353 | |
| | | FED HM LN PC POOL Q18473 | | 4% 01 May 2043 | | | 39,668 | | | | | | 44,860 | |
| | | FED HM LN PC POOL Q19131 | | 4% 01 Jun 2043 | | | 47,253 | | | | | | 53,438 | |
| | | FED HM LN PC POOL Q19134 | | 4% 01 Jun 2043 | | | 51,304 | | | | | | 56,711 | |
| | | FED HM LN PC POOL Q19135 | | 4% 01 Jun 2043 | | | 36,788 | | | | | | 41,314 | |
| | | FED HM LN PC POOL Q19236 | | 4% 01 Jun 2043 | | | 32,749 | | | | | | 36,201 | |
| | | FED HM LN PC POOL Q19254 | | 4% 01 Jun 2043 | | | 37,757 | | | | | | 42,403 | |
| | | FED HM LN PC POOL Q19611 | | 4% 01 Jul 2043 | | | 241,466 | | | | | | 273,071 | |
| | | FED HM LN PC POOL Q19615 | | 4% 01 Jul 2043 | | | 289,915 | | | | | | 325,589 | |
| | | FED HM LN PC POOL Q41209 | | 3.5% 01 Jun 2046 | | | 49,382 | | | | | | 53,633 | |
| | | FED HM LN PC POOL Q48875 | | 4% 01 Jun 2047 | | | 392,728 | | | | | | 422,308 | |
| | | FED HM LN PC POOL Q52046 | | 3.5% 01 Nov 2047 | | | 156,077 | | | | | | 165,890 | |
| | | FED HM LN PC POOL Q52848 | | 3% 01 Dec 2047 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL Q55484 | | 3.5% 01 Apr 2048 | | | 48,458 | | | | | | 51,332 | |
| | | FED HM LN PC POOL QA5768 | | 3% 01 Jan 2050 | | | 78,599 | | | | | | 85,027 | |
| | | FED HM LN PC POOL QA5770 | | 3% 01 Jan 2050 | | | 83,300 | | | | | | 88,762 | |
| | | FED HM LN PC POOL QA7238 | | 3.5% 01 Feb 2050 | | | 167,980 | | | | | | 182,917 | |
| | | FED HM LN PC POOL QA7477 | | 3% 01 Mar 2050 | | | 82,560 | | | | | | 87,766 | |
| | | FED HM LN PC POOL QA8290 | | 3% 01 Mar 2050 | | | 92,259 | | | | | | 97,209 | |
| | | FED HM LN PC POOL RA1103 | | 3% 01 Jul 2049 | | | 283,554 | | | | | | 300,563 | |
| | | FED HM LN PC POOL RA1293 | | 3% 01 Sep 2049 | | | 733,740 | | | | | | 790,854 | |
| | | FED HM LN PC POOL RA1341 | | 3% 01 Sep 2049 | | | 233,423 | | | | | | 250,018 | |
| | | FED HM LN PC POOL RA1352 | | 3% 01 Sep 2049 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL RA2313 | | 3.5% 01 Mar 2050 | | | 1,326,103 | | | | | | 1,412,454 | |
| | | FED HM LN PC POOL RA2353 | | 4.5% 01 Mar 2050 | | | 170,232 | | | | | | 184,229 | |
| | | FED HM LN PC POOL RA2358 | | 4% 01 Mar 2050 | | | 143,232 | | | | | | 153,100 | |
| | | FED HM LN PC POOL RA2362 | | 3.5% 01 Mar 2050 | | | 346,527 | | | | | | 366,770 | |
| | | FED HM LN PC POOL RA2389 | | 4.5% 01 Apr 2050 | | | 412,407 | | | | | | 447,205 | |
| | | FED HM LN PC POOL RA2608 | | 4.5% 01 May 2050 | | | 297,220 | | | | | | 321,504 | |
| | | FED HM LN PC POOL RA3474 | | 3% 01 Sep 2050 | | | 1,080,286 | | | | | | 1,151,159 | |
| | | FED HM LN PC POOL SD0247 | | 4% 01 Jul 2047 | | | 76,019 | | | | | | 82,751 | |
| | | FED HM LN PC POOL SD0291 | | 5% 01 Mar 2050 | | | 882,425 | | | | | | 975,486 | |
| | | FED HM LN PC POOL SD0422 | | 4.5% 01 Jul 2045 | | | 88,535 | | | | | | 99,291 | |
| | | FED HM LN PC POOL U90316 | | 4% 01 Oct 2042 | | | 127,522 | | | | | | 139,300 | |
| | | FED HM LN PC POOL U91254 | | 4% 01 Apr 2043 | | | 486,829 | | | | | | 534,087 | |
| | | FED HM LN PC POOL U92272 | | 4.5% 01 Dec 2043 | | | 152,514 | | | | | | 170,511 | |
| | | FED HM LN PC POOL U95137 | | 4% 01 Aug 2043 | | | 230,859 | | | | | | 253,377 | |
| | | FED HM LN PC POOL U99045 | | 3.5% 01 Mar 2043 | | | 153,982 | | | | | | 168,286 | |
| | | FED HM LN PC POOL U99084 | | 4.5% 01 Feb 2044 | | | 1,301,921 | | | | | | 1,455,968 | |
| | | FED HM LN PC POOL U99091 | | 4.5% 01 Mar 2044 | | | 358,158 | | | | | | 400,392 | |
| | | FED HM LN PC POOL U99114 | | 3.5% 01 Feb 2044 | | | 43,543 | | | | | | 47,563 | |
| | | FED HM LN PC POOL U99124 | | 3.5% 01 Mar 2045 | | | 1,431,504 | | | | | | 1,563,011 | |
| | | FED HM LN PC POOL ZA5318 | | 3.5% 01 Mar 2048 | | | 53,748 | | | | | | 57,499 | |
| | | FED HM LN PC POOL ZI7269 | | 5% 01 Mar 2038 | | | 1,093,481 | | | | | | 1,271,095 | |
| | | FED HM LN PC POOL ZM0595 | | 4% 01 Dec 2045 | | | 1,272,276 | | | | | | 1,391,462 | |
| | | FED HM LN PC POOL ZM1238 | | 3% 01 Jun 2046 | | | 138,416 | | | | | | 145,545 | |
| | | FED HM LN PC POOL ZM6115 | | 4.5% 01 Apr 2048 | | | 241,940 | | | | | | 262,939 | |
| | | FED HM LN PC POOL ZM6880 | | 4.5% 01 Jun 2048 | | | 148,589 | | | | | | 161,541 | |
| | | FED HM LN PC POOL ZN0480 | | 3.5% 01 Oct 2042 | | | 130,863 | | | | | | 142,985 | |
| | | FED HM LN PC POOL ZN1436 | | 5% 01 Nov 2048 | | | 170,917 | | | | | | 188,707 | |
| | | FED HM LN PC POOL ZN2185 | | 4.5% 01 Dec 2048 | | | 172,168 | | | | | | 190,304 | |
| | | FED HM LN PC POOL ZS0823 | | 5% 01 Dec 2034 | | | 5,194 | | | | | | 6,040 | |
| | | FED HM LN PC POOL ZS3412 | | 5.5% 01 Dec 2038 | | | 349,864 | | | | | | 411,254 | |
| | | FED HM LN PC POOL ZS3569 | | 6% 01 Oct 2036 | | | 547,957 | | | | | | 656,697 | |
| | | FED HM LN PC POOL ZS8669 | | 3% 01 Sep 2032 | | | 182,277 | | | | | | 191,385 | |
| | | FED HM LN PC POOL ZS8701 | | 3.5% 01 Jun 2033 | | | 0 | | | | | | 0 | |
| | | FED HM LN PC POOL ZT1257 | | 3% 01 Jan 2046 | | | 213,845 | | | | | | 233,358 | |
| | | FED HM LN PC POOL ZT1493 | | 3% 01 Sep 2048 | | | 795,884 | | | | | | 863,285 | |
| | | FED HM LN PC POOL ZT1596 | | 5% 01 Jan 2049 | | | 314,618 | | | | | | 347,657 | |
| | | FED HM LN PC POOL ZT1854 | | 4.5% 01 Mar 2049 | | | 100,597 | | | | | | 110,338 | |
| | | FED HOME LN DISCOUNT NT | | 0.01% 29 Jan 2021 | | | 1,200,000 | | | | | | 1,199,909 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Dec 2027 | | | 5,602,423 | | | | | | 133,159 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Mar 2029 | | | 1,883,636 | | | | | | 79,754 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 May 2029 | | | 1,994,593 | | | | | | 139,221 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jun 2029 | | | 998,716 | | | | | | 66,210 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jun 2029 | | | 1,396,766 | | | | | | 98,598 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Sep 2029 | | | 1,087,786 | | | | | | 73,662 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Oct 2029 | | | 1,197,844 | | | | | | 77,707 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 May 2026 | | | 1,042,788 | | | | | | 47,701 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jul 2026 | | | 1,999,197 | | | | | | 120,535 | |
| | | FLAGSTAR MORTGAGE TRUST | | 1% 25 Apr 2048 | | | 897,091 | | | | | | 909,696 | |
| | | FNMA POOL 254793 | | 5% 01 Jul 2033 | | | 64,886 | | | | | | 74,860 | |
| | | FNMA POOL 313046 | | 1% 01 Aug 2026 | | | 1,595 | | | | | | 1,741 | |
| | | FNMA POOL 555743 | | 1% 01 Sep 2033 | | | 81,185 | | | | | | 93,561 | |
| | | FNMA POOL 725162 | | 1% 01 Feb 2034 | | | 8,701 | | | | | | 10,410 | |
| | | FNMA POOL 745000 | | 1% 01 Oct 2035 | | | 23,005 | | | | | | 27,647 | |
| | | FNMA POOL 880622 | | 5.5% 01 Apr 2036 | | | 257,978 | | | | | | 303,144 | |
| | | FNMA POOL 888560 | | 1% 01 Nov 2035 | | | 103,393 | | | | | | 124,112 | |
| | | FNMA POOL 889117 | | 1% 01 Oct 2035 | | | 232,952 | | | | | | 269,024 | |
| | | FNMA POOL 890248 | | 1% 01 Aug 2037 | | | 216,173 | | | | | | 259,783 | |
| | | FNMA POOL 890604 | | 1% 01 Oct 2044 | | | 797,222 | | | | | | 891,285 | |
| | | FNMA POOL 890876 | | 1% 01 Feb 2049 | | | 134,711 | | | | | | 146,230 | |
| | | FNMA POOL 892570 | | 6.5% 01 Jul 2036 | | | 70,662 | | | | | | 80,979 | |
| | | FNMA POOL 894044 | | 6.5% 01 Oct 2036 | | | 53,015 | | | | | | 59,397 | |
| | | FNMA POOL 898835 | | 6.5% 01 Nov 2036 | | | 83,039 | | | | | | 95,497 | |
| | | FNMA POOL 904000 | | 6% 01 Jan 2037 | | | 63,930 | | | | | | 73,521 | |
| | | FNMA POOL 918357 | | 6% 01 May 2037 | | | 270,076 | | | | | | 320,034 | |
| | | FNMA POOL 924874 | | 7% 01 Oct 2037 | | | 459 | | | | | | 489 | |
| | | FNMA POOL 928938 | | 7% 01 Dec 2037 | | | 3,082 | | | | | | 3,741 | |
| | | FNMA POOL 934648 | | 7% 01 Nov 2038 | | | 3,767 | | | | | | 4,483 | |
| | | FNMA POOL 942478 | | 6% 01 Aug 2037 | | | 89,140 | | | | | | 105,081 | |
| | | FNMA POOL 946585 | | 6.5% 01 Sep 2037 | | | 25,694 | | | | | | 29,598 | |
| | | FNMA POOL 948696 | | 6% 01 Aug 2037 | | | 56,580 | | | | | | 64,082 | |
| | | FNMA POOL 950189 | | 6.5% 01 Sep 2037 | | | 116,360 | | | | | | 130,366 | |
| | | FNMA POOL 974963 | | 4.5% 01 Apr 2038 | | | 129,429 | | | | | | 144,819 | |
| | | FNMA POOL 984867 | | 5% 01 Jun 2038 | | | 64,099 | | | | | | 72,833 | |
| | | FNMA POOL 985626 | | 6% 01 Apr 2033 | | | 55,867 | | | | | | 66,861 | |
| | | FNMA POOL 995072 | | 1% 01 Aug 2038 | | | 133,166 | | | | | | 156,555 | |
| | | FNMA POOL AA5781 | | 5% 01 Apr 2039 | | | 58,386 | | | | | | 67,894 | |
| | | FNMA POOL AA7717 | | 4.5% 01 Jul 2039 | | | 104,523 | | | | | | 113,252 | |
| | | FNMA POOL AB0133 | | 5% 01 Jan 2039 | | | 521,410 | | | | | | 606,274 | |
| | | FNMA POOL AB6201 | | 3% 01 Sep 2042 | | | 559,712 | | | | | | 610,569 | |
| | | FNMA POOL AB9594 | | 4% 01 Jun 2043 | | | 35,629 | | | | | | 39,612 | |
| | | FNMA POOL AB9597 | | 4% 01 Jun 2043 | | | 32,666 | | | | | | 36,004 | |
| | | FNMA POOL AB9683 | | 4% 01 Jun 2043 | | | 348,097 | | | | | | 381,547 | |
| | | FNMA POOL AC4700 | | 5% 01 Oct 2039 | | | 48,006 | | | | | | 53,150 | |
| | | FNMA POOL AD0217 | | 1% 01 Aug 2037 | | | 11,867 | | | | | | 14,261 | |
| | | FNMA POOL AE0758 | | 1% 01 Feb 2039 | | | 318,879 | | | | | | 368,793 | |
| | | FNMA POOL AH0057 | | 4.5% 01 Feb 2041 | | | 12,659 | | | | | | 14,165 | |
| | | FNMA POOL AH9406 | | 4.5% 01 Apr 2041 | | | 103,067 | | | | | | 115,519 | |
| | | FNMA POOL AJ5905 | | 4.5% 01 Nov 2041 | | | 22,334 | | | | | | 25,116 | |
| | | FNMA POOL AK8441 | | 4% 01 Apr 2042 | | | 67,714 | | | | | | 74,644 | |
| | | FNMA POOL AL0069 | | 1% 01 Nov 2040 | | | 171,937 | | | | | | 199,738 | |
| | | FNMA POOL AL0814 | | 1% 01 Jun 2040 | | | 265,996 | | | | | | 310,183 | |
| | | FNMA POOL AL1176 | | 1% 01 Oct 2039 | | | 154,405 | | | | | | 186,614 | |
| | | FNMA POOL AL2491 | | 1% 01 Sep 2039 | | | 236,863 | | | | | | 283,360 | |
| | | FNMA POOL AL3026 | | 1% 01 Dec 2042 | | | 133,861 | | | | | | 145,597 | |
| | | FNMA POOL AL3508 | | 1% 01 Apr 2043 | | | 122,679 | | | | | | 137,738 | |
| | | FNMA POOL AL3519 | | 1% 01 Nov 2041 | | | 10,792 | | | | | | 12,107 | |
| | | FNMA POOL AL4741 | | 1% 01 Jan 2044 | | | 180,518 | | | | | | 201,745 | |
| | | FNMA POOL AL5110 | | 1% 01 Mar 2044 | | | 199,287 | | | | | | 221,197 | |
| | | FNMA POOL AL6613 | | 1% 01 Jun 2028 | | | 128,883 | | | | | | 135,545 | |
| | | FNMA POOL AL9397 | | 1% 01 Oct 2046 | | | 347,026 | | | | | | 371,364 | |
| | | FNMA POOL AL9546 | | 1% 01 Nov 2046 | | | 387,173 | | | | | | 414,246 | |
| | | FNMA POOL AM8674 | | 2.81% 01 Apr 2025 | | | 80,000 | | | | | | 86,784 | |
| | | FNMA POOL AN8048 | | 3.08% 01 Jan 2028 | | | 100,000 | | | | | | 111,988 | |
| | | FNMA POOL AO2711 | | 4% 01 May 2042 | | | 52,575 | | | | | | 57,324 | |
| | | FNMA POOL AO4170 | | 4% 01 Jun 2042 | | | 54,744 | | | | | | 60,347 | |
| | | FNMA POOL AO6086 | | 4% 01 Jun 2042 | | | 30,646 | | | | | | 33,783 | |
| | | FNMA POOL AO6908 | | 4% 01 Jun 2042 | | | 21,081 | | | | | | 22,696 | |
| | | FNMA POOL AO7501 | | 4% 01 Jun 2042 | | | 48,100 | | | | | | 53,023 | |
| | | FNMA POOL AO9859 | | 4% 01 Jul 2042 | | | 20,406 | | | | | | 22,283 | |
| | | FNMA POOL AP0692 | | 4% 01 Jul 2042 | | | 37,184 | | | | | | 40,542 | |
| | | FNMA POOL AP2530 | | 4% 01 Aug 2042 | | | 49,263 | | | | | | 54,305 | |
| | | FNMA POOL AP4532 | | 4% 01 Sep 2042 | | | 61,662 | | | | | | 67,973 | |
| | | FNMA POOL AP4781 | | 3% 01 Sep 2042 | | | 261,516 | | | | | | 285,276 | |
| | | FNMA POOL AP4903 | | 4% 01 Sep 2042 | | | 77,404 | | | | | | 85,325 | |
| | | FNMA POOL AP7399 | | 4% 01 Sep 2042 | | | 148,998 | | | | | | 164,248 | |
| | | FNMA POOL AP9229 | | 4% 01 Oct 2042 | | | 28,941 | | | | | | 31,605 | |
| | | FNMA POOL AP9766 | | 4% 01 Oct 2042 | | | 530,064 | | | | | | 581,386 | |
| | | FNMA POOL AP9862 | | 4% 01 Oct 2042 | | | 20,753 | | | | | | 22,664 | |
| | | FNMA POOL AQ0100 | | 4% 01 Oct 2042 | | | 45,344 | | | | | | 49,751 | |
| | | FNMA POOL AQ1641 | | 4% 01 Oct 2042 | | | 30,434 | | | | | | 33,183 | |
| | | FNMA POOL AQ3599 | | 4% 01 Nov 2042 | | | 39,761 | | | | | | 43,831 | |
| | | FNMA POOL AQ4078 | | 4% 01 Jun 2043 | | | 158,205 | | | | | | 177,618 | |
| | | FNMA POOL AQ4080 | | 4% 01 Jun 2043 | | | 164,691 | | | | | | 182,001 | |
| | | FNMA POOL AQ4555 | | 4% 01 Dec 2042 | | | 292,486 | | | | | | 322,421 | |
| | | FNMA POOL AQ4573 | | 4% 01 Dec 2042 | | | 74,226 | | | | | | 81,822 | |
| | | FNMA POOL AQ5137 | | 4% 01 Nov 2042 | | | 28,052 | | | | | | 30,923 | |
| | | FNMA POOL AQ6744 | | 4% 01 Nov 2042 | | | 17,724 | | | | | | 19,005 | |
| | | FNMA POOL AQ7003 | | 4% 01 Dec 2042 | | | 121,131 | | | | | | 133,527 | |
| | | FNMA POOL AQ7048 | | 4% 01 Dec 2042 | | | 35,850 | | | | | | 39,519 | |
| | | FNMA POOL AQ7082 | | 4% 01 Jan 2043 | | | 179,335 | | | | | | 197,687 | |
| | | FNMA POOL AQ7661 | | 4% 01 Dec 2042 | | | 56,228 | | | | | | 60,164 | |
| | | FNMA POOL AS0070 | | 4% 01 Aug 2043 | | | 182,557 | | | | | | 200,319 | |
| | | FNMA POOL AS4271 | | 4.5% 01 Jan 2045 | | | 79,473 | | | | | | 91,226 | |
| | | FNMA POOL AS6328 | | 3.5% 01 Dec 2045 | | | 301,878 | | | | | | 324,585 | |
| | | FNMA POOL AS6340 | | 3.5% 01 Dec 2045 | | | 48,558 | | | | | | 52,521 | |
| | | FNMA POOL AS6541 | | 3.5% 01 Jan 2046 | | | 51,641 | | | | | | 56,458 | |
| | | FNMA POOL AS6562 | | 3.5% 01 Jan 2046 | | | 46,366 | | | | | | 50,344 | |
| | | FNMA POOL AS7738 | | 3% 01 Aug 2046 | | | 703,394 | | | | | | 763,778 | |
| | | FNMA POOL AS7844 | | 3% 01 Sep 2046 | | | 268,375 | | | | | | 287,030 | |
| | | FNMA POOL AS8359 | | 3% 01 Nov 2046 | | | 1,229,440 | | | | | | 1,293,272 | |
| | | FNMA POOL AT3870 | | 4% 01 Jun 2043 | | | 36,308 | | | | | | 40,765 | |
| | | FNMA POOL AT3874 | | 4% 01 Jun 2043 | | | 70,246 | | | | | | 77,631 | |
| | | FNMA POOL AT4281 | | 4% 01 Jun 2043 | | | 35,560 | | | | | | 39,925 | |
| | | FNMA POOL AT6546 | | 4% 01 Jun 2043 | | | 45,308 | | | | | | 51,225 | |
| | | FNMA POOL AT6549 | | 4% 01 Jun 2043 | | | 72,849 | | | | | | 81,791 | |
| | | FNMA POOL AT7208 | | 4% 01 Jun 2043 | | | 36,940 | | | | | | 41,475 | |
| | | FNMA POOL AT7698 | | 4% 01 Jun 2043 | | | 120,461 | | | | | | 133,891 | |
| | | FNMA POOL AT8394 | | 4% 01 Jun 2043 | | | 301,397 | | | | | | 338,396 | |
| | | FNMA POOL AT9627 | | 4% 01 Jul 2043 | | | 49,673 | | | | | | 54,895 | |
| | | FNMA POOL AT9637 | | 4% 01 Jul 2043 | | | 613,386 | | | | | | 677,872 | |
| | | FNMA POOL AT9653 | | 4% 01 Jul 2043 | | | 447,951 | | | | | | 502,941 | |
| | | FNMA POOL AT9657 | | 4% 01 Jul 2043 | | | 338,676 | | | | | | 373,287 | |
| | | FNMA POOL AT9839 | | 4% 01 Jun 2043 | | | 43,619 | | | | | | 48,974 | |
| | | FNMA POOL AU6939 | | 4.5% 01 Oct 2043 | | | 44,315 | | | | | | 49,817 | |
| | | FNMA POOL AV6366 | | 4.5% 01 Jan 2044 | | | 111,547 | | | | | | 124,448 | |
| | | FNMA POOL AV7116 | | 4.5% 01 Mar 2044 | | | 44,974 | | | | | | 49,827 | |
| | | FNMA POOL AX7953 | | 3% 01 Feb 2045 | | | 95,584 | | | | | | 100,864 | |
| | | FNMA POOL AX9603 | | 3% 01 Mar 2045 | | | 189,334 | | | | | | 199,772 | |
| | | FNMA POOL BC0884 | | 3% 01 May 2046 | | | 528,400 | | | | | | 573,761 | |
| | | FNMA POOL BC1509 | | 3% 01 Aug 2046 | | | 234,605 | | | | | | 251,247 | |
| | | FNMA POOL BC2817 | | 3% 01 Sep 2046 | | | 499,094 | | | | | | 530,960 | |
| | | FNMA POOL BC9096 | | 3.5% 01 Dec 2046 | | | 149,075 | | | | | | 159,060 | |
| | | FNMA POOL BD3314 | | 3% 01 Oct 2046 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BD8104 | | 3% 01 Oct 2046 | | | 434,773 | | | | | | 471,003 | |
| | | FNMA POOL BE2981 | | 3% 01 Feb 2032 | | | 2,725,946 | | | | | | 2,897,782 | |
| | | FNMA POOL BF0104 | | 4% 01 Feb 2056 | | | 117,482 | | | | | | 131,540 | |
| | | FNMA POOL BF0141 | | 5.5% 01 Sep 2056 | | | 980,924 | | | | | | 1,162,616 | |
| | | FNMA POOL BF0145 | | 3.5% 01 Mar 2057 | | | 3,178,099 | | | | | | 3,511,583 | |
| | | FNMA POOL BF0148 | | 4.5% 01 Apr 2056 | | | 405,342 | | | | | | 463,763 | |
| | | FNMA POOL BF0183 | | 4% 01 Jan 2057 | | | 65,497 | | | | | | 73,334 | |
| | | FNMA POOL BF0222 | | 4.5% 01 Sep 2057 | | | 947,185 | | | | | | 1,083,433 | |
| | | FNMA POOL BH2623 | | 4% 01 Aug 2047 | | | 2,848,716 | | | | | | 3,064,832 | |
| | | FNMA POOL BH4095 | | 4% 01 Oct 2047 | | | 135,955 | | | | | | 146,007 | |
| | | FNMA POOL BH4101 | | 3.5% 01 Oct 2047 | | | 3,370,067 | | | | | | 3,571,651 | |
| | | FNMA POOL BH9923 | | 3.5% 01 Sep 2047 | | | 468,017 | | | | | | 497,371 | |
| | | FNMA POOL BJ0685 | | 4% 01 Apr 2048 | | | 236,180 | | | | | | 253,054 | |
| | | FNMA POOL BJ2544 | | 3% 01 Dec 2037 | | | 159,928 | | | | | | 168,328 | |
| | | FNMA POOL BJ2763 | | 4.5% 01 May 2048 | | | 225,661 | | | | | | 246,568 | |
| | | FNMA POOL BJ6133 | | 4% 01 Jan 2048 | | | 55,531 | | | | | | 59,432 | |
| | | FNMA POOL BJ8078 | | 3.5% 01 Mar 2048 | | | 51,237 | | | | | | 54,972 | |
| | | FNMA POOL BJ9257 | | 4.5% 01 Jun 2048 | | | 351,613 | | | | | | 389,182 | |
| | | FNMA POOL BK7700 | | 4.5% 01 Oct 2048 | | | 668,474 | | | | | | 738,280 | |
| | | FNMA POOL BL2454 | | 3.16% 01 May 2029 | | | 97,990 | | | | | | 111,012 | |
| | | FNMA POOL BL3540 | | 2.79% 01 Aug 2029 | | | 400,000 | | | | | | 450,751 | |
| | | FNMA POOL BL5850 | | 2.26% 01 Apr 2030 | | | 493,472 | | | | | | 536,106 | |
| | | FNMA POOL BL6028 | | 2.14% 01 Apr 2030 | | | 100,000 | | | | | | 107,780 | |
| | | FNMA POOL BL6295 | | 1.95% 01 Apr 2032 | | | 100,000 | | | | | | 104,945 | |
| | | FNMA POOL BM1948 | | 1% 01 Jul 2041 | | | 155,532 | | | | | | 188,927 | |
| | | FNMA POOL BM2005 | | 1% 01 Dec 2047 | | | 39,892 | | | | | | 42,794 | |
| | | FNMA POOL BM3473 | | 1% 01 Nov 2047 | | | 447,891 | | | | | | 491,497 | |
| | | FNMA POOL BM3724 | | 1% 01 Mar 2048 | | | 1,223,570 | | | | | | 1,329,414 | |
| | | FNMA POOL BM4014 | | 1% 01 May 2048 | | | 57,468 | | | | | | 63,053 | |
| | | FNMA POOL BM4579 | | 1% 01 Apr 2047 | | | 2,597,618 | | | | | | 2,819,761 | |
| | | FNMA POOL BM4750 | | 1% 01 Feb 2045 | | | 68,160 | | | | | | 74,051 | |
| | | FNMA POOL BM4751 | | 1% 01 Mar 2043 | | | 985,290 | | | | | | 1,070,440 | |
| | | FNMA POOL BM4781 | | 1% 01 Oct 2048 | | | 59,447 | | | | | | 65,862 | |
| | | FNMA POOL BM4897 | | 1% 01 Dec 2046 | | | 1,264,210 | | | | | | 1,362,438 | |
| | | FNMA POOL BM5119 | | 1% 01 Dec 2048 | | | 663,186 | | | | | | 729,777 | |
| | | FNMA POOL BM5507 | | 1% 01 Sep 2048 | | | 980,925 | | | | | | 1,037,834 | |
| | | FNMA POOL BN0341 | | 5% 01 Dec 2048 | | | 539,990 | | | | | | 596,845 | |
| | | FNMA POOL BN1623 | | 4.5% 01 Nov 2048 | | | 359,758 | | | | | | 398,458 | |
| | | FNMA POOL BN7652 | | 3% 01 Jul 2049 | | | 1,914,475 | | | | | | 2,045,548 | |
| | | FNMA POOL BO2252 | | 3.5% 01 Oct 2049 | | | 836,994 | | | | | | 911,266 | |
| | | FNMA POOL BP1662 | | 3.5% 01 Feb 2050 | | | 424,782 | | | | | | 448,814 | |
| | | FNMA POOL BP2866 | | 3% 01 Mar 2050 | | | 0 | | | | | | 0 | |
| | | FNMA POOL BP7009 | | 3% 01 Aug 2050 | | | 193,673 | | | | | | 206,267 | |
| | | FNMA POOL BP9421 | | 3% 01 Jul 2050 | | | 99,150 | | | | | | 105,655 | |
| | | FNMA POOL CA0679 | | 3% 01 Nov 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL CA0907 | | 3.5% 01 Dec 2047 | | | 124,141 | | | | | | 134,906 | |
| | | FNMA POOL CA1053 | | 3.5% 01 Jan 2048 | | | 397,928 | | | | | | 422,053 | |
| | | FNMA POOL CA1707 | | 4.5% 01 May 2048 | | | 337,070 | | | | | | 369,616 | |
| | | FNMA POOL CA2047 | | 4.5% 01 Jul 2048 | | | 435,931 | | | | | | 483,675 | |
| | | FNMA POOL CA2251 | | 5% 01 Aug 2048 | | | 108,486 | | | | | | 120,078 | |
| | | FNMA POOL CA2482 | | 4.5% 01 Oct 2048 | | | 563,891 | | | | | | 623,183 | |
| | | FNMA POOL CA2652 | | 5% 01 Nov 2048 | | | 912,910 | | | | | | 1,009,740 | |
| | | FNMA POOL CA3055 | | 4.5% 01 Feb 2049 | | | 91,597 | | | | | | 100,468 | |
| | | FNMA POOL CA3493 | | 4% 01 May 2049 | | | 56,513 | | | | | | 61,257 | |
| | | FNMA POOL CA3809 | | 3% 01 Jul 2049 | | | 211,783 | | | | | | 225,911 | |
| | | FNMA POOL CA3842 | | 4.5% 01 Jul 2049 | | | 176,680 | | | | | | 192,391 | |
| | | FNMA POOL CA3860 | | 3.5% 01 Jul 2049 | | | 2,116,713 | | | | | | 2,282,101 | |
| | | FNMA POOL CA4033 | | 4.5% 01 Aug 2049 | | | 180,294 | | | | | | 196,327 | |
| | | FNMA POOL CA4110 | | 3% 01 Sep 2049 | | | 993,059 | | | | | | 1,056,925 | |
| | | FNMA POOL CA4133 | | 3% 01 Sep 2049 | | | 488,933 | | | | | | 528,795 | |
| | | FNMA POOL CA4819 | | 4% 01 Dec 2049 | | | 162,241 | | | | | | 177,939 | |
| | | FNMA POOL CA4979 | | 3% 01 Jan 2050 | | | 88,414 | | | | | | 93,331 | |
| | | FNMA POOL CA5164 | | 3.5% 01 Feb 2050 | | | 1,156,563 | | | | | | 1,227,397 | |
| | | FNMA POOL CA5225 | | 3% 01 Feb 2050 | | | 1,963,191 | | | | | | 2,129,584 | |
| | | FNMA POOL CA5561 | | 3.5% 01 Apr 2050 | | | 1,321,347 | | | | | | 1,395,532 | |
| | | FNMA POOL CA6000 | | 3% 01 Jun 2050 | | | 561,127 | | | | | | 599,627 | |
| | | FNMA POOL CA6053 | | 3% 01 Jun 2050 | | | 878,327 | | | | | | 938,591 | |
| | | FNMA POOL CA6427 | | 3% 01 Jul 2050 | | | 474,972 | | | | | | 502,424 | |
| | | FNMA POOL CA8377 | | 1.5% 01 Dec 2035 | | | 200,000 | | | | | | 206,667 | |
| | | FNMA POOL FM0062 | | 1% 01 Feb 2050 | | | 79,028 | | | | | | 84,801 | |
| | | FNMA POOL FM1098 | | 1% 01 May 2049 | | | 171,380 | | | | | | 185,651 | |
| | | FNMA POOL FM1349 | | 1% 01 Mar 2047 | | | 1,212,683 | | | | | | 1,316,554 | |
| | | FNMA POOL FM1539 | | 1% 01 Sep 2049 | | | 106,012 | | | | | | 115,026 | |
| | | FNMA POOL FM1628 | | 1% 01 Sep 2033 | | | 0 | | | | | | 0 | |
| | | FNMA POOL FM1727 | | 1% 01 Sep 2049 | | | 1,029,751 | | | | | | 1,163,120 | |
| | | FNMA POOL FM1789 | | 1% 01 Nov 2049 | | | 1,760,383 | | | | | | 1,877,185 | |
| | | FNMA POOL FM2075 | | 1% 01 Dec 2049 | | | 1,669,270 | | | | | | 1,788,709 | |
| | | FNMA POOL FM2091 | | 1% 01 Dec 2049 | | | 330,471 | | | | | | 359,421 | |
| | | FNMA POOL FM2158 | | 1% 01 Oct 2049 | | | 76,067 | | | | | | 83,135 | |
| | | FNMA POOL FM2173 | | 1% 01 Sep 2048 | | | 91,554 | | | | | | 100,283 | |
| | | FNMA POOL FM2201 | | 1% 01 Jan 2048 | | | 287,908 | | | | | | 308,412 | |
| | | FNMA POOL FM2745 | | 1% 01 Mar 2050 | | | 371,062 | | | | | | 404,281 | |
| | | FNMA POOL FM2793 | | 1% 01 Mar 2050 | | | 557,088 | | | | | | 608,049 | |
| | | FNMA POOL FM2804 | | 1% 01 Apr 2050 | | | 705,734 | | | | | | 752,321 | |
| | | FNMA POOL FM3002 | | 1% 01 Nov 2049 | | | 1,912,949 | | | | | | 2,084,464 | |
| | | FNMA POOL FM3023 | | 1% 01 Feb 2048 | | | 71,083 | | | | | | 76,842 | |
| | | FNMA POOL FM3083 | | 1% 01 Oct 2049 | | | 408,102 | | | | | | 440,977 | |
| | | FNMA POOL FM3141 | | 1% 01 Nov 2048 | | | 1,045,571 | | | | | | 1,112,641 | |
| | | FNMA POOL FM3154 | | 1% 01 Sep 2049 | | | 73,578 | | | | | | 81,237 | |
| | | FNMA POOL FM3155 | | 1% 01 Dec 2049 | | | 207,058 | | | | | | 228,610 | |
| | | FNMA POOL FM3158 | | 1% 01 Nov 2048 | | | 231,796 | | | | | | 252,471 | |
| | | FNMA POOL FM3278 | | 1% 01 Nov 2048 | | | 643,842 | | | | | | 680,436 | |
| | | FNMA POOL FM3347 | | 1% 01 May 2047 | | | 1,010,258 | | | | | | 1,076,949 | |
| | | FNMA POOL FM3469 | | 1% 01 Aug 2048 | | | 967,349 | | | | | | 1,032,337 | |
| | | FNMA POOL FM3542 | | 1% 01 May 2049 | | | 77,854 | | | | | | 84,514 | |
| | | FNMA POOL FM3572 | | 1% 01 Sep 2049 | | | 230,966 | | | | | | 253,930 | |
| | | FNMA POOL FM3773 | | 1% 01 Nov 2048 | | | 1,413,807 | | | | | | 1,514,017 | |
| | | FNMA POOL FM3957 | | 1% 01 Mar 2050 | | | 351,017 | | | | | | 388,282 | |
| | | FNMA POOL FM4117 | | 1% 01 Jul 2049 | | | 167,955 | | | | | | 184,676 | |
| | | FNMA POOL FM4165 | | 1% 01 Sep 2050 | | | 394,475 | | | | | | 420,241 | |
| | | FNMA POOL FM5054 | | 1% 01 Nov 2048 | | | 283,870 | | | | | | 304,407 | |
| | | FNMA POOL MA0706 | | 4.5% 01 Apr 2031 | | | 127,585 | | | | | | 141,016 | |
| | | FNMA POOL MA0734 | | 4.5% 01 May 2031 | | | 443,386 | | | | | | 490,065 | |
| | | FNMA POOL MA0776 | | 4.5% 01 Jun 2031 | | | 153,035 | | | | | | 169,147 | |
| | | FNMA POOL MA0913 | | 4.5% 01 Nov 2031 | | | 183,312 | | | | | | 201,885 | |
| | | FNMA POOL MA0939 | | 4.5% 01 Dec 2031 | | | 214,165 | | | | | | 236,725 | |
| | | FNMA POOL MA0968 | | 4.5% 01 Dec 2031 | | | 37,722 | | | | | | 41,695 | |
| | | FNMA POOL MA1177 | | 3.5% 01 Sep 2042 | | | 67,081 | | | | | | 73,225 | |
| | | FNMA POOL MA1213 | | 3.5% 01 Oct 2042 | | | 34,262 | | | | | | 37,284 | |
| | | FNMA POOL MA1221 | | 4.5% 01 Sep 2042 | | | 25,397 | | | | | | 28,208 | |
| | | FNMA POOL MA1253 | | 4% 01 Nov 2042 | | | 31,814 | | | | | | 34,869 | |
| | | FNMA POOL MA1547 | | 4% 01 Aug 2043 | | | 211,904 | | | | | | 232,521 | |
| | | FNMA POOL MA1591 | | 4.5% 01 Sep 2043 | | | 407,999 | | | | | | 455,993 | |
| | | FNMA POOL MA1629 | | 4.5% 01 Oct 2043 | | | 351,769 | | | | | | 393,135 | |
| | | FNMA POOL MA1664 | | 4.5% 01 Nov 2043 | | | 240,746 | | | | | | 269,094 | |
| | | FNMA POOL MA1711 | | 4.5% 01 Dec 2043 | | | 319,945 | | | | | | 357,569 | |
| | | FNMA POOL MA2542 | | 3% 01 Feb 2046 | | | 173,011 | | | | | | 182,175 | |
| | | FNMA POOL MA2806 | | 3% 01 Nov 2046 | | | 499,797 | | | | | | 527,815 | |
| | | FNMA POOL MA2832 | | 3% 01 Dec 2036 | | | 248,888 | | | | | | 263,136 | |
| | | FNMA POOL MA3008 | | 4.5% 01 May 2047 | | | 2,036,377 | | | | | | 2,214,464 | |
| | | FNMA POOL MA3088 | | 4% 01 Aug 2047 | | | 979,518 | | | | | | 1,054,987 | |
| | | FNMA POOL MA3149 | | 4% 01 Oct 2047 | | | 330,937 | | | | | | 355,029 | |
| | | FNMA POOL MA3179 | | 3% 01 Nov 2047 | | | 0 | | | | | | 0 | |
| | | FNMA POOL MA3501 | | 5% 01 Oct 2048 | | | 297,960 | | | | | | 329,890 | |
| | | FNMA POOL MA3527 | | 5% 01 Nov 2048 | | | 680,793 | | | | | | 753,794 | |
| | | FNMA POOL MA4031 | | 4.5% 01 May 2050 | | | 358,244 | | | | | | 389,144 | |
| | | FNMA TBA 15 YR 1.5 | | 1.5% 16 Jan 2036 | | | 6,300,000 | | | | | | 6,482,109 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | | 6,700,000 | | | | | | 6,959,887 | |
| | | FNMA TBA 30 YR 2 | | 2% 12 Feb 2051 | | | 12,300,000 | | | | | | 12,755,538 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | 11,000,000 | | | | | | 11,595,547 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 4.06% 15 Nov 2030 | | | 780,000 | | | | | | 919,200 | |
| | | FOX CORP | | 4.03% 25 Jan 2024 | | | 270,000 | | | | | | 297,363 | |
| | | FOX CORP | | 5.476% 25 Jan 2039 | | | 330,000 | | | | | | 452,536 | |
| | | FOX CORP | | 5.576% 25 Jan 2049 | | | 130,000 | | | | | | 190,026 | |
| | | FOX CORP | | 4.709% 25 Jan 2029 | | | 310,000 | | | | | | 376,123 | |
| | | FREDDIE MAC | | 1% 15 Jan 2040 | | | 261,708 | | | | | | 56,598 | |
| | | FREDDIE MAC | | 1% 15 Dec 2041 | | | 614,845 | | | | | | 140,601 | |
| | | FREDDIE MAC | | 2.5% 25 Sep 2050 | | | 294,128 | | | | | | 35,754 | |
| | | FREDDIE MAC | | 2.5% 25 Sep 2050 | | | 590,895 | | | | | | 84,901 | |
| | | FREDDIE MAC | | 2.5% 25 Sep 2050 | | | 297,561 | | | | | | 44,506 | |
| | | FREDDIE MAC | | 2% 25 Oct 2050 | | | 496,017 | | | | | | 64,359 | |
| | | FREDDIE MAC | | 2.5% 25 Nov 2050 | | | 198,794 | | | | | | 24,820 | |
| | | FREDDIE MAC REFERENCE REMIC | | 6% 15 May 2036 | | | 477,665 | | | | | | 567,331 | |
| | | FREMF MORTGAGE TRUST | | 0.2% 25 May 2045 | | | 21,927,151 | | | | | | 46,738 | |
| | | GENERAL DYNAMICS CORP | | 4.25% 01 Apr 2040 | | | 290,000 | | | | | | 377,495 | |
| | | GENERAL DYNAMICS CORP | | 4.25% 01 Apr 2050 | | | 970,000 | | | | | | 1,319,442 | |
| | | GENERAL ELECTRIC CO | | 4.25% 01 May 2040 | | | 190,000 | | | | | | 224,619 | |
| | | GENERAL ELECTRIC CO | | 3.45% 01 May 2027 | | | 90,000 | | | | | | 101,794 | |
| | | GENERAL ELECTRIC CO | | 3.625% 01 May 2030 | | | 190,000 | | | | | | 217,149 | |
| | | GENERAL ELECTRIC CO | | 6.875% 10 Jan 2039 | | | 1,527,000 | | | | | | 2,247,870 | |
| | | GENERAL ELECTRIC CO | | 6.75% 15 Mar 2032 | | | 110,000 | | | | | | 154,227 | |
| | | GENERAL MOTORS CO | | 5.15% 01 Apr 2038 | | | 90,000 | | | | | | 108,212 | |
| | | GENERAL MOTORS CO | | 6.25% 02 Oct 2043 | | | 130,000 | | | | | | 175,366 | |
| | | GENERAL MOTORS FINL CO | | 4.375% 25 Sep 2021 | | | 190,000 | | | | | | 195,130 | |
| | | GENERAL MOTORS FINL CO | | 3.45% 10 Apr 2022 | | | 140,000 | | | | | | 143,966 | |
| | | GENERAL MOTORS FINL CO | | 4.35% 17 Jan 2027 | | | 100,000 | | | | | | 113,839 | |
| | | GENERAL MOTORS FINL CO | | 4.25% 15 May 2023 | | | 170,000 | | | | | | 183,221 | |
| | | GILEAD SCIENCES INC | | 3.7% 01 Apr 2024 | | | 650,000 | | | | | | 708,457 | |
| | | GILEAD SCIENCES INC | | 3.65% 01 Mar 2026 | | | 290,000 | | | | | | 329,000 | |
| | | GILEAD SCIENCES INC | | 4.75% 01 Mar 2046 | | | 300,000 | | | | | | 397,620 | |
| | | GLAXOSMITHKLINE CAPITAL | | 2.85% 08 May 2022 | | | 30,000 | | | | | | 31,027 | |
| | | GLENCORE FUNDING LLC | | 4.125% 30 May 2023 | | | 30,000 | | | | | | 32,444 | |
| | | GLENCORE FUNDING LLC | | 4.125% 12 Mar 2024 | | | 810,000 | | | | | | 891,318 | |
| | | GLENCORE FUNDING LLC | | 4% 27 Mar 2027 | | | 1,400,000 | | | | | | 1,583,655 | |
| | | GMRF MORTGAGE ACQUISITION CO., | | 1% 25 Jul 2056 | | | 590,858 | | | | | | 598,965 | |
| | | GNMA II POOL 003474 | | 6% 20 Nov 2033 | | | 13,038 | | | | | | 15,123 | |
| | | GNMA II POOL 004006 | | 6% 20 Jul 2037 | | | 75,555 | | | | | | 90,337 | |
| | | GNMA II POOL 004040 | | 6.5% 20 Oct 2037 | | | 213,436 | | | | | | 248,193 | |
| | | GNMA II POOL 004245 | | 6% 20 Sep 2038 | | | 402,056 | | | | | | 466,481 | |
| | | GNMA II POOL 004617 | | 4.5% 20 Jan 2040 | | | 188,188 | | | | | | 209,573 | |
| | | GNMA II POOL 004717 | | 6% 20 Jun 2040 | | | 83,204 | | | | | | 96,566 | |
| | | GNMA II POOL 004747 | | 5% 20 Jul 2040 | | | 23,603 | | | | | | 26,991 | |
| | | GNMA II POOL 004801 | | 4.5% 20 Sep 2040 | | | 9,887 | | | | | | 11,017 | |
| | | GNMA II POOL 004802 | | 5% 20 Sep 2040 | | | 89,104 | | | | | | 101,893 | |
| | | GNMA II POOL 004837 | | 6% 20 Oct 2040 | | | 35,999 | | | | | | 41,960 | |
| | | GNMA II POOL 004855 | | 5% 20 Nov 2040 | | | 145,232 | | | | | | 166,522 | |
| | | GNMA II POOL 004923 | | 4.5% 20 Jan 2041 | | | 46,652 | | | | | | 52,658 | |
| | | GNMA II POOL 004978 | | 4.5% 20 Mar 2041 | | | 1,779,470 | | | | | | 1,982,470 | |
| | | GNMA II POOL 004991 | | 6% 20 Mar 2041 | | | 385,721 | | | | | | 448,014 | |
| | | GNMA II POOL 005085 | | 6% 20 Jun 2041 | | | 266,849 | | | | | | 305,657 | |
| | | GNMA II POOL 005189 | | 6% 20 Sep 2041 | | | 138,973 | | | | | | 161,371 | |
| | | GNMA II POOL 005240 | | 6% 20 Nov 2041 | | | 2,912 | | | | | | 3,371 | |
| | | GNMA II POOL 783050 | | 5% 20 Jul 2040 | | | 496,667 | | | | | | 562,482 | |
| | | GNMA II POOL 784825 | | 3.5% 20 Oct 2049 | | | 395,942 | | | | | | 410,632 | |
| | | GNMA II POOL 784905 | | 3% 20 Jan 2050 | | | 375,918 | | | | | | 393,529 | |
| | | GNMA II POOL BC4732 | | 3.5% 20 Oct 2047 | | | 650,856 | | | | | | 700,256 | |
| | | GNMA II POOL BD0384 | | 3.5% 20 Oct 2047 | | | 440,330 | | | | | | 482,303 | |
| | | GNMA II POOL BM7534 | | 3.5% 20 Feb 2050 | | | 189,747 | | | | | | 202,513 | |
| | | GNMA II POOL BM9734 | | 4% 20 Oct 2049 | | | 96,487 | | | | | | 104,348 | |
| | | GNMA II POOL BM9743 | | 4% 20 Nov 2049 | | | 1,122,577 | | | | | | 1,220,079 | |
| | | GNMA II POOL BS1728 | | 4% 20 Jan 2050 | | | 97,620 | | | | | | 106,783 | |
| | | GNMA II POOL BS1742 | | 4% 20 Feb 2050 | | | 95,634 | | | | | | 104,171 | |
| | | GNMA II POOL BS1757 | | 4% 20 Mar 2050 | | | 95,806 | | | | | | 105,235 | |
| | | GNMA II POOL BS8420 | | 4% 20 Apr 2050 | | | 485,879 | | | | | | 528,993 | |
| | | GNMA II POOL BS8546 | | 2.5% 20 Dec 2050 | | | 200,000 | | | | | | 215,634 | |
| | | GNMA II POOL MA1995 | | 3.5% 20 Jun 2044 | | | 379,111 | | | | | | 412,563 | |
| | | GNMA II POOL MA2677 | | 3% 20 Mar 2045 | | | 268,420 | | | | | | 285,762 | |
| | | GNMA II POOL MA3663 | | 3.5% 20 May 2046 | | | 1,598,113 | | | | | | 1,730,190 | |
| | | GNMA II POOL MA4068 | | 3% 20 Nov 2046 | | | 218,962 | | | | | | 233,351 | |
| | | GNMA II POOL MA4511 | | 4% 20 Jun 2047 | | | 2,792,867 | | | | | | 3,014,172 | |
| | | GNMA II POOL MA4838 | | 4% 20 Nov 2047 | | | 2,349,129 | | | | | | 2,536,789 | |
| | | GNMA II POOL MA5020 | | 4% 20 Feb 2048 | | | 1,230,932 | | | | | | 1,322,743 | |
| | | GNMA II POOL MA5078 | | 4% 20 Mar 2048 | | | 1,899,748 | | | | | | 2,046,703 | |
| | | GNMA II POOL MA5137 | | 4% 20 Apr 2048 | | | 1,234,011 | | | | | | 1,324,377 | |
| | | GNMA II POOL MA5193 | | 4.5% 20 May 2048 | | | 839,262 | | | | | | 908,272 | |
| | | GNMA II POOL MA5467 | | 4.5% 20 Sep 2048 | | | 1,126,773 | | | | | | 1,219,327 | |
| | | GNMA II POOL MA5529 | | 4.5% 20 Oct 2048 | | | 587,378 | | | | | | 635,688 | |
| | | GNMA II POOL MA5530 | | 5% 20 Oct 2048 | | | 997,030 | | | | | | 1,090,310 | |
| | | GNMA II POOL MA5595 | | 4% 20 Nov 2048 | | | 37,408 | | | | | | 40,156 | |
| | | GNMA II POOL MA5597 | | 5% 20 Nov 2048 | | | 486,165 | | | | | | 531,621 | |
| | | GNMA II POOL MA5652 | | 4.5% 20 Dec 2048 | | | 303,396 | | | | | | 328,325 | |
| | | GNMA II POOL MA5711 | | 4.5% 20 Jan 2049 | | | 122,605 | | | | | | 132,677 | |
| | | GNMA II POOL MA5877 | | 4.5% 20 Apr 2049 | | | 447,054 | | | | | | 483,406 | |
| | | GNMA II POOL MA6477 | | 4.5% 20 Feb 2050 | | | 435,037 | | | | | | 467,586 | |
| | | GNMA II POOL MA6544 | | 4.5% 20 Mar 2050 | | | 315,415 | | | | | | 339,338 | |
| | | GNMA II POOL MA6603 | | 5% 20 Apr 2050 | | | 606,789 | | | | | | 663,530 | |
| | | GNMA II TBA 30 YR 2 | | 2% 21 Jan 2051 | | | 4,200,000 | | | | | | 4,392,117 | |
| | | GNMA II TBA 30 YR 2 | | 2% 20 Feb 2051 | | | 1,600,000 | | | | | | 1,670,500 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 21 Jan 2051 | | | 3,200,000 | | | | | | 3,387,500 | |
| | | GNMA POOL 486470 | | 6.5% 15 Aug 2028 | | | 1,068 | | | | | | 1,186 | |
| | | GNMA POOL 486516 | | 6.5% 15 Sep 2028 | | | 1,893 | | | | | | 2,136 | |
| | | GNMA POOL 617327 | | 6% 15 Dec 2036 | | | 77,228 | | | | | | 90,841 | |
| | | GNMA POOL 617567 | | 6% 15 Jun 2037 | | | 1,197 | | | | | | 1,424 | |
| | | GNMA POOL 661534 | | 6% 15 Dec 2036 | | | 35,400 | | | | | | 42,333 | |
| | | GNMA POOL 662583 | | 6% 15 Sep 2037 | | | 125,131 | | | | | | 151,280 | |
| | | GNMA POOL 780851 | | 7.5% 15 Dec 2027 | | | 2,788 | | | | | | 3,079 | |
| | | GNMA POOL 781001 | | 7.5% 15 Mar 2029 | | | 4,751 | | | | | | 5,570 | |
| | | GNMA POOL 784571 | | 3.5% 15 Jun 2048 | | | 922,676 | | | | | | 988,380 | |
| | | GNMA POOL AA5649 | | 3% 15 Sep 2042 | | | 596,808 | | | | | | 641,851 | |
| | | GNMA POOL AB2892 | | 3% 15 Sep 2042 | | | 564,933 | | | | | | 594,599 | |
| | | GNMA POOL AB9108 | | 3% 15 Oct 2042 | | | 1,119,558 | | | | | | 1,178,395 | |
| | | GNMA POOL BS8439 | | 3.5% 15 May 2050 | | | 294,640 | | | | | | 313,796 | |
| | | GOLDMAN SACHS GROUP INC | | 5.25% 27 Jul 2021 | | | 2,310,000 | | | | | | 2,374,865 | |
| | | GOLDMAN SACHS GROUP INC | | 4% 03 Mar 2024 | | | 30,000 | | | | | | 33,149 | |
| | | GOLDMAN SACHS GROUP INC | | 4.25% 21 Oct 2025 | | | 620,000 | | | | | | 711,017 | |
| | | GOLDMAN SACHS GROUP INC | | 4.75% 21 Oct 2045 | | | 210,000 | | | | | | 292,462 | |
| | | GOLDMAN SACHS GROUP INC | | 3.2% 23 Feb 2023 | | | 360,000 | | | | | | 380,383 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 01 May 2029 | | | 1,280,000 | | | | | | 1,518,545 | |
| | | GOLDMAN SACHS GROUP INC | | 3.5% 01 Apr 2025 | | | 420,000 | | | | | | 466,616 | |
| | | GOLDMAN SACHS GROUP INC | | 3.5% 16 Nov 2026 | | | 470,000 | | | | | | 527,642 | |
| | | GOLDMAN SACHS GROUP INC | | 3.85% 08 Jul 2024 | | | 490,000 | | | | | | 541,779 | |
| | | GOLDMAN SACHS GROUP INC | | 6.25% 01 Feb 2041 | | | 1,810,000 | | | | | | 2,834,762 | |
| | | GOLDMAN SACHS GROUP INC | | 5.75% 24 Jan 2022 | | | 100,000 | | | | | | 105,700 | |
| | | GOLDMAN SACHS GROUP INC | | 5.15% 22 May 2045 | | | 690,000 | | | | | | 961,569 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2040 | | | 37,701 | | | | | | 7,892 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 4.5% 20 Oct 2039 | | | 379,419 | | | | | | 402,098 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jan 2040 | | | 44,062 | | | | | | 3,639 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Mar 2047 | | | 3,499,736 | | | | | | 58,273 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Aug 2042 | | | 302,357 | | | | | | 66,643 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Feb 2054 | | | 6,470,477 | | | | | | 138,882 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Oct 2054 | | | 15,705,117 | | | | | | 285,321 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Nov 2047 | | | 345,783 | | | | | | 365,740 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Aug 2044 | | | 441,584 | | | | | | 75,894 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Jun 2048 | | | 24,299 | | | | | | 25,495 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Jun 2043 | | | 71,756 | | | | | | 8,474 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Oct 2046 | | | 252,045 | | | | | | 57,385 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Mar 2057 | | | 0 | | | | | | 0 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Mar 2060 | | | 5,594,900 | | | | | | 269,227 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Jul 2058 | | | 1,459,497 | | | | | | 72,153 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Oct 2049 | | | 226,956 | | | | | | 233,365 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Jul 2049 | | | 696,410 | | | | | | 722,370 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Aug 2050 | | | 198,509 | | | | | | 27,446 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Aug 2050 | | | 595,483 | | | | | | 84,922 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Aug 2050 | | | 297,772 | | | | | | 40,252 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Sep 2050 | | | 197,677 | | | | | | 27,163 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Jun 2062 | | | 9,080,887 | | | | | | 811,350 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Oct 2050 | | | 199,030 | | | | | | 28,532 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Oct 2050 | | | 297,630 | | | | | | 42,613 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Oct 2050 | | | 796,884 | | | | | | 113,594 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Sep 2062 | | | 9,183,243 | | | | | | 822,352 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3.5% 20 Apr 2050 | | | 769,541 | | | | | | 111,273 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3.5% 20 Apr 2050 | | | 288,361 | | | | | | 46,934 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 13,688,244 | | | | | | 13,688,244 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 10 Jan 2047 | | | 900,000 | | | | | | 871,834 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.964% 10 Nov 2047 | | | 910,000 | | | | | | 996,726 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 15 Sep 2031 | | | 2,145,000 | | | | | | 1,791,779 | |
| | | GUARDIAN LIFE GLOB FUND | | 1.1% 23 Jun 2025 | | | 140,000 | | | | | | 141,998 | |
| | | HALLIBURTON CO | | 3.8% 15 Nov 2025 | | | 39,000 | | | | | | 43,739 | |
| | | HALLIBURTON CO | | 4.85% 15 Nov 2035 | | | 70,000 | | | | | | 81,692 | |
| | | HALLIBURTON CO | | 5% 15 Nov 2045 | | | 120,000 | | | | | | 142,653 | |
| | | HCA INC | | 4.5% 15 Feb 2027 | | | 10,000 | | | | | | 11,632 | |
| | | HERSHEY COMPANY | | 0.9% 01 Jun 2025 | | | 100,000 | | | | | | 101,550 | |
| | | HOME DEPOT INC | | 3.35% 15 Apr 2050 | | | 530,000 | | | | | | 630,739 | |
| | | HOME DEPOT INC | | 3.9% 06 Dec 2028 | | | 30,000 | | | | | | 36,096 | |
| | | HOME DEPOT INC | | 2.5% 15 Apr 2027 | | | 250,000 | | | | | | 274,346 | |
| | | HOME DEPOT INC | | 2.7% 15 Apr 2030 | | | 230,000 | | | | | | 256,706 | |
| | | HOME DEPOT INC | | 3.3% 15 Apr 2040 | | | 320,000 | | | | | | 377,152 | |
| | | HOME DEPOT INC | | 3.9% 15 Jun 2047 | | | 80,000 | | | | | | 102,168 | |
| | | HONEYWELL INTERNATIONAL | | 1.35% 01 Jun 2025 | | | 240,000 | | | | | | 248,661 | |
| | | HSBC HOLDINGS PLC | | 4.25% 14 Mar 2024 | | | 660,000 | | | | | | 728,207 | |
| | | HSBC HOLDINGS PLC | | 4.25% 18 Aug 2025 | | | 640,000 | | | | | | 727,151 | |
| | | HSBC HOLDINGS PLC | | 4.3% 08 Mar 2026 | | | 470,000 | | | | | | 541,513 | |
| | | HSBC HOLDINGS PLC | | 1% 19 Jun 2029 | | | 910,000 | | | | | | 1,076,577 | |
| | | HSBC HOLDINGS PLC | | 1% 22 May 2030 | | | 390,000 | | | | | | 450,353 | |
| | | HUMANA INC | | 3.15% 01 Dec 2022 | | | 50,000 | | | | | | 52,222 | |
| | | HUMANA INC | | 3.95% 15 Mar 2027 | | | 30,000 | | | | | | 34,526 | |
| | | HUMANA INC | | 4.5% 01 Apr 2025 | | | 60,000 | | | | | | 68,933 | |
| | | HUMANA INC | | 4.625% 01 Dec 2042 | | | 390,000 | | | | | | 499,874 | |
| | | HUMANA INC | | 4.8% 15 Mar 2047 | | | 720,000 | | | | | | 961,780 | |
| | | INTEL CORP | | 4.75% 25 Mar 2050 | | | 930,000 | | | | | | 1,297,873 | |
| | | INTEL CORP | | 3.7% 29 Jul 2025 | | | 120,000 | | | | | | 135,784 | |
| | | INTEL CORP | | 3.734% 08 Dec 2047 | | | 206,000 | | | | | | 246,183 | |
| | | INTEL CORP | | 4.6% 25 Mar 2040 | | | 60,000 | | | | | | 79,212 | |
| | | INTESA SANPAOLO SPA | | 3.125% 14 Jul 2022 | | | 500,000 | | | | | | 517,775 | |
| | | INTESA SANPAOLO SPA | | 3.375% 12 Jan 2023 | | | 260,000 | | | | | | 272,235 | |
| | | JOHNSON + JOHNSON | | 3.625% 03 Mar 2037 | | | 350,000 | | | | | | 427,925 | |
| | | JOHNSON + JOHNSON | | 0.55% 01 Sep 2025 | | | 220,000 | | | | | | 220,953 | |
| | | JOHNSON + JOHNSON | | 0.95% 01 Sep 2027 | | | 450,000 | | | | | | 452,232 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 1% 15 Jul 2034 | | | 1,715,092 | | | | | | 1,640,209 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Oct 2048 | | | 590,018 | | | | | | 603,257 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 4.065% 15 Nov 2047 | | | 880,000 | | | | �� | | 967,038 | |
| * | | JPMORGAN CHASE + CO | | 3.875% 10 Sep 2024 | | | 1,060,000 | | | | | | 1,187,003 | |
| * | | JPMORGAN CHASE + CO | | 4.95% 01 Jun 2045 | | | 810,000 | | | | | | 1,147,545 | |
| * | | JPMORGAN CHASE + CO | | 4.25% 01 Oct 2027 | | | 170,000 | | | | | | 201,597 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jul 2029 | | | 470,000 | | | | | | 561,927 | |
| * | | JPMORGAN CHASE + CO | | 1% 05 Dec 2029 | | | 390,000 | | | | | | 475,841 | |
| * | | JPMORGAN CHASE + CO | | 1% 05 Dec 2024 | | | 1,130,000 | | | | | | 1,244,840 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2026 | | | 620,000 | | | | | | 654,798 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2031 | | | 520,000 | | | | | | 558,928 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Jun 2024 | | | 1,020,000 | | | | | | 1,047,228 | |
| | | KAZMUNAYGAS NATIONAL CO | | 5.75% 19 Apr 2047 | | | 770,000 | | | | | | 1,031,839 | |
| | | KIMBERLY CLARK CORP | | 3.1% 26 Mar 2030 | | | 100,000 | | | | | | 115,158 | |
| | | KINDER MORGAN INC | | 4.3% 01 Jun 2025 | | | 140,000 | | | | | | 159,740 | |
| | | KINDER MORGAN INC | | 4.3% 01 Mar 2028 | | | 70,000 | | | | | | 82,093 | |
| | | KINDER MORGAN INC/DELAWA | | 7.8% 01 Aug 2031 | | | 690,000 | | | | | | 985,374 | |
| | | KKR GROUP FIN CO II | | 5.5% 01 Feb 2043 | | | 70,000 | | | | | | 92,386 | |
| | | KRAFT HEINZ FOODS CO | | 3% 01 Jun 2026 | | | 110,000 | | | | | | 114,870 | |
| | | KRAFT HEINZ FOODS CO | | 3.95% 15 Jul 2025 | | | 19,000 | | | | | | 20,924 | |
| | | KUWAIT INTL BOND | | 3.5% 20 Mar 2027 | | | 1,000,000 | | | | | | 1,137,500 | |
| | | L3HARRIS TECH INC | | 5.054% 27 Apr 2045 | | | 220,000 | | | | | | 304,181 | |
| | | LAS VEGAS SANDS CORP | | 3.2% 08 Aug 2024 | | | 600,000 | | | | | | 635,504 | |
| | | LAS VEGAS SANDS CORP | | 2.9% 25 Jun 2025 | | | 60,000 | | | | | | 62,786 | |
| | | LEHMAN BROTHERS HOLDINGS | | 6.75% 28 Dec 2017 | | | 3,500,000 | | | | | | 35 | |
| | | LLOYDS BANKING GROUP PLC | | 4.5% 04 Nov 2024 | | | 450,000 | | | | | | 503,431 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 07 Nov 2023 | | | 910,000 | | | | | | 950,713 | |
| | | LLOYDS BANKING GROUP PLC | | 4.375% 22 Mar 2028 | | | 1,710,000 | | | | | | 2,035,149 | |
| | | LOCKHEED MARTIN CORP | | 3.1% 15 Jan 2023 | | | 60,000 | | | | | | 63,054 | |
| | | LOCKHEED MARTIN CORP | | 3.55% 15 Jan 2026 | | | 640,000 | | | | | | 726,978 | |
| | | LOCKHEED MARTIN CORP | | 4.5% 15 May 2036 | | | 100,000 | | | | | | 131,759 | |
| | | LOWE S COS INC | | 4.5% 15 Apr 2030 | | | 150,000 | | | | | | 186,715 | |
| | | MADISON AVENUE TRUST | | 1% 15 Aug 2034 | | | 750,000 | | | | | | 777,735 | |
| | | MARS INC | | 3.2% 01 Apr 2030 | | | 1,020,000 | | | | | | 1,172,834 | |
| | | MASSMUTUAL GLOBAL FUNDIN | | 0.85% 09 Jun 2023 | | | 1,050,000 | | | | | | 1,062,832 | |
| | | MASTERCARD INC | | 3.85% 26 Mar 2050 | | | 1,580,000 | | | | | | 2,039,333 | |
| | | MCDONALD S CORP | | 3.7% 30 Jan 2026 | | | 230,000 | | | | | | 261,990 | |
| | | MCDONALD S CORP | | 4.875% 09 Dec 2045 | | | 500,000 | | | | | | 679,317 | |
| | | MCDONALD S CORP | | 3.5% 01 Mar 2027 | | | 370,000 | | | | | | 423,436 | |
| | | MCDONALD S CORP | | 3.8% 01 Apr 2028 | | | 130,000 | | | | | | 151,962 | |
| | | MCDONALD S CORP | | 1.45% 01 Sep 2025 | | | 400,000 | | | | | | 414,802 | |
| | | MCDONALD S CORP | | 2.125% 01 Mar 2030 | | | 190,000 | | | | | | 200,323 | |
| | | MCDONALD S CORP | | 3.3% 01 Jul 2025 | | | 230,000 | | | | | | 256,120 | |
| | | MCDONALD S CORP | | 3.5% 01 Jul 2027 | | | 180,000 | | | | | | 206,484 | |
| | | MCDONALD S CORP | | 4.2% 01 Apr 2050 | | | 770,000 | | | | | | 989,903 | |
| | | MCDONALD S CORP | | 3.625% 01 Sep 2049 | | | 180,000 | | | | | | 211,233 | |
| | | MEDTRONIC INC | | 3.5% 15 Mar 2025 | | | 173,000 | | | | | | 194,143 | |
| | | MERCK + CO INC | | 0.75% 24 Feb 2026 | | | 400,000 | | | | | | 404,517 | |
| | | MERCK + CO INC | | 1.45% 24 Jun 2030 | | | 220,000 | | | | | | 223,062 | |
| | | MET LIFE GLOB FUNDING I | | 0.9% 08 Jun 2023 | | | 960,000 | | | | | | 972,170 | |
| | | MICRON TECHNOLOGY INC | | 2.497% 24 Apr 2023 | | | 330,000 | | | | | | 343,866 | |
| | | MICROSOFT CORP | | 2.525% 01 Jun 2050 | | | 26,000 | | | | | | 27,418 | |
| | | MICROSOFT CORP | | 2.7% 12 Feb 2025 | | | 210,000 | | | | | | 228,132 | |
| | | MICROSOFT CORP | | 3.45% 08 Aug 2036 | | | 30,000 | | | | | | 36,994 | |
| | | MICROSOFT CORP | | 2.875% 06 Feb 2024 | | | 850,000 | | | | | | 913,024 | |
| | | MICROSOFT CORP | | 3.3% 06 Feb 2027 | | | 1,030,000 | | | | | | 1,175,287 | |
| | | MICROSOFT CORP | | 4.1% 06 Feb 2037 | | | 44,000 | | | | | | 57,747 | |
| | | MICROSOFT CORP | | 2.4% 08 Aug 2026 | | | 2,050,000 | | | | | | 2,236,523 | |
| | | MIDAMERICAN ENERGY CO | | 3.65% 15 Apr 2029 | | | 710,000 | | | | | | 843,295 | |
| | | MISSOURI ST HLTH EDUCTNL FAC | | 3.229% 15 May 2050 | | | 630,000 | | | | | | 735,575 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.998% 22 Feb 2022 | | | 310,000 | | | | | | 319,289 | |
| | | MOLSON COORS BEVERAGE | | 3.5% 01 May 2022 | | | 160,000 | | | | | | 166,375 | |
| | | MONDELEZ INTERNATIONAL | | 2.125% 13 Apr 2023 | | | 120,000 | | | | | | 124,638 | |
| | | MONDELEZ INTERNATIONAL | | 1.5% 04 May 2025 | | | 500,000 | | | | | | 517,124 | |
| | | MONDELEZ INTL HLDINGS NE | | 2.125% 19 Sep 2022 | | | 220,000 | | | | | | 226,302 | |
| | | MORGAN STANLEY | | 1% 22 Jan 2031 | | | 620,000 | | | | | | 675,027 | |
| | | MORGAN STANLEY | | 1% 28 Apr 2026 | | | 100,000 | | | | | | 105,624 | |
| | | MORGAN STANLEY | | 1% 23 Jan 2030 | | | 30,000 | | | | | | 36,492 | |
| | | MORGAN STANLEY | | 1% 01 Apr 2031 | | | 1,400,000 | | | | | | 1,628,344 | |
| | | MORGAN STANLEY | | 1% 24 Jan 2029 | | | 900,000 | | | | | | 1,043,358 | |
| | | MPLX LP | | 4.875% 01 Dec 2024 | | | 490,000 | | | | | | 562,317 | |
| | | MPLX LP | | 4.8% 15 Feb 2029 | | | 810,000 | | | | | | 978,936 | |
| | | MPLX LP | | 4.875% 01 Jun 2025 | | | 460,000 | | | | | | 531,332 | |
| | | MPLX LP | | 4.5% 15 Apr 2038 | | | 50,000 | | | | | | 57,191 | |
| | | MPLX LP | | 4.7% 15 Apr 2048 | | | 730,000 | | | | | | 865,692 | |
| | | MPLX LP | | 5.5% 15 Feb 2049 | | | 390,000 | | | | | | 513,557 | |
| | | MSCG TRUST | | 1% 07 Jun 2035 | | | 1,500,000 | | | | | | 1,477,830 | |
| | | NADG NNN OPERATING LP | | 3.368% 28 Dec 2049 | | | 1,154,200 | | | | | | 1,184,085 | |
| | | NATIONWIDE BLDG SOCIETY | | 1% 01 Aug 2024 | | | 610,000 | | | | | | 662,858 | |
| | | NATWEST GROUP PLC | | 6% 19 Dec 2023 | | | 1,440,000 | | | | | | 1,645,724 | |
| | | NATWEST GROUP PLC | | 1% 25 Jun 2024 | | | 200,000 | | | | | | 218,362 | |
| | | NATWEST GROUP PLC | | 5.125% 28 May 2024 | | | 860,000 | | | | | | 971,621 | |
| | | NATWEST GROUP PLC | | 1% 22 Mar 2025 | | | 460,000 | | | | | | 508,894 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 25 Apr 2040 | | | 1,084,607 | | | | | | 1,073,563 | |
| | | NAVIENT STUDENT LOAN TRUST | | 2.12% 15 Jan 2069 | | | 1,180,000 | | | | | | 1,211,742 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 26 Jul 2066 | | | 1,260,000 | | | | | | 1,283,722 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 26 Nov 2035 | | | 2,486,243 | | | | | | 2,636,769 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Sep 2056 | | | 698,139 | | | | | | 734,647 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Feb 2057 | | | 864,022 | | | | | | 933,790 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 May 2057 | | | 2,186,617 | | | | | | 2,373,026 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 27 Aug 2057 | | | 1,324,576 | | | | | | 1,430,729 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Dec 2057 | | | 1,234,358 | | | | | | 1,334,780 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Sep 2059 | | | 1,803,576 | | | | | | 1,913,711 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Sep 2059 | | | 2,383,630 | | | | | | 2,427,875 | |
| | | NEW YORK LIFE GLOBAL FDG | | 0.95% 24 Jun 2025 | | | 260,000 | | | | | | 263,569 | |
| | | NIKE INC | | 3.375% 27 Mar 2050 | | | 960,000 | | | | | | 1,187,656 | |
| | | NIKE INC | | 2.4% 27 Mar 2025 | | | 200,000 | | | | | | 215,539 | |
| | | NIKE INC | | 2.75% 27 Mar 2027 | | | 310,000 | | | | | | 343,023 | |
| | | NOBLE ENERGY INC | | 3.85% 15 Jan 2028 | | | 670,000 | | | | | | 779,744 | |
| | | NOBLE ENERGY INC | | 4.95% 15 Aug 2047 | | | 180,000 | | | | | | 256,363 | |
| | | NORDEA BANK ABP | | 1% 09 Jun 2023 | | | 650,000 | | | | | | 660,246 | |
| | | NORDEA BANK ABP | | 4.875% 13 May 2021 | | | 1,890,000 | | | | | | 1,919,075 | |
| | | NORTHROP GRUMMAN CORP | | 5.25% 01 May 2050 | | | 2,140,000 | | | | | | 3,181,193 | |
| | | NORTHROP GRUMMAN CORP | | 2.93% 15 Jan 2025 | | | 900,000 | | | | | | 978,890 | |
| | | NORTHROP GRUMMAN CORP | | 2.55% 15 Oct 2022 | | | 650,000 | | | | | | 674,645 | |
| | | NORTHROP GRUMMAN CORP | | 3.25% 15 Jan 2028 | | | 280,000 | | | | | | 316,628 | |
| | | NVIDIA CORP | | 3.5% 01 Apr 2040 | | | 920,000 | | | | | | 1,104,844 | |
| | | NVIDIA CORP | | 3.5% 01 Apr 2050 | | | 1,600,000 | | | | | | 1,940,942 | |
| | | NVIDIA CORP | | 2.85% 01 Apr 2030 | | | 170,000 | | | | | | 191,239 | |
| | | NXP BV/NXP FDG/NXP USA | | 2.7% 01 May 2025 | | | 220,000 | | | | | | 236,786 | |
| | | OAK STREET INVESTMENT GRADE NE | | 1.85% 20 Nov 2050 | | | 828,794 | | | | | | 832,184 | |
| | | OFFICE CHERIFIEN DES PHO | | 4.5% 22 Oct 2025 | | | 600,000 | | | | | | 652,780 | |
| | | OTIS WORLDWIDE CORP | | 2.056% 05 Apr 2025 | | | 160,000 | | | | | | 169,575 | |
| | | PACIFIC GAS + ELECTRIC | | 2.1% 01 Aug 2027 | | | 160,000 | | | | | | 162,819 | |
| | | PACIFIC GAS + ELECTRIC | | 2.5% 01 Feb 2031 | | | 200,000 | | | | | | 200,730 | |
| | | PACIFIC GAS + ELECTRIC | | 3.3% 01 Aug 2040 | | | 50,000 | | | | | | 49,903 | |
| | | PACIFIC GAS + ELECTRIC | | 3.5% 01 Aug 2050 | | | 90,000 | | | | | | 89,452 | |
| | | PACIFIC GAS + ELECTRIC | | 1.75% 16 Jun 2022 | | | 530,000 | | | | | | 531,496 | |
| | | PAYPAL HOLDINGS INC | | 1.65% 01 Jun 2025 | | | 300,000 | | | | | | 313,434 | |
| | | PAYPAL HOLDINGS INC | | 1.35% 01 Jun 2023 | | | 300,000 | | | | | | 307,174 | |
| | | PEPSICO INC | | 3.625% 19 Mar 2050 | | | 210,000 | | | | | | 266,476 | |
| | | PEPSICO INC | | 4% 05 Mar 2042 | | | 90,000 | | | | | | 116,466 | |
| | | PEPSICO INC | | 2.875% 15 Oct 2049 | | | 300,000 | | | | | | 335,867 | |
| | | PEPSICO INC | | 2.25% 19 Mar 2025 | | | 40,000 | | | | | | 42,727 | |
| | | PEPSICO INC | | 2.625% 19 Mar 2027 | | | 40,000 | | | | | | 44,010 | |
| | | PEPSICO INC | | 0.75% 01 May 2023 | | | 410,000 | | | | | | 415,847 | |
| | | PEPSICO INC | | 1.625% 01 May 2030 | | | 320,000 | | | | | | 328,429 | |
| | | PERTAMINA PERSERO PT | | 6% 03 May 2042 | | | 680,000 | | | | | | 868,744 | |
| | | PERUSAHAAN LISTRIK NEGAR | | 4.125% 15 May 2027 | | | 1,510,000 | | | | | | 1,668,550 | |
| | | PERUSAHAAN LISTRIK NEGAR | | 6.15% 21 May 2048 | | | 1,050,000 | | | | | | 1,370,250 | |
| | | PETROLEOS DEL PERU SA | | 4.75% 19 Jun 2032 | | | 1,620,000 | | | | | | 1,867,860 | |
| | | PETROLEOS MEXICANOS | | 5.5% 27 Jun 2044 | | | 800,000 | | | | | | 688,000 | |
| | | PETROLEOS MEXICANOS | | 6.375% 23 Jan 2045 | | | 400,000 | | | | | | 366,600 | |
| | | PETROLEOS MEXICANOS | | 5.625% 23 Jan 2046 | | | 1,050,000 | | | | | | 903,000 | |
| | | PETROLEOS MEXICANOS | | 6.875% 04 Aug 2026 | | | 400,000 | | | | | | 437,000 | |
| | | PFIZER INC | | 2.55% 28 May 2040 | | | 200,000 | | | | | | 213,616 | |
| | | PFIZER INC | | 2.7% 28 May 2050 | | | 1,110,000 | | | | | | 1,192,482 | |
| | | PFIZER INC | | 2.625% 01 Apr 2030 | | | 780,000 | | | | | | 870,596 | |
| | | PFIZER INC | | 0.8% 28 May 2025 | | | 500,000 | | | | | | 508,929 | |
| | | PFIZER INC | | 1.7% 28 May 2030 | | | 330,000 | | | | | | 342,650 | |
| | | PHILIP MORRIS INTL INC | | 2.9% 15 Nov 2021 | | | 820,000 | | | | | | 838,931 | |
| | | PHILIP MORRIS INTL INC | | 2.5% 22 Aug 2022 | | | 600,000 | | | | | | 621,819 | |
| | | PHILIP MORRIS INTL INC | | 2.5% 02 Nov 2022 | | | 590,000 | | | | | | 612,283 | |
| | | PHILIP MORRIS INTL INC | | 2.1% 01 May 2030 | | | 230,000 | | | | | | 239,878 | |
| | | PHILIP MORRIS INTL INC | | 1.125% 01 May 2023 | | | 210,000 | | | | | | 214,147 | |
| | | PRINCIPAL LFE GLB FND II | | 1.25% 23 Jun 2025 | | | 120,000 | | | | | | 122,508 | |
| | | PROCTER + GAMBLE CO/THE | | 3% 25 Mar 2030 | | | 180,000 | | | | | | 207,568 | |
| | | PROSUS NV | | 4.85% 06 Jul 2027 | | | 720,000 | | | | | | 827,741 | |
| | | PROVINCE OF QUEBEC | | 1% 22 Jul 2036 | | | 280,000 | | | | | | 479,721 | |
| | | RAYTHEON TECH CORP | | 3.125% 01 Jul 2050 | | | 620,000 | | | | | | 683,669 | |
| | | RAYTHEON TECH CORP | | 2.25% 01 Jul 2030 | | | 320,000 | | | | | | 339,902 | |
| | | RAYTHEON TECH CORP | | 3.15% 15 Dec 2024 | | | 150,000 | | | | | | 162,947 | |
| | | RAYTHEON TECH CORP | | 4.125% 16 Nov 2028 | | | 200,000 | | | | | | 238,433 | |
| | | RAYTHEON TECH CORP | | 3.95% 16 Aug 2025 | | | 260,000 | | | | | | 298,197 | |
| | | RAYTHEON TECH CORP | | 4.5% 01 Jun 2042 | | | 200,000 | | | | | | 260,802 | |
| | | REPUBLIC OF COLOMBIA | | 5.625% 26 Feb 2044 | | | 1,310,000 | | | | | | 1,696,450 | |
| | | REPUBLIC OF COLOMBIA | | 3.875% 25 Apr 2027 | | | 960,000 | | | | | | 1,068,480 | |
| | | REPUBLIC OF INDONESIA | | 5.875% 15 Jan 2024 | | | 864,000 | | | | | | 992,148 | |
| | | REPUBLIC OF INDONESIA | | 5.125% 15 Jan 2045 | | | 1,030,000 | | | | | | 1,326,465 | |
| | | REPUBLIC OF INDONESIA | | 5.25% 08 Jan 2047 | | | 760,000 | | | | | | 1,009,470 | |
| | | REPUBLIC OF INDONESIA | | 3.85% 18 Jul 2027 | | | 680,000 | | | | | | 776,236 | |
| | | REPUBLIC OF INDONESIA | | 3.75% 25 Apr 2022 | | | 850,000 | | | | | | 883,983 | |
| | | REPUBLIC OF KAZAKHSTAN | | 4.875% 14 Oct 2044 | | | 1,290,000 | | | | | | 1,747,486 | |
| | | REPUBLIC OF PANAMA | | 2.252% 29 Sep 2032 | | | 630,000 | | | | | | 648,900 | |
| | | REPUBLIC OF PANAMA | | 3.16% 23 Jan 2030 | | | 1,730,000 | | | | | | 1,915,992 | |
| | | REPUBLIC OF PANAMA | | 4.5% 15 May 2047 | | | 1,260,000 | | | | | | 1,617,538 | |
| | | REPUBLIC OF PERU | | 6.55% 14 Mar 2037 | | | 980,000 | | | | | | 1,487,160 | |
| | | REPUBLIC OF POLAND | | 4% 22 Jan 2024 | | | 1,420,000 | | | | | | 1,572,473 | |
| | | REPUBLIC SERVICES INC | | 2.5% 15 Aug 2024 | | | 250,000 | | | | | | 266,969 | |
| | | REPUBLICA ORIENT URUGUAY | | 4.375% 23 Jan 2031 | | | 1,760,000 | | | | | | 2,158,218 | |
| | | RESIDENTIAL MORTGAGE LOAN TRUS | | 1% 25 Sep 2059 | | | 797,259 | | | | | | 810,689 | |
| | | RETL | | 1% 15 Mar 2036 | | | 3,610,000 | | | | | | 3,475,778 | |
| | | REYNOLDS AMERICAN INC | | 5.85% 15 Aug 2045 | | | 270,000 | | | | | | 345,263 | |
| | | ROSSLYN PORTFOLIO TRUST 2017 R | | 1% 15 Jun 2033 | | | 844,632 | | | | | | 846,520 | |
| | | ROYAL BANK OF CANADA | | 3.2% 30 Apr 2021 | | | 770,000 | | | | | | 777,378 | |
| | | ROYAL BANK OF CANADA | | 1.6% 17 Apr 2023 | | | 580,000 | | | | | | 596,443 | |
| | | ROYAL BANK OF CANADA | | 1.15% 10 Jun 2025 | | | 340,000 | | | | | | 347,437 | |
| | | RUSSIAN FEDERATION | | 5.875% 16 Sep 2043 | | | 1,400,000 | | | | | | 2,019,640 | |
| | | RUSSIAN FEDERATION | | 5.625% 04 Apr 2042 | | | 2,000,000 | | | | | | 2,780,260 | |
| | | SABINE PASS LIQUEFACTION | | 5.75% 15 May 2024 | | | 320,000 | | | | | | 365,854 | |
| | | SALESFORCE.COM INC | | 3.7% 11 Apr 2028 | | | 1,770,000 | | | | | | 2,088,455 | |
| | | SANDS CHINA LTD | | 4.6% 08 Aug 2023 | | | 470,000 | | | | | | 499,135 | |
| | | SANDS CHINA LTD | | 5.125% 08 Aug 2025 | | | 410,000 | | | | | | 460,127 | |
| | | SANTANDER HOLDINGS USA | | 4.5% 17 Jul 2025 | | | 100,000 | | | | | | 113,456 | |
| | | SCHLUMBERGER HLDGS CORP | | 4% 21 Dec 2025 | | | 390,000 | | | | | | 443,162 | |
| | | SCHLUMBERGER HLDGS CORP | | 3.9% 17 May 2028 | | | 504,000 | | | | | | 569,581 | |
| | | SHELL INTERNATIONAL FIN | | 3.25% 06 Apr 2050 | | | 780,000 | | | | | | 884,461 | |
| | | SHELL INTERNATIONAL FIN | | 6.375% 15 Dec 2038 | | | 260,000 | | | | | | 404,417 | |
| | | SHELL INTERNATIONAL FIN | | 3.75% 12 Sep 2046 | | | 40,000 | | | | | | 48,356 | |
| | | SHELL INTERNATIONAL FIN | | 2.75% 06 Apr 2030 | | | 170,000 | | | | | | 188,077 | |
| | | SHELL INTERNATIONAL FIN | | 4.55% 12 Aug 2043 | | | 220,000 | | | | | | 292,292 | |
| | | SHELL INTERNATIONAL FIN | | 4.375% 11 May 2045 | | | 510,000 | | | | | | 671,992 | |
| | | SHELL INTERNATIONAL FIN | | 4% 10 May 2046 | | | 90,000 | | | | | | 113,347 | |
| | | SHELL INTERNATIONAL FIN | | 2.875% 10 May 2026 | | | 690,000 | | | | | | 763,113 | |
| | | SINOPEC GRP OVERSEA 2014 | | 4.375% 10 Apr 2024 | | | 650,000 | | | | | | 713,018 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Dec 2032 | | | 549,186 | | | | | | 522,533 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Mar 2033 | | | 523,181 | | | | | | 502,095 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2064 | | | 1,682,280 | | | | | | 1,660,883 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Jun 2039 | | | 1,168,515 | | | | | | 1,123,061 | |
| | | SMALL BUSINESS ADMINISTRATION | | 2.98% 01 Apr 2039 | | | 277,915 | | | | | | 303,471 | |
| | | SMALL BUSINESS ADMINISTRATION | | 2.69% 01 Jul 2044 | | | 270,221 | | | | | | 291,860 | |
| | | SMALL BUSINESS ADMINISTRATION | | 3.113% 10 Mar 2029 | | | 588,266 | | | | | | 625,736 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1% 15 Jun 2037 | | | 740,000 | | | | | | 742,946 | |
| | | SOUTHERN COPPER CORP | | 5.25% 08 Nov 2042 | | | 2,390,000 | | | | | | 3,203,947 | |
| | | SOUTHERN NATURAL GAS | | 8% 01 Mar 2032 | | | 500,000 | | | | | | 714,192 | |
| | | STATE OF ISRAEL | | 3.875% 03 Jul 2050 | | | 200,000 | | | | | | 240,039 | |
| | | STATE OF ISRAEL | | 2.75% 03 Jul 2030 | | | 350,000 | | | | | | 385,889 | |
| | | STATE OF QATAR | | 4% 14 Mar 2029 | | | 730,000 | | | | | | 865,050 | |
| | | STATE OF QATAR | | 3.875% 23 Apr 2023 | | | 1,660,000 | | | | | | 1,784,168 | |
| | | STATE OF QATAR | | 4.817% 14 Mar 2049 | | | 1,400,000 | | | | | | 1,910,132 | |
| * | | STATE STREET CORP | | 1% 30 Mar 2031 | | | 260,000 | | | | | | 296,314 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.058% 14 Jul 2021 | | | 450,000 | | | | | | 454,035 | |
| | | SVENSKA HANDELSBANKEN AB | | 3.35% 24 May 2021 | | | 400,000 | | | | | | 404,925 | |
| | | SWEDBANK AB | | 1.3% 02 Jun 2023 | | | 440,000 | | | | | | 448,496 | |
| | | SWS035428 IRS USD R F .38000 | | 0.38% 31 Aug 2024 | | | 71,765,000 | | | | | | 234,089 | |
| | | SWS036020 IRS USD R F .19000 | | 0.19% 15 Jun 2022 | | | 66,861,000 | | | | | | 4,393 | |
| | | SWS039206 CDS USD R F 1.00000 | | 1% 20 Dec 2025 | | | 16,540,000 | | | | | | 404,701 | |
| | | SWS040261 IRS USD R F .84000 | | 0.84% 27 Nov 2025 | | | 41,603,000 | | | | | | 4,279 | |
| | | SYNGENTA FINANCE NV | | 3.933% 23 Apr 2021 | | | 200,000 | | | | | | 201,342 | |
| | | T MOBILE USA INC | | 3.5% 15 Apr 2025 | | | 360,000 | | | | | | 397,793 | |
| | | T MOBILE USA INC | | 3.875% 15 Apr 2030 | | | 1,200,000 | | | | | | 1,389,840 | |
| | | T MOBILE USA INC | | 3% 15 Feb 2041 | | | 180,000 | | | | | | 186,610 | |
| | | T MOBILE USA INC | | 3.3% 15 Feb 2051 | | | 30,000 | | | | | | 30,865 | |
| | | T MOBILE USA INC | | 3.75% 15 Apr 2027 | | | 60,000 | | | | | | 68,328 | |
| | | T MOBILE USA INC | | 2.05% 15 Feb 2028 | | | 70,000 | | | | | | 72,811 | |
| | | T MOBILE USA INC | | 2.55% 15 Feb 2031 | | | 220,000 | | | | | | 231,015 | |
| | | T MOBILE USA INC | | 2.25% 15 Nov 2031 | | | 200,000 | | | | | | 205,268 | |
| | | TARGET CORP | | 2.25% 15 Apr 2025 | | | 270,000 | | | | | | 289,024 | |
| | | TELEFONICA EMISIONES SAU | | 4.103% 08 Mar 2027 | | | 1,360,000 | | | | | | 1,574,388 | |
| | | TENNESSEE GAS PIPELINE | | 2.9% 01 Mar 2030 | | | 80,000 | | | | | | 85,547 | |
| | | TEXAS INSTRUMENTS INC | | 2.25% 04 Sep 2029 | | | 200,000 | | | | | | 215,509 | |
| | | TEXAS INSTRUMENTS INC | | 1.75% 04 May 2030 | | | 500,000 | | | | | | 518,539 | |
| | | TEXAS INSTRUMENTS INC | | 4.15% 15 May 2048 | | | 630,000 | | | | | | 842,920 | |
| | | TIME WARNER CABLE LLC | | 7.3% 01 Jul 2038 | | | 600,000 | | | | | | 889,163 | |
| | | TIME WARNER CABLE LLC | | 6.75% 15 Jun 2039 | | | 340,000 | | | | | | 483,890 | |
| | | TIME WARNER ENTERTAINMEN | | 8.375% 15 Jul 2033 | | | 240,000 | | | | | | 371,256 | |
| | | TJX COS INC | | 3.5% 15 Apr 2025 | | | 230,000 | | | | | | 256,793 | |
| | | TJX COS INC | | 3.75% 15 Apr 2027 | | | 70,000 | | | | | | 80,952 | |
| | | TORONTO DOMINION BANK | | 3.25% 11 Jun 2021 | | | 460,000 | | | | | | 466,058 | |
| | | TORONTO DOMINION BANK | | 0.75% 12 Jun 2023 | | | 670,000 | | | | | | 677,094 | |
| | | TORONTO DOMINION BANK | | 1.15% 12 Jun 2025 | | | 340,000 | | | | | | 347,177 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 May 2058 | | | 1,584,890 | | | | | | 1,595,321 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 May 2055 | | | 611,265 | | | | | | 615,720 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Apr 2056 | | | 376,925 | | | | | | 380,501 | |
| | | TRANSCONT GAS PIPE LINE | | 7.85% 01 Feb 2026 | | | 1,990,000 | | | | | | 2,608,504 | |
| | | TREASURY BILL | | 0.01% 25 Mar 2021 | | | 80,000 | | | | | | 79,981 | |
| | | TREASURY BILL | | 0.01% 18 Feb 2021 | | | 11,010,000 | | | | | | 11,008,679 | |
| | | TREASURY BILL | | 0.01% 18 Mar 2021 | | | 2,030,000 | | | | | | 2,029,582 | |
| | | TREASURY BILL | | 0.01% 29 Apr 2021 | | | 11,880,000 | | | | | | 11,875,717 | |
| | | TREASURY BILL | | 0.01% 05 Jan 2021 | | | 1,700,000 | | | | | | 1,699,981 | |
| | | TREASURY BILL | | 0.01% 23 Mar 2021 | | | 10,600,000 | | | | | | 10,597,973 | |
| | | TREASURY BILL | | 0.01% 04 May 2021 | | | 11,490,000 | | | | | | 11,486,467 | |
| | | TREASURY BILL | | 0.01% 11 May 2021 | | | 10,610,000 | | | | | | 10,606,552 | |
| | | TREASURY BILL | | 0.01% 18 May 2021 | | | 15,850,000 | | | | | | 15,844,921 | |
| | | TSMC GLOBAL LTD | | 0.75% 28 Sep 2025 | | | 280,000 | | | | | | 278,891 | |
| | | TSMC GLOBAL LTD | | 1% 28 Sep 2027 | | | 220,000 | | | | | | 217,868 | |
| | | TSY INFL IX N/B | | 2.125% 15 Feb 2040 | | | 1,493,840 | | | | | | 2,313,021 | |
| | | TSY INFL IX N/B | | 2.125% 15 Feb 2041 | | | 725,302 | | | | | | 1,137,128 | |
| | | TSY INFL IX N/B | | 0.75% 15 Feb 2042 | | | 1,290,621 | | | | | | 1,642,181 | |
| | | TSY INFL IX N/B | | 1.375% 15 Feb 2044 | | | 4,212,033 | | | | | | 6,063,188 | |
| | | TSY INFL IX N/B | | 0.75% 15 Feb 2045 | | | 873,543 | | | | | | 1,126,062 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2046 | | | 1,318,716 | | | | | | 1,797,695 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2048 | | | 2,185,734 | | | | | | 3,041,443 | |
| | | TSY INFL IX N/B | | 1% 15 Feb 2049 | | | 1,521,112 | | | | | | 2,140,886 | |
| | | UBS AG LONDON | | 1.75% 21 Apr 2022 | | | 630,000 | | | | | | 641,209 | |
| | | UBS AG LONDON | | 4.5% 26 Jun 2048 | | | 200,000 | | | | | | 281,805 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 3.487% 15 Aug 2050 | | | 740,000 | | | | | | 826,923 | |
| | | UBS GROUP AG | | 4.125% 24 Sep 2025 | | | 580,000 | | | | | | 664,134 | |
| | | UBS GROUP AG | | 3.491% 23 May 2023 | | | 1,910,000 | | | | | | 1,987,590 | |
| | | UBS GROUP AG | | 4.253% 23 Mar 2028 | | | 340,000 | | | | | | 398,061 | |
| | | UBS GROUP AG | | 1% 15 Aug 2023 | | | 200,000 | | | | | | 207,334 | |
| | | UNION PACIFIC CORP | | 3.75% 15 Jul 2025 | | | 270,000 | | | | | | 306,371 | |
| | | UNION PACIFIC CORP | | 4.5% 10 Sep 2048 | | | 750,000 | | | | | | 1,002,187 | |
| | | UNION PACIFIC CORP | | 3.95% 10 Sep 2028 | | | 860,000 | | | | | | 1,020,989 | |
| | | UNITED MEXICAN STATES | | 4.75% 08 Mar 2044 | | | 3,730,000 | | | | | | 4,429,412 | |
| | | UNITED MEXICAN STATES | | 4% 02 Oct 2023 | | | 560,000 | | | | | | 613,200 | |
| | | UNITEDHEALTH GROUP INC | | 1.25% 15 Jan 2026 | | | 120,000 | | | | | | 123,706 | |
| | | UNITEDHEALTH GROUP INC | | 2.75% 15 May 2040 | | | 270,000 | | | | | | 292,903 | |
| | | UNITEDHEALTH GROUP INC | | 3.375% 15 Nov 2021 | | | 340,000 | | | | | | 346,280 | |
| | | UNITEDHEALTH GROUP INC | | 2.875% 15 Dec 2021 | | | 230,000 | | | | | | 235,555 | |
| | | UNITEDHEALTH GROUP INC | | 3.75% 15 Jul 2025 | | | 160,000 | | | | | | 182,294 | |
| | | UNITEDHEALTH GROUP INC | | 2.375% 15 Oct 2022 | | | 50,000 | | | | | | 51,963 | |
| | | UNITEDHEALTH GROUP INC | | 2.95% 15 Oct 2027 | | | 1,000,000 | | | | | | 1,123,454 | |
| | | UNITEDHEALTH GROUP INC | | 3.7% 15 Aug 2049 | | | 160,000 | | | | | | 200,591 | |
| | | UNITEDHEALTH GROUP INC | | 2% 15 May 2030 | | | 110,000 | | | | | | 116,676 | |
| | | UNITEDHEALTH GROUP INC | | 2.9% 15 May 2050 | | | 310,000 | | | | | | 343,216 | |
| | | UNITEDHEALTH GROUP INC | | 4.25% 15 Jun 2048 | | | 210,000 | | | | | | 280,421 | |
| | | UNITEDHEALTH GROUP INC | | 3.875% 15 Dec 2028 | | | 130,000 | | | | | | 155,901 | |
| | | UNITEDHEALTH GROUP INC | | 4.45% 15 Dec 2048 | | | 70,000 | | | | | | 96,536 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | (37,000,000 | ) | | | | | (38,837 | ) |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | | (8,700,000 | ) | | | | | 42,141 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (108,800,000 | ) | | | | | (115,541 | ) |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | 109,800,000 | | | | | | 345,536 | |
| | | US BANCORP | | 1.45% 12 May 2025 | | | 770,000 | | | | | | 799,108 | |
| | | US BANK NA CINCINNATI | | 3.15% 26 Apr 2021 | | | 380,000 | | | | | | 382,525 | |
| | | US DOLLAR | | | | | 1,353,664 | | | | | | 1,353,664 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | (19,100,000 | ) | | | | | 211,719 | |
| | | US TREASURY N/B | | 3.625% 15 Feb 2044 | | | 890,000 | | | | | | 1,260,289 | |
| | | US TREASURY N/B | | 2% 15 Feb 2050 | | | 3,800,000 | | | | | | 4,127,156 | |
| | | US TREASURY N/B | | 1.25% 15 May 2050 | | | 19,280,000 | | | | | | 17,490,575 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 18,070,000 | | | | | | 16,923,684 | |
| | | US TREASURY N/B | | 1.125% 15 Aug 2040 | | | 3,720,000 | | | | | | 3,521,794 | |
| | | US TREASURY N/B | | 0.375% 30 Apr 2025 | | | 540,000 | | | | | | 541,962 | |
| | | US TREASURY N/B | | 0.625% 15 May 2030 | | | 1,320,000 | | | | | | 1,290,506 | |
| | | US TREASURY N/B | | 0.25% 30 Jun 2025 | | | 160,000 | | | | | | 159,594 | |
| | | US TREASURY N/B | | 0.625% 15 Aug 2030 | | | 1,320,000 | | | | | | 1,287,000 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | | 180,000 | | | | | | 178,594 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 8,390,000 | | | | | | 8,362,470 | |
| | | US TREASURY N/B | | 1.625% 15 Nov 2050 | | | 1,550,000 | | | | | | 1,544,188 | |
| | | US TREASURY N/B | | 1.375% 15 Nov 2040 | | | 1,990,000 | | | | | | 1,967,613 | |
| | | US TREASURY N/B | | 0.25% 31 May 2025 | | | 50,000 | | | | | | 49,904 | |
| | | US TREASURY N/B | | 0.5% 31 Aug 2027 | | | 5,950,000 | | | | | | 5,913,742 | |
| | | US TREASURY N/B | | 0.25% 31 Aug 2025 | | | 140,000 | | | | | | 139,546 | |
| | | US TREASURY N/B | | 0.25% 30 Sep 2025 | | | 100,000 | | | | | | 99,621 | |
| | | US TREASURY N/B | | 0.25% 31 Oct 2025 | | | 550,000 | | | | | | 547,637 | |
| | | US TREASURY N/B | | 0.25% 15 Nov 2023 | | | 740,000 | | | | | | 742,081 | |
| | | US TREASURY N/B | | 0.375% 30 Nov 2025 | | | 150,000 | | | | | | 150,211 | |
| | | US TREASURY N/B | | 0.625% 31 Dec 2027 | | | 10,670,000 | | | | | | 10,658,330 | |
| | | US TREASURY N/B | | 2.5% 15 Feb 2045 | | | 1,550,000 | | | | | | 1,848,436 | |
| | | US TREASURY N/B | | 2.875% 15 Aug 2045 | | | 1,290,000 | | | | | | 1,641,273 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | 15,700,000 | | | | | | (226,475 | ) |
| | | USAA CAPITAL CORP | | 1.5% 01 May 2023 | | | 150,000 | | | | | | 153,863 | |
| | | VALE OVERSEAS LIMITED | | 6.875% 21 Nov 2036 | | | 1,420,000 | | | | | | 2,081,195 | |
| | | VERIZON COMMUNICATIONS | | 4% 22 Mar 2050 | | | 840,000 | | | | | | 1,016,447 | |
| | | VERIZON COMMUNICATIONS | | 0.85% 20 Nov 2025 | | | 100,000 | | | | | | 100,785 | |
| | | VERIZON COMMUNICATIONS | | 2.65% 20 Nov 2040 | | | 550,000 | | | | | | 555,371 | |
| | | VERIZON COMMUNICATIONS | | 2.875% 20 Nov 2050 | | | 410,000 | | | | | | 413,117 | |
| | | VERIZON COMMUNICATIONS | | 3.85% 01 Nov 2042 | | | 140,000 | | | | | | 166,044 | |
| | | VERIZON COMMUNICATIONS | | 4.862% 21 Aug 2046 | | | 190,000 | | | | | | 256,773 | |
| | | VERIZON COMMUNICATIONS | | 2.625% 15 Aug 2026 | | | 640,000 | | | | | | 701,292 | |
| | | VERIZON COMMUNICATIONS | | 5.5% 16 Mar 2047 | | | 210,000 | | | | | | 305,915 | |
| | | VERIZON COMMUNICATIONS | | 4.125% 16 Mar 2027 | | | 150,000 | | | | | | 176,804 | |
| | | VERIZON COMMUNICATIONS | | 4.5% 10 Aug 2033 | | | 510,000 | | | | | | 643,523 | |
| | | VERIZON COMMUNICATIONS | | 3.376% 15 Feb 2025 | | | 1,359,000 | | | | | | 1,509,353 | |
| | | VERIZON COMMUNICATIONS | | 3.875% 08 Feb 2029 | | | 170,000 | | | | | | 200,107 | |
| | | VERIZON COMMUNICATIONS | | 3.15% 22 Mar 2030 | | | 270,000 | | | | | | 302,781 | |
| | | VERIZON COMMUNICATIONS | | 3% 22 Mar 2027 | | | 100,000 | | | | | | 110,944 | |
| | | VERIZON COMMUNICATIONS | | 1.75% 20 Jan 2031 | | | 150,000 | | | | | | 149,250 | |
| | | VERIZON COMMUNICATIONS | | 4.522% 15 Sep 2048 | | | 590,000 | | | | | | 769,408 | |
| | | VERIZON COMMUNICATIONS | | 4.125% 15 Aug 2046 | | | 300,000 | | | | | | 368,085 | |
| | | VERIZON COMMUNICATIONS | | 5.25% 16 Mar 2037 | | | 10,000 | | | | | | 13,552 | |
| | | VERIZON COMMUNICATIONS | | 4.329% 21 Sep 2028 | | | 1,019,000 | | | | | | 1,227,110 | |
| | | VIACOMCBS INC | | 3.875% 01 Apr 2024 | | | 130,000 | | | | | | 142,109 | |
| | | VISA INC | | 2.7% 15 Apr 2040 | | | 360,000 | | | | | | 392,987 | |
| | | VISA INC | | 2.05% 15 Apr 2030 | | | 360,000 | | | | | | 385,027 | |
| | | VISA INC | | 3.15% 14 Dec 2025 | | | 740,000 | | | | | | 830,165 | |
| | | VISA INC | | 4.3% 14 Dec 2045 | | | 910,000 | | | | | | 1,246,462 | |
| | | VNO MORTGAGE TRUST | | 2.995% 15 Nov 2030 | | | 220,000 | | | | | | 227,498 | |
| | | VODAFONE GROUP PLC | | 4.375% 30 May 2028 | | | 380,000 | | | | | | 455,110 | |
| | | WALGREENS BOOTS ALLIANCE | | 3.45% 01 Jun 2026 | | | 310,000 | | | | | | 342,861 | |
| | | WALMART INC | | 3.55% 26 Jun 2025 | | | 100,000 | | | | | | 113,235 | |
| | | WALMART INC | | 3.7% 26 Jun 2028 | | | 900,000 | | | | | | 1,060,067 | |
| | | WALMART INC | | 3.4% 26 Jun 2023 | | | 120,000 | | | | | | 128,873 | |
| | | WALMART INC | | 3.05% 08 Jul 2026 | | | 320,000 | | | | | | 360,260 | |
| | | WALT DISNEY COMPANY/THE | | 6.2% 15 Dec 2034 | | | 60,000 | | | | | | 90,981 | |
| | | WASTE MANAGEMENT INC | | 3.5% 15 May 2024 | | | 330,000 | | | | | | 360,515 | |
| | | WASTE MANAGEMENT INC | | 4.15% 15 Jul 2049 | | | 90,000 | | | | | | 119,944 | |
| | | WEA FINANCE LLC/WESTFIEL | | 3.75% 17 Sep 2024 | | | 1,170,000 | | | | | | 1,234,081 | |
| | | WELLS FARGO + COMPANY | | 1% 04 Apr 2031 | | | 240,000 | | | | | | 293,413 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Apr 2026 | | | 100,000 | | | | | | 105,289 | |
| | | WELLS FARGO + COMPANY | | 3% 23 Oct 2026 | | | 810,000 | | | | | | 897,455 | |
| | | WELLS FARGO + COMPANY | | 4.6% 01 Apr 2021 | | | 260,000 | | | | | | 262,746 | |
| | | WELLS FARGO + COMPANY | | 3.45% 13 Feb 2023 | | | 530,000 | | | | | | 561,666 | |
| | | WELLS FARGO + COMPANY | | 4.4% 14 Jun 2046 | | | 120,000 | | | | | | 150,220 | |
| | | WELLS FARGO + COMPANY | | 3.75% 24 Jan 2024 | | | 200,000 | | | | | | 218,338 | |
| | | WELLS FARGO + COMPANY | | 4.15% 24 Jan 2029 | | | 770,000 | | | | | | 913,991 | |
| | | WELLS FARGO + COMPANY | | 1% 02 Jun 2024 | | | 810,000 | | | | | | 832,586 | |
| | | WELLS FARGO + COMPANY | | 1% 02 Jun 2028 | | | 2,140,000 | | | | | | 2,278,291 | |
| | | WELLS FARGO + COMPANY | | 5.606% 15 Jan 2044 | | | 500,000 | | | | | | 708,649 | |
| | | WELLS FARGO + COMPANY | | 5.375% 02 Nov 2043 | | | 560,000 | | | | | | 778,122 | |
| | | WELLS FARGO + COMPANY | | 4.65% 04 Nov 2044 | | | 370,000 | | | | | | 474,606 | |
| | | WELLS FARGO + COMPANY | | 4.3% 22 Jul 2027 | | | 480,000 | | | | | | 562,452 | |
| | | WELLS FARGO + COMPANY | | 4.9% 17 Nov 2045 | | | 760,000 | | | | | | 1,012,248 | |
| | | WELLS FARGO + COMPANY | | 4.75% 07 Dec 2046 | | | 490,000 | | | | | | 641,283 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Oct 2030 | | | 420,000 | | | | | | 458,216 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.406% 15 May 2048 | | | 390,000 | | | | | | 420,232 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.967% 15 Aug 2049 | | | 840,000 | | | | | | 859,710 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 15 Aug 2049 | | | 5,162,732 | | | | | | 404,064 | |
| | | WESTROCK RKT LLC | | 4% 01 Mar 2023 | | | 270,000 | | | | | | 286,807 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 3.311% 15 Mar 2045 | | | 600,000 | | | | | | 624,525 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 1% 15 Mar 2047 | | | 6,631,101 | | | | | | 153,635 | |
| | | WILLIAMS COMPANIES INC | | 4.85% 01 Mar 2048 | | | 70,000 | | | | | | 86,041 | |
| | | WYETH LLC | | 5.95% 01 Apr 2037 | | | 360,000 | | | | | | 539,693 | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5728 4 of 15 | | | | | | Total | | $ | 880,200,806 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | 280 PARK AVENUE MORTGAGE TRUST | | 1% 15 Sep 2034 | | | 5,000,000 | | | | | $ | 4,999,968 | |
| | | 90DAY EUR FUTR DEC22 | | XCME 20221219 | | | 392,250,000 | | | | | 294,937 | |
| | | ABBVIE INC | | 2.3% 14 May 2021 | | | 7,400,000 | | | | | 7,440,946 | |
| | | ABBVIE INC | | 2.3% 21 Nov 2022 | | | 2,500,000 | | | | | 2,591,000 | |
| | | ABU DHABI GOVT INT L | | 0.75% 02 Sep 2023 | | | 9,600,000 | | | | | 9,624,000 | |
| | | AERCAP IRELAND CAP/GLOBA | | 4.5% 15 May 2021 | | | 2,000,000 | | | | | 2,025,146 | |
| | | AFRICAN DEVELOPMENT BANK | | 1% 15 Dec 2021 | | | 24,000,000 | | | | | 23,995,079 | |
| | | AIG GLOBAL FUNDING | | 0.8% 07 Jul 2023 | | | 2,800,000 | | | | | 2,827,596 | |
| | | AIR LEASE CORP | | 4.25% 01 Feb 2024 | | | 4,000,000 | | | | | 4,341,045 | |
| | | AIR LEASE CORP | | 3.5% 15 Jan 2022 | | | 1,500,000 | | | | | 1,543,665 | |
| | | ALLY AUTO RECEIVABLES TRUST | | 1.93% 15 May 2024 | | | 3,100,000 | | | | | 3,149,809 | |
| | | AMERICAN HONDA FINANCE | | 3.375% 10 Dec 2021 | | | 10,000,000 | | | | | 10,287,066 | |
| | | AMERICAN TOWER CORP | | 2.25% 15 Jan 2022 | | | 4,000,000 | | | | | 4,076,798 | |
| | | AMERICAN TOWER CORP | | 1.3% 15 Sep 2025 | | | 4,400,000 | | | | | 4,492,749 | |
| | | AMGEN INC | | 2.25% 19 Aug 2023 | | | 1,000,000 | | | | | 1,050,396 | |
| | | ANGEL OAK MORTGAGE TRUST | | 1% 25 Jun 2065 | | | 1,506,710 | | | | | 1,513,476 | |
| | | AOZORA BANK | | 3.81% 07 Sep 2021 | | | 2,000,000 | | | | | 2,039,960 | |
| | | AREIT CRE TRUST | | 1% 14 Sep 2036 | | | 1,500,000 | | | | | 1,474,787 | |
| | | ASSURANT INC | | 1% 26 Mar 2021 | | | 250,000 | | | | | 250,003 | |
| | | ATRIUM HOTEL PORTFOLIO TRUST | | 1% 15 Jun 2035 | | | 5,000,000 | | | | | 4,893,687 | |
| | | AUSTRALIAN DOLLAR | | FOREIGN CURRENCY | | | 15,957 | | | | | 12,313 | |
| | | AVENUE OF AMERICAS | | 2.957% 13 Dec 2029 | | | 2,300,000 | | | | | 2,320,664 | |
| | | AVIATION CAPITAL GROUP | | 6.75% 06 Apr 2021 | | | 3,013,000 | | | | | 3,053,335 | |
| | | AVIATION CAPITAL GROUP | | 2.875% 20 Jan 2022 | | | 400,000 | | | | | 405,028 | |
| | | AVON FINANCE | | 1% 20 Sep 2048 | | | 1,750,953 | | | | | 2,395,491 | |
| | | BANK ACCEPT FUTR DEC22 | | XMOD 20221219 | | | 33,750,000 | | | | | 5,308 | |
| | | BANK OF AMERICA CORP | | 1% 05 Mar 2024 | | | 700,000 | | | | | 705,303 | |
| | | BANK OF AMERICA CORP | | 1% 25 Sep 2025 | | | 2,800,000 | | | | | 2,830,461 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2024 | | | 5,000,000 | | | | | 5,046,721 | |
| | | BANK OF NOVA SCOTIA | | 1.95% 01 Feb 2023 | | | 2,000,000 | | | | | 2,065,478 | |
| | | BARCLAYS PLC | | 1% 16 May 2024 | | | 1,700,000 | | | | | 1,839,928 | |
| | | BARCLAYS PLC | | 1% 10 Dec 2024 | | | 6,400,000 | | | | | 6,445,376 | |
| | | BARCLAYS PLC | | 1% 16 May 2024 | | | 3,000,000 | | | | | 3,040,440 | |
| | | BERRY GLOBAL INC | | 1.57% 15 Jan 2026 | | | 1,500,000 | | | | | 1,513,575 | |
| | | BG ENERGY CAPITAL PLC | | 4% 15 Oct 2021 | | | 4,390,000 | | | | | 4,507,056 | |
| | | BOC AVIATION LTD | | 2.75% 18 Sep 2022 | | | 2,000,000 | | | | | 2,040,720 | |
| | | BOEING CO | | 4.508% 01 May 2023 | | | 6,110,000 | | | | | 6,603,885 | |
| | | BOSTON SCIENTIFIC CORP | | 3.375% 15 May 2022 | | | 3,600,000 | | | | | 3,749,508 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | | 3,235 | | | | | 623 | |
| | | BRITISH TRA INTL FINANCE | | 0.01% 04 Nov 2021 | | | 1,500,000 | | | | | 1,489,996 | |
| | | BROADCOM INC | | 3.459% 15 Sep 2026 | | | 10,082,000 | | | | | 11,186,561 | |
| | | BWPC0JJ30 CDS USD R V 03MEVENT | | 1% 20 Dec 2025 | | | 95,400,000 | | | | | (2,334,247) | |
| | | BWU00VBW7 IRS USD R V 03MLIBOR | | 1% 10 Dec 2029 | | | 40,900,000 | | | | | (4,151,967) | |
| | | CALIFORNIA ST | | 1% 01 Apr 2047 | | | 5,800,000 | | | | | 5,798,434 | |
| | | CANADIAN DOLLAR | | FOREIGN CURRENCY | | | 198,530 | | | | | 155,832 | |
| | | CANADIAN GOVERNMENT | | 0.25% 01 Feb 2023 | | | 30,000,000 | | | | | 23,569,309 | |
| | | CARRIER GLOBAL CORP | | 2.242% 15 Feb 2025 | | | 1,000,000 | | | | | 1,058,163 | |
| | | CCPC CCWFSZUS2 WELLS FARGO | | CCPC CCWFSZUS2 WELLS FARGO | | | 71,000 | | | | | 71,000 | |
| | | CCTORIUS6 TD BANK COC SWCC | | CCTORIUS6 TD BANK COC SWCC | | | 360,000 | | | | | 360,000 | |
| | | CCWFSCUS3 WELLS FARGO CCPC COC | | CCWFSCUS3 WELLS FARGO CCPC COC | | | 1,172,000 | | | | | 1,172,000 | |
| | | CENTERPOINT ENERGY RES | | 3.55% 01 Apr 2023 | | | 900,000 | | | | | 959,883 | |
| | | CENTRAL NIPPON EXPRESSWY | | 2.241% 16 Feb 2021 | | | 1,200,000 | | | | | 1,202,640 | |
| | | CENTRAL NIPPON EXPRESSWY | | 2.293% 23 Apr 2021 | | | 1,400,000 | | | | | 1,407,488 | |
| | | CENTRAL NIPPON EXPRESSWY | | 2.567% 02 Nov 2021 | | | 5,000,000 | | | | | | 5,079,650 | |
| | | CFCRE COMMERCIAL MORTGAGE TRUS | | 3.367% 15 Jun 2050 | | | 5,000,000 | | | | | | 5,450,736 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.464% 23 Jul 2022 | | | 3,700,000 | | | | | | 3,900,701 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.5% 01 Feb 2024 | | | 2,200,000 | | | | | | 2,440,210 | |
| | | CHEVRON CORP | | 1% 15 Nov 2021 | | | 2,825,000 | | | | | | 2,837,069 | |
| | | CHEVRON CORP | | 2.1% 16 May 2021 | | | 5,000,000 | | | | | | 5,027,241 | |
| | | CITIBANK NA | | 1% 20 May 2022 | | | 8,000,000 | | | | | | 8,014,004 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.522% 10 Sep 2058 | | | 471,899 | | | | | | 502,623 | |
| | | CITIGROUP INC | | 2.75% 25 Apr 2022 | | | 4,300,000 | | | | | | 4,428,517 | |
| | | CITIGROUP INC | | 1% 24 Jul 2023 | | | 5,900,000 | | | | | | 5,953,693 | |
| | | CITIGROUP INC | | 1% 15 May 2024 | | | 500,000 | | | | | | 515,055 | |
| | | COMM MORTGAGE TRUST | | 3.373% 10 Oct 2048 | | | 4,230,517 | | | | | | 4,484,639 | |
| | | COMM MORTGAGE TRUST | | 3.142% 10 Feb 2048 | | | 3,739,479 | | | | | | 3,886,074 | |
| | | CONNECTICUT ST | | 5.77% 15 Mar 2025 | | | 1,435,000 | | | | | | 1,734,786 | |
| | | CRED SUIS GP FUN LTD | | 3.45% 16 Apr 2021 | | | 3,000,000 | | | | | | 3,027,493 | |
| | | CREDIT SUISSE FIRST BOSTON MOR | | 5.75% 22 Apr 2033 | | | 0 | | | | | | 0 | |
| | | CROWN CASTLE INTL CORP | | 1.35% 15 Jul 2025 | | | 5,000,000 | | | | | | 5,103,898 | |
| | | CURRENCY CONTRACT | | USD/CAD | | | | | | | | | (397,398 | ) |
| | | CURRENCY CONTRACT | | USD/GBP | | | | | | | | | (56,380 | ) |
| | | CVS HEALTH CORP | | 2.75% 01 Dec 2022 | | | 700,000 | | | | | | 727,696 | |
| | | CVS HEALTH CORP | | 3.35% 09 Mar 2021 | | | 1,594,000 | | | | | | 1,602,741 | |
| | | DAIMLER FINANCE NA LLC | | 1% 22 Feb 2021 | | | 2,645,000 | | | | | | 2,646,218 | |
| | | DAIMLER FINANCE NA LLC | | 3.75% 05 Nov 2021 | | | 253,000 | | | | | | 260,011 | |
| | | DAIMLER FINANCE NA LLC | | 2.55% 15 Aug 2022 | | | 6,000,000 | | | | | | 6,203,847 | |
| | | DAIMLER FINANCE NA LLC | | 3.75% 05 Nov 2021 | | | 350,000 | | | | | | 359,700 | |
| | | DAIMLER FINANCE NA LLC | | 1% 05 Nov 2021 | | | 1,150,000 | | | | | | 1,154,961 | |
| | | DANISH KRONE | | FOREIGN CURRENCY | | | 3,825,575 | | | | | | 628,844 | |
| | | DANSKE BANK A/S | | 2% 08 Sep 2021 | | | 1,500,000 | | | | | | 1,516,849 | |
| | | DANSKE BANK A/S | | 2.7% 02 Mar 2022 | | | 2,000,000 | | | | | | 2,050,306 | |
| | | DBCG MORTGAGE TRUST | | 1% 15 Jun 2034 | | | 10,000,000 | | | | | | 9,989,115 | |
| | | DBS GROUP HOLDINGS LTD | | 1% 25 Jul 2022 | | | 1,000,000 | | | | | | 1,005,407 | |
| | | DBUBS MORTGAGE TRUST | | 4.537% 10 Jul 2044 | | | 491,272 | | | | | | 493,759 | |
| | | DBUBS MORTGAGE TRUST | | 4.551% 10 Aug 2044 | | | 1,278,345 | | | | | | 1,283,936 | |
| | | EMORY UNIVERSITY | | 1.566% 01 Sep 2025 | | | 2,200,000 | | | | | | 2,285,843 | |
| | | ENEL FINANCE INTL NV | | 4.25% 14 Sep 2023 | | | 2,000,000 | | | | | | 2,186,471 | |
| | | ENGIE SA | | 2.875% 10 Oct 2022 | | | 1,100,000 | | | | | | 1,144,061 | |
| | | ENTERPRISE FLEET FINANCING LLC | | 3.14% 20 Feb 2024 | | | 106,489 | | | | | | 107,226 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | | 24,552 | | | | | | 30,041 | |
| | | EUROPEAN INVESTMENT BANK | | 1% 10 Jun 2022 | | | 9,500,000 | | | | | | 9,512,483 | |
| | | EVERGREEN CREDIT CARD TRUST | | 1.9% 16 Sep 2024 | | | 8,000,000 | | | | | | 8,218,188 | |
| | | EXELON CORP | | 2.45% 15 Apr 2021 | | | 1,300,000 | | | | | | 1,305,101 | |
| | | FANNIE MAE | | 6% 25 Sep 2031 | | | 720,650 | | | | | | 824,459 | |
| | | FANNIE MAE | | 5.5% 25 Aug 2035 | | | 2,053,399 | | | | | | 2,328,792 | |
| | | FANNIE MAE | | 3% 25 Oct 2040 | | | 2,193,866 | | | | | | 2,356,523 | |
| | | FANNIE MAE | | 1% 25 Dec 2044 | | | 1,696,878 | | | | | | 1,704,528 | |
| | | FANNIE MAE | | 1% 25 Jul 2046 | | | 4,309,734 | | | | | | 4,304,198 | |
| | | FANNIE MAE | | 1% 25 Jul 2046 | | | 828,914 | | | | | | 829,697 | |
| | | FANNIE MAE | | 1% 25 Feb 2047 | | | 3,305,948 | | | | | | 3,308,392 | |
| | | FANNIE MAE | | 1% 25 Aug 2059 | | | 9,064,590 | | | | | | 9,136,428 | |
| | | FANNIE MAE | | 1% 25 Aug 2049 | | | 3,305,914 | | | | | | 3,324,203 | |
| | | FANNIE MAE | | 1% 25 Aug 2059 | | | 9,004,731 | | | | | | 9,068,112 | |
| | | FANNIE MAE | | 1% 25 Sep 2049 | | | 11,009,605 | | | | | | 11,008,223 | |
| | | FANNIE MAE | | 0.77% 15 Jul 2025 | | | 4,000,000 | | | | | | 4,000,105 | |
| | | FANNIE MAE | | 0.7% 30 Jul 2025 | | | 5,000,000 | | | | | | 5,004,843 | |
| | | FANNIE MAE | | 0.65% 25 Aug 2025 | | | 12,400,000 | | | | | | 12,405,876 | |
| | | FANNIEMAE ACES | | 1% 25 Jun 2031 | | | 542,945 | | | | | | 545,640 | |
| | | FANNIEMAE ACES | | 1% 25 Nov 2022 | | | 155,634 | | | | | | 156,024 | |
| | | FANNIEMAE WHOLE LOAN | | 1% 25 Aug 2037 | | | 343,483 | | | | | | 385,044 | |
| | | FED HM LN PC POOL 1Q0184 | | 1% 01 Nov 2036 | | | 240,187 | | | | | | 252,025 | |
| | | FED HM LN PC POOL 840291 | | 1% 01 Nov 2041 | | | 122,124 | | | | | | 127,557 | |
| | | FED HM LN PC POOL A43389 | | 5.5% 01 Feb 2036 | | | 11,767 | | | | | | 13,146 | |
| | | FED HM LN PC POOL A93101 | | 5% 01 Jul 2040 | | | 130,410 | | | | | | 150,954 | |
| | | FED HM LN PC POOL C91030 | | 5.5% 01 May 2027 | | | 48,572 | | | | | | 54,297 | |
| | | FED HM LN PC POOL G01838 | | 5% 01 Jul 2035 | | | 251,725 | | | | | | 292,545 | |
| | | FED HM LN PC POOL G01912 | | 5% 01 Sep 2035 | | | 9,250 | | | | | | 10,754 | |
| | | FED HM LN PC POOL G02123 | | 5.5% 01 Mar 2036 | | | 9,079 | | | | | | 10,671 | |
| | | FED HM LN PC POOL G02254 | | 5.5% 01 Mar 2036 | | | 7,100 | | | | | | 8,349 | |
| | | FED HM LN PC POOL G04092 | | 5.5% 01 Mar 2038 | | | 18,349 | | | | | | 21,538 | |
| | | FED HM LN PC POOL G05267 | | 5.5% 01 Dec 2038 | | | 106,558 | | | | | | 125,310 | |
| | | FED HM LN PC POOL G06193 | | 5.5% 01 May 2040 | | | 92,844 | | | | | | 109,147 | |
| | | FED HM LN PC POOL G06872 | | 5.5% 01 Sep 2039 | | | 193,438 | | | | | | 227,479 | |
| | | FED HM LN PC POOL G07786 | | 4% 01 Aug 2044 | | | 1,741,820 | | | | | | 1,942,775 | |
| | | FED HM LN PC POOL G08105 | | 5.5% 01 Jan 2036 | | | 3,067 | | | | | | 3,606 | |
| | | FED HM LN PC POOL G30547 | | 5.5% 01 Jun 2024 | | | 52,731 | | | | | | 58,847 | |
| | | FED HM LN PC POOL H09069 | | 6.5% 01 Sep 2037 | | | 70,386 | | | | | | 79,932 | |
| | | FED HM LN PC POOL H09070 | | 6.5% 01 Sep 2037 | | | 20,469 | | | | | | 23,078 | |
| | | FED HM LN PC POOL L00007 | | 5.5% 01 Mar 2035 | | | 21,820 | | | | | | 25,602 | |
| | | FED HM LN PC POOL L10219 | | 5% 01 Jan 2034 | | | 164,845 | | | | | | 176,351 | |
| | | FED HM LN PC POOL N30127 | | 4.5% 01 Sep 2033 | | | 35,663 | | | | | | 38,379 | |
| | | FED HM LN PC POOL N30926 | | 5% 01 Nov 2032 | | | 97,928 | | | | | | 107,304 | |
| | | FED HM LN PC POOL N31490 | | 5% 01 Jan 2038 | | | 39,876 | | | | | | 43,835 | |
| | | FED HM LN PC POOL P50425 | | 5% 01 Nov 2034 | | | 137,547 | | | | | | 146,146 | |
| | | FED HM LN PC POOL SD8006 | | 4% 01 Aug 2049 | | | 280,763 | | | | | | 299,412 | |
| | | FED HM LN PC POOL U90133 | | 4% 01 Aug 2042 | | | 140,133 | | | | | | 153,614 | |
| | | FED HM LN PC POOL Z60009 | | 5% 01 Apr 2024 | | | 28,201 | | | | | | 31,144 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Sep 2021 | | | 1,009,664 | | | | | | 1,009,969 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Nov 2021 | | | 5,027,733 | | | | | | 5,020,188 | |
| | | FIRSTKEY HOMES 2020 SFR1 TRUST | | 1.266% 19 Oct 2037 | | | 5,200,000 | | | | | | 5,222,263 | |
| | | FNMA POOL 256339 | | 5.5% 01 Jul 2036 | | | 255 | | | | | | 266 | |
| | | FNMA POOL 256370 | | 5.5% 01 Jun 2036 | | | 68,762 | | | | | | 77,128 | |
| | | FNMA POOL 256687 | | 5.5% 01 Apr 2037 | | | 4,501 | | | | | | 5,157 | |
| | | FNMA POOL 256808 | | 5.5% 01 Jul 2037 | | | 246 | | | | | | 268 | |
| | | FNMA POOL 256900 | | 5.5% 01 Sep 2037 | | | 120 | | | | | | 124 | |
| | | FNMA POOL 526993 | | 1% 01 Nov 2028 | | | 102,096 | | | | | | 103,791 | |
| | | FNMA POOL 629058 | | 5.5% 01 May 2032 | | | 33,384 | | | | | | 35,132 | |
| | | FNMA POOL 657494 | | 4.75% 01 Aug 2033 | | | 28,747 | | | | | | 30,166 | |
| | | FNMA POOL 724068 | | 4.465% 01 Feb 2034 | | | 62,856 | | | | | | 64,601 | |
| | | FNMA POOL 734384 | | 5.5% 01 Jul 2033 | | | 82,030 | | | | | | 92,780 | |
| | | FNMA POOL 750148 | | 4.465% 01 May 2033 | | | 108,271 | | | | | | 116,936 | |
| | | FNMA POOL 776014 | | 4.465% 01 Sep 2033 | | | 57,119 | | | | | | 58,705 | |
| | | FNMA POOL 777651 | | 4.49% 01 Feb 2034 | | | 45,869 | | | | | | 46,795 | |
| | | FNMA POOL 777652 | | 4.465% 01 Aug 2034 | | | 25,648 | | | | | | 25,769 | |
| | | FNMA POOL 777655 | | 4.465% 01 Nov 2034 | | | 19,204 | | | | | | 19,259 | |
| | | FNMA POOL 782012 | | 4.465% 01 Jan 2035 | | | 67,310 | | | | | | 69,207 | |
| | | FNMA POOL 818985 | | 4.465% 01 Jul 2035 | | | 23,654 | | | | | | 23,766 | |
| | | FNMA POOL 822771 | | 4.465% 01 May 2035 | | | 19,689 | | | | | | 19,745 | |
| | | FNMA POOL 835361 | | 4.5% 01 Sep 2035 | | | 19,108 | | | | | | 19,812 | |
| | | FNMA POOL 878661 | | 5.5% 01 Feb 2036 | | | 6,612 | | | | | | 7,334 | |
| | | FNMA POOL 880871 | | 5.5% 01 Apr 2036 | | | 1,284 | | | | | | 1,434 | |
| | | FNMA POOL 888737 | | 1% 01 Oct 2037 | | | 478,729 | | | | | | 534,327 | |
| | | FNMA POOL 899303 | | 5.5% 01 Mar 2037 | | | 117 | | | | | | 120 | |
| | | FNMA POOL 916389 | | 5% 01 May 2027 | | | 25,227 | | | | | | 27,121 | |
| | | FNMA POOL 922386 | | 5.5% 01 Jan 2037 | | | 1,062 | | | | | | 1,116 | |
| | | FNMA POOL 944052 | | 5.5% 01 Jul 2037 | | | 839 | | | | | | 874 | |
| | | FNMA POOL 962745 | | 5% 01 Apr 2038 | | | 32,169 | | | | | | 32,447 | |
| | | FNMA POOL 994397 | | 5.5% 01 Nov 2038 | | | 21,959 | | | | | | 22,900 | |
| | | FNMA POOL AB6113 | | 4% 01 Aug 2042 | | | 70,141 | | | | | | 73,131 | |
| | | FNMA POOL AC3943 | | 4% 01 Jan 2040 | | | 289,993 | | | | | | 308,985 | |
| | | FNMA POOL AC4532 | | 5% 01 Jan 2034 | | | 1,059,476 | | | | | | 1,150,944 | |
| | | FNMA POOL AC5635 | | 4% 01 Mar 2040 | | | 67,771 | | | | | | 71,134 | |
| | | FNMA POOL AH0995 | | 3.5% 01 Dec 2040 | | | 252,696 | | | | | | 263,466 | |
| | | FNMA POOL AL4287 | | 1% 01 Nov 2040 | | | 539,586 | | | | | | 637,770 | |
| | | FNMA POOL AL7271 | | 1% 01 Sep 2041 | | | 286,831 | | | | | | 300,720 | |
| | | FNMA POOL AL7824 | | 1% 01 Aug 2034 | | | 2,325,609 | | | | | | 2,502,682 | |
| | | FNMA POOL AL8835 | | 1% 01 Jan 2042 | | | 632,535 | | | | | | 710,045 | |
| | | FNMA POOL AL9066 | | 1% 01 Aug 2025 | | | 61,589 | | | | | | 64,530 | |
| | | FNMA POOL AM3528 | | 2.69% 01 Oct 2023 | | | 7,000,000 | | | | | | 7,386,670 | |
| | | FNMA POOL AV4429 | | 5% 01 Jan 2044 | | | 82,598 | | | | | | 91,385 | |
| | | FNMA POOL BC5068 | | 2.5% 01 Mar 2044 | | | 196,835 | | | | | | 209,058 | |
| | | FNMA POOL MA0213 | | 5% 01 Oct 2039 | | | 10,768 | | | | | | 11,700 | |
| | | FNMA POOL MA0445 | | 5% 01 Jun 2040 | | | 27,175 | | | | | | 29,530 | |
| | | FNMA POOL MA0565 | | 5.5% 01 Sep 2040 | | | 57,771 | | | | | | 65,221 | |
| | | FNMA POOL MA0600 | | 4.5% 01 Dec 2040 | | | 31,347 | | | | | | 33,423 | |
| | | FNMA TBA 15 YR 4.5 | | 4.5% 16 Jan 2036 | | | 2,000,000 | | | | | | 2,099,766 | |
| | | FORD AUTO SECURITIZATION TRUST | | 0.887% 15 Aug 2024 | | | 200,000 | | | | | | 156,991 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.23% 15 Sep 2024 | | | 10,000,000 | | | | | | 10,312,751 | |
| | | FREDDIE MAC | | 5.5% 15 Apr 2036 | | | 806,295 | | | | | | 931,632 | |
| | | FREDDIE MAC | | 2% 15 May 2026 | | | 444,462 | | | | | | 450,664 | |
| | | FREDDIE MAC | | 1.5% 15 Dec 2042 | | | 1,296,762 | | | | | | 1,310,650 | |
| | | FREDDIE MAC | | 1% 15 Apr 2049 | | | 5,382,256 | | | | | | 5,430,141 | |
| | | FREDDIE MAC | | 1% 15 Sep 2048 | | | 5,926,576 | | | | | | 5,950,675 | |
| | | FREDDIE MAC | | 1% 15 Aug 2049 | | | 4,709,776 | | | | | | 4,732,348 | |
| | | FREDDIE MAC | | 1% 15 Jun 2049 | | | 8,423,993 | | | | | | 8,468,822 | |
| | | FREDDIE MAC | | 1% 25 Sep 2049 | | | 9,530,754 | | | | | | 9,586,968 | |
| | | FREDDIE MAC | | 1% 15 Jun 2044 | | | 10,947,906 | | | | | | 10,958,131 | |
| | | FREDDIE MAC | | 1% 15 Aug 2040 | | | 12,975,445 | | | | | | 12,991,206 | |
| | | FREDDIE MAC | | 0.8% 28 Oct 2026 | | | 24,000,000 | | | | | | 24,000,428 | |
| | | FREDDIE MAC | | 0.69% 05 Aug 2025 | | | 2,500,000 | | | | | | 2,501,163 | |
| | | FREDDIE MAC | | 0.7% 19 Aug 2025 | | | 24,000,000 | | | | | | 24,020,738 | |
| | | FREDDIE MAC | | 2.5% 25 Jun 2034 | | | 374,938 | | | | | | 375,083 | |
| | | GATX CORP | | 1% 05 Nov 2021 | | | 2,000,000 | | | | | | 2,004,558 | |
| | | GENERAL MOTORS FINL CO | | 4.375% 25 Sep 2021 | | | 5,000,000 | | | | | | 5,135,013 | |
| | | GENERAL MOTORS FINL CO | | 4.2% 01 Mar 2021 | | | 7,843,000 | | | | | | 7,862,286 | |
| | | GENERAL MOTORS FINL CO | | 4.2% 06 Nov 2021 | | | 650,000 | | | | | | 669,966 | |
| | | GEORGIA POWER CO | | 2.1% 30 Jul 2023 | | | 1,400,000 | | | | | | 1,462,296 | |
| | | GILEAD SCIENCES INC | | 1.2% 01 Oct 2027 | | | 1,500,000 | | | | | | 1,510,390 | |
| | | GNMA II POOL 004113 | | 5% 20 Apr 2038 | | | 752,637 | | | | | | 856,236 | |
| | | GNMA II POOL 004215 | | 5.5% 20 Aug 2038 | | | 24,601 | | | | | | 27,398 | |
| | | GNMA II POOL 004314 | | 5% 20 Dec 2038 | | | 326,564 | | | | | | 373,129 | |
| | | GNMA II POOL 004462 | | 5% 20 Jun 2039 | | | 18,666 | | | | | | 20,501 | |
| | | GNMA II POOL 004593 | | 5% 20 Dec 2039 | | | 31,964 | | | | | | 35,115 | |
| | | GNMA II POOL 004932 | | 3.5% 20 Jan 2041 | | | 13,708 | | | | | | 14,388 | |
| | | GNMA II POOL 004952 | | 3.5% 20 Feb 2041 | | | 14,352 | | | | | | 15,070 | |
| | | GNMA II POOL 004994 | | 3.5% 20 Mar 2041 | | | 38,211 | | | | | | 40,115 | |
| | | GNMA II POOL 005278 | | 3.5% 20 Jan 2042 | | | 2,968 | | | | | | 3,116 | |
| | | GNMA II POOL 005302 | | 3.5% 20 Feb 2042 | | | 29,976 | | | | | | 31,460 | |
| | | GNMA II POOL 627122 | | 5.5% 20 Mar 2034 | | | 150,630 | | | | | | 166,441 | |
| | | GNMA II POOL 634924 | | 5.5% 20 Nov 2034 | | | 32,107 | | | | | | 32,963 | |
| | | GNMA II POOL 737242 | | 5.5% 20 Nov 2037 | | | 49,806 | | | | | | 55,005 | |
| | | GNMA II POOL 763305 | | 4.5% 20 May 2041 | | | 90,646 | | | | | | 97,325 | |
| | | GNMA II POOL 799902 | | 3.74% 20 Mar 2042 | | | 106,456 | | | | | | 112,431 | |
| | | GNMA II POOL AA0711 | | 3.74% 20 Jul 2042 | | | 93,743 | | | | | | 99,189 | |
| | | GNMA II POOL AH5878 | | 3.75% 20 Mar 2044 | | | 59,761 | | | | | | 66,751 | |
| | | GNMA II POOL AU8923 | | 4.5% 20 Aug 2046 | | | 636,092 | | | | | | 701,094 | |
| | | GNMA II POOL AX8408 | | 4.5% 20 Feb 2041 | | | 285,715 | | | | | | 306,529 | |
| | | GNMA II POOL BC3090 | | 5% 20 Jun 2035 | | | 540,539 | | | | | | 593,585 | |
| | | GNMA II POOL MA0214 | | 3.5% 20 Jul 2042 | | | 74,113 | | | | | | 77,822 | |
| | | GNMA II POOL MA0456 | | 3.5% 20 Oct 2042 | | | 88,256 | | | | | | 92,660 | |
| | | GNMA II POOL MA0528 | | 3.5% 20 Nov 2042 | | | 23,804 | | | | | | 24,876 | |
| | | GNMA II POOL MA0619 | | 3.5% 20 Dec 2042 | | | 17,253 | | | | | | 18,109 | |
| | | GNMA II POOL MA0776 | | 3.5% 20 Feb 2043 | | | 13,739 | | | | | | 14,356 | |
| | | GNMA II POOL MA1150 | | 3.5% 20 Jul 2043 | | | 14,789 | | | | | | 15,459 | |
| | | GNMA II POOL MA1218 | | 3.5% 20 Aug 2043 | | | 6,634 | | | | | | 6,934 | |
| | | GNMA II POOL MA1279 | | 3.5% 20 Sep 2043 | | | 8,613 | | | | | | 9,002 | |
| | | GNMA II POOL MA1367 | | 3.5% 20 Oct 2043 | | | 7,121 | | | | | | 7,444 | |
| | | GNMA II POOL MA1440 | | 3.5% 20 Nov 2043 | | | 15,933 | | | | | | 16,655 | |
| | | GNMA II POOL MA1512 | | 3.5% 20 Dec 2043 | | | 4,362 | | | | | | 4,560 | |
| | | GNMA II POOL MA1829 | | 3.5% 20 Apr 2044 | | | 718 | | | | | | 751 | |
| | | GNMA II POOL MA1910 | | 3.5% 20 May 2044 | | | 14,953 | | | | | | 15,627 | |
| | | GNMA II POOL MA2064 | | 3.5% 20 Jul 2044 | | | 3,333 | | | | | | 3,484 | |
| | | GNMA II POOL MA2667 | | 3.5% 20 Mar 2045 | | | 44,838 | | | | | | 46,805 | |
| | | GNMA II POOL MA2744 | | 3.5% 20 Apr 2045 | | | 8,314 | | | | | | 8,679 | |
| | | GNMA II POOL MA2756 | | 4.5% 20 Apr 2045 | | | 842,696 | | | | | | 938,868 | |
| | | GNMA II POOL MA2816 | | 3.5% 20 May 2045 | | | 19,540 | | | | | | 20,398 | |
| | | GNMA II POOL MA2883 | | 3.5% 20 Jun 2045 | | | 16,594 | | | | | | 17,325 | |
| | | GNMA II POOL MA4772 | | 5% 20 Oct 2047 | | | 65,041 | | | | | | 70,162 | |
| | | GNMA POOL 678858 | | 5% 15 Mar 2038 | | | 479 | | | | | | 528 | |
| | | GNMA POOL 738317 | | 5% 15 May 2041 | | | 9,395 | | | | | | 10,393 | |
| | | GNMA POOL 782386 | | 5% 15 Aug 2038 | | | 542,446 | | | | | | 621,578 | |
| | | GNMA POOL 799863 | | 3.75% 15 Apr 2042 | | | 146,968 | | | | | | 156,309 | |
| | | GNMA POOL AA0060 | | 3.7% 15 Apr 2042 | | | 129,967 | | | | | | 137,700 | |
| | | GNMA POOL AB1552 | | 3.75% 15 Sep 2042 | | | 2,275,184 | | | | | | 2,465,039 | |
| | | GNMA POOL AC1428 | | 2.69% 15 Jun 2033 | | | 11,208,525 | | | | | | 11,992,262 | |
| | | GNMA POOL AK0485 | | 3% 15 Oct 2044 | | | 165,917 | | | | | | 173,970 | |
| | | GNMA POOL AK4648 | | 3% 15 Oct 2045 | | | 246,314 | | | | | | 258,245 | |
| | | GOLDMAN SACHS GROUP INC | | 3% 26 Apr 2022 | | | 7,800,000 | | | | | | 7,863,291 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 09 Dec 2026 | | | 4,000,000 | | | | | | 4,024,212 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2066 | | | 0 | | | | | | 0 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 2.5% 20 Oct 2049 | | | 2,481,449 | | | | | | 2,525,733 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2050 | | | 9,053,519 | | | | | | 9,093,072 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 1,061,458 | | | | | | 1,061,458 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.707% 10 Aug 2044 | | | 4,841,816 | | | | | | 4,863,245 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.467% 10 Jun 2047 | | | 3,373,861 | | | | | | 3,526,195 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.119% 10 May 2050 | | | 3,945,693 | | | | | | 4,241,770 | |
| | | GS MORTGAGE SECURITIES TRUST | | 2.905% 10 Nov 2049 | | | 3,115,099 | | | | | | 3,143,540 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.419% 10 Oct 2032 | | | 6,000,000 | | | | | | 6,130,964 | |
| | | HEATHROW FUNDING LTD | | 4.875% 15 Jul 2023 | | | 4,650,000 | | | | | | 4,739,852 | |
| | | HPEFS EQUIPMENT TRUST | | 2.21% 20 Sep 2029 | | | 5,000,000 | | | | | | 5,054,063 | |
| | | HSBC BANK CANADA | | 0.95% 14 May 2023 | | | 4,000,000 | | | | | | 4,050,391 | |
| | | HSBC HOLDINGS PLC | | 1% 13 Mar 2023 | | | 3,000,000 | | | | | | 3,098,839 | |
| | | HSBC HOLDINGS PLC | | 1% 18 May 2024 | | | 2,000,000 | | | | | | 2,013,257 | |
| | | HSBC HOLDINGS PLC | | 3.6% 25 May 2023 | | | 5,208,000 | | | | | | 5,601,789 | |
| | | IMPERIAL BRANDS FIN PLC | | 3.125% 26 Jul 2024 | | | 5,000,000 | | | | | | 5,354,740 | |
| * | | ING GROEP NV | | 1% 29 Mar 2022 | | | 1,550,000 | | | | | | 1,566,429 | |
| | | INTEL CORP | | 2.875% 11 May 2024 | | | 2,000,000 | | | | | | 2,158,145 | |
| | | INTERCONTINENTALEXCHANGE | | 1% 15 Jun 2023 | | | 5,800,000 | | | | | | 5,817,458 | |
| | | INTL BK RECON + DEVELOP | | 1% 25 Jun 2021 | | | 10,000,000 | | | | | | 9,997,900 | |
| | | INTL LEASE FINANCE CORP | | 5.875% 15 Aug 2022 | | | 800,000 | | | | | | 864,399 | |
| | | ISRAEL ELECTRIC CORP LTD | | 5% 12 Nov 2024 | | | 900,000 | | | | | | 1,015,758 | |
| | | JACKSON NATL LIFE GLOBAL | | 1% 27 Jun 2022 | | | 7,000,000 | | | | | | 7,062,616 | |
| | | JAPAN TOBACCO INC | | 2% 13 Apr 2021 | | | 900,000 | | | | | | 902,628 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | | 52,139 | | | | | | 505 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 3.378% 15 Sep 2050 | | | 7,000,000 | | | | | | 7,458,121 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 3.483% 15 Jun 2045 | | | 856,891 | | | | | | 870,397 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.288% 15 Jan 2048 | | | 8,268,438 | | | | | | 8,683,025 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Mar 2025 | | | 4,000,000 | | | | | | 4,313,306 | |
| | | JPN BANK FOR INT L COOP | | 1.75% 23 Jan 2023 | | | 10,000,000 | | | | | | 10,292,479 | |
| | | JUPIT 1A A SONIA3M +90BP | | 0.01% 01 Jun 2060 | | | 200,000 | | | | | | 271,020 | |
| | | KANSAS CITY SOUTHERN | | 3% 15 May 2023 | | | 4,025,000 | | | | | | 4,193,193 | |
| | | KOMATSU FINANCE AMERICA | | 2.437% 11 Sep 2022 | | | 3,200,000 | | | | | | 3,305,999 | |
| | | KOMMUNEKREDIT | | 2.5% 14 Apr 2022 | | | 12,000,000 | | | | | | 12,344,707 | |
| | | KOMMUNINVEST I SVERIGE | | 0.125% 20 Jul 2022 | | | 800,000 | | | | | | 799,160 | |
| | | KOREA DEVELOPMENT BANK | | 1% 01 Oct 2022 | | | 5,000,000 | | | | | | 5,013,717 | |
| | | LEASEPLAN CORPORATION NV | | 2.875% 24 Oct 2024 | | | 2,000,000 | | | | | | 2,113,316 | |
| | | LLOYDS BANK PLC | | 2.25% 14 Aug 2022 | | | 1,500,000 | | | | | | 1,545,893 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 17 Mar 2023 | | | 3,000,000 | | | | | | 3,083,043 | |
| | | LSI OPEN POSITION NET ASSET | | 0.01% 31 Dec 2060 | | | 102,460 | | | | | | 461 | |
| | | MARRIOTT INTERNATIONAL | | 3.125% 15 Oct 2021 | | | 300,000 | | | | | | 303,889 | |
| | | MASSACHUSETTS EDUCATIONAL FINA | | 1% 25 Apr 2038 | | | 242,105 | | | | | | 243,369 | |
| | | MCCORMICK + CO | | 2.7% 15 Aug 2022 | | | 1,000,000 | | | | | | 1,035,259 | |
| | | MET LIFE GLOB FUNDING I | | 1.95% 13 Jan 2023 | | | 4,500,000 | | | | | | 4,642,823 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | | 525 | | | | | | 26 | |
| | | MFRA TRUST | | 1% 25 Apr 2065 | | | 188,653 | | | | | | 188,702 | |
| | | MITSUBISHI HC CAPITAL | | 3.406% 28 Feb 2022 | | | 400,000 | | | | | | 411,400 | |
| | | MITSUBISHI UFJ FIN GRP | | 1.412% 17 Jul 2025 | | | 800,000 | | | | | | 821,851 | |
| | | MITSUBISHI UFJ FIN GRP | | 1% 15 Sep 2024 | | | 15,000,000 | | | | | | 15,089,442 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 08 Sep 2024 | | | 3,700,000 | | | | | | 3,698,965 | |
| | | MORGAN STANLEY | | 1% 10 Dec 2026 | | | 10,000,000 | | | | | | 10,074,422 | |
| | | MORGAN STANLEY BAML TRUST | | 3.401% 15 May 2050 | | | 6,000,000 | | | | | | 6,553,400 | |
| | | NATIONAL RURAL UTIL COOP | | 1% 30 Jun 2021 | | | 5,000,000 | | | | | | 5,007,854 | |
| | | NATIONWIDE BLDG SOCIETY | | 2% 27 Jan 2023 | | | 2,100,000 | | | | | | 2,166,925 | |
| | | NATIONWIDE BLDG SOCIETY | | 1% 26 Apr 2023 | | | 700,000 | | | | | | 727,102 | |
| | | NATWEST GROUP PLC | | 1% 15 May 2023 | | | 6,000,000 | | | | | | 6,229,491 | |
| | | NATWEST GROUP PLC | | 1% 22 May 2024 | | | 8,000,000 | | | | | | 8,324,324 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.31% 15 Jan 2069 | | | 200,000 | | | | | | 202,034 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.17% 16 Sep 2069 | | | 665,448 | | | | | | 670,457 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.33% 15 Apr 2069 | | | 3,500,000 | | | | | | 3,504,460 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 26 Jul 2066 | | | 3,105,876 | | | | | | 3,097,928 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 26 Jul 2066 | | | 606,678 | | | | | | 606,884 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Dec 2057 | | | 3,052,242 | | | | | | 3,232,630 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Jul 2059 | | | 3,667,163 | | | | | | 3,854,985 | |
| | | NEW YORK ST URBAN DEV CORP REV | | 2.1% 15 Mar 2022 | | | 2,100,000 | | | | | | 2,123,331 | |
| | | NEXTERA ENERGY CAPITAL | | 1.95% 01 Sep 2022 | | | 7,700,000 | | | | | | 7,909,748 | |
| | | NISSAN MOTOR ACCEPTANCE | | 2.55% 08 Mar 2021 | | | 2,000,000 | | | | | | 2,005,450 | |
| | | NISSAN MOTOR ACCEPTANCE | | 2.65% 13 Jul 2022 | | | 2,400,000 | | | | | | 2,455,967 | |
| | | NISSAN MOTOR ACCEPTANCE | | 2.6% 28 Sep 2022 | | | 800,000 | | | | | | 820,856 | |
| | | NISSAN MOTOR ACCEPTANCE | | 1% 28 Sep 2022 | | | 800,000 | | | | | | 793,027 | |
| | | NISSAN MOTOR ACCEPTANCE | | 1% 15 Mar 2021 | | | 2,000,000 | | | | | | 1,998,508 | |
| | | NISSAN MOTOR ACCEPTANCE | | 3.65% 21 Sep 2021 | | | 4,500,000 | | | | | | 4,578,420 | |
| | | NOMURA HOLDINGS INC | | 1.851% 16 Jul 2025 | | | 4,000,000 | | | | | | 4,157,105 | |
| | | NTT FINANCE CORP | | 1.9% 21 Jul 2021 | | | 400,000 | | | | | | 402,824 | |
| | | NUTRITION + BIOSCIENCES | | 1.23% 01 Oct 2025 | | | 2,000,000 | | | | | | 2,021,228 | |
| | | NXP BV/NXP FUNDING LLC | | 3.875% 01 Sep 2022 | | | 1,000,000 | | | | | | 1,053,946 | |
| | | ONTARIO (PROVINCE OF) | | 1.75% 24 Jan 2023 | | | 3,000,000 | | | | | | 3,089,084 | |
| | | ORIX CORP | | 2.9% 18 Jul 2022 | | | 4,500,000 | | | | | | 4,663,722 | |
| | | ORIX CORP | | 2.65% 13 Apr 2021 | | | 1,500,000 | | | | | | 1,508,460 | |
| | | OTIS WORLDWIDE CORP | | 2.056% 05 Apr 2025 | | | 2,200,000 | | | | | | 2,331,655 | |
| | | PACIFIC GAS + ELECTRIC | | 2.1% 01 Aug 2027 | | | 2,200,000 | | | | | | 2,238,766 | |
| | | PACIFIC GAS + ELECTRIC | | 3.25% 15 Jun 2023 | | | 200,000 | | | | | | 208,745 | |
| | | PACIFIC GAS + ELECTRIC | | 3.85% 15 Nov 2023 | | | 100,000 | | | | | | 106,326 | |
| | | PACIFIC GAS + ELECTRIC | | 1.75% 16 Jun 2022 | | | 3,500,000 | | | | | | 3,509,877 | |
| | | PACIFIC GAS + ELECTRIC | | 3.75% 15 Feb 2024 | | | 200,000 | | | | | | 213,358 | |
| | | PACIFIC GAS + ELECTRIC | | 3.4% 15 Aug 2024 | | | 700,000 | | | | | | 745,501 | |
| | | PACIFIC GAS + ELECTRIC | | 2.95% 01 Mar 2026 | | | 200,000 | | | | | | 211,626 | |
| | | PACIFIC LIFE GF II | | 1.2% 24 Jun 2025 | | | 900,000 | | | | | | 912,308 | |
| | | PACIFIC LIFE GF II | | 0.5% 23 Sep 2023 | | | 1,700,000 | | | | | | 1,704,518 | |
| | | PANASONIC CORP | | 2.536% 19 Jul 2022 | | | 2,500,000 | | | | | | 2,569,904 | |
| | | PARK AEROSPACE HOLDINGS | | 5.25% 15 Aug 2022 | | | 1,100,000 | | | | | | 1,154,461 | |
| | | PARK AEROSPACE HOLDINGS | | 4.5% 15 Mar 2023 | | | 1,400,000 | | | | | | 1,467,095 | |
| | | PAYPAL HOLDINGS INC | | 2.2% 26 Sep 2022 | | | 1,900,000 | | | | | | 1,963,161 | |
| | | PAYPAL HOLDINGS INC | | 1.35% 01 Jun 2023 | | | 10,000,000 | | | | | | 10,239,147 | |
| | | PFP III | | 1% 14 Apr 2037 | | | 700,000 | | | | | | 689,549 | |
| | | PHILIP MORRIS INTL INC | | 2.5% 02 Nov 2022 | | | 2,000,000 | | | | | | 2,075,535 | |
| | | PNC BANK NA | | 1% 22 Jul 2022 | | | 5,000,000 | | | | | | 5,009,982 | |
| | | PNC BANK NA | | 1% 24 Feb 2023 | | | 3,500,000 | | | | | | 3,554,071 | |
| | | POUND STERLING | | FOREIGN CURRENCY | | | 53,694 | | | | | | 73,397 | |
| | | PROTECTIVE LIFE GLOBAL | | 2.615% 22 Aug 2022 | | | 4,000,000 | | | | | | 4,144,645 | |
| | | QNB FINANCE LTD | | 1% 02 May 2022 | | | 1,500,000 | | | | | | 1,504,098 | |
| | | QNB FINANCE LTD | | 1% 31 May 2021 | | | 5,800,000 | | | | | | 5,816,538 | |
| | | QUALCOMM INC | | 1.3% 20 May 2028 | | | 1,154,000 | | | | | | 1,167,438 | |
| | | RECKITT BENCKISER TSY | | 1% 24 Jun 2022 | | | 1,500,000 | | | | | | 1,506,920 | |
| | | RELIANCE STAND LIFE II | | 2.75% 21 Jan 2027 | | | 1,800,000 | | | | | | 1,891,361 | |
| | | SABINE PASS LIQUEFACTION | | 5.625% 15 Apr 2023 | | | 300,000 | | | | | | 329,589 | |
| | | SANTANDER UK GROUP HLDGS | | 2.875% 05 Aug 2021 | | | 6,300,000 | | | | | | 6,388,235 | |
| | | SANTANDER UK PLC | | 2.1% 13 Jan 2023 | | | 5,000,000 | | | | | | 5,166,418 | |
| | | SBA TOWER TRUST | | 1.884% 15 Jul 2050 | | | 1,600,000 | | | | | | 1,646,758 | |
| | | SEMPRA ENERGY | | 1% 15 Mar 2021 | | | 1,200,000 | | | | | | 1,200,760 | |
| | | SHIRE ACQ INV IRELAND DA | | 2.4% 23 Sep 2021 | | | 818,000 | | | | | | 828,668 | |
| | | SHIRE ACQ INV IRELAND DA | | 2.875% 23 Sep 2023 | | | 3,200,000 | | | | | | 3,393,373 | |
| | | SK TELECOM CO LTD | | 3.75% 16 Apr 2023 | | | 300,000 | | | | | | 320,261 | |
| | | SKY LTD | | 3.125% 26 Nov 2022 | | | 2,000,000 | | | | | | 2,102,791 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Jun 2029 | | | 4,219,888 | | | | | | 4,194,670 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Mar 2027 | | | 5,956,983 | | | | | | 5,923,174 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Sep 2026 | | | 107,083 | | | | | | 107,064 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2028 | | | 2,149,606 | | | | | | 2,136,807 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2028 | | | 666,804 | | | | | | 666,942 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jun 2043 | | | 7,319,181 | | | | | | 7,231,149 | |
| | | SLM STUDENT LOAN TRUST | | 1% 27 Dec 2038 | | | 7,693,157 | | | | | | 7,650,508 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2024 | | | 204,184 | | | | | | 249,810 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.29% 15 Jul 2053 | | | 3,008,999 | | | | | | 3,019,195 | |
| | | SMBC AVIATION CAPITAL FI | | 2.65% 15 Jul 2021 | | | 2,800,000 | | | | | | 2,829,239 | |
| | | SMBC AVIATION CAPITAL FI | | 3% 15 Jul 2022 | | | 4,600,000 | | | | | | 4,721,107 | |
| | | SMBC AVIATION CAPITAL FI | | 2.65% 15 Jul 2021 | | | 5,083,000 | | | | | | 5,136,080 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.65% 25 Sep 2040 | | | 1,652,069 | | | | | | 1,702,090 | |
| | | SOFI CONSUMER LOAN PROGRAM TRU | | 2.77% 25 May 2026 | | | 65,561 | | | | | | 65,753 | |
| | | SOUTHERN CAL EDISON | | 1.2% 01 Feb 2026 | | | 5,800,000 | | | | | | 5,868,970 | |
| | | STANDARD CHARTERED PLC | | 1% 21 May 2025 | | | 300,000 | | | | | | 325,322 | |
| | | STANDARD CHARTERED PLC | | 1% 14 Oct 2023 | | | 1,200,000 | | | | | | 1,212,000 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.846% 11 Jan 2022 | | | 1,510,000 | | | | | | 1,547,858 | |
| | | SUMITOMO MITSUI FINL GRP | | 1.474% 08 Jul 2025 | | | 8,000,000 | | | | | | 8,193,119 | |
| | | SUMITOMO MITSUI TR BK LT | | 0.8% 12 Sep 2023 | | | 3,700,000 | | | | | | 3,733,491 | |
| | | SVENSKA HANDELSBANKEN AB | | 1% 30 Mar 2021 | | | 2,000,000 | | | | | | 2,005,160 | |
| | | SWEDISH EXPORT CREDIT | | 2.875% 22 May 2021 | | | 3,000,000 | | | | | | 3,030,792 | |
| | | SWEDISH EXPORT CREDIT | | 0.25% 29 Sep 2023 | | | 8,000,000 | | | | | | 7,991,440 | |
| | | SWPC0JQJ7 CDS EUR R F 1.00000 | | 1% 20 Dec 2021 | | | 1,800,000 | | | | | | 16,714 | |
| | | SYDNEY AIRPORT FINANCE | | 5.125% 22 Feb 2021 | | | 2,600,000 | | | | | | 2,614,616 | |
| | | SYNCHRONY FINANCIAL | | 2.85% 25 Jul 2022 | | | 2,200,000 | | | | | | 2,271,828 | |
| | | TAKEDA PHARMACEUTICAL | | 4% 26 Nov 2021 | | | 3,000,000 | | | | | | 3,086,741 | |
| | | TELSTRA CORP LTD | | 3.125% 07 Apr 2025 | | | 3,700,000 | | | | | | 4,063,427 | |
| | | THE BANCORP COMMERCIAL MORTGAG | | 1% 15 Sep 2036 | | | 1,230,873 | | | | | | 1,227,758 | |
| | | THE BANK OF NOVA SCOTIA REPO | | 0.06% 04 Jan 2021 | | | 18,600,000 | | | | | | 18,600,000 | |
| | | TOKYO METROPOLITAN GOVT | | 0.75% 16 Jul 2025 | | | 5,000,000 | | | | | | 5,010,304 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Apr 2060 | | | 8,536,882 | | | | | | 8,689,470 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Nov 2058 | | | 2,794,278 | | | | | | 2,864,364 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Oct 2059 | | | 5,418,445 | | | | | | 5,719,489 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Jan 2060 | | | 3,409,110 | | | | | | 3,530,730 | |
| | | TOYOTA AUTO LOAN EXTENDED NOTE | | 2.56% 25 Nov 2031 | | | 8,000,000 | | | | | | 8,543,257 | |
| | | TOYOTA AUTO LOAN EXTENDED NOTE | | 1.35% 25 May 2033 | | | 2,400,000 | | | | | | 2,471,249 | |
| | | TOYOTA MOTOR CREDIT CORP | | 1% 11 Jan 2022 | | | 2,000,000 | | | | | | 2,012,215 | |
| | | TOYOTA MOTOR CREDIT CORP | | 1% 17 May 2022 | | | 13,000,000 | | | | | | 13,041,422 | |
| | | TRILLIUM CREDIT CARD TRUST II | | 1% 26 Dec 2024 | | | 3,000,000 | | | | | | 3,008,087 | |
| | | UBS BARCLAYS COMMERCIAL MORTGA | | 3.525% 10 May 2063 | | | 7,000,000 | | | | | | 7,212,017 | |
| | | UBS GROUP AG | | 1% 30 Jul 2024 | | | 3,300,000 | | | | | | 3,331,908 | |
| | | UNITEDHEALTH GROUP INC | | 1.25% 15 Jan 2026 | | | 2,100,000 | | | | | | 2,164,849 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | 6,600,000 | | | | | | 7,734 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | | 4,300,000 | | | | | | (11,422 | ) |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | 769,200,000 | | | | | | 854,914 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (175,900,000 | ) | | | | | (626,717 | ) |
| | | US DOLLAR | | | | | 6,547,827 | | | | | | 6,547,827 | |
| | | US TREASURY N/B | | 0.375% 31 Mar 2022 | | | 82,100,000 | | | | | | 82,359,769 | |
| | | US TREASURY N/B | | 0.125% 15 Oct 2023 | | | 19,500,000 | | | | | | 19,486,289 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | (5,600,000 | ) | | | | | 232,313 | |
| | | UTAH ACQUISITION SUB | | 3.15% 15 Jun 2021 | | | 6,000,000 | | | | | | 6,058,000 | |
| | | VALERO ENERGY CORP | | 1% 15 Sep 2023 | | | 6,600,000 | | | | | | 6,616,823 | |
| | | VERIZON COMMUNICATIONS | | 1% 15 May 2025 | | | 3,100,000 | | | | | | 3,183,237 | |
| | | VMWARE INC | | 2.95% 21 Aug 2022 | | | 4,600,000 | | | | | | 4,771,824 | |
| | | VOLKSWAGEN GROUP AMERICA | | 2.9% 13 May 2022 | | | 500,000 | | | | | | 515,799 | |
| | | VOLKSWAGEN GROUP AMERICA | | 0.875% 22 Nov 2023 | | | 2,700,000 | | | | | | 2,715,210 | |
| | | WELLS FARGO + COMPANY | | 1% 31 Oct 2023 | | | 3,400,000 | | | | | | 3,453,719 | |
| | | WELLS FARGO + COMPANY | | 1% 02 Jun 2024 | | | 11,000,000 | | | | | | 11,306,718 | |
| | | WELLS FARGO BANK NA | | 3.55% 14 Aug 2023 | | | 1,200,000 | | | | | | 1,296,012 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 15 Jan 2059 | | | 3,000,000 | | | | | | 3,032,348 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 1% 15 Jun 2045 | | | 1,235,940 | | | | | | 1,231,363 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 3.558% 15 Dec 2046 | | | 1,025,084 | | | | | | 1,068,979 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 1% 15 Aug 2047 | | | 1,184,155 | | | | | | 1,173,143 | |
| | | WISCONSIN ELECTRIC POWER | | 2.05% 15 Dec 2024 | | | 2,000,000 | | | | | | 2,117,060 | |
| | | WOODSIDE FINANCE LTD | | 4.6% 10 May 2021 | | | 3,300,000 | | | | | | 3,312,879 | |
| | | WOODSIDE FINANCE LTD | | 3.65% 05 Mar 2025 | | | 1,100,000 | | | | | | 1,185,910 | |
| | | YALE UNIVERSITY | | 0.873% 15 Apr 2025 | | | 2,900,000 | | | | | | 2,945,777 | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5736 5 of 15 | | | | | | Total | | $ | 1,278,280,027 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | value | |
| | | | | | | | | | (n/a) | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | ABB FINANCE USA INC | | 2.875% 08 May 2022 | | | 135,000 | | | | | $ | 139,542 | |
| | | ABBVIE INC | | 3.6% 14 May 2025 | | | 1,100,000 | | | | | 1,225,496 | |
| | | ABBVIE INC | | 3.2% 21 Nov 2029 | | | 3,850,000 | | | | | 4,314,678 | |
| | | ABBVIE INC | | 3.85% 15 Jun 2024 | | | 295,000 | | | | | 324,897 | |
| | | AEP TEXAS INC | | 2.1% 01 Jul 2030 | | | 400,000 | | | | | 418,180 | |
| | | ALTRIA GROUP INC | | 2.85% 09 Aug 2022 | | | 360,000 | | | | | 373,853 | |
| | | ALTRIA GROUP INC | | 4% 31 Jan 2024 | | | 530,000 | | | | | 581,919 | |
| | | AMER AIRLINE 16 2 AA PTT | | 3.2% 15 Dec 2029 | | | 80,950 | | | | | 78,934 | |
| | | AMERICAN INTL GROUP | | 4.125% 15 Feb 2024 | | | 140,000 | | | | | 155,013 | |
| | | AMERICAN INTL GROUP | | 3.9% 01 Apr 2026 | | | 975,000 | | | | | 1,111,783 | |
| | | AMERICAN INTL GROUP | | 3.75% 10 Jul 2025 | | | 305,000 | | | | | 342,666 | |
| | | AMGEN INC | | 2.6% 19 Aug 2026 | | | 160,000 | | | | | 174,675 | |
| | | ANHEUSER BUSCH CO/INBEV | | 3.65% 01 Feb 2026 | | | 2,165,000 | | | | | 2,447,250 | |
| | | ANTHEM INC | | 3.65% 01 Dec 2027 | | | 765,000 | | | | | 882,176 | |
| | | APPALACHIAN POWER CO | | 3.3% 01 Jun 2027 | | | 180,000 | | | | | 200,969 | |
| | | APPLE INC | | 3.25% 23 Feb 2026 | | | 1,160,000 | | | | | 1,301,767 | |
| | | ARCH CAPITAL FINANCE LLC | | 4.011% 15 Dec 2026 | | | 75,000 | | | | | 87,209 | |
| | | ARIZONA PUBLIC SERVICE | | 2.6% 15 Aug 2029 | | | 115,000 | | | | | 125,285 | |
| | | ASCENSION HEALTH | | 2.532% 15 Nov 2029 | | | 355,000 | | | | | 388,939 | |
| | | AT+T INC | | 2.3% 01 Jun 2027 | | | 1,605,000 | | | | | 1,711,793 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | | 2,914,000 | | | | | 2,987,253 | |
| | | AUTOZONE INC | | 3.75% 18 Apr 2029 | | | 600,000 | | | | | 691,937 | |
| | | AUTOZONE INC | | 1.65% 15 Jan 2031 | | | 80,000 | | | | | 79,346 | |
| | | BANCO SANTANDER SA | | 3.848% 12 Apr 2023 | | | 200,000 | | | | | 214,824 | |
| | | BANCO SANTANDER SA | | 3.8% 23 Feb 2028 | | | 400,000 | | | | | 453,042 | |
| | | BANK OF AMERICA CORP | | 4% 22 Jan 2025 | | | 400,000 | | | | | 449,473 | |
| | | BANK OF AMERICA CORP | | 3.95% 21 Apr 2025 | | | 690,000 | | | | | 777,829 | |
| | | BANK OF AMERICA CORP | | 1% 05 Mar 2029 | | | 3,800,000 | | | | | 4,436,839 | |
| | | BANK OF AMERICA CORP | | 1% 13 Feb 2031 | | | 1,370,000 | | | | | 1,455,031 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2028 | | | 841,000 | | | | | 949,947 | |
| | | BANK OF NY MELLON CORP | | 3.4% 15 May 2024 | | | 405,000 | | | | | 442,987 | |
| | | BARCLAYS PLC | | 4.375% 12 Jan 2026 | | | 720,000 | | | | | 829,869 | |
| | | BARCLAYS PLC | | 1% 24 Jun 2031 | | | 1,410,000 | | | | | 1,468,294 | |
| | | BARCLAYS PLC | | 4.337% 10 Jan 2028 | | | 740,000 | | | | | 850,103 | |
| | | BAT CAPITAL CORP | | 3.215% 06 Sep 2026 | | | 270,000 | | | | | 297,371 | |
| | | BAT CAPITAL CORP | | 4.7% 02 Apr 2027 | | | 180,000 | | | | | 211,657 | |
| | | BAT CAPITAL CORP | | 3.222% 15 Aug 2024 | | | 340,000 | | | | | 368,092 | |
| | | BECTON DICKINSON AND CO | | 3.734% 15 Dec 2024 | | | 388,000 | | | | | 430,170 | |
| | | BERKSHIRE HATHAWAY INC | | 2.75% 15 Mar 2023 | | | 1,285,000 | | | | | 1,349,458 | |
| | | BOEING CO | | 2.25% 15 Jun 2026 | | | 425,000 | | | | | 434,992 | |
| | | BOEING CO | | 3.1% 01 May 2026 | | | 145,000 | | | | | 155,265 | |
| | | BOEING CO | | 2.7% 01 Feb 2027 | | | 1,175,000 | | | | | 1,222,173 | |
| | | BOEING CO | | 4.508% 01 May 2023 | | | 750,000 | | | | | 810,624 | |
| | | BOSTON PROPERTIES LP | | 3.85% 01 Feb 2023 | | | 590,000 | | | | | 627,682 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.9% 20 Feb 2028 | | | 1,220,000 | | | | | 1,444,371 | |
| | | BROADCOM INC | | 4.11% 15 Sep 2028 | | | 826,000 | | | | | 945,345 | |
| | | BROADCOM INC | | 3.15% 15 Nov 2025 | | | 225,000 | | | | | 245,689 | |
| | | BROADCOM INC | | 4.7% 15 Apr 2025 | | | 1,130,000 | | | | | 1,294,944 | |
| | | BURLINGTN NORTH SANTA FE | | 3.4% 01 Sep 2024 | | | 380,000 | | | | | 416,949 | |
| | | CAPITAL ONE BANK USA NA | | 3.375% 15 Feb 2023 | | | 495,000 | | | | | 523,092 | |
| | | CENTERPOINT ENER HOUSTON | | 2.25% 01 Aug 2022 | | | 65,000 | | | | | 66,664 | |
| | | CENTERPOINT ENERGY INC | | 2.95% 01 Mar 2030 | | | 815,000 | | | | | 887,069 | |
| | | CFCRE COMMERCIAL MORTGAGE TRUS | | 3.585% 10 Dec 2054 | | | 2,250,000 | | | | | 2,509,706 | |
| | | CHARTER COMM OPT LLC/CAP | | 5.05% 30 Mar 2029 | | | 1,090,000 | | | | | 1,325,291 | |
| | | CHARTER COMM OPT LLC/CAP | | 2.8% 01 Apr 2031 | | 1,350,000 | | | | | 1,427,869 | |
| | | CHEVRON CORP | | 2.355% 05 Dec 2022 | | 430,000 | | | | | 445,289 | |
| | | CHUBB INA HOLDINGS INC | | 2.7% 13 Mar 2023 | | 1,015,000 | | | | | 1,068,860 | |
| | | CIGNA CORP | | 4.5% 25 Feb 2026 | | 1,980,000 | | | | | 2,321,273 | |
| | | CINTAS CORPORATION NO. 2 | | 3.7% 01 Apr 2027 | | 385,000 | | | | | 443,590 | |
| | | CITIBANK CREDIT CARD ISSUANCE | | 3.96% 13 Oct 2030 | | 1,200,000 | | | | | 1,449,235 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.717% 15 Sep 2048 | | 4,500,000 | | | | | 5,059,097 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.197% 15 Aug 2050 | | 5,000,000 | | | | | 5,585,752 | |
| | | CITIGROUP INC | | 1% 03 Jun 2031 | | 700,000 | | | | | 746,102 | |
| | | CITIGROUP INC | | 4.45% 29 Sep 2027 | | 1,735,000 | | | | | 2,051,010 | |
| | | CITIGROUP INC | | 4.6% 09 Mar 2026 | | 140,000 | | | | | 164,064 | |
| | | CITIGROUP INC | | 3.4% 01 May 2026 | | 850,000 | | | | | 956,741 | |
| | | CITIGROUP INC | | 1% 23 Apr 2029 | | 350,000 | | | | | 410,509 | |
| | | CITIGROUP INC | | 1% 29 Jan 2031 | | 2,680,000 | | | | | 2,875,099 | |
| | | CITIGROUP INC | | 1% 05 Nov 2030 | | 195,000 | | | | | 214,756 | |
| | | CLEVELAND ELECTRIC ILLUM | | 5.5% 15 Aug 2024 | | 450,000 | | | | | 518,244 | |
| | | CNA FINANCIAL CORP | | 3.95% 15 May 2024 | | 710,000 | | | | | 784,960 | |
| | | CNOOC FINANCE 2013 LTD | | 2.875% 30 Sep 2029 | | 655,000 | | | | | 681,495 | |
| | | COMCAST CORP | | 3.6% 01 Mar 2024 | | 1,065,000 | | | | | 1,171,707 | |
| | | COMCAST CORP | | 4.15% 15 Oct 2028 | | 355,000 | | | | | 427,340 | |
| | | COMCAST CORP | | 3% 01 Feb 2024 | | 1,230,000 | | | | | 1,323,166 | |
| | | COMM MORTGAGE TRUST | | 3.546% 10 Jun 2047 | | 2,196,145 | | | | | 2,367,537 | |
| | | COMM MORTGAGE TRUST | | 3.819% 10 Jun 2047 | | 200,000 | | | | | 219,401 | |
| | | COMM MORTGAGE TRUST | | 3.42% 10 Aug 2047 | | 1,500,000 | | | | | 1,594,074 | |
| | | COMM MORTGAGE TRUST | | 3.765% 10 Feb 2049 | | 3,995,000 | | | | | 4,506,593 | |
| | | COMMONSPIRIT HEALTH | | 2.76% 01 Oct 2024 | | 435,000 | | | | | 466,339 | |
| | | COMMONWEALTH EDISON CO | | 3.7% 15 Aug 2028 | | 2,085,000 | | | | | 2,459,266 | |
| | | CONCHO RESOURCES INC | | 4.3% 15 Aug 2028 | | 650,000 | | | | | 768,453 | |
| | | CONCHO RESOURCES INC | | 2.4% 15 Feb 2031 | | 200,000 | | | | | 209,325 | |
| | | CONCHO RESOURCES INC | | 3.75% 01 Oct 2027 | | 1,235,000 | | | | | 1,411,496 | |
| | | CONSTELLATION BRANDS INC | | 3.7% 06 Dec 2026 | | 275,000 | | | | | 314,719 | |
| | | CONSTELLATION BRANDS INC | | 4.4% 15 Nov 2025 | | 205,000 | | | | | 238,033 | |
| | | CONTL AIRLINES 2012 1 A | | 4.15% 11 Oct 2025 | | 110,400 | | | | | 111,107 | |
| | | CONTL AIRLINES 2012 2 A | | 4% 29 Apr 2026 | | 334,917 | | | | | 338,818 | |
| | | COSTCO WHOLESALE CORP | | 1.6% 20 Apr 2030 | | 255,000 | | | | | 261,298 | |
| | | CREDIT SUISSE GROUP AG | | 4.55% 17 Apr 2026 | | 420,000 | | | | | 494,130 | |
| | | CREDIT SUISSE GROUP AG | | 3.75% 26 Mar 2025 | | 505,000 | | | | | 560,656 | |
| | | CREDIT SUISSE NEW YORK | | 2.95% 09 Apr 2025 | | 1,245,000 | | | | | 1,365,755 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.756% 15 Nov 2048 | | 1,280,000 | | | | | 1,427,991 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | 1,625,000 | | | | | 1,933,686 | |
| | | DELTA AIR LINES 2007 1 A | | 6.821% 10 Feb 2024 | | 163,099 | | | | | 167,073 | |
| | | DEUTSCHE BANK NY | | 5% 14 Feb 2022 | | 1,220,000 | | | | | 1,275,545 | |
| | | DIAGEO CAPITAL PLC | | 2% 29 Apr 2030 | | 850,000 | | | | | 886,388 | |
| | | DISCOVER FINANCIAL SVS | | 4.1% 09 Feb 2027 | | 135,000 | | | | | 155,531 | |
| | | DISCOVERY COMMUNICATIONS | | 3.95% 15 Jun 2025 | | 605,000 | | | | | 679,735 | |
| | | DISCOVERY COMMUNICATIONS | | 4.125% 15 May 2029 | | 590,000 | | | | | 688,725 | |
| | | DOLLAR TREE INC | | 3.7% 15 May 2023 | | 520,000 | | | | | 556,637 | |
| | | DOW CHEMICAL CO/THE | | 3.625% 15 May 2026 | | 1,070,000 | | | | | 1,205,664 | |
| | | DTE ELECTRIC CO | | 2.25% 01 Mar 2030 | | 270,000 | | | | | 289,651 | |
| | | DTE ENERGY CO | | 2.529% 01 Oct 2024 | | 640,000 | | | | | 681,905 | |
| | | DTE ENERGY CO | | 3.8% 15 Mar 2027 | | 410,000 | | | | | 470,982 | |
| | | DUPONT DE NEMOURS INC | | 4.493% 15 Nov 2025 | | 410,000 | | | | | 478,614 | |
| | | EASTMAN CHEMICAL CO | | 3.8% 15 Mar 2025 | | 548,000 | | | | | 609,290 | |
| | | ECOPETROL SA | | 5.875% 18 Sep 2023 | | 180,000 | | | | | 200,972 | |
| | | ECOPETROL SA | | 4.125% 16 Jan 2025 | | 70,000 | | | | | 76,126 | |
| | | ECOPETROL SA | | 5.375% 26 Jun 2026 | | 610,000 | | | | | 702,580 | |
| | | ENERGY TRANSFER LP | | 4.75% 15 Jan 2026 | | 685,000 | | | | | 775,072 | |
| | | ENTERGY LOUISIANA LLC | | 2.4% 01 Oct 2026 | | 250,000 | | | | | 270,296 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.125% 31 Jul 2029 | | 905,000 | | | | | 1,003,189 | |
| | | ENTERPRISE PRODUCTS OPER | | 2.8% 31 Jan 2030 | | 680,000 | | | | | 736,997 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.35% 15 Mar 2023 | | 1,375,000 | | | | | 1,453,353 | |
| | | EOG RESOURCES INC | | 3.15% 01 Apr 2025 | | 340,000 | | | | | 374,320 | |
| | | EQUIFAX INC | | 2.6% 01 Dec 2024 | | 545,000 | | | | | 583,725 | |
| | | EVERGY INC | | 2.9% 15 Sep 2029 | | 425,000 | | | | | 465,856 | |
| | | EVERSOURCE ENERGY | | 1.65% 15 Aug 2030 | | 175,000 | | | | | 174,291 | |
| | | FANNIE MAE | | 0.875% 05 Aug 2030 | | 705,000 | | | | | 691,879 | |
| | | FANNIE MAE | | 0.75% 08 Oct 2027 | | 3,315,000 | | | | | 3,327,892 | |
| | | FANNIE MAE | | 0.5% 07 Nov 2025 | | 440,000 | | | | | 441,840 | |
| | | FANNIE MAE | | 0.625% 22 Apr 2025 | | 305,000 | | | | | 308,585 | |
| | | FANNIE MAE | | 0.5% 17 Jun 2025 | | 1,215,000 | | | | | 1,221,445 | |
| | | FANNIE MAE | | 2% 05 Oct 2022 | | 170,000 | | | | | 175,547 | |
| | | FANNIE MAE | | 2.875% 12 Sep 2023 | | 185,000 | | | | | 198,228 | |
| | | FANNIE MAE | | 2.5% 05 Feb 2024 | | 275,000 | | | | | 294,543 | |
| | | FANNIE MAE | | 1.625% 07 Jan 2025 | | 200,000 | | | | | 210,754 | |
| | | FANNIE MAE | | 6.625% 15 Nov 2030 | | 80,000 | | | | | 121,130 | |
| | | FED HM LN PC POOL A47038 | | 5% 01 Sep 2035 | | 27,435 | | | | | 31,918 | |
| | | FED HM LN PC POOL A85726 | | 5% 01 Apr 2039 | | 69,641 | | | | | 81,008 | |
| | | FED HM LN PC POOL A92478 | | 4.5% 01 Jun 2040 | | 296,703 | | | | | 333,240 | |
| | | FED HM LN PC POOL A93318 | | 5% 01 Aug 2040 | | 191,073 | | | | | 222,251 | |
| | | FED HM LN PC POOL A93713 | | 5% 01 Sep 2040 | | 262,122 | | | | | 304,897 | |
| | | FED HM LN PC POOL A94069 | | 5% 01 Sep 2040 | | 60,714 | | | | | 70,277 | |
| | | FED HM LN PC POOL A94113 | | 5% 01 Oct 2040 | | 103,689 | | | | | 120,607 | |
| | | FED HM LN PC POOL A94898 | | 4.5% 01 Nov 2040 | | 119,155 | | | | | 133,361 | |
| | | FED HM LN PC POOL A95085 | | 4% 01 Nov 2040 | | 464,571 | | | | | 506,577 | |
| | | FED HM LN PC POOL A95519 | | 4.5% 01 Dec 2040 | | 57,557 | | | | | 63,742 | |
| | | FED HM LN PC POOL A95575 | | 4% 01 Dec 2040 | | 316,305 | | | | | 348,695 | |
| | | FED HM LN PC POOL A95960 | | 4% 01 Dec 2040 | | 279,837 | | | | | 308,498 | |
| | | FED HM LN PC POOL A97040 | | 4% 01 Feb 2041 | | 324,773 | | | | | 356,376 | |
| | | FED HM LN PC POOL C03469 | | 4.5% 01 May 2040 | | 344,903 | | | | | 385,531 | |
| | | FED HM LN PC POOL C03517 | | 4.5% 01 Sep 2040 | | 27,711 | | | | | 31,016 | |
| | | FED HM LN PC POOL C03520 | | 4% 01 Sep 2040 | | 356,349 | | | | | 389,792 | |
| | | FED HM LN PC POOL C03545 | | 5% 01 Aug 2040 | | 147,192 | | | | | 171,209 | |
| | | FED HM LN PC POOL C03792 | | 3.5% 01 Apr 2042 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL C04272 | | 3% 01 Oct 2042 | | 746,590 | | | | | 795,385 | |
| | | FED HM LN PC POOL C04422 | | 3% 01 Dec 2042 | | 596,363 | | | | | 634,375 | |
| | | FED HM LN PC POOL C09004 | | 3.5% 01 Jul 2042 | | 615,639 | | | | | 662,085 | |
| | | FED HM LN PC POOL C09022 | | 3% 01 Jan 2043 | | 3,372,800 | | | | | 3,588,222 | |
| | | FED HM LN PC POOL C09029 | | 3% 01 Mar 2043 | | 417,042 | | | | | 443,649 | |
| | | FED HM LN PC POOL C09031 | | 2.5% 01 Feb 2043 | | 246,386 | | | | | 263,774 | |
| | | FED HM LN PC POOL C09055 | | 4% 01 Dec 2043 | | 107,081 | | | | | 116,522 | |
| | | FED HM LN PC POOL C91176 | | 5.5% 01 May 2028 | | 40,161 | | | | | 44,904 | |
| | | FED HM LN PC POOL C91908 | | 3% 01 Jan 2037 | | 1,362,387 | | | | | 1,435,113 | |
| | | FED HM LN PC POOL C91960 | | 3.5% 01 Nov 2037 | | 557,846 | | | | | 593,733 | |
| | | FED HM LN PC POOL C91969 | | 3% 01 Jan 2038 | | 252,459 | | | | | 264,417 | |
| | | FED HM LN PC POOL E04113 | | 2.5% 01 Nov 2027 | | 819,504 | | | | | 864,767 | |
| | | FED HM LN PC POOL G02031 | | 5.5% 01 Feb 2036 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G02427 | | 5.5% 01 Dec 2036 | | 165,994 | | | | | 195,047 | |
| | | FED HM LN PC POOL G03737 | | 6.5% 01 Nov 2037 | | 67,620 | | | | | 77,130 | |
| | | FED HM LN PC POOL G03781 | | 6% 01 Jan 2038 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G03812 | | 5.5% 01 Feb 2038 | | 217,731 | | | | | 256,048 | |
| | | FED HM LN PC POOL G03819 | | 6% 01 Jan 2038 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G04585 | | 5.5% 01 Feb 2038 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G05472 | | 4.5% 01 Jun 2039 | | 48,245 | | | | | 53,548 | |
| | | FED HM LN PC POOL G05676 | | 4% 01 Nov 2039 | | 389,816 | | | | | 429,778 | |
| | | FED HM LN PC POOL G05726 | | 5% 01 Aug 2039 | | 100,311 | | | | | 116,684 | |
| | | FED HM LN PC POOL G05741 | | 4.5% 01 Dec 2039 | | 43,985 | | | | | 49,165 | |
| | | FED HM LN PC POOL G05927 | | 4.5% 01 Jul 2040 | | 466,454 | | | | | 523,917 | |
| | | FED HM LN PC POOL G06087 | | 5% 01 Sep 2040 | | 36,164 | | | | | 42,023 | |
| | | FED HM LN PC POOL G06231 | | 4% 01 Dec 2040 | | 260,271 | | | | | 285,575 | |
| | | FED HM LN PC POOL G06499 | | 4% 01 Mar 2041 | | 332,195 | | | | | 369,331 | |
| | | FED HM LN PC POOL G06506 | | 4% 01 Dec 2040 | | 716,241 | | | | | 789,278 | |
| | | FED HM LN PC POOL G06507 | | 4% 01 Feb 2041 | | 145,414 | | | | | 160,246 | |
| | | FED HM LN PC POOL G06601 | | 4.5% 01 Dec 2040 | | 1,115,258 | | | | | 1,252,614 | |
| | | FED HM LN PC POOL G07032 | | 3% 01 Jun 2042 | | 1,015,629 | | | | | 1,078,069 | |
| | | FED HM LN PC POOL G07129 | | 3.5% 01 Sep 2042 | | 962,052 | | | | | 1,046,571 | |
| | | FED HM LN PC POOL G07388 | | 3.5% 01 May 2043 | | 441,474 | | | | | 480,297 | |
| | | FED HM LN PC POOL G08368 | | 4.5% 01 Oct 2039 | | 167,268 | | | | | 187,736 | |
| | | FED HM LN PC POOL G08372 | | 4.5% 01 Nov 2039 | | 115,564 | | | | | 129,238 | |
| | | FED HM LN PC POOL G08479 | | 3.5% 01 Mar 2042 | | 342,109 | | | | | 367,951 | |
| | | FED HM LN PC POOL G08521 | | 3% 01 Jan 2043 | | 381,035 | | | | | 405,309 | |
| | | FED HM LN PC POOL G08567 | | 4% 01 Jan 2044 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08577 | | 4% 01 Mar 2044 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08601 | | 4% 01 Aug 2044 | | 182,460 | | | | | 198,846 | |
| | | FED HM LN PC POOL G08624 | | 4% 01 Jan 2045 | | 151,186 | | | | | 165,284 | |
| | | FED HM LN PC POOL G08627 | | 3.5% 01 Feb 2045 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08654 | | 3.5% 01 Jul 2045 | | 1,148,722 | | | | | 1,229,783 | |
| | | FED HM LN PC POOL G08676 | | 3.5% 01 Nov 2045 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08677 | | 4% 01 Nov 2045 | | 334,628 | | | | | 363,020 | |
| | | FED HM LN PC POOL G08681 | | 3.5% 01 Dec 2045 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08707 | | 4% 01 May 2046 | | 1,106,105 | | | | | 1,198,943 | |
| | | FED HM LN PC POOL G08731 | | 2.5% 01 Nov 2046 | | 434,223 | | | | | 464,034 | |
| | | FED HM LN PC POOL G08732 | | 3% 01 Nov 2046 | | 411,775 | | | | | 435,378 | |
| | | FED HM LN PC POOL G08735 | | 4.5% 01 Oct 2046 | | 465,027 | | | | | 513,019 | |
| | | FED HM LN PC POOL G08737 | | 3% 01 Dec 2046 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08739 | | 4% 01 Dec 2046 | | 251,118 | | | | | 271,590 | |
| | | FED HM LN PC POOL G08741 | | 3% 01 Jan 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08770 | | 3.5% 01 Jul 2047 | | 756,474 | | | | | 805,388 | |
| | | FED HM LN PC POOL G08772 | | 4.5% 01 Jul 2047 | | 433,482 | | | | | 471,089 | |
| | | FED HM LN PC POOL G08785 | | 4% 01 Oct 2047 | | 676,884 | | | | | 725,803 | |
| | | FED HM LN PC POOL G08792 | | 3.5% 01 Dec 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08793 | | 4% 01 Dec 2047 | | 475,532 | | | | | 510,133 | |
| | | FED HM LN PC POOL G08817 | | 4% 01 Jun 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08836 | | 4% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08842 | | 4% 01 Oct 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G12403 | | 5% 01 Oct 2021 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G13300 | | 4.5% 01 May 2023 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G13868 | | 4.5% 01 Jul 2025 | | 71,529 | | | | | 76,146 | |
| | | FED HM LN PC POOL G14239 | | 4% 01 Sep 2026 | | 29,692 | | | | | 31,590 | |
| | | FED HM LN PC POOL G16015 | | 3% 01 Jan 2032 | | 596,752 | | | | | 645,243 | |
| | | FED HM LN PC POOL G16177 | | 2% 01 Jan 2032 | | 1,142,186 | | | | | 1,199,596 | |
| | | FED HM LN PC POOL G16459 | | 3.5% 01 Jul 2032 | | 308,056 | | | | | 332,129 | |
| | | FED HM LN PC POOL G18401 | | 3.5% 01 Sep 2026 | | 52,353 | | | | | 55,572 | |
| | | FED HM LN PC POOL G18475 | | 2.5% 01 Aug 2028 | | 139,645 | | | | | 146,026 | |
| | | FED HM LN PC POOL G67717 | | 4% 01 Nov 2048 | | 863,294 | | | | | 945,763 | |
| | | FED HM LN PC POOL J09212 | | 5% 01 Jan 2024 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL J12398 | | 4.5% 01 Jun 2025 | | 71,044 | | | | | 75,554 | |
| | | FED HM LN PC POOL J12439 | | 4.5% 01 Jun 2025 | | 58,533 | | | | | 62,260 | |
| | | FED HM LN PC POOL J13721 | | 3.5% 01 Dec 2025 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL J15031 | | 4% 01 Apr 2026 | | 235,816 | | | | | 250,992 | |
| | | FED HM LN PC POOL J15719 | | 4% 01 Jun 2026 | | 206,801 | | | | | 220,139 | |
| | | FED HM LN PC POOL J15847 | | 4% 01 Jun 2026 | | 101,396 | | | | | 107,880 | |
| | | FED HM LN PC POOL J16059 | | 4% 01 Jul 2026 | | 97,919 | | | | | 104,141 | |
| | | FED HM LN PC POOL J16432 | | 3.5% 01 Aug 2026 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL J18912 | | 2.5% 01 Apr 2027 | | 204,223 | | | | | 215,404 | |
| | | FED HM LN PC POOL J23935 | | 3% 01 May 2028 | | 253,298 | | | | | 268,780 | |
| | | FED HM LN PC POOL J24887 | | 3% 01 Jul 2028 | | 1,736,341 | | | | | 1,850,283 | |
| | | FED HM LN PC POOL J27464 | | 3.5% 01 Feb 2029 | | 558,737 | | | | | 605,318 | |
| | | FED HM LN PC POOL J27964 | | 3% 01 Apr 2029 | | 273,415 | | | | | 290,647 | |
| | | FED HM LN PC POOL J28440 | | 3% 01 Jun 2029 | | 321,874 | | | | | 343,568 | |
| | | FED HM LN PC POOL J29007 | | 3% 01 Aug 2029 | | 354,836 | | | | | 380,370 | |
| | | FED HM LN PC POOL J29036 | | 3% 01 Aug 2029 | | 304,746 | | | | | 327,218 | |
| | | FED HM LN PC POOL J29049 | | 3% 01 Aug 2029 | | 320,171 | | | | | 343,185 | |
| | | FED HM LN PC POOL Q02171 | | 5% 01 Jul 2041 | | 87,843 | | | | | 100,035 | |
| | | FED HM LN PC POOL Q02606 | | 5% 01 Aug 2041 | | 494,443 | | | | | 569,743 | |
| | | FED HM LN PC POOL Q04673 | | 4% 01 Nov 2041 | | 712,081 | | | | | 787,142 | |
| | | FED HM LN PC POOL Q10241 | | 3.5% 01 Aug 2042 | | 275,972 | | | | | 303,165 | |
| | | FED HM LN PC POOL Q10448 | | 3.5% 01 Aug 2042 | | 271,983 | | | | | 295,874 | |
| | | FED HM LN PC POOL Q11288 | | 3.5% 01 Sep 2042 | | 272,676 | | | | | 296,628 | |
| | | FED HM LN PC POOL Q11788 | | 3% 01 Oct 2042 | | 154,122 | | | | | 166,647 | |
| | | FED HM LN PC POOL Q12520 | | 3% 01 Oct 2042 | | 72,406 | | | | | 77,073 | |
| | | FED HM LN PC POOL Q12841 | | 3.5% 01 Nov 2042 | | 747,484 | | | | | 813,170 | |
| | | FED HM LN PC POOL Q13630 | | 3% 01 Nov 2042 | | 180,464 | | | | | 192,409 | |
| | | FED HM LN PC POOL Q14326 | | 2.5% 01 Jan 2043 | | 810,513 | | | | | 864,461 | |
| | | FED HM LN PC POOL Q15062 | | 3% 01 Feb 2043 | | 949,072 | | | | | 1,030,399 | |
| | | FED HM LN PC POOL Q44452 | | 3% 01 Nov 2046 | | 278,763 | | | | | 292,736 | |
| | | FED HM LN PC POOL Q44963 | | 3.5% 01 Dec 2046 | | 836,182 | | | | | 904,793 | |
| | | FED HM LN PC POOL Q49494 | | 4.5% 01 Jul 2047 | | 241,577 | | | | | 264,843 | |
| | | FED HM LN PC POOL Q53334 | | 4% 01 Jan 2048 | | 825,197 | | | | | 883,156 | |
| | | FED HM LN PC POOL Q53670 | | 3.5% 01 Jan 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL Q55401 | | 5% 01 Apr 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL QA5902 | | 3% 01 Jan 2050 | | 438,173 | | | | | 459,814 | |
| | | FED HM LN PC POOL QB0220 | | 3% 01 Jun 2050 | | 539,913 | | | | | 565,849 | |
| | | FED HM LN PC POOL SD8016 | | 3% 01 Oct 2049 | | 1,862,928 | | | | | 1,952,448 | |
| | | FED HM LN PC POOL SD8062 | | 3% 01 May 2050 | | 435,188 | | | | | 456,736 | |
| | | FED HM LN PC POOL V60298 | | 3% 01 Oct 2028 | | 274,409 | | | | | 291,584 | |
| | | FED HM LN PC POOL V60564 | | 3% 01 Jun 2029 | | 551,470 | | | | | 588,086 | |
| | | FED HM LN PC POOL V60869 | | 2.5% 01 Jul 2030 | | 1,014,352 | | | | | 1,081,288 | |
| | | FED HM LN PC POOL V83344 | | 4% 01 Aug 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL ZM2868 | | 3.5% 01 Mar 2047 | | 274,058 | | | | | 298,951 | |
| | | FEDERAL HOME LOAN BANK | | 3% 12 Oct 2021 | | 565,000 | | | | | 577,532 | |
| | | FEDERAL HOME LOAN BANK | | 3.25% 16 Nov 2028 | | 785,000 | | | | | 938,762 | |
| | | FEDEX CORP | | 3.3% 15 Mar 2027 | | 100,000 | | | | | 112,040 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Apr 2023 | | 1,255,000 | | | | | 1,333,923 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.49% 25 Jan 2024 | | 245,000 | | | | | 266,036 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Sep 2027 | | 2,985,000 | | | | | 3,403,139 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Dec 2027 | | 5,000,000 | | | | | 5,816,580 | |
| | | FIDELITY NATIONAL INFORM | | 3.875% 05 Jun 2024 | | 115,000 | | | | | 126,563 | |
| | | FISERV INC | | 3.5% 01 Oct 2022 | | 141,000 | | | | | 147,521 | |
| | | FISERV INC | | 3.85% 01 Jun 2025 | | 290,000 | | | | | 326,890 | |
| | | FISERV INC | | 2.75% 01 Jul 2024 | | 80,000 | | | | | 85,903 | |
| | | FLIR SYSTEMS INC | | 2.5% 01 Aug 2030 | | 100,000 | | | | | 104,961 | |
| | | FNMA POOL 257281 | | 5% 01 Jul 2028 | | 8,000 | | | | | 8,914 | |
| | | FNMA POOL 555800 | | 1% 01 Oct 2033 | | 438,302 | | | | | 509,829 | |
| | | FNMA POOL 655687 | | 6.5% 01 Aug 2032 | | 151,658 | | | | | 171,969 | |
| | | FNMA POOL 660662 | | 6.5% 01 Sep 2032 | | 1,970 | | | | | 2,207 | |
| | | FNMA POOL 735061 | | 1% 01 Nov 2034 | | 426,464 | | | | | 512,542 | |
| | | FNMA POOL 735271 | | 1% 01 Jan 2035 | | 89,857 | | | | | 108,005 | |
| | | FNMA POOL 735288 | | 1% 01 Mar 2035 | | 97,357 | | | | | 113,040 | |
| | | FNMA POOL 735382 | | 1% 01 Apr 2035 | | 551,875 | | | | | 641,158 | |
| | | FNMA POOL 735484 | | 1% 01 May 2035 | | 244,277 | | | | | 283,601 | |
| | | FNMA POOL 735500 | | 1% 01 May 2035 | | 338,610 | | | | | 398,986 | |
| | | FNMA POOL 735578 | | 1% 01 Jun 2035 | | 43,856 | | | | | 50,953 | |
| | | FNMA POOL 735580 | | 1% 01 Jun 2035 | | 207,563 | | | | | 241,025 | |
| | | FNMA POOL 735591 | | 1% 01 Jun 2035 | | 198,231 | | | | | 230,255 | |
| | | FNMA POOL 735667 | | 1% 01 Jul 2035 | | 198,011 | | | | | 229,186 | |
| | | FNMA POOL 735676 | | 1% 01 Jul 2035 | | 685,079 | | | | | 795,810 | |
| | | FNMA POOL 735989 | | 1% 01 Feb 2035 | | 390,852 | | | | | 454,863 | |
| | | FNMA POOL 745355 | | 1% 01 Mar 2036 | | 180,969 | | | | | 210,318 | |
| | | FNMA POOL 745412 | | 1% 01 Dec 2035 | | 222,974 | | | | | 260,820 | |
| | | FNMA POOL 745418 | | 1% 01 Apr 2036 | | 103,736 | | | | | 121,919 | |
| | | FNMA POOL 745515 | | 1% 01 May 2036 | | 35,755 | | | | | 41,556 | |
| | | FNMA POOL 745885 | | 1% 01 Oct 2036 | | 211,873 | | | | | 253,550 | |
| | | FNMA POOL 745950 | | 1% 01 Nov 2036 | | 165,038 | | | | | 197,701 | |
| | | FNMA POOL 826495 | | 5.5% 01 Jul 2035 | | 0 | | | | | 0 | |
| | | FNMA POOL 831400 | | 6% 01 Apr 2036 | | 0 | | | | | 0 | |
| | | FNMA POOL 832690 | | 5% 01 Sep 2035 | | 89,208 | | | | | 101,950 | |
| | | FNMA POOL 832799 | | 5% 01 Sep 2035 | | 165,718 | | | | | 192,657 | |
| | | FNMA POOL 888129 | | 1% 01 Feb 2037 | | 77,334 | | | | | 90,791 | |
| | | FNMA POOL 888286 | | 1% 01 Apr 2037 | | 267,960 | | | | | 314,654 | |
| | | FNMA POOL 889072 | | 1% 01 Dec 2037 | | 46,960 | | | | | 56,064 | |
| | | FNMA POOL 889190 | | 1% 01 Mar 2038 | | 0 | | | | | 0 | |
| | | FNMA POOL 889579 | | 1% 01 May 2038 | | 160,432 | | | | | 189,536 | |
| | | FNMA POOL 889705 | | 1% 01 Jun 2038 | | 94,802 | | | | | 111,446 | |
| | | FNMA POOL 889983 | | 1% 01 Oct 2038 | | 284,563 | | | | | 337,497 | |
| | | FNMA POOL 899172 | | 6.5% 01 Feb 2037 | | 43,621 | | | | | 49,804 | |
| | | FNMA POOL 902669 | | 5% 01 Nov 2036 | | 41,076 | | | | | 47,766 | |
| | | FNMA POOL 916398 | | 6.5% 01 May 2037 | | 925 | | | | | 1,049 | |
| | | FNMA POOL 928075 | | 6% 01 Feb 2037 | | 0 | | | | | 0 | |
| | | FNMA POOL 933478 | | 5% 01 Mar 2023 | | 0 | | | | | 0 | |
| | | FNMA POOL 938446 | | 5.5% 01 Jul 2022 | | 2,885 | | | | | 2,947 | |
| | | FNMA POOL 943699 | | 6.5% 01 Aug 2037 | | 4,253 | | | | | 5,058 | |
| | | FNMA POOL 946924 | | 6.5% 01 Sep 2037 | | 17,907 | | | | | 20,501 | |
| | | FNMA POOL 948227 | | 6.5% 01 Aug 2037 | | 72,558 | | | | | 83,101 | |
| | | FNMA POOL 959604 | | 6.5% 01 Nov 2037 | | 8,557 | | | | | 9,669 | |
| | | FNMA POOL 968546 | | 6.5% 01 Feb 2038 | | 36,098 | | | | | 40,443 | |
| | | FNMA POOL 969230 | | 5.5% 01 May 2037 | | 0 | | | | | 0 | |
| | | FNMA POOL 995930 | | 1% 01 Apr 2039 | | 4,607 | | | | | 5,351 | |
| | | FNMA POOL AA0472 | | 4% 01 Mar 2039 | | 74,898 | | | | | 82,172 | |
| | | FNMA POOL AB1047 | | 4.5% 01 May 2040 | | 330,608 | | | | | 369,920 | |
| | | FNMA POOL AB1141 | | 4.5% 01 Jun 2040 | | 297,707 | | | | | 338,707 | |
| | | FNMA POOL AB3693 | | 4% 01 Oct 2041 | | 472,599 | | | | | 520,912 | |
| | | FNMA POOL AB4058 | | 4% 01 Dec 2041 | | 351,934 | | | | | 387,094 | |
| | | FNMA POOL AB4689 | | 3.5% 01 Mar 2042 | | 610,240 | | | | | 663,674 | |
| | | FNMA POOL AB5593 | | 3.5% 01 Jul 2042 | | 459,531 | | | | | 498,365 | |
| | | FNMA POOL AB6017 | | 3.5% 01 Aug 2042 | | 524,075 | | | | | 563,891 | |
| | | FNMA POOL AB6136 | | 2.5% 01 Sep 2027 | | 1,634,065 | | | | | 1,707,599 | |
| | | FNMA POOL AB6229 | | 3.5% 01 Sep 2042 | | 2,121,770 | | | | | 2,306,868 | |
| | | FNMA POOL AB6238 | | 3.5% 01 Sep 2042 | | 328,815 | | | | | 359,578 | |
| | | FNMA POOL AB6390 | | 3% 01 Oct 2042 | | 234,579 | | | | | 250,082 | |
| | | FNMA POOL AB6832 | | 3.5% 01 Nov 2042 | | 942,333 | | | | | 1,024,305 | |
| | | FNMA POOL AB7272 | | 3% 01 Dec 2042 | | 1,231,428 | | | | | 1,336,538 | |
| | | FNMA POOL AB7410 | | 3% 01 Dec 2042 | | 1,300,800 | | | | | 1,377,853 | |
| | | FNMA POOL AB7426 | | 3% 01 Dec 2042 | | 1,005,930 | | | | | 1,091,791 | |
| | | FNMA POOL AB7568 | | 3% 01 Jan 2043 | | 1,479,889 | | | | | 1,599,757 | |
| | | FNMA POOL AB7570 | | 3% 01 Jan 2043 | | 2,393,272 | | | | | 2,587,123 | |
| | | FNMA POOL AB7716 | | 2.5% 01 Jan 2028 | | 1,434,930 | | | | | 1,499,461 | |
| | | FNMA POOL AB7741 | | 3% 01 Jan 2043 | | 1,134,542 | | | | | 1,206,578 | |
| | | FNMA POOL AB8499 | | 3% 01 Feb 2043 | | 413,384 | | | | | 449,819 | |
| | | FNMA POOL AB8923 | | 3% 01 Apr 2043 | | 17,214 | | | | | 18,347 | |
| | | FNMA POOL AB9361 | | 3.5% 01 May 2043 | | 380,438 | | | | | 417,811 | |
| | | FNMA POOL AB9944 | | 3% 01 Jul 2043 | | 517,897 | | | | | 566,396 | |
| | | FNMA POOL AC1889 | | 4% 01 Sep 2039 | | 187,787 | | | | | 206,992 | |
| | | FNMA POOL AC2953 | | 4.5% 01 Sep 2039 | | 1,501,417 | | | | | 1,679,963 | |
| | | FNMA POOL AC8568 | | 4.5% 01 Jan 2040 | | 136,298 | | | | | 152,504 | |
| | | FNMA POOL AC9564 | | 4.5% 01 Feb 2040 | | 229,380 | | | | | 257,554 | |
| | | FNMA POOL AD0567 | | 1% 01 Sep 2039 | | 18,020 | | | | | 20,807 | |
| | | FNMA POOL AD5479 | | 5% 01 Jun 2040 | | 35,120 | | | | | 40,838 | |
| | | FNMA POOL AD9713 | | 5% 01 Aug 2040 | | 73,147 | | | | | 82,787 | |
| | | FNMA POOL AD9870 | | 4% 01 Oct 2040 | | 28,382 | | | | | 31,281 | |
| | | FNMA POOL AE0113 | | 1% 01 Jul 2040 | | 236,866 | | | | | 259,756 | |
| | | FNMA POOL AE0967 | | 1% 01 Jun 2039 | | 311,218 | | | | | 337,109 | |
| | | FNMA POOL AH0210 | | 4.5% 01 Dec 2040 | | 648,258 | | | | | 727,888 | |
| | | FNMA POOL AH0921 | | 4% 01 Dec 2040 | | 680,026 | | | | | 742,988 | |
| | | FNMA POOL AH0943 | | 4% 01 Dec 2040 | | 513,518 | | | | | 567,484 | |
| | | FNMA POOL AH2899 | | 4.5% 01 Jan 2041 | | 1,054,379 | | | | | 1,182,105 | |
| | | FNMA POOL AH3765 | | 4% 01 Jan 2041 | | 1,218,445 | | | | | 1,332,411 | |
| | | FNMA POOL AH4404 | | 4% 01 Jan 2041 | | 1,021,521 | | | | | 1,125,343 | |
| | | FNMA POOL AH5929 | | 3.5% 01 Feb 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AH5984 | | 4.5% 01 Mar 2041 | | 292,065 | | | | | 328,076 | |
| | | FNMA POOL AH6210 | | 3.5% 01 Feb 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AH6438 | | 3.5% 01 Feb 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AI1051 | | 4% 01 Jun 2026 | | 97,792 | | | | | 103,974 | |
| | | FNMA POOL AI8382 | | 3.5% 01 Sep 2026 | | 127,961 | | | | | 135,816 | |
| | | FNMA POOL AK0968 | | 3% 01 Feb 2027 | | 258,424 | | | | | 274,598 | |
| | | FNMA POOL AK1140 | | 3% 01 Feb 2027 | | 171,686 | | | | | 182,680 | |
| | | FNMA POOL AK1608 | | 3% 01 Jan 2027 | | 176,961 | | | | | 188,306 | |
| | | FNMA POOL AK5567 | | 3% 01 Apr 2027 | | 0 | | | | | 0 | |
| | | FNMA POOL AK8311 | | 2.5% 01 Dec 2027 | | 132,331 | | | | | 138,358 | |
| | | FNMA POOL AK8660 | | 3% 01 Apr 2027 | | 0 | | | | | 0 | |
| | | FNMA POOL AL1895 | | 1% 01 Jun 2042 | | 311,735 | | | | | 340,701 | |
| | | FNMA POOL AL1945 | | 1% 01 Jun 2042 | | 885,398 | | | | | 967,592 | |
| | | FNMA POOL AL2151 | | 1% 01 Mar 2042 | | 1,261,593 | | | | | 1,378,722 | |
| | | FNMA POOL AL2389 | | 1% 01 Sep 2042 | | 493,521 | | | | | 539,698 | |
| | | FNMA POOL AL2890 | | 1% 01 Dec 2042 | | 534,905 | | | | | 578,233 | |
| | | FNMA POOL AL3039 | | 1% 01 Oct 2027 | | 235,438 | | | | | 254,550 | |
| | | FNMA POOL AL3218 | | 1% 01 Feb 2043 | | 350,740 | | | | | 383,600 | |
| | | FNMA POOL AL3454 | | 1% 01 Apr 2043 | | 186,759 | | | | | 203,733 | |
| | | FNMA POOL AL6851 | | 1% 01 Oct 2043 | | 267,746 | | | | | 286,398 | |
| | | FNMA POOL AL8352 | | 1% 01 Oct 2044 | | 392,886 | | | | | 418,218 | |
| | | FNMA POOL AL9865 | | 1% 01 Feb 2047 | | 1,679,246 | | | | | 1,763,427 | |
| | | FNMA POOL AO0454 | | 3.5% 01 Aug 2042 | | 400,776 | | | | | 438,275 | |
| | | FNMA POOL AO0527 | | 3% 01 May 2027 | | 0 | | | | | 0 | |
| | | FNMA POOL AO1967 | | 3% 01 Jun 2027 | | 24,166 | | | | | 25,401 | |
| | | FNMA POOL AO3110 | | 3.5% 01 Jun 2042 | | 662,523 | | | | | 718,515 | |
| | | FNMA POOL AO7185 | | 4% 01 Sep 2042 | | 786,446 | | | | | 864,521 | |
| | | FNMA POOL AP0457 | | 3% 01 Jul 2027 | | 60,485 | | | | | 63,583 | |
| | | FNMA POOL AP1110 | | 2.5% 01 Sep 2027 | | 92,160 | | | | | 96,123 | |
| | | FNMA POOL AP2611 | | 3.5% 01 Sep 2042 | | 264,316 | | | | | 288,066 | |
| | | FNMA POOL AP3308 | | 3.5% 01 Sep 2042 | | 302,998 | | | | | 331,350 | |
| | | FNMA POOL AP3902 | | 3% 01 Oct 2042 | | 295,154 | | | | | 320,347 | |
| | | FNMA POOL AP4539 | | 3.5% 01 Sep 2042 | | 789,937 | | | | | 859,118 | |
| | | FNMA POOL AP5143 | | 3% 01 Sep 2042 | | 348,499 | | | | | 368,930 | |
| | | FNMA POOL AP6032 | | 3% 01 Apr 2043 | | 769,440 | | | | | 818,837 | |
| | | FNMA POOL AP8615 | | 2.5% 01 Nov 2027 | | 136,469 | | | | | 142,591 | |
| | | FNMA POOL AP8903 | | 3.5% 01 Oct 2042 | | 672,329 | | | | | 731,208 | |
| | | FNMA POOL AP9998 | | 3.5% 01 Oct 2042 | | 72,820 | | | | | 79,197 | |
| | | FNMA POOL AQ3956 | | 2.5% 01 Jun 2028 | | 66,097 | | | | | 69,066 | |
| | | FNMA POOL AQ8684 | | 3% 01 Dec 2042 | | 118,484 | | | | | 126,314 | |
| | | FNMA POOL AR0190 | | 3% 01 Apr 2043 | | 145,505 | | | | | 155,125 | |
| | | FNMA POOL AR2626 | | 2.5% 01 Feb 2043 | | 431,510 | | | | | 461,847 | |
| | | FNMA POOL AR2638 | | 3.5% 01 Feb 2043 | | 410,134 | | | | | 455,194 | |
| | | FNMA POOL AR4756 | | 2.5% 01 Feb 2028 | | 50,163 | | | | | 52,416 | |
| | | FNMA POOL AR6858 | | 3% 01 Feb 2043 | | 20,585 | | | | | 21,908 | |
| | | FNMA POOL AR9161 | | 3% 01 May 2043 | | 198,794 | | | | | 209,277 | |
| | | FNMA POOL AR9203 | | 3.5% 01 Mar 2043 | | 1,438,121 | | | | | 1,572,855 | |
| | | FNMA POOL AR9218 | | 3% 01 Mar 2043 | | 12,092 | | | | | 12,869 | |
| | | FNMA POOL AS2751 | | 4.5% 01 Jun 2044 | | 724,389 | | | | | 808,969 | |
| | | FNMA POOL AS2826 | | 4% 01 Jul 2044 | | 718,220 | | | | | 791,394 | |
| | | FNMA POOL AS4155 | | 3% 01 Sep 2044 | | 137,929 | | | | | 146,993 | |
| | | FNMA POOL AS5133 | | 3.5% 01 Jun 2045 | | 2,968,356 | | | | | 3,178,861 | |
| | | FNMA POOL AS5263 | | 3.5% 01 Jun 2045 | | 632,960 | | | | | 677,807 | |
| | | FNMA POOL AS5384 | | 4% 01 Jul 2045 | | 358,341 | | | | | 389,440 | |
| | | FNMA POOL AS6275 | | 3% 01 Dec 2030 | | 262,744 | | | | | 280,708 | |
| | | FNMA POOL AS6286 | | 4% 01 Dec 2045 | | 729,260 | | | | | 789,806 | |
| | | FNMA POOL AS6304 | | 4% 01 Dec 2045 | | 355,974 | | | | | 386,080 | |
| | | FNMA POOL AS6515 | | 4% 01 Jan 2046 | | 0 | | | | | 0 | |
| | | FNMA POOL AS7155 | | 3% 01 May 2046 | | 300,577 | | | | | 316,311 | |
| | | FNMA POOL AS7248 | | 4% 01 May 2046 | | 338,366 | | | | | 366,077 | |
| | | FNMA POOL AS7693 | | 2% 01 Aug 2031 | | 842,821 | | | | | 885,160 | |
| | | FNMA POOL AS7877 | | 2.5% 01 Sep 2046 | | 590,560 | | | | | 625,867 | |
| | | FNMA POOL AS8115 | | 3% 01 Oct 2046 | | 309,225 | | | | | 325,665 | |
| | | FNMA POOL AS8249 | | 3% 01 Nov 2036 | | 1,555,799 | | | | | 1,628,666 | |
| | | FNMA POOL AS8269 | | 3% 01 Nov 2046 | | 1,598,091 | | | | | 1,675,957 | |
| | | FNMA POOL AS8386 | | 2.5% 01 Nov 2031 | | 1,307,545 | | | | | 1,380,362 | |
| | | FNMA POOL AS8461 | | 3.5% 01 Dec 2046 | | 1,266,783 | | | | | 1,355,938 | |
| | | FNMA POOL AS8570 | | 2.5% 01 Dec 2046 | | 443,543 | | | | | 474,762 | |
| | | FNMA POOL AS8572 | | 3.5% 01 Dec 2046 | | 1,648,214 | | | | | 1,754,418 | |
| | | FNMA POOL AS8650 | | 3% 01 Jan 2047 | | 2,337,477 | | | | | 2,456,241 | |
| | | FNMA POOL AS8821 | | 4% 01 Feb 2047 | | 1,899,268 | | | | | 2,039,665 | |
| | | FNMA POOL AS9394 | | 4.5% 01 Apr 2047 | | 0 | | | | | 0 | |
| | | FNMA POOL AT2040 | | 3% 01 Apr 2043 | | 43,205 | | | | | 46,061 | |
| | | FNMA POOL AT2745 | | 3% 01 May 2043 | | 37,223 | | | | | 39,601 | |
| | | FNMA POOL AT2894 | | 2.5% 01 May 2028 | | 25,810 | | | | | 27,283 | |
| | | FNMA POOL AU1279 | | 2.5% 01 Jul 2028 | | 152,612 | | | | | 159,544 | |
| | | FNMA POOL AU5904 | | 3.5% 01 Sep 2033 | | 344,270 | | | | | 378,997 | |
| | | FNMA POOL AU9300 | | 3% 01 Sep 2028 | | 275,499 | | | | | 289,253 | |
| | | FNMA POOL AV2223 | | 4% 01 Dec 2043 | | 40,925 | | | | | 44,687 | |
| | | FNMA POOL AZ4775 | | 3.5% 01 Oct 2045 | | 1,908,219 | | | | | 2,043,427 | |
| | | FNMA POOL BA4750 | | 3.5% 01 Jan 2031 | | 404,379 | | | | | 433,379 | |
| | | FNMA POOL BC0769 | | 4% 01 Dec 2045 | | 839,590 | | | | | 915,665 | |
| | | FNMA POOL BC4411 | | 3.5% 01 Mar 2031 | | 663,381 | | | | | 716,076 | |
| | | FNMA POOL BC9096 | | 3.5% 01 Dec 2046 | | 1,258,195 | | | | | 1,342,465 | |
| | | FNMA POOL BD2436 | | 3.5% 01 Jan 2047 | | 413,563 | | | | | 441,467 | |
| | | FNMA POOL BH7687 | | 3% 01 Dec 2032 | | 0 | | | | | 0 | |
| | | FNMA POOL BH9317 | | 3.5% 01 Sep 2047 | | 568,014 | | | | | 606,105 | |
| | | FNMA POOL BM1144 | | 1% 01 Mar 2047 | | 430,424 | | | | | 460,197 | |
| | | FNMA POOL BM3855 | | 1% 01 Mar 2048 | | 927,384 | | | | | 1,006,583 | |
| | | FNMA POOL BM4676 | | 1% 01 Oct 2048 | | 1,031,822 | | | | | 1,137,425 | |
| | | FNMA POOL BM4703 | | 1% 01 Feb 2048 | | 584,155 | | | | | 619,764 | |
| | | FNMA POOL BM4716 | | 1% 01 Dec 2030 | | 640,025 | | | | | 686,469 | |
| | | FNMA POOL BM5261 | | 1% 01 Jan 2048 | | 1,988,941 | | | | | 2,117,263 | |
| | | FNMA POOL BN0340 | | 4.5% 01 Dec 2048 | | 654,033 | | | | | 709,238 | |
| | | FNMA POOL BN1628 | | 4.5% 01 Nov 2048 | | 578,704 | | | | | 628,043 | |
| | | FNMA POOL BN8264 | | 3.5% 01 May 2049 | | 0 | | | | | 0 | |
| | | FNMA POOL BP4416 | | 2.5% 01 May 2050 | | 1,691,195 | | | | | 1,784,322 | |
| | | FNMA POOL BP5568 | | 3% 01 Jun 2050 | | 806,152 | | | | | 844,977 | |
| | | FNMA POOL BQ4074 | | 2% 01 Dec 2050 | | 1,474,812 | | | | | 1,535,991 | |
| | | FNMA POOL CA0619 | | 4% 01 Oct 2047 | | 325,008 | | | | | 348,988 | |
| | | FNMA POOL CA2622 | | 3.5% 01 Nov 2048 | | 252,166 | | | | | 266,466 | |
| | | FNMA POOL FM3134 | | 1% 01 Nov 2048 | | 1,362,959 | | | | | 1,440,541 | |
| | | FNMA POOL MA0243 | | 5% 01 Nov 2029 | | 199,776 | | | | | 222,874 | |
| | | FNMA POOL MA0318 | | 4.5% 01 Feb 2030 | | 42,562 | | | | | 46,518 | |
| | | FNMA POOL MA0687 | | 3% 01 Mar 2021 | | 0 | | | | | 0 | |
| | | FNMA POOL MA0918 | | 4% 01 Dec 2041 | | 1,145,504 | | | | | 1,256,481 | |
| | | FNMA POOL MA1035 | | 3% 01 Apr 2027 | | 33,804 | | | | | 35,534 | |
| | | FNMA POOL MA1062 | | 3% 01 May 2027 | | 17,336 | | | | | 18,224 | |
| | | FNMA POOL MA1272 | | 3% 01 Dec 2042 | | 391,380 | | | | | 416,408 | |
| | | FNMA POOL MA1962 | | 3% 01 Jul 2024 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2495 | | 3.5% 01 Jan 2046 | | 885,994 | | | | | 948,423 | |
| | | FNMA POOL MA2686 | | 3% 01 Jul 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2806 | | 3% 01 Nov 2046 | | 748,696 | | | | | 790,666 | |
| | | FNMA POOL MA2833 | | 3% 01 Dec 2046 | | 793,982 | | | | | 834,759 | |
| | | FNMA POOL MA2863 | | 3% 01 Jan 2047 | | 1,109,044 | | | | | 1,161,112 | |
| | | FNMA POOL MA2895 | | 3% 01 Feb 2047 | | 15,532 | | | | | 16,335 | |
| | | FNMA POOL MA3027 | | 4% 01 Jun 2047 | | 219,880 | | | | | 236,958 | |
| | | FNMA POOL MA3058 | | 4% 01 Jul 2047 | | 3,297,845 | | | | | 3,545,596 | |
| | | FNMA POOL MA3101 | | 4.5% 01 Aug 2047 | | 494,332 | | | | | 540,199 | |
| | | FNMA POOL MA3149 | | 4% 01 Oct 2047 | | 876,984 | | | | | 940,827 | |
| | | FNMA POOL MA3182 | | 3.5% 01 Nov 2047 | | 3,174,909 | | | | | 3,370,258 | |
| | | FNMA POOL MA3188 | | 3% 01 Nov 2032 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3212 | | 4.5% 01 Dec 2047 | | 245,376 | | | | | 267,886 | |
| | | FNMA POOL MA3239 | | 4% 01 Jan 2048 | | 469,853 | | | | | 506,051 | |
| | | FNMA POOL MA3283 | | 3% 01 Feb 2033 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3312 | | 3% 01 Mar 2033 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3333 | | 4% 01 Apr 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3364 | | 3.5% 01 May 2033 | | 411,455 | | | | | 438,657 | |
| | | FNMA POOL MA3385 | | 4.5% 01 Jun 2048 | | 480,704 | | | | | 520,834 | |
| | | FNMA POOL MA3392 | | 3.5% 01 Jun 2033 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3467 | | 4% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3896 | | 2.5% 01 Jan 2035 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3960 | | 3% 01 Mar 2050 | | 467,193 | | | | | 489,770 | |
| | | FNMA POOL MA4159 | | 2.5% 01 Oct 2050 | | 8,813,867 | | | | | 9,299,213 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | 6,000,000 | | | | | 6,232,734 | |
| | | FNMA TBA 30 YR 2 | | 2% 12 Feb 2051 | | 32,000,000 | | | | | 33,185,139 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | 8,000,000 | | | | | 8,433,125 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 12 Feb 2051 | | 7,500,000 | | | | | 7,892,904 | |
| | | FNMA TBA 30 YR 3.5 | | 3.5% 14 Jan 2051 | | (1,000,000 | ) | | | | (1,057,031) | |
| | | FORTIS INC | | 3.055% 04 Oct 2026 | | 142,000 | | | | | 156,297 | |
| | | FREDDIE MAC | | 0.375% 20 Apr 2023 | | 580,000 | | | | | 582,932 | |
| | | FREDDIE MAC | | 0.375% 05 May 2023 | | 1,535,000 | | | | | 1,542,881 | |
| | | FREDDIE MAC | | 6.25% 15 Jul 2032 | | 125,000 | | | | | 193,128 | |
| | | GENERAL ELECTRIC CO | | 3.45% 15 May 2024 | | 35,000 | | | | | 38,166 | |
| | | GENERAL MILLS INC | | 2.875% 15 Apr 2030 | | 165,000 | | | | | 182,951 | |
| | | GENERAL MOTORS FINL CO | | 4% 15 Jan 2025 | | 875,000 | | | | | 963,115 | |
| | | GENERAL MOTORS FINL CO | | 3.6% 21 Jun 2030 | | 1,600,000 | | | | | 1,783,974 | |
| | | GEORGIA POWER CO | | 2.65% 15 Sep 2029 | | 750,000 | | | | | 822,761 | |
| | | GLAXOSMITHKLINE CAP INC | | 2.8% 18 Mar 2023 | | 135,000 | | | | | 142,152 | |
| | | GNMA II POOL 004520 | | 5% 20 Aug 2039 | | 175,686 | | | | | 200,871 | |
| | | GNMA II POOL 004746 | | 4.5% 20 Jul 2040 | | 1,030,522 | | | | | 1,148,068 | |
| | | GNMA II POOL 004747 | | 5% 20 Jul 2040 | | 393,390 | | | | | 449,851 | |
| | | GNMA II POOL 004833 | | 4% 20 Oct 2040 | | 1,332,351 | | | | | 1,473,793 | |
| | | GNMA II POOL 004922 | | 4% 20 Jan 2041 | | 167,092 | | | | | 184,410 | |
| | | GNMA II POOL 004923 | | 4.5% 20 Jan 2041 | | 119,009 | | | | | 134,332 | |
| | | GNMA II POOL 004945 | | 4% 20 Feb 2041 | | 398,992 | | | | | 441,335 | |
| | | GNMA II POOL 004978 | | 4.5% 20 Mar 2041 | | 337,217 | | | | | 375,686 | |
| | | GNMA II POOL 004979 | | 5% 20 Mar 2041 | | 495,491 | | | | | 567,950 | |
| | | GNMA II POOL 004984 | | 5.5% 20 Mar 2041 | | 157,521 | | | | | 184,441 | |
| | | GNMA II POOL 005017 | | 4.5% 20 Apr 2041 | | 354,195 | | | | | 394,601 | |
| | | GNMA II POOL 005115 | | 4.5% 20 Jul 2041 | | 202,683 | | | | | 225,806 | |
| | | GNMA II POOL 005140 | | 4.5% 20 Aug 2041 | | 740,565 | | | | | 825,055 | |
| | | GNMA II POOL 005332 | | 4% 20 Mar 2042 | | 595,771 | | | | | 658,279 | |
| | | GNMA II POOL MA0023 | | 4% 20 Apr 2042 | | 279,459 | | | | | 308,894 | |
| | | GNMA II POOL MA0317 | | 3% 20 Aug 2042 | | 1,058,064 | | | | | 1,130,282 | |
| | | GNMA II POOL MA0318 | | 3.5% 20 Aug 2042 | | 2,048,626 | | | | | 2,231,404 | |
| | | GNMA II POOL MA0391 | | 3% 20 Sep 2042 | | 1,079,918 | | | | | 1,153,635 | |
| | | GNMA II POOL MA0392 | | 3.5% 20 Sep 2042 | | 1,087,174 | | | | | 1,183,852 | |
| | | GNMA II POOL MA0462 | | 3.5% 20 Oct 2042 | | 2,073,387 | | | | | 2,257,609 | |
| | | GNMA II POOL MA0624 | | 3% 20 Dec 2042 | | 417,182 | | | | | 446,928 | |
| | | GNMA II POOL MA0626 | | 4% 20 Dec 2042 | | 245,888 | | | | | 272,471 | |
| | | GNMA II POOL MA0698 | | 3% 20 Jan 2043 | | 556,227 | | | | | 596,127 | |
| | | GNMA II POOL MA0783 | | 3.5% 20 Feb 2043 | | 1,322,349 | | | | | 1,452,532 | |
| | | GNMA II POOL MA0851 | | 3% 20 Mar 2043 | | 237,465 | | | | | 253,668 | |
| | | GNMA II POOL MA0933 | | 3% 20 Apr 2043 | | 230,599 | | | | | 246,343 | |
| | | GNMA II POOL MA1997 | | 4.5% 20 Jun 2044 | | 638,063 | | | | | 710,885 | |
| | | GNMA II POOL MA2303 | | 3.5% 20 Oct 2044 | | 1,527,305 | | | | | 1,660,184 | |
| | | GNMA II POOL MA2304 | | 4% 20 Oct 2044 | | 610,782 | | | | | 673,918 | |
| | | GNMA II POOL MA2372 | | 4% 20 Nov 2044 | | 206,188 | | | | | 227,485 | |
| | | GNMA II POOL MA2445 | | 3.5% 20 Dec 2044 | | 588,569 | | | | | 635,278 | |
| | | GNMA II POOL MA2446 | | 4% 20 Dec 2044 | | 356,375 | | | | | 393,159 | |
| | | GNMA II POOL MA2678 | | 3.5% 20 Mar 2045 | | 1,079,233 | | | | | 1,165,097 | |
| | | GNMA II POOL MA2754 | | 3.5% 20 Apr 2045 | | 594,615 | | | | | 638,455 | |
| | | GNMA II POOL MA2891 | | 3% 20 Jun 2045 | | 497,495 | | | | | 532,666 | |
| | | GNMA II POOL MA2960 | | 3% 20 Jul 2045 | | 520,706 | | | | | 555,075 | |
| | | GNMA II POOL MA3033 | | 3% 20 Aug 2045 | | 1,099,527 | | | | | 1,170,689 | |
| | | GNMA II POOL MA3245 | | 4% 20 Nov 2045 | | 453,817 | | | | | 498,236 | |
| | | GNMA II POOL MA3311 | | 4% 20 Dec 2045 | | 1,184,161 | | | | | 1,296,354 | |
| | | GNMA II POOL MA3662 | | 3% 20 May 2046 | | 337,335 | | | | | 359,444 | |
| | | GNMA II POOL MA3737 | | 4% 20 Jun 2046 | | 385,115 | | | | | 420,755 | |
| | | GNMA II POOL MA3802 | | 3% 20 Jul 2046 | | 371,926 | | | | | 396,303 | |
| | | GNMA II POOL MA3803 | | 3.5% 20 Jul 2046 | | 1,927,652 | | | | | 2,081,725 | |
| | | GNMA II POOL MA3872 | | 2.5% 20 Aug 2046 | | 270,725 | | | | | 288,574 | |
| | | GNMA II POOL MA3936 | | 3% 20 Sep 2046 | | 1,983,364 | | | | | 2,113,673 | |
| | | GNMA II POOL MA3937 | | 3.5% 20 Sep 2046 | | 273,651 | | | | | 294,957 | |
| | | GNMA II POOL MA3939 | | 4.5% 20 Sep 2046 | | 183,112 | | | | | 203,988 | |
| | | GNMA II POOL MA4003 | | 3% 20 Oct 2046 | | 944,302 | | | | | 1,006,365 | |
| | | GNMA II POOL MA4005 | | 4% 20 Oct 2046 | | 201,906 | | | | | 220,396 | |
| | | GNMA II POOL MA4069 | | 3.5% 20 Nov 2046 | | 104,124 | | | | | 112,294 | |
| | | GNMA II POOL MA4070 | | 4% 20 Nov 2046 | | 813,626 | | | | | 888,089 | |
| | | GNMA II POOL MA4071 | | 4.5% 20 Nov 2046 | | 550,002 | | | | | 612,608 | |
| | | GNMA II POOL MA4125 | | 2.5% 20 Dec 2046 | | 798,734 | | | | | 850,456 | |
| | | GNMA II POOL MA4126 | | 3% 20 Dec 2046 | | 3,361,169 | | | | | 3,582,073 | |
| | | GNMA II POOL MA4127 | | 3.5% 20 Dec 2046 | | 2,912,021 | | | | | 3,122,776 | |
| | | GNMA II POOL MA4198 | | 4.5% 20 Jan 2047 | | 206,934 | | | | | 228,226 | |
| | | GNMA II POOL MA4263 | | 4% 20 Feb 2047 | | 587,722 | | | | | 636,910 | |
| | | GNMA II POOL MA4322 | | 4% 20 Mar 2047 | | 991,260 | | | | | 1,069,607 | |
| | | GNMA II POOL MA4383 | | 4% 20 Apr 2047 | | 273,693 | | | | | 296,443 | |
| | | GNMA II POOL MA4510 | | 3.5% 20 Jun 2047 | | 1,137,460 | | | | | 1,216,659 | |
| | | GNMA II POOL MA4586 | | 3.5% 20 Jul 2047 | | 2,738,222 | | | | | 2,940,273 | |
| | | GNMA II POOL MA4653 | | 4% 20 Aug 2047 | | 501,125 | | | | | 540,682 | |
| | | GNMA II POOL MA4654 | | 4.5% 20 Aug 2047 | | 214,555 | | | | | 233,557 | |
| | | GNMA II POOL MA4720 | | 4% 20 Sep 2047 | | 2,322,516 | | | | | 2,503,532 | |
| | | GNMA II POOL MA4837 | | 3.5% 20 Nov 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4899 | | 3% 20 Dec 2047 | | 1,715,800 | | | | | 1,813,390 | |
| | | GNMA II POOL MA4900 | | 3.5% 20 Dec 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4901 | | 4% 20 Dec 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4961 | | 3% 20 Jan 2048 | | 310,374 | | | | | 328,984 | |
| | | GNMA II POOL MA5021 | | 4.5% 20 Feb 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5397 | | 3.5% 20 Aug 2048 | | 1,282,671 | | | | | 1,364,582 | |
| | | GNMA II POOL MA5467 | | 4.5% 20 Sep 2048 | | 354,602 | | | | | 383,729 | |
| | | GNMA II POOL MA5530 | | 5% 20 Oct 2048 | | 168,852 | | | | | 184,649 | |
| | | GNMA II POOL MA5650 | | 3.5% 20 Dec 2048 | | 2,116,849 | | | | | 2,251,045 | |
| | | GNMA II POOL MA5816 | | 3.5% 20 Mar 2049 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5930 | | 3.5% 20 May 2049 | | 365,882 | | | | | 387,941 | |
| | | GNMA II POOL MA6153 | | 3% 20 Sep 2049 | | 567,558 | | | | | 593,699 | |
| | | GNMA II POOL MA6284 | | 3.5% 20 Nov 2049 | | 389,508 | | | | | 414,284 | |
| | | GNMA II POOL MA6338 | | 3% 20 Dec 2049 | | 2,682,255 | | | | | 2,805,914 | |
| | | GNMA II POOL MA6339 | | 3.5% 20 Dec 2049 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA6409 | | 3% 20 Jan 2050 | | 2,140,942 | | | | | 2,245,855 | |
| | | GNMA II POOL MA6599 | | 3% 20 Apr 2050 | | 1,999,800 | | | | | 2,091,474 | |
| | | GNMA II POOL MA7051 | | 2% 20 Dec 2050 | | 1,500,000 | | | | | 1,569,707 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 20 Feb 2051 | | 6,500,000 | | | | | 6,867,656 | |
| | | GNMA POOL 561294 | | 5.5% 15 Feb 2033 | | 0 | | | | | 0 | |
| | | GNMA POOL 603325 | | 5.5% 15 Dec 2032 | | 0 | | | | | 0 | |
| | | GNMA POOL 672676 | | 5.5% 15 Apr 2038 | | 0 | | | | | 0 | |
| | | GNMA POOL 676515 | | 5.5% 15 Feb 2038 | | 162,003 | | | | | 190,994 | |
| | | GNMA POOL 676754 | | 5.5% 15 Mar 2038 | | 102,746 | | | | | 118,861 | |
| | | GNMA POOL 677222 | | 5.5% 15 Aug 2038 | | 134,405 | | | | | 157,226 | |
| | | GNMA POOL 687179 | | 5.5% 15 Apr 2038 | | 0 | | | | | 0 | |
| | | GNMA POOL 723344 | | 4% 15 Sep 2039 | | 296,037 | | | | | 321,556 | |
| | | GNMA POOL 723430 | | 4.5% 15 Nov 2039 | | 244,592 | | | | | 272,406 | |
| | | GNMA POOL 737111 | | 4.5% 15 Apr 2040 | | 391,287 | | | | | 436,167 | |
| | | GNMA POOL 738882 | | 4% 15 Oct 2041 | | 116,479 | | | | | 126,008 | |
| | | GNMA POOL 745243 | | 4% 15 Jul 2040 | | 202,287 | | | | | 220,901 | |
| | | GNMA POOL 771561 | | 4% 15 Aug 2041 | | 145,950 | | | | | 160,899 | |
| | | GNMA POOL 782495 | | 5.5% 15 Dec 2038 | | 0 | | | | | 0 | |
| | | GNMA POOL 782528 | | 5% 15 Jan 2039 | | 246,977 | | | | | 283,006 | |
| | | GNMA POOL AA5821 | | 3% 15 Nov 2042 | | 830,907 | | | | | 896,218 | |
| | | GNMA POOL AB3031 | | 3% 15 Oct 2042 | | 153,839 | | | | | 164,435 | |
| | | GNMA POOL AB9110 | | 3% 15 Oct 2042 | | 579,397 | | | | | 609,838 | |
| | | GNMA POOL AD2413 | | 3.5% 15 May 2043 | | 168,792 | | | | | 181,392 | |
| | | GNMA POOL AD2414 | | 3.5% 15 May 2043 | | 294,171 | | | | | 312,499 | |
| | | GNMA POOL AD8784 | | 3% 15 Mar 2043 | | 297,983 | | | | | 320,494 | |
| | | GNMA POOL AN6808 | | 3.5% 15 Jul 2045 | | 461,226 | | | | | 492,222 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 05 Jun 2028 | | 2,025,000 | | | | | 2,332,847 | |
| | | GOLDMAN SACHS GROUP INC | | 3.5% 16 Nov 2026 | | 190,000 | | | | | 213,302 | |
| | | GOLDMAN SACHS GROUP INC | | 3.85% 26 Jan 2027 | | 1,545,000 | | | | | 1,763,146 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 94,335,983 | | | | | 94,335,983 | |
| | | GS MORTGAGE SECURITIES TRUST | | 4.074% 10 Jan 2047 | | 4,065,000 | | | | | 4,408,481 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.119% 10 May 2050 | | 986,423 | | | | | 1,060,442 | |
| | | HALLIBURTON CO | | 3.8% 15 Nov 2025 | | 19,000 | | | | | 21,309 | |
| | | HEALTHPEAK PROPERTIES | | 3% 15 Jan 2030 | | 400,000 | | | | | 437,801 | |
| | | HORMEL FOODS CORP | | 1.8% 11 Jun 2030 | | 175,000 | | | | | 180,992 | |
| | | HSBC HOLDINGS PLC | | 1% 13 Mar 2028 | | 505,000 | | | | | 576,693 | |
| | | HSBC HOLDINGS PLC | | 1% 19 Jun 2029 | | 705,000 | | | | | 834,052 | |
| | | HYDRO QUEBEC | | 8.05% 07 Jul 2024 | | 310,000 | | | | | 387,063 | |
| | | IHS MARKIT LTD | | 4.125% 01 Aug 2023 | | 160,000 | | | | | 173,968 | |
| | | INGERSOLL RAND GL HLD CO | | 4.25% 15 Jun 2023 | | 460,000 | | | | | 501,814 | |
| | | INTUIT INC | | 0.95% 15 Jul 2025 | | 460,000 | | | | | 465,774 | |
| | | INTUIT INC | | 1.35% 15 Jul 2027 | | 100,000 | | | | | 102,315 | |
| | | ITALY GOV T INT BOND | | 2.375% 17 Oct 2024 | | 1,800,000 | | | | | 1,892,812 | |
| | | JM SMUCKER CO | | 3.5% 15 Mar 2025 | | 295,000 | | | | | 328,802 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.362% 15 Jul 2045 | | 1,506,703 | | | | | 1,579,108 | |
| * | | JPMORGAN CHASE + CO | | 3.875% 10 Sep 2024 | | 565,000 | | | | | 632,695 | |
| * | | JPMORGAN CHASE + CO | | 3.9% 15 Jul 2025 | | 1,330,000 | | | | | 1,510,932 | |
| * | | JPMORGAN CHASE + CO | | 3.3% 01 Apr 2026 | | 245,000 | | | | | 274,209 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jan 2029 | | 3,280,000 | | | | | 3,730,297 | |
| * | | JPMORGAN CHASE + CO | | 1% 15 Oct 2030 | | 845,000 | | | | | 918,796 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2031 | | 1,730,000 | | | | | 1,859,511 | |
| | | JPN BANK FOR INT L COOP | | 3.25% 20 Jul 2023 | | 400,000 | | | | | 429,488 | |
| | | KAISER FOUNDATION HOSPIT | | 3.15% 01 May 2027 | | 495,000 | | | | | 559,027 | |
| | | KEY BANK NA | | 3.9% 13 Apr 2029 | | 940,000 | | | | | 1,090,327 | |
| | | KEYCORP | | 5.1% 24 Mar 2021 | | 235,000 | | | | | 237,463 | |
| | | KIMCO REALTY CORP | | 1.9% 01 Mar 2028 | | 315,000 | | | | | 325,345 | |
| | | KINDER MORGAN ENER PART | | 4.15% 01 Mar 2022 | | 513,000 | | | | | 534,735 | |
| | | KINDER MORGAN ENER PART | | 4.15% 01 Feb 2024 | | 355,000 | | | | | 388,674 | |
| | | KROGER CO | | 2.65% 15 Oct 2026 | | 170,000 | | | | | 185,690 | |
| | | LABORATORY CORP OF AMER | | 3.6% 01 Feb 2025 | | 725,000 | | | | | 801,095 | |
| | | LINCOLN NATIONAL CORP | | 3.05% 15 Jan 2030 | | 165,000 | | | | | 184,033 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 05 Feb 2026 | | 370,000 | | | | | 390,890 | |
| | | LLOYDS BANKING GROUP PLC | | 3.9% 12 Mar 2024 | | 215,000 | | | | | 236,327 | |
| | | LLOYDS BANKING GROUP PLC | | 4.375% 22 Mar 2028 | | 490,000 | | | | | 583,171 | |
| | | LOCKHEED MARTIN CORP | | 2.9% 01 Mar 2025 | | 1,275,000 | | | | | 1,390,646 | |
| | | LOCKHEED MARTIN CORP | | 3.1% 15 Jan 2023 | | 205,000 | | | | | 215,436 | |
| | | LYB INT FINANCE III | | 3.375% 01 May 2030 | | 160,000 | | | | | 179,259 | |
| | | LYB INT FINANCE III | | 1.25% 01 Oct 2025 | | 610,000 | | | | | 620,685 | |
| | | LYONDELLBASELL IND NV | | 5.75% 15 Apr 2024 | | 635,000 | | | | | 730,520 | |
| | | MARKEL CORP | | 3.35% 17 Sep 2029 | | 670,000 | | | | | 753,312 | |
| | | MARRIOTT INTERNATIONAL | | 3.6% 15 Apr 2024 | | 380,000 | | | | | 405,110 | |
| | | MARRIOTT INTERNATIONAL | | 3.125% 15 Jun 2026 | | 490,000 | | | | | 522,810 | |
| | | MARSH + MCLENNAN COS INC | | 3.5% 03 Jun 2024 | | 465,000 | | | | | 507,146 | |
| | | MARTIN MARIETTA MATERIAL | | 2.5% 15 Mar 2030 | | 210,000 | | | | | 223,748 | |
| | | MCDONALD S CORP | | 3.7% 30 Jan 2026 | | 395,000 | | | | | 449,940 | |
| | | MORGAN STANLEY | | 4% 23 Jul 2025 | | 1,245,000 | | | | | 1,424,743 | |
| | | MORGAN STANLEY | | 1% 23 Jan 2030 | | 1,155,000 | | | | | 1,404,950 | |
| | | MORGAN STANLEY | | 1% 24 Jan 2029 | | 620,000 | | | | | 718,758 | |
| | | MORGAN STANLEY | | 3.875% 27 Jan 2026 | | 2,185,000 | | | | | 2,506,357 | |
| | | MORGAN STANLEY BAML TRUST | | 3.451% 15 Jul 2050 | | 1,103,083 | | | | | 1,201,000 | |
| | | MORGAN STANLEY BAML TRUST | | 3.719% 15 Jul 2050 | | 3,500,000 | | | | | 3,879,321 | |
| | | MPLX LP | | 4% 15 Mar 2028 | | 295,000 | | | | | 339,416 | |
| | | MPLX LP | | 4.8% 15 Feb 2029 | | 360,000 | | | | | 435,083 | |
| | | MPLX LP | | 4.25% 01 Dec 2027 | | 665,000 | | | | | 780,824 | |
| | | MPLX LP | | 4.125% 01 Mar 2027 | | 605,000 | | | | | 697,768 | |
| | | MYLAN INC | | 4.55% 15 Apr 2028 | | 2,320,000 | | | | | 2,758,021 | |
| | | NATWEST GROUP PLC | | 1% 22 Mar 2025 | | 1,405,000 | | | | | 1,554,339 | |
| | | NEWMONT CORP | | 2.8% 01 Oct 2029 | | 165,000 | | | | | 180,112 | |
| | | NOMURA HOLDINGS INC | | 2.648% 16 Jan 2025 | | 630,000 | | | | | 672,820 | |
| | | O REILLY AUTOMOTIVE INC | | 1.75% 15 Mar 2031 | | 155,000 | | | | | 155,239 | |
| | | ONCOR ELECTRIC DELIVERY | | 2.95% 01 Apr 2025 | | 390,000 | | | | | 426,752 | |
| | | ONEOK INC | | 4% 13 Jul 2027 | | 310,000 | | | | | 345,663 | |
| | | ONEOK INC | | 3.1% 15 Mar 2030 | | 1,545,000 | | | | | 1,645,869 | |
| | | PACIFIC GAS + ELECTRIC | | 1.75% 16 Jun 2022 | | 475,000 | | | | | 476,341 | |
| | | PEACEHEALTH OBLIGATED GR | | 1.375% 15 Nov 2025 | | 85,000 | | | | | 86,757 | |
| | | PENTAIR FINANCE SARL | | 4.5% 01 Jul 2029 | | 325,000 | | | | | 384,221 | |
| | | PEOPLES UNITED BANK | | 4% 15 Jul 2024 | | 65,000 | | | | | 70,068 | |
| | | PEPSICO INC | | 3.6% 01 Mar 2024 | | 80,000 | | | | | 87,299 | |
| | | PHILIP MORRIS INTL INC | | 2.625% 06 Mar 2023 | | 440,000 | | | | | 461,901 | |
| | | PHILIP MORRIS INTL INC | | 1.125% 01 May 2023 | | 230,000 | | | | | 234,542 | |
| | | PHILLIPS 66 PARTNERS LP | | 3.75% 01 Mar 2028 | | 140,000 | | | | | 151,886 | |
| | | PIONEER NATURAL RESOURCE | | 1.9% 15 Aug 2030 | | 950,000 | | | | | 941,608 | |
| | | PLAINS ALL AMER PIPELINE | | 3.55% 15 Dec 2029 | | 280,000 | | | | | 293,021 | |
| | | PLAINS ALL AMER PIPELINE | | 3.8% 15 Sep 2030 | | 140,000 | | | | | 150,507 | |
| | | PNC BANK NA | | 3.25% 01 Jun 2025 | | 365,000 | | | | | 405,299 | |
| | | PPL CAPITAL FUNDING INC | | 4.125% 15 Apr 2030 | | 700,000 | | | | | 837,400 | |
| | | PRIVATE EXPORT FUNDING | | 3.55% 15 Jan 2024 | | 290,000 | | | | | 317,101 | |
| | | PROV ST JOSEPH HLTH OBL | | 2.746% 01 Oct 2026 | | 190,000 | | | | | 207,401 | |
| | | PROV ST JOSEPH HLTH OBL | | 2.532% 01 Oct 2029 | | 350,000 | | | | | 374,506 | |
| | | PROVINCE OF QUEBEC | | 7.125% 09 Feb 2024 | | 505,000 | | | | | 607,343 | |
| | | PUGET ENERGY INC | | 3.65% 15 May 2025 | | 285,000 | | | | | 314,303 | |
| | | PUGET ENERGY INC | | 4.1% 15 Jun 2030 | | 450,000 | | | | | 508,828 | |
| | | RAYTHEON TECH CORP | | 3.15% 15 Dec 2024 | | 385,000 | | | | | 418,231 | |
| | | RAYTHEON TECH CORP | | 4.125% 16 Nov 2028 | | 240,000 | | | | | 286,119 | |
| | | REALTY INCOME CORP | | 3% 15 Jan 2027 | | 228,000 | | | | | 252,278 | |
| | | REPUBLIC OF INDONESIA | | 3.5% 11 Jan 2028 | | 1,350,000 | | | | | 1,511,460 | |
| | | REPUBLIC OF INDONESIA | | 3.4% 18 Sep 2029 | | 295,000 | | | | | 329,632 | |
| | | REPUBLIC OF PANAMA | | 3.16% 23 Jan 2030 | | 600,000 | | | | | 664,506 | |
| | | REPUBLIC OF PANAMA | | 7.125% 29 Jan 2026 | | 970,000 | | | | | 1,237,972 | |
| | | REPUBLIC OF PHILIPPINES | | 2.457% 05 May 2030 | | 450,000 | | | | | 485,055 | |
| | | REPUBLICA ORIENT URUGUAY | | 4.375% 27 Oct 2027 | | 1,830,000 | | | | | 2,163,993 | |
| | | ROGERS COMMUNICATIONS IN | | 3% 15 Mar 2023 | | 260,000 | | | | | 273,159 | |
| | | SAN DIEGO G + E | | 3.6% 01 Sep 2023 | | 285,000 | | | | | 306,445 | |
| | | SCHLUMBERGER INVESTMENT | | 3.65% 01 Dec 2023 | | 230,000 | | | | | 249,697 | |
| | | SEMPRA ENERGY | | 3.4% 01 Feb 2028 | | 505,000 | | | | | 575,155 | |
| | | SIMON PROPERTY GROUP LP | | 3.75% 01 Feb 2024 | | 1,160,000 | | | | | 1,256,462 | |
| | | SIMON PROPERTY GROUP LP | | 3.5% 01 Sep 2025 | | 230,000 | | | | | 255,418 | |
| | | SIMON PROPERTY GROUP LP | | 2.45% 13 Sep 2029 | | 450,000 | | | | | 472,691 | |
| | | SOUTHERN CAL EDISON | | 3.5% 01 Oct 2023 | | 1,730,000 | | | | | 1,856,063 | |
| | | SOUTHERN CO GAS CAPITAL | | 3.5% 15 Sep 2021 | | 590,000 | | | | | 598,268 | |
| | | SOUTHWEST AIRLINES CO | | 2.625% 10 Feb 2030 | | 300,000 | | | | | 305,353 | |
| | | SOUTHWEST AIRLINES CO | | 4.75% 04 May 2023 | | 650,000 | | | | | 706,475 | |
| | | SOUTHWEST AIRLINES CO | | 5.125% 15 Jun 2027 | | 505,000 | | | | | 600,755 | |
| | | STANFORD UNIVERSITY | | 1.289% 01 Jun 2027 | | 1,240,000 | | | | | 1,276,558 | |
| | | STATE OF ISRAEL | | 4% 30 Jun 2022 | | 455,000 | | | | | 479,732 | |
| | | STRYKER CORP | | 3.375% 15 May 2024 | | 50,000 | | | | | 54,410 | |
| | | STRYKER CORP | | 3.5% 15 Mar 2026 | | 400,000 | | | | | 452,135 | |
| | | SUMITOMO MITSUI BANKING | | 3.95% 19 Jul 2023 | | 260,000 | | | | | 282,912 | |
| | SUTTER HEALTH | | 3.695% 15 Aug 2028 | | 1,004,000 | | | | | 1,138,338 | |
| * | | SWAP JP MORGAN COC | | SWAP CASH COLLATERAL USD | | (7,625 | ) | | | | (7,625) | |
| | | T MOBILE USA INC | | 3.875% 15 Apr 2030 | | 645,000 | | | | | 747,039 | |
| | | T MOBILE USA INC | | 2.05% 15 Feb 2028 | | 2,020,000 | | | | | 2,101,123 | |
| | | TAKEDA PHARMACEUTICAL | | 2.05% 31 Mar 2030 | | 880,000 | | | | | 900,761 | |
| | | TENN VALLEY AUTHORITY | | 0.75% 15 May 2025 | | 435,000 | | | | | 440,572 | |
| | | TENN VALLEY AUTHORITY | | 2.875% 01 Feb 2027 | | 795,000 | | | | | 895,895 | |
| | | TEXTRON INC | | 2.45% 15 Mar 2031 | | 485,000 | | | | | 499,329 | |
| | | THERMO FISHER SCIENTIFIC | | 4.15% 01 Feb 2024 | | 105,000 | | | | | 115,777 | |
| | | THERMO FISHER SCIENTIFIC | | 4.133% 25 Mar 2025 | | 110,000 | | | | | 125,074 | |
| | | TOTAL CAPITAL INTL SA | | 2.7% 25 Jan 2023 | | 375,000 | | | | | 393,161 | |
| | | TOTAL CAPITAL INTL SA | | 2.829% 10 Jan 2030 | | 415,000 | | | | | 462,465 | |
| | | TRUIST BANK | | 2.75% 01 May 2023 | | 495,000 | | | | | 521,309 | |
| | | TRUIST BANK | | 3.3% 15 May 2026 | | 715,000 | | | | | 799,490 | |
| | | TWDC ENTERPRISES 18 CORP | | 1.85% 30 Jul 2026 | | 420,000 | | | | | 441,142 | |
| | | TYSON FOODS INC | | 4% 01 Mar 2026 | | 875,000 | | | | | 1,006,482 | |
| | | UBS BARCLAYS COMMERCIAL MORTGA | | 2.92% 10 Mar 2046 | | 374,981 | | | | | 384,226 | |
| | | UNITED MEXICAN STATES | | 4.15% 28 Mar 2027 | | 200,000 | | | | | 230,752 | |
| | | UNITED MEXICAN STATES | | 4% 02 Oct 2023 | | 573,000 | | | | | 627,435 | |
| | | UNITEDHEALTH GROUP INC | | 4.7% 15 Feb 2021 | | 365,000 | | | | | 366,131 | |
| | | UNITEDHEALTH GROUP INC | | 3.75% 15 Jul 2025 | | 1,015,000 | | | | | 1,156,426 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 3.063% 01 Jul 2025 | | 1,720,000 | | | | | 1,897,177 | |
| | | US BANK NA CINCINNATI | | 3.4% 24 Jul 2023 | | 285,000 | | | | | 306,030 | |
| | | US BANK NA CINCINNATI | | 2.65% 23 May 2022 | | 750,000 | | | | | 773,607 | |
| | | US DOLLAR | | | | (11 | ) | | | | (11 | ) |
| | | US TREASURY N/B | | 0.5% 15 Mar 2023 | | 45,335,000 | | | | | 45,703,347 | |
| | | US TREASURY N/B | | 0.375% 30 Apr 2025 | | 10,005,000 | | | | | 10,041,346 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | 9,725,000 | | | | | 9,693,090 | |
| | | US TREASURY N/B | | 2.125% 31 Jul 2024 | | 35,000 | | | | | 37,391 | |
| | | US TREASURY N/B | | 2% 31 Oct 2022 | | 2,975,000 | | | | | 3,076,685 | |
| | | US TREASURY N/B | | 2.875% 15 Nov 2021 | | 1,435,000 | | | | | 1,469,081 | |
| | | US TREASURY N/B | | 3.125% 15 Nov 2028 | | 26,545,000 | | | | | 31,428,865 | |
| | | US TREASURY N/B | | 1.5% 31 Jan 2022 | | 5,820,000 | | | | | 5,906,391 | |
| | | US TREASURY N/B | | 1.625% 30 Apr 2023 | | 17,865,000 | | | | | 18,481,203 | |
| | | US TREASURY N/B | | 1.625% 15 Nov 2022 | | 370,000 | | | | | 380,305 | |
| | | US TREASURY N/B | | 1.875% 30 Apr 2022 | | 41,730,000 | | | | | 42,701,527 | |
| | | US TREASURY N/B | | 2.125% 15 May 2025 | | 24,310,000 | | | | | 26,237,707 | |
| | | US TREASURY N/B | | 1.375% 15 Feb 2023 | | 15,765,000 | | | | | 16,180,679 | |
| | | US TREASURY N/B | | 0.125% 15 Sep 2023 | | 33,725,000 | | | | | 33,701,287 | |
| | | US TREASURY N/B | | 0.25% 30 Sep 2025 | | 14,115,000 | | | | | 14,061,517 | |
| | | US TREASURY N/B | | 0.125% 30 Sep 2022 | | 1,200,000 | | | | | 1,200,047 | |
| | | US TREASURY N/B | | 0.125% 30 Nov 2022 | | 725,000 | | | | | 725,085 | |
| | | US TREASURY N/B | | 0.625% 30 Nov 2027 | | 125,000 | | | | | 124,980 | |
| | | US TREASURY N/B | | 0.375% 30 Nov 2025 | | 6,795,000 | | | | | 6,804,555 | |
| | | US TREASURY N/B | | 0.125% 15 Dec 2023 | | 820,000 | | | | | 819,039 | |
| | | US TREASURY N/B | | 0.375% 31 Dec 2025 | | 2,000,000 | | | | | 2,001,563 | |
| | | US TREASURY N/B | | 6.25% 15 Aug 2023 | | 8,325,000 | | | | | 9,656,350 | |
| | | US TREASURY N/B | | 2.625% 15 Feb 2029 | | 7,005,000 | | | | | 8,041,521 | |
| | | US TREASURY N/B | | 2% 15 Feb 2025 | | 21,855,000 | | | | | 23,399,363 | |
| | | US TREASURY N/B | | 1.75% 30 Sep 2022 | | 1,655,000 | | | | | 1,701,741 | |
| | | US TREASURY N/B | | 2.25% 15 Nov 2025 | | 6,335,000 | | | | | 6,918,018 | |
| | | US TREASURY N/B | | 2.125% 30 Jun 2022 | | 26,220,000 | | | | | 27,004,552 | |
| | | US TREASURY N/B | | 2% 15 Aug 2025 | | 18,205,000 | | | | | 19,608,776 | |
| | | VALERO ENERGY CORP | | 4% 01 Apr 2029 | | 330,000 | | | | | 371,254 | |
| | | VENTAS REALTY LP | | 3.85% 01 Apr 2027 | | 400,000 | | | | | 447,657 | |
| | | VERISK ANALYTICS INC | | 4.125% 12 Sep 2022 | | 340,000 | | | | | 360,140 | |
| | | VERIZON COMMUNICATIONS | | 4.016% 03 Dec 2029 | | 1,424,000 | | | | | 1,693,262 | |
| | | VERIZON COMMUNICATIONS | | 4.329% 21 Sep 2028 | | 1,000,000 | | | | | 1,204,230 | |
| | | VIACOMCBS INC | | 3.875% 01 Apr 2024 | | 270,000 | | | | | 295,149 | |
| | | VIATRIS INC | | 2.7% 22 Jun 2030 | | 930,000 | | | | | 986,846 | |
| | | VIRGINIA ELEC + POWER CO | | 3.15% 15 Jan 2026 | | 840,000 | | | | | 931,345 | |
| | | WALT DISNEY COMPANY/THE | | 3% 15 Sep 2022 | | 692,000 | | | | | 722,733 | |
| | | WASTE MANAGEMENT INC | | 2.9% 15 Sep 2022 | | 385,000 | | | | | 398,969 | |
| | | WELLS FARGO + COMPANY | | 3% 23 Oct 2026 | | 1,640,000 | | | | | 1,817,070 | |
| | | WELLS FARGO + COMPANY | | 1% 11 Feb 2031 | | 1,710,000 | | | | | 1,814,420 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.925% 15 Apr 2050 | | 3,500,000 | | | | | 3,739,713 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.674% 15 Jul 2048 | | 3,500,000 | | | | | 3,728,556 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.194% 15 Jun 2053 | | 5,000,000 | | | | | 5,224,139 | |
| | | WELLTOWER INC | | 2.7% 15 Feb 2027 | | 120,000 | | | | | 131,950 | |
| | | WESTINGHOUSE AIR BRAKE | | 3.45% 15 Nov 2026 | | 650,000 | | | | | 713,551 | |
| | | WESTROCK RKT LLC | | 4.9% 01 Mar 2022 | | 230,000 | | | | | 241,678 | |
| | | WILLIAMS COMPANIES INC | | 3.75% 15 Jun 2027 | | 360,000 | | | | | 410,773 | |
| | | WILLIAMS COMPANIES INC | | 4.3% 04 Mar 2024 | | 715,000 | | | | | 787,859 | |
| | | XCEL ENERGY INC | | 3.3% 01 Jun 2025 | | 490,000 | | | | | 538,598 | |
| | | YALE UNIVERSITY | | 1.482% 15 Apr 2030 | | 1,220,000 | | | | | 1,252,241 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5739 6 of 15 | | | | Total | | $ | 1,044,903,532 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | PRUDENTIAL INVESTMENT CORP | | PRU INVEST CORP | | 11,481 | | | | $ | | 475,881,295 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5740 7 of 15 | | | | Total | | $ | | 475,881,295 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | ABBVIE INC | | 2.95% 21 Nov 2026 | | 2,275,000 | | | | | $ | 2,515,807 | |
| | | ADVANCE AUTO PARTS | | 1.75% 01 Oct 2027 | | 450,000 | | | | | | 457,018 | |
| | | ALBEMARLE CORP | | 1% 15 Nov 2022 | | 1,475,000 | | | | | | 1,471,506 | |
| | | AMERICAN CAMPUS CMNTYS | | 3.3% 15 Jul 2026 | | 2,000,000 | | | | | | 2,183,066 | |
| | | AMSR TRUST | | 1.355% 17 Nov 2037 | | 2,000,000 | | | | | | 2,016,920 | |
| | | ANGLO AMERICAN CAPITAL | | 5.625% 01 Apr 2030 | | 1,325,000 | | | | | | 1,683,585 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.75% 23 Jan 2029 | | 2,850,000 | | | | | | 3,519,452 | |
| | | AT+T INC | | 1.65% 01 Feb 2028 | | 425,000 | | | | | | 433,625 | |
| | | AT+T INC | | 4.35% 01 Mar 2029 | | 1,350,000 | | | | | | 1,610,093 | |
| | | AUST + NZ BANKING GRP NY | | 3.7% 16 Nov 2025 | | 1,025,000 | | | | | | 1,176,815 | |
| | | BANCO DEL ESTADO CHILE | | 2.704% 09 Jan 2025 | | 725,000 | | | | | | 765,789 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2031 | | 325,000 | | | | | | 329,297 | |
| | | BANK OF AMERICA CORP | | 4.45% 03 Mar 2026 | | 3,100,000 | | | | | | 3,613,204 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2026 | | 1,075,000 | | | | | | 1,089,313 | |
| | | BAYER US FINANCE II LLC | | 4.375% 15 Dec 2028 | | 1,650,000 | | | | | | 1,940,758 | |
| | | BERKSHIRE HATHAWAY ENERG | | 1.65% 15 May 2031 | | 925,000 | | | | | | 924,869 | |
| | | BLACKSTONE HOLDINGS FINA | | 1.6% 30 Mar 2031 | | 875,000 | | | | | | 870,082 | |
| | | BNP PARIBAS | | 1% 13 Jan 2031 | | 375,000 | | | | | | 409,210 | |
| | | BNP PARIBAS | | 1% 12 Aug 2035 | | 1,250,000 | | | | | | 1,277,908 | |
| | | BNP PARIBAS | | 1% 09 Jun 2026 | | 900,000 | | | | | | 941,969 | |
| | | BOEING CO | | 5.15% 01 May 2030 | | 112,000 | | | | | | 135,548 | |
| | | BOEING CO | | 3.1% 01 May 2026 | | 1,275,000 | | | | | 1,365,264 | |
| | | BOEING CO | | 3.25% 01 Feb 2028 | | 1,025,000 | | | | | 1,099,671 | |
| | | BX COMMERCIAL MORTGAGE TRUST 2 | | 1% 15 Oct 2036 | | 0 | | | | | 0 | |
| | | BX TRUST | | 1% 15 Apr 2034 | | 600,000 | | | | | 584,951 | |
| | | CAPITAL AUTOMOTIVE LP | | 2.01% 15 Dec 2050 | | 2,000,000 | | | | | 1,996,264 | |
| | | CAPITAL AUTOMOTIVE REIT | | 2.69% 15 Feb 2050 | | 1,192,979 | | | | | 1,228,751 | |
| | | CAPITAL AUTOMOTIVE REIT | | 3.87% 15 Apr 2047 | | 643,586 | | | | | 644,560 | |
| | | CHESAPEAKE FUNDING II LLC | | 3.04% 15 Apr 2030 | | 200,745 | | | | | 202,793 | |
| | | CHEVRON CORP | | 2.236% 11 May 2030 | | 1,400,000 | | | | | 1,500,671 | |
| | | CIGNA CORP | | 4.125% 15 Nov 2025 | | 2,000,000 | | | | | 2,304,044 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 2.505% 15 Nov 2049 | | 1,000,000 | | | | | 1,011,180 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 2.717% 15 Feb 2053 | | 1,500,000 | | | | | 1,645,518 | |
| | | CITIGROUP INC | | 4.6% 09 Mar 2026 | | 1,500,000 | | | | | 1,757,832 | |
| | | CNH INDUSTRIAL CAP LLC | | 4.375% 05 Apr 2022 | | 975,000 | | | | | 1,019,321 | |
| | | CNH INDUSTRIAL CAP LLC | | 1.95% 02 Jul 2023 | | 875,000 | | | | | 900,765 | |
| | | COLT FUNDING LLC | | 1% 25 Aug 2049 | | 381,700 | | | | | 386,096 | |
| | | COLT FUNDING LLC | | 1% 25 Nov 2049 | | 964,076 | | | | | 976,272 | |
| | | COLT FUNDING LLC | | 1% 25 Mar 2065 | | 591,768 | | | | | 598,972 | |
| | | COMCAST CORP | | 3.3% 01 Apr 2027 | | 700,000 | | | | | 795,966 | |
| | | COMMONBOND STUDENT LOAN TRUST | | 3.56% 25 Sep 2045 | | 783,210 | | | | | 816,218 | |
| | | CONAGRA BRANDS INC | | 4.85% 01 Nov 2028 | | 1,000,000 | | | | | 1,241,873 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 3.04% 15 Feb 2035 | | 2,000,000 | | | | | 1,975,130 | |
| | | CREDIT SUISSE NEW YORK | | 2.95% 09 Apr 2025 | | 1,625,000 | | | | | 1,782,612 | |
| | | CREDIT SUISSE NEW YORK | | 1% 05 May 2023 | | 2,150,000 | | | | | 2,182,522 | |
| | | CVS HEALTH CORP | | 1.875% 28 Feb 2031 | | 1,485,000 | | | | | 1,503,449 | |
| | | DIAGEO CAPITAL PLC | | 2.125% 29 Apr 2032 | | 1,075,000 | | | | | 1,135,592 | |
| | | DISCOVER BANK | | 2.45% 12 Sep 2024 | | 250,000 | | | | | 264,397 | |
| | | DISCOVERY COMMUNICATIONS | | 3.625% 15 May 2030 | | 475,000 | | | | | 544,116 | |
| | | DTE ENERGY CO | | 1.05% 01 Jun 2025 | | 750,000 | | | | | 758,420 | |
| | | DXC TECHNOLOGY CO | | 4% 15 Apr 2023 | | 325,000 | | | | | 345,744 | |
| | | E.I. DU PONT DE NEMOURS | | 1.7% 15 Jul 2025 | | 525,000 | | | | | 547,106 | |
| | | ELARA HGV TIMESHARE ISSUER | | 2.69% 25 Mar 2030 | | 219,617 | | | | | 225,545 | |
| | | ELFI GRADUATE LOAN PROGRAM 201 | | 1.73% 25 Aug 2045 | | 1,435,964 | | | | | 1,458,512 | |
| | | EMERSON ELECTRIC CO | | 1.8% 15 Oct 2027 | | 1,100,000 | | | | | 1,162,428 | |
| | | EMERSON ELECTRIC CO | | 0.875% 15 Oct 2026 | | 820,000 | | | | | 825,363 | |
| | | ENRGY TRANS PT/REG FIN | | 5.875% 01 Mar 2022 | | 2,475,000 | | | | | 2,587,678 | |
| | | EQUINOR ASA | | 1.75% 22 Jan 2026 | | 700,000 | | | | | 735,336 | |
| | | EXELON CORP | | 4.05% 15 Apr 2030 | | 850,000 | | | | | 1,005,792 | |
| | | FANNIE MAE | | 0.875% 05 Aug 2030 | | 4,050,000 | | | | | 3,974,621 | |
| | | FANNIE MAE | | 0.5% 17 Jun 2025 | | 2,200,000 | | | | | 2,211,670 | |
| | | FANNIE MAE | | 0.65% 10 Dec 2025 | | 2,400,000 | | | | | 2,401,932 | |
| | | FANNIE MAE | | 1.625% 07 Jan 2025 | | 300,000 | | | | | 316,130 | |
| | | FANNIEMAE ACES | | 1% 25 Aug 2030 | | 1,000,000 | | | | | 1,196,725 | |
| | | FANNIEMAE ACES | | 1% 25 Jun 2028 | | 2,350,000 | | | | | 2,706,604 | |
| | | FED HM LN PC POOL G04576 | | 6% 01 Sep 2038 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G05671 | | 5.5% 01 Aug 2038 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G06385 | | 5.5% 01 Aug 2040 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08447 | | 4.5% 01 May 2041 | | 338,586 | | | | | 375,614 | |
| | | FED HM LN PC POOL G08540 | | 3% 01 Aug 2043 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08568 | | 4.5% 01 Jan 2044 | | 188,331 | | | | | 211,208 | |
| | | FED HM LN PC POOL G08762 | | 4% 01 May 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08771 | | 4% 01 Jul 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08774 | | 3.5% 01 Aug 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08790 | | 4.5% 01 Nov 2047 | | 92,205 | | | | | 100,623 | |
| | | FED HM LN PC POOL G08795 | | 3% 01 Jan 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08832 | | 4.5% 01 Aug 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08836 | | 4% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08838 | | 5% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08847 | | 4% 01 Nov 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G08848 | | 4.5% 01 Nov 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G18632 | | 3% 01 Feb 2032 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G30584 | | 3.5% 01 Apr 2032 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G30662 | | 3% 01 Sep 2033 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL G60919 | | 4.5% 01 Sep 2046 | | 86,347 | | | | | 95,230 | |
| | | FED HM LN PC POOL J13585 | | 3.5% 01 Nov 2025 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL Q44452 | | 3% 01 Nov 2046 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL Q45511 | | 3% 01 Jan 2047 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL Q45650 | | 3.5% 01 Jan 2047 | | 2,579,574 | | | | | 2,784,061 | |
| | | FED HM LN PC POOL Q58588 | | 4.5% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL Q60140 | | 4% 01 Dec 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL QA8141 | | 3.5% 01 Mar 2050 | | 1,618,005 | | | | | 1,786,900 | |
| | | FED HM LN PC POOL QA9345 | | 3% 01 May 2050 | | 2,156,073 | | | | | 2,353,291 | |
| | | FED HM LN PC POOL QB3228 | | 3% 01 Sep 2050 | | 2,584,141 | | | | | 2,783,273 | |
| | | FED HM LN PC POOL QB5097 | | 2.5% 01 Nov 2050 | | 1,146,535 | | | | | 1,211,341 | |
| | | FED HM LN PC POOL RA2396 | | 4% 01 Apr 2050 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL RA3057 | | 3% 01 Jul 2050 | | 1,252,625 | | | | | 1,341,391 | |
| | | FED HM LN PC POOL SD0449 | | 2.5% 01 Oct 2050 | | 1,566,023 | | | | | 1,655,280 | |
| | | FED HM LN PC POOL SD7524 | | 3% 01 Aug 2050 | | 1,885,298 | | | | | 2,045,324 | |
| | | FED HM LN PC POOL ZM4444 | | 3.5% 01 Oct 2047 | | 1,111,799 | | | | | 1,200,360 | |
| | | FEDERAL FARM CREDIT BANK | | 1.14% 20 Aug 2029 | | 3,000,000 | | | | | 2,998,306 | |
| | | FEDERAL FARM CREDIT BANK | | 1.23% 10 Sep 2029 | | 2,500,000 | | | | | 2,500,633 | |
| | | FEDERAL FARM CREDIT BANK | | 1.04% 27 May 2027 | | 2,300,000 | | | | | 2,302,023 | |
| | | FEDERAL FARM CREDIT BANK | | 0.68% 17 Jun 2024 | | 2,400,000 | | | | | 2,400,152 | |
| | | FEDERAL FARM CREDIT BANK | | 0.98% 27 Apr 2027 | | 1,700,000 | | | | | 1,697,035 | |
| | | FEDERAL FARM CREDIT BANK | | 1.25% 24 Jun 2030 | | 2,975,000 | | | | | 2,956,885 | |
| | | FEDERAL FARM CREDIT BANK | | 0.75% 05 Apr 2027 | | 1,500,000 | | | | | 1,494,562 | |
| | | FEDERAL FARM CREDIT BANK | | 1.26% 15 Oct 2030 | | 2,000,000 | | | | | 2,000,252 | |
| | | FEDERAL FARM CREDIT BANK | | 0.95% 21 Jul 2028 | | 2,400,000 | | | | | 2,393,243 | |
| | | FEDERAL FARM CREDIT BANK | | 1.04% 27 Oct 2028 | | 2,000,000 | | | | | 1,988,579 | |
| | | FEDERAL FARM CREDIT BANK | | 1.125% 01 Jun 2029 | | 3,700,000 | | | | | 3,700,002 | |
| | | FEDERAL HOME LOAN BANK | | 3.25% 09 Jun 2028 | | 2,600,000 | | | | | 3,076,157 | |
| | | FEDERAL HOME LOAN BANK | | 3.125% 13 Jun 2025 | | 1,300,000 | | | | | 1,456,274 | |
| | | FEDERAL HOME LOAN BANK | | 3.125% 12 Sep 2025 | | 3,000,000 | | | | | 3,377,232 | |
| | | FEDERAL HOME LOAN BANK | | 0.875% 29 Dec 2027 | | 2,425,000 | | | | | 2,425,015 | |
| | | FEDERAL HOME LOAN BANK | | 2.5% 10 Dec 2027 | | 3,100,000 | | | | | 3,501,452 | |
| | | FEDERAL HOME LOAN BANK | | 3% 10 Mar 2028 | | 1,000,000 | | | | | 1,156,992 | |
| | | FEDERAL REALTY INVESTMEN | | 1.25% 15 Feb 2026 | | 475,000 | | | | | 483,719 | |
| | | FIRSTENERGY TRANSMISSION | | 4.35% 15 Jan 2025 | | 2,500,000 | | | | | 2,725,549 | |
| | | FLEX LTD | | 3.75% 01 Feb 2026 | | 800,000 | | | | | 894,847 | |
| | | FLOWSERVE CORPORATION | | 3.5% 01 Oct 2030 | | 950,000 | | | | | 1,014,067 | |
| | | FNMA POOL 890529 | | 1% 01 Sep 2041 | | 0 | | | | | 0 | |
| | | FNMA POOL 972509 | | 6% 01 Feb 2038 | | 0 | | | | | 0 | |
| | | FNMA POOL 973288 | | 5% 01 Mar 2038 | | 0 | | | | | 0 | |
| | | FNMA POOL 995692 | | 1% 01 May 2024 | | 5,409 | | | | | 5,690 | |
| | | FNMA POOL 995763 | | 1% 01 Nov 2035 | | 100,627 | | | | | 111,137 | |
| | | FNMA POOL 995865 | | 1% 01 Jul 2024 | | 29,068 | | | | | 30,656 | |
| | | FNMA POOL AA4333 | | 4.5% 01 Apr 2029 | | 0 | | | | | 0 | |
| | | FNMA POOL AB8447 | | 2.5% 01 Feb 2028 | | 0 | | | | | 0 | |
| | | FNMA POOL AC8512 | | 4.5% 01 Dec 2039 | | 304,756 | | | | | 341,001 | |
| | | FNMA POOL AD0119 | | 1% 01 Jul 2038 | | 0 | | | | | 0 | |
| | | FNMA POOL AE0218 | | 1% 01 Aug 2040 | | 208,940 | | | | | 233,574 | |
| | | FNMA POOL AE0443 | | 1% 01 Oct 2039 | | 92,351 | | | | | 107,951 | |
| | | FNMA POOL AE0982 | | 1% 01 Mar 2026 | | 38,818 | | | | | 41,194 | |
| | | FNMA POOL AH0969 | | 3.5% 01 Dec 2025 | | 0 | | | | | 0 | |
| | | FNMA POOL AH1416 | | 3.5% 01 Jan 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AH6486 | | 4% 01 Mar 2041 | | 0 | | | | | 0 | |
| | | FNMA POOL AH6827 | | 4% 01 Mar 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AI2067 | | 3.5% 01 May 2026 | | 0 | | | | | 0 | |
| | | FNMA POOL AI4593 | | 4.5% 01 Jun 2041 | | 287,979 | | | | | 312,076 | |
| | | FNMA POOL AL0160 | | 1% 01 May 2041 | | 170,048 | | | | | 190,068 | |
| | | FNMA POOL AL3593 | | 1% 01 Nov 2042 | | 0 | | | | | 0 | |
| | | FNMA POOL AL5319 | | 1% 01 Dec 2043 | | 0 | | | | | 0 | |
| | | FNMA POOL AL6223 | | 1% 01 Aug 2044 | | 460,713 | | | | | 517,772 | |
| | | FNMA POOL AL8960 | | 1% 01 May 2046 | | 150,404 | | | | | 166,282 | |
| | | FNMA POOL AL9027 | | 1% 01 Sep 2046 | | 0 | | | | | 0 | |
| | | FNMA POOL AL9612 | | 1% 01 Nov 2043 | | 0 | | | | | 0 | |
| | | FNMA POOL AL9733 | | 1% 01 Jan 2044 | | 0 | | | | | 0 | |
| | | FNMA POOL AS0232 | | 4% 01 Aug 2043 | | 0 | | | | | 0 | |
| | | FNMA POOL AS3906 | | 4% 01 Nov 2044 | | 0 | | | | | 0 | |
| | | FNMA POOL AS4482 | | 3% 01 Mar 2035 | | 0 | | | | | 0 | |
| | | FNMA POOL AS5628 | | 3% 01 Aug 2030 | | 0 | | | | | 0 | |
| | | FNMA POOL AS6856 | | 4.5% 01 Mar 2046 | | 45,865 | | | | | 50,353 | |
| | | FNMA POOL AS7960 | | 4.5% 01 Sep 2046 | | 115,426 | | | | | 126,472 | |
| | | FNMA POOL AS8576 | | 4.5% 01 Dec 2046 | | 98,471 | | | | | 108,630 | |
| | | FNMA POOL AT2717 | | 2.5% 01 May 2043 | | 265,534 | | | | | 284,174 | |
| | | FNMA POOL AV5063 | | 3% 01 Feb 2029 | | 0 | | | | | 0 | |
| | | FNMA POOL AZ0497 | | 2.5% 01 Jun 2030 | | 0 | | | | | 0 | |
| | | FNMA POOL AZ2351 | | 2.5% 01 Jun 2030 | | 0 | | | | | 0 | |
| | | FNMA POOL AZ8503 | | 3% 01 Sep 2030 | | 0 | | | | | 0 | |
| | | FNMA POOL BA4745 | | 2.5% 01 Jan 2031 | | 0 | | | | | 0 | |
| | | FNMA POOL BC5745 | | 3% 01 Mar 2031 | | 0 | | | | | 0 | |
| | | FNMA POOL BD6126 | | 2.5% 01 Sep 2031 | | 0 | | | | | 0 | |
| | | FNMA POOL BD7160 | | 4% 01 Apr 2047 | | 2,210,487 | | | | | 2,407,389 | |
| | | FNMA POOL BE5646 | | 3% 01 Feb 2037 | | 0 | | | | | 0 | |
| | | FNMA POOL BH9216 | | 4% 01 Jan 2048 | | 435,772 | | | | | 478,543 | |
| | | FNMA POOL BJ5674 | | 3% 01 Jan 2033 | | 0 | | | | | 0 | |
| | | FNMA POOL BK2016 | | 4.5% 01 Apr 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL BK8893 | | 4% 01 Oct 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL BM4036 | | 1% 01 Jul 2047 | | 0 | | | | | 0 | |
| | | FNMA POOL BM4121 | | 1% 01 Jul 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL BM4963 | | 3% 01 May 2048 | | 1,967,493 | | | | | 2,075,589 | |
| | | FNMA POOL BM5166 | | 1% 01 Nov 2046 | | 3,229,921 | | | | | 3,522,951 | |
| | | FNMA POOL BM5587 | | 1% 01 Jun 2046 | | 1,258,264 | | | | | 1,385,665 | |
| | | FNMA POOL BO1846 | | 3.5% 01 Aug 2049 | | 2,670,272 | | | | | 2,930,548 | |
| | | FNMA POOL BO5346 | | 3% 01 Dec 2049 | | 0 | | | | | 0 | |
| | | FNMA POOL BO7875 | | 2.5% 01 May 2050 | | 2,537,830 | | | | | 2,677,579 | |
| | | FNMA POOL BQ1147 | | 2.5% 01 Oct 2050 | | 2,289,300 | | | | | 2,422,749 | |
| | | FNMA POOL BQ1614 | | 3% 01 Sep 2050 | | 1,383,137 | | | | | 1,476,334 | |
| | | FNMA POOL BQ5101 | | 3% 01 Oct 2050 | | 1,394,476 | | | | | 1,495,188 | |
| | | FNMA POOL CA4794 | | 3% 01 Dec 2049 | | 0 | | | | | 0 | |
| | | FNMA POOL CA5354 | | 3.5% 01 Mar 2050 | | 3,989,755 | | | | | 4,388,206 | |
| | | FNMA POOL CA7057 | | 3.5% 01 Sep 2050 | | 6,088,819 | | | | | 6,781,400 | |
| | | FNMA POOL CA7392 | | 3.5% 01 Oct 2050 | | 1,592,964 | | | | | 1,748,713 | |
| | | FNMA POOL FM3152 | | 1% 01 Feb 2045 | | 2,008,704 | | | | | 2,211,992 | |
| | | FNMA POOL FM4319 | | 1% 01 Sep 2050 | | 1,614,930 | | | | | 1,749,983 | |
| | | FNMA POOL MA1181 | | 3% 01 Sep 2022 | | 0 | | | | | 0 | |
| | | FNMA POOL MA1278 | | 2.5% 01 Dec 2022 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2120 | | 3% 01 Dec 2024 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2230 | | 3% 01 Apr 2035 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2830 | | 2.5% 01 Dec 2031 | | 0 | | | | | 0 | |
| | | FNMA POOL MA2931 | | 3% 01 Mar 2032 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3101 | | 4.5% 01 Aug 2047 | | 141,092 | | | | | 154,183 | |
| | | FNMA POOL MA3149 | | 4% 01 Oct 2047 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3278 | | 4.5% 01 Feb 2048 | | 96,746 | | | | | 105,179 | |
| | | FNMA POOL MA3384 | | 4% 01 Jun 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3441 | | 4% 01 Aug 2038 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3467 | | 4% 01 Sep 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3768 | | 3% 01 Sep 2034 | | 0 | | | | | 0 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | 11,450,000 | | | | | 11,894,135 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | 1,600,000 | | | | | 1,686,625 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 4.06% 15 Nov 2030 | | 2,000,000 | | | | | 2,356,922 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.087% 09 Jan 2023 | | 1,000,000 | | | | | 1,017,445 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.664% 08 Sep 2024 | | 2,225,000 | | | | | 2,283,406 | |
| | | FOX CORP | | 3.05% 07 Apr 2025 | | 475,000 | | | | | 518,324 | |
| | | FRANKLIN RESOURCES INC | | 1.6% 30 Oct 2030 | | 1,750,000 | | | | | 1,740,509 | |
| | | FREDDIE MAC | | 4% 15 Jun 2048 | | 2,217,341 | | | | | 2,533,919 | |
| | | FREDDIE MAC | | 0.375% 23 Sep 2025 | | 2,385,000 | | | | | 2,381,030 | |
| | | FREDDIE MAC | | 0.65% 27 Oct 2025 | | 3,500,000 | | | | | 3,500,129 | |
| | | FREDDIE MAC | | 0.85% 30 Dec 2027 | | 1,125,000 | | | | | 1,113,613 | |
| | | FREDDIE MAC | | 0.64% 24 Nov 2025 | | 3,600,000 | | | | | 3,611,195 | |
| | | FREDDIE MAC | | 0.625% 17 Dec 2025 | | 2,400,000 | | | | | 2,407,658 | |
| | | FREDDIE MAC | | 0.75% 23 Jun 2026 | | 2,400,000 | | | | | 2,400,044 | |
| | | FREDDIE MAC | | 1% 29 Jun 2028 | | 2,425,000 | | | | | 2,422,090 | |
| | | FREDDIE MAC | | 0.375% 21 Jul 2025 | | 415,000 | | | | | 415,219 | |
| | | FREDDIE MAC SCRT | | 4.5% 25 Jun 2057 | | 606,505 | | | | | 667,411 | |
| | | FREDDIE MAC SCRT | | 4% 25 Aug 2058 | | 1,747,375 | | | | | 1,933,404 | |
| | | FREDDIE MAC SCRT | | 3.5% 25 Aug 2058 | | 1,716,905 | | | | | 1,870,674 | |
| | | FREDDIE MAC SCRT | | 4% 25 Feb 2059 | | 1,030,336 | | | | | 1,141,112 | |
| | | FREDDIE MAC SCRT | | 3% 25 Nov 2059 | | 3,026,029 | | | | | 3,234,902 | |
| | | FREDDIE MAC SCRT | | 3% 25 May 2060 | | 1,269,695 | | | | | 1,359,448 | |
| | | FREDDIE MAC SCRT | | 2% 25 May 2060 | | 1,168,320 | | | | | 1,203,482 | |
| | | FREDDIE MAC SLST | | 3.5% 25 May 2029 | | 2,705,158 | | | | | 2,868,268 | |
| | | FREDDIE MAC SLST | | 2.75% 25 Nov 2029 | | 0 | | | | | 0 | |
| | | FRESENIUS MED CARE III | | 2.375% 16 Feb 2031 | | 2,715,000 | | | | | 2,759,397 | |
| | | GE CAPITAL FUNDING LLC | | 4.05% 15 May 2027 | | 2,900,000 | | | | | 3,317,583 | |
| | | GENERAL MOTORS FINL CO | | 5.2% 20 Mar 2023 | | 1,175,000 | | | | | 1,288,375 | |
| | | GENERAL MOTORS FINL CO | | 4.35% 09 Apr 2025 | | 1,275,000 | | | | | 1,423,395 | |
| | | GEORGIA PACIFIC LLC | | 0.95% 15 May 2026 | | 2,725,000 | | | | | 2,738,428 | |
| | | GNMA II POOL 005056 | | 5% 20 May 2041 | | 0 | | | | | 0 | |
| | | GNMA II POOL 005057 | | 5.5% 20 May 2041 | | 0 | | | | | 0 | |
| | | GNMA II POOL 785108 | | 3% 20 Aug 2050 | | 1,599,745 | | | | | 1,708,432 | |
| | | GNMA II POOL MA0154 | | 3.5% 20 Jun 2042 | | 505,290 | | | | | 549,523 | |
| | | GNMA II POOL MA0465 | | 5% 20 Oct 2042 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA1156 | | 3% 20 Jul 2043 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA1223 | | 3% 20 Aug 2043 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA1224 | | 3.5% 20 Aug 2043 | | 855,864 | | | | | 932,158 | |
| | | GNMA II POOL MA1285 | | 3.5% 20 Sep 2043 | | 58,098 | | | | | 63,413 | |
| | | GNMA II POOL MA1374 | | 3% 20 Oct 2043 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA1448 | | 3.5% 20 Nov 2043 | | 35,160 | | | | | 38,288 | |
| | | GNMA II POOL MA1762 | | 4.5% 20 Mar 2044 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA2225 | | 4.5% 20 Sep 2044 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA2678 | | 3.5% 20 Mar 2045 | | 90,997 | | | | | 98,237 | |
| | | GNMA II POOL MA2753 | | 3% 20 Apr 2045 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA2754 | | 3.5% 20 Apr 2045 | | 300,159 | | | | | 322,289 | |
| | | GNMA II POOL MA2960 | | 3% 20 Jul 2045 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA2961 | | 3.5% 20 Jul 2045 | | 193,570 | | | | | 208,402 | |
| | | GNMA II POOL MA3104 | | 3% 20 Sep 2045 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA3243 | | 3% 20 Nov 2045 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA3310 | | 3.5% 20 Dec 2045 | | 483,457 | | | | | 520,526 | |
| | | GNMA II POOL MA3453 | | 3% 20 Feb 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA3454 | | 3.5% 20 Feb 2046 | | 276,343 | | | | | 298,169 | |
| | | GNMA II POOL MA3736 | | 3.5% 20 Jun 2046 | | 157,512 | | | | | 171,378 | |
| | | GNMA II POOL MA3873 | | 3% 20 Aug 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA3936 | | 3% 20 Sep 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA3937 | | 3.5% 20 Sep 2046 | | 95,828 | | | | | 103,290 | |
| | | GNMA II POOL MA4003 | | 3% 20 Oct 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4004 | | 3.5% 20 Oct 2046 | | 362,939 | | | | | 391,378 | |
| | | GNMA II POOL MA4068 | | 3% 20 Nov 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4069 | | 3.5% 20 Nov 2046 | | 449,353 | | | | | 484,613 | |
| | | GNMA II POOL MA4126 | | 3% 20 Dec 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4128 | | 4% 20 Dec 2046 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4196 | | 3.5% 20 Jan 2047 | | 499,922 | | | | | 537,341 | |
| | | GNMA II POOL MA4197 | | 4% 20 Jan 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4263 | | 4% 20 Feb 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4451 | | 3.5% 20 May 2047 | | 747,282 | | | | | 801,223 | |
| | | GNMA II POOL MA4452 | | 4% 20 May 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4585 | | 3% 20 Jul 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4586 | | 3.5% 20 Jul 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4652 | | 3.5% 20 Aug 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4719 | | 3.5% 20 Sep 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4901 | | 4% 20 Dec 2047 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA4964 | | 4.5% 20 Jan 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5079 | | 4.5% 20 Mar 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5080 | | 5% 20 Mar 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5135 | | 3% 20 Apr 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5192 | | 4% 20 May 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5265 | | 4.5% 20 Jun 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5266 | | 5% 20 Jun 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5397 | | 3.5% 20 Aug 2048 | | 0 | | | | | 0 | |
| | | GNMA II POOL MA5399 | | 4.5% 20 Aug 2048 | | 0 | | | | | 0 | |
| | | GNMA II TBA 30 YR 2 | | 2% 21 Jan 2051 | | 2,300,000 | | | | | 2,405,207 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 21 Jan 2051 | | 4,050,000 | | | | | 4,287,305 | |
| | | GNMA POOL 487698 | | 4.5% 15 Mar 2039 | | 51,056 | | | | | 57,226 | |
| | | GNMA POOL 487825 | | 4.5% 15 Apr 2039 | | 54,926 | | | | | 61,539 | |
| | | GNMA POOL 615516 | | 4.5% 15 Sep 2033 | | 6,843 | | | | | 7,621 | |
| | | GNMA POOL 666405 | | 3% 15 Sep 2043 | | 0 | | | | | 0 | |
| | | GNMA POOL 677101 | | 5.5% 15 Jul 2038 | | 0 | | | | | 0 | |
| | | GNMA POOL 697974 | | 5% 15 Jun 2040 | | 0 | | | | | 0 | |
| | | GNMA POOL 719256 | | 4.5% 15 Jul 2040 | | 143,278 | | | | | 159,242 | |
| | | GNMA POOL 738538 | | 4% 15 Jul 2041 | | 370,698 | | | | | 401,079 | |
| | | GNMA POOL 748483 | | 4.5% 15 Aug 2040 | | 115,236 | | | | | 129,012 | |
| | | GNMA POOL 758027 | | 4.5% 15 Feb 2041 | | 5,001 | | | | | 5,527 | |
| | | GNMA POOL 782934 | | 5.5% 15 Feb 2040 | | 0 | | | | | 0 | |
| | | GNMA POOL AB3053 | | 3% 15 Nov 2042 | | 0 | | | | | 0 | |
| | | GNMA POOL AL5247 | | 3.5% 15 Jan 2045 | | 0 | | | | | 0 | |
| | | GNMA POOL AM2842 | | 3.5% 15 Apr 2045 | | 0 | | | | | 0 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 09 Dec 2026 | | 2,690,000 | | | | | 2,719,569 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Apr 2044 | | 2,625,361 | | | | | 2,824,030 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 25,945,911 | | | | | 25,945,911 | |
| | | GS MORTGAGE SECURITIES TRUST | | 2.905% 10 Nov 2049 | | 859,338 | | | | | 867,184 | |
| | | HEALTHPEAK PROPERTIES | | 3.875% 15 Aug 2024 | | 1,250,000 | | | | | 1,382,871 | |
| | | HIGHWOODS REALTY LP | | 3.875% 01 Mar 2027 | | 7,000 | | | | | 7,740 | |
| | | HILTON GRAND VACATIONS TRUST | | 3.54% 25 Feb 2032 | | 638,327 | | | | | 677,147 | |
| | | HILTON GRAND VACATIONS TRUST | | 2.66% 26 Dec 2028 | | 332,583 | | | | | 340,119 | |
| | | HOME DEPOT INC | | 2.5% 15 Apr 2027 | | 1,800,000 | | | | | 1,975,288 | |
| | | HOUSTON GALLERIA MALL TRUST | | 3.086% 05 Mar 2037 | | 2,000,000 | | | | | 2,055,284 | |
| | | HSBC BANK PLC | | 4.75% 19 Jan 2021 | | 500,000 | | | | | 500,852 | |
| | | HSBC HOLDINGS PLC | | 1% 22 Sep 2028 | | 450,000 | | | | | 460,677 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Jun 2029 | | 426,028 | | | | | 435,726 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Oct 2045 | | 0 | | | | | 0 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 May 2049 | | 119,777 | | | | | 120,052 | |
| * | | JPMORGAN CHASE + CO | | 1% 13 May 2031 | | 925,000 | | | | | 1,014,347 | |
| * | | JPMORGAN CHASE + CO | | 1% 19 Nov 2026 | | 3,865,000 | | | | | 3,908,675 | |
| | | LAUREL ROAD PRIME STUDENT LOAN | | 1.4% 25 Nov 2050 | | 2,134,000 | | | | | 2,143,935 | |
| | | LYB INT FINANCE III | | 1.25% 01 Oct 2025 | | 525,000 | | | | | 534,196 | |
| | | MASSMUTUAL GLOBAL FUNDIN | | 1.55% 09 Oct 2030 | | 450,000 | | | | | 449,781 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 13 Sep 2023 | | 825,000 | | | | | 829,532 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 25 May 2024 | | 2,310,000 | | | | | 2,314,015 | |
| | | MORGAN STANLEY | | 4.35% 08 Sep 2026 | | 1,252,000 | | | | | 1,476,093 | |
| | | MORGAN STANLEY | | 1% 13 Feb 2032 | | 775,000 | | | | | 780,541 | |
| | | MORGAN STANLEY | | 3.625% 20 Jan 2027 | | 2,300,000 | | | | | 2,633,996 | |
| | | MORGAN STANLEY | | 5.75% 25 Jan 2021 | | 775,000 | | | | | 777,313 | |
| | | MORGAN STANLEY BAML TRUST | | 2.505% 15 Nov 2049 | | 700,000 | | | | | 708,400 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 2.454% 15 Nov 2049 | | 1,000,000 | | | | | 1,010,733 | |
| | | MVW OWNER TRUST | | 2.89% 20 Nov 2036 | | 606,675 | | | | | 629,534 | |
| | | MVW OWNER TRUST | | 3.45% 21 Jan 2036 | | 671,166 | | | | | 697,523 | |
| | | MVW OWNER TRUST | | 2.52% 20 Dec 2032 | | 151,728 | | | | | 152,545 | |
| | | MVW OWNER TRUST | | 2.25% 22 Sep 2031 | | 71,673 | | | | | 71,820 | |
| | | MVW OWNER TRUST | | 2.25% 20 Dec 2033 | | 20,067 | | | | | 20,225 | |
| | | NATIONAL SECS CLEARING | | 0.75% 07 Dec 2025 | | 1,900,000 | | | | | 1,904,863 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 26 Jan 2060 | | 857,546 | | | | | 875,698 | |
| | | NEWMARKET CORP | | 4.1% 15 Dec 2022 | | 2,275,000 | | | | | 2,415,055 | |
| | | NEXTERA ENERGY CAPITAL | | 3.25% 01 Apr 2026 | | 1,250,000 | | | | | 1,399,771 | |
| | | NISSAN MOTOR CO | | 4.81% 17 Sep 2030 | | 1,650,000 | | | | | 1,857,927 | |
| | | NUCOR CORP | | 2% 01 Jun 2025 | | 12,000 | | | | | 12,708 | |
| | | NUTRIEN LTD | | 3.625% 15 Mar 2024 | | 575,000 | | | | | 623,677 | |
| | | NUTRITION + BIOSCIENCES | | 1.832% 15 Oct 2027 | | 900,000 | | | | | 927,598 | |
| | | ORANGE LAKE TIMESHARE TRUST | | 3.1% 08 Nov 2030 | | 209,056 | | | | | 214,419 | |
| | | OWENS CORNING | | 3.95% 15 Aug 2029 | | 775,000 | | | | | 893,794 | |
| | | PINNACLE WEST CAPITAL | | 1.3% 15 Jun 2025 | | 2,150,000 | | | | | 2,184,135 | |
| | | PROGRESS RESIDENTIAL TRUST | | 3.88% 17 Oct 2035 | | 1,247,860 | | | | | 1,274,576 | |
| | | PSMC 2019 2 TRUST | | 1% 25 Oct 2049 | | 462,283 | | | | | 475,212 | |
| | | PSMC TRUST | | 1% 25 Aug 2048 | | 1,225,952 | | | | | 1,241,917 | |
| | | PSMC TRUST | | 1% 25 Nov 2049 | | 432,923 | | | | | 445,319 | |
| | | RALPH LAUREN CORP | | 1.7% 15 Jun 2022 | | 550,000 | | | | | 560,005 | |
| | | RELIANCE STEEL + ALUM | | 4.5% 15 Apr 2023 | | 1,150,000 | | | | | 1,240,754 | |
| | | ROYAL BANK OF CANADA | | 2.55% 16 Jul 2024 | | 1,475,000 | | | | | 1,577,289 | |
| | | SANTANDER UK PLC | | 2.1% 13 Jan 2023 | | 1,525,000 | | | | | 1,575,758 | |
| | | SBA TOWER TRUST | | 2.836% 15 Jan 2050 | | 1,000,000 | | | | | 1,064,649 | |
| | | SCHLUMBERGER HLDGS CORP | | 3.75% 01 May 2024 | | 1,450,000 | | | | | 1,580,449 | |
| | | SEQUOIA MORTGAGE TRUST | | 1% 25 Feb 2050 | | 310,852 | | | | | 316,863 | |
| | | SEQUOIA MORTGAGE TRUST | | 1% 25 Mar 2050 | | 1,819,040 | | | | | 1,881,157 | |
| | | SEQUOIA MORTGAGE TRUST | | 1% 25 Apr 2050 | | 2,030,914 | | | | | 2,089,778 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 3.5% 20 Jun 2035 | | 223,717 | | | | | 232,195 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 3.2% 20 Jan 2036 | | 252,524 | | | | | 261,801 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 3.69% 20 Sep 2035 | | 137,343 | | | | | 143,415 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 2.91% 20 Mar 2034 | | 169,016 | | | | | 172,011 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 2.33% 20 Jul 2033 | | 97,195 | | | | | 97,398 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.6% 15 Sep 2054 | | 2,000,000 | | | | | 2,018,668 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.6% 15 Sep 2054 | | 1,700,000 | | | | | 1,718,254 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.29% 15 Jul 2053 | | 1,203,599 | | | | | 1,207,678 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 3.18% 15 Jun 2048 | | 53,238 | | | | | 53,324 | |
| | | SOCIETE GENERALE | | 1% 14 Dec 2026 | | 1,700,000 | | | | | 1,715,018 | |
| | | SOUTHERN CAL EDISON | | 1.2% 01 Feb 2026 | | 1,150,000 | | | | | 1,163,675 | |
| | | SPIRIT REALTY LP | | 3.2% 15 Feb 2031 | | 875,000 | | | | | 929,825 | |
| | | SUMITOMO MITSUI BANKING | | 3% 18 Jan 2023 | | 4,300,000 | | | | | 4,525,142 | |
| | | T MOBILE USA INC | | 2.05% 15 Feb 2028 | | 300,000 | | | | | 312,048 | |
| | | TENN VALLEY AUTHORITY | | 3.875% 15 Feb 2049 | | 4,000,000 | | | | | 4,017,111 | |
| | | TIAA BANK MORTGAGE LOAN TRUST | | 1% 25 Jul 2048 | | 204,177 | | | | | 208,788 | |
| | | TOYOTA MOTOR CREDIT CORP | | 1.8% 13 Feb 2025 | | 2,100,000 | | | | | 2,202,041 | |
| | | UBS GROUP AG | | 4.125% 24 Sep 2025 | | 575,000 | | | | | 658,408 | |
| | | UNITED MEXICAN STATES | | 3.75% 11 Jan 2028 | | 880,000 | | | | | 988,680 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | 2,300,000 | | | | | 3,594 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | (16,700,000 | ) | | | | 80,891 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | 7,800,000 | | | | | 8,531 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | 44,400,000 | | | | | 65,039 | |
| | | US DOLLAR | | | | 84,382 | | | | | 84,382 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | (100,000 | ) | | | | 1,469 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | 16,435,000 | | | | | 16,381,073 | |
| | | US TREASURY N/B | | 2.875% 15 Nov 2021 | | 13,400,000 | | | | | 13,718,250 | |
| | | US TREASURY N/B | | 1.75% 31 Jul 2021 | | 25,950,000 | | | | | 26,195,308 | |
| | | US TREASURY N/B | | 0.125% 15 Dec 2023 | | 1,100,000 | | | | | 1,098,711 | |
| | | US TREASURY N/B | | 0.625% 31 Dec 2027 | | 11,000,000 | | | | | 10,987,969 | |
| | | US TREASURY N/B | | 0.375% 31 Dec 2025 | | 4,825,000 | | | | | 4,828,770 | |
| | | US TREASURY N/B | | 0.125% 31 Dec 2022 | | 37,350,000 | | | | | 37,354,377 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | (2,700,000 | ) | | | | 2,883 | |
| | | VALERO ENERGY CORP | | 2.85% 15 Apr 2025 | | 1,750,000 | | | | | 1,863,823 | |
| | | VEREIT OPERATING PARTNER | | 3.95% 15 Aug 2027 | | 2,050,000 | | | | | 2,324,370 | |
| | | VOLKSWAGEN GROUP AMERICA | | 3.35% 13 May 2025 | | 2,425,000 | | | | | 2,665,936 | |
| | | VOLKSWAGEN GROUP AMERICA | | 1.25% 24 Nov 2025 | | 975,000 | | | | | 984,665 | |
| | | VULCAN MATERIALS CO | | 3.5% 01 Jun 2030 | | 475,000 | | | | | 545,591 | |
| | | WELK RESORTS LLC | | 2.82% 15 Jun 2033 | | 246,032 | | | | | 250,469 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.983% 15 Dec 2059 | | 1,486,752 | | | | | 1,505,538 | |
| | | WFLD MORTGAGE TRUST | | 1% 10 Aug 2031 | | 1,000,000 | | | | | 1,017,349 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5743 8 of 15 | | | | Total | | $ | 504,940,384 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | ABBVIE INC | | 3.2% 21 Nov 2029 | | 1,600,000 | | | | $ | 1,793,113 | |
| | | ADOBE INC | | 2.15% 01 Feb 2027 | | 1,495,000 | | | | | 1,604,233 | |
| | | AIR LEASE CORP | | 2.75% 15 Jan 2023 | | 835,000 | | | | | 863,118 | |
| | | AIR LEASE CORP | | 3.25% 01 Mar 2025 | | 725,000 | | | | | 776,252 | |
| | | ALLY FINANCIAL INC | | 8% 01 Nov 2031 | | 1,855,000 | | | | | 2,722,899 | |
| | | ALTRIA GROUP INC | | 2.85% 09 Aug 2022 | | 1,085,000 | | | | | 1,126,752 | |
| | | ALTRIA GROUP INC | | 4.8% 14 Feb 2029 | | 645,000 | | | | | 772,772 | |
| | | AMER AIRLINE 17 1 AA PTT | | 3.65% 15 Feb 2029 | | 1,313,569 | | | | | 1,324,030 | |
| | | AMER AIRLN 15 2 A PASS T | | 4% 22 Mar 2029 | | 692,439 | | | | | 643,278 | |
| | | AMERICAN HONDA FINANCE | | 1.2% 08 Jul 2025 | | 1,835,000 | | | | | 1,877,852 | |
| | | AMERICAN TOWER TRUSTE I | | 3.07% 15 Mar 2048 | | 1,250,000 | | | | | 1,274,526 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.75% 23 Jan 2029 | | 680,000 | | | | | 839,729 | |
| | | APPLE INC | | 1.65% 11 May 2030 | | 1,090,000 | | | | | 1,122,611 | |
| | | ARCELORMITTAL | | 3.6% 16 Jul 2024 | | 1,090,000 | | | | | 1,176,271 | |
| | | AT+T INC | | 4.45% 01 Apr 2024 | | 1,960,000 | | | | | 2,188,890 | |
| | | ATMOS ENERGY CORP | | 3% 15 Jun 2027 | | 1,515,000 | | | | | 1,676,398 | |
| | | AVIS BUDGET RENTAL CAR FUNDING | | 2.36% 20 Mar 2026 | | 1,260,000 | | | | | 1,313,663 | |
| | | AVOLON HOLDINGS FNDG LTD | | 2.875% 15 Feb 2025 | | 1,450,000 | | | | | 1,478,517 | |
| | | BANK | | 2.851% 17 Oct 2052 | | 1,580,000 | | | | | 1,749,146 | |
| | | BANK OF AMERICA CORP | | 1% 01 Oct 2025 | | 1,775,000 | | | | | 1,921,466 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2023 | | 1,613,000 | | | | | 1,697,699 | |
| | | BANK OF AMERICA CORP | | 1% 17 May 2022 | | 1,290,000 | | | | | 1,305,286 | |
| | | BANK OF AMERICA CORP | | 1% 23 Jul 2030 | | 1,260,000 | | | | | 1,412,069 | |
| | | BANK OF AMERICA CORP | | 1% 13 Feb 2031 | | 625,000 | | | | | 663,792 | |
| | | BANK OF MONTREAL | | 1.85% 01 May 2025 | | 835,000 | | | | | 876,605 | |
| | | BANK OF NOVA SCOTIA | | 1.3% 11 Jun 2025 | | 1,590,000 | | | | | 1,631,424 | |
| | | BARCLAYS PLC | | 1% 15 Feb 2023 | | 830,000 | | | | | 866,465 | |
| | | BENCHMARK MORTGAGE TRUST | | 2.858% 15 Aug 2052 | | 860,000 | | | | | 945,501 | |
| | | BENCHMARK MORTGAGE TRUST | | 1.691% 15 Sep 2053 | | 1,190,000 | | | | | 1,227,970 | |
| | | BERKSHIRE HATHAWAY ENERG | | 1.65% 15 May 2031 | | 1,480,000 | | | | | 1,479,791 | |
| | | BERRY GLOBAL INC | | 1.57% 15 Jan 2026 | | 1,425,000 | | | | | 1,437,896 | |
| | | BNP PARIBAS | | 1% 13 Jan 2031 | | 1,200,000 | | | | | 1,309,474 | |
| | | BOC AVIATION LTD | | 2.625% 17 Sep 2030 | | 1,335,000 | | | | | 1,346,107 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.2% 15 Jun 2026 | | 760,000 | | | | | 855,101 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.875% 15 Aug 2025 | | 1,050,000 | | | | | 1,197,831 | |
| | | BROADCOM INC | | 2.25% 15 Nov 2023 | | 1,040,000 | | | | | 1,086,160 | |
| | | BROADRIDGE FINANCIAL SOL | | 2.9% 01 Dec 2029 | | 1,355,000 | | | | | 1,484,240 | |
| | | BX TRUST 2019 OC11 | | 3.202% 09 Dec 2041 | | 755,000 | | | | | 826,752 | |
| | | BXP TRUST | | 3.379% 13 Jun 2039 | | 1,240,000 | | | | | 1,386,044 | |
| | | CAPITAL ONE MULTI ASSET EXECUT | | 2.06% 15 Aug 2028 | | 935,000 | | | | | 999,855 | |
| | | CARMAX AUTO OWNER TRUST | | 0.77% 16 Mar 2026 | | 1,470,000 | | | | | 1,482,299 | |
| | | CARRIER GLOBAL CORP | | 2.493% 15 Feb 2027 | | 1,400,000 | | | | | 1,510,654 | |
| | | CHASE MORTGAGE FINANCE CORPORA | | 1% 25 Jul 2049 | | 162,354 | | | | | 166,774 | |
| | | CHUBB INA HOLDINGS INC | | 2.875% 03 Nov 2022 | | 1,465,000 | | | | | 1,527,139 | |
| | | CITIBANK NA | | 3.4% 23 Jul 2021 | | 1,000,000 | | | | | 1,014,729 | |
| | | CITIGROUP INC | | 3.7% 12 Jan 2026 | | 3,000,000 | | | | | 3,409,074 | |
| | | CITIGROUP INC | | 1% 15 May 2024 | | 775,000 | | | | | 798,336 | |
| | | CITIGROUP INC | | 1% 30 Oct 2024 | | 1,700,000 | | | | | 1,711,028 | |
| | | CITIZENS BANK NA/RI | | 2.55% 13 May 2021 | | 835,000 | | | | | 840,156 | |
| | | CNA FINANCIAL CORP | | 4.5% 01 Mar 2026 | | 1,655,000 | | | | | 1,946,949 | |
| | | CNOOC FINANCE 2013 LTD | | 2.875% 30 Sep 2029 | | 840,000 | | | | | 873,978 | |
| | | COCA COLA CO/THE | | 3.375% 25 Mar 2027 | | 780,000 | | | | | 894,616 | |
| | | COCA COLA FEMSA SAB CV | | 2.75% 22 Jan 2030 | | 1,640,000 | | | | | 1,763,886 | |
| | | COCA COLA FEMSA SAB CV | | 1.85% 01 Sep 2032 | | 790,000 | | | | | 790,988 | |
| | | CODELCO INC | | 3% 30 Sep 2029 | | 1,125,000 | | | | | 1,215,996 | |
| | | COMCAST CORP | | 2.65% 01 Feb 2030 | | 1,630,000 | | | | | 1,783,192 | |
| | | COMCAST CORP | | 3.1% 01 Apr 2025 | | 815,000 | | | | | 896,753 | |
| | | COMM MORTGAGE TRUST | | 3.334% 10 Jun 2046 | | 822,775 | | | | | 867,340 | |
| | | COMM MORTGAGE TRUST | | 3.326% 10 Nov 2047 | | 2,820,000 | | | | | 3,008,073 | |
| | | COMMONWEALTH EDISON CO | | 2.95% 15 Aug 2027 | | 1,215,000 | | | | | 1,348,924 | |
| | | CONSTELLATION BRANDS INC | | 3.5% 09 May 2027 | | 735,000 | | | | | 829,194 | |
| | | CREDIT SUISSE GROUP AG | | 1% 11 Sep 2025 | | 475,000 | | | | | 499,830 | |
| | | CREDIT SUISSE NEW YORK | | 2.8% 08 Apr 2022 | | 1,085,000 | | | | | 1,120,101 | |
| | | CROWN CASTLE TOWERS LLC | | 3.72% 15 Jul 2043 | | 1,250,000 | | | | | 1,309,348 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.718% 15 Aug 2048 | | 845,000 | | | | | 940,247 | |
| | | CUMMINS INC | | 1.5% 01 Sep 2030 | | 1,650,000 | | | | | 1,658,364 | |
| | | CVS HEALTH CORP | | 1.75% 21 Aug 2030 | | 1,880,000 | | | | | 1,890,948 | |
| | | CYRUSONE LP/CYRUSONE FIN | | 2.9% 15 Nov 2024 | | 1,230,000 | | | | | 1,313,160 | |
| | | DELL INT LLC / EMC CORP | | 4% 15 Jul 2024 | | 900,000 | | | | | 992,364 | |
| | | DELL INT LLC / EMC CORP | | 6.2% 15 Jul 2030 | | 1,455,000 | | | | | 1,891,399 | |
| | | DELTA AIR LINES 2007 1 A | | 6.821% 10 Feb 2024 | | 553,438 | | | | | 566,921 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | 595,000 | | | | | 635,971 | |
| | | DIGITAL REALTY TRUST LP | | 3.7% 15 Aug 2027 | | 1,290,000 | | | | | 1,482,698 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.125% 31 Jul 2029 | | 855,000 | | | | | 947,764 | |
| | | EQUINIX INC | | 2.9% 18 Nov 2026 | | 1,650,000 | | | | | 1,804,552 | |
| | | EQUITABLE HOLDINGS INC | | 3.9% 20 Apr 2023 | | 300,000 | | | | | 322,765 | |
| | | ESTEE LAUDER CO INC | | 1.7% 10 May 2021 | | 1,405,000 | | | | | 1,410,267 | |
| | | EVERGY METRO | | 2.25% 01 Jun 2030 | | 1,650,000 | | | | | 1,748,120 | |
| | | EXPEDIA GROUP INC | | 3.6% 15 Dec 2023 | | 330,000 | | | | | 351,683 | |
| | | EXPEDIA GROUP INC | | 3.8% 15 Feb 2028 | | 1,535,000 | | | | | 1,648,794 | |
| | | FANNIE MAE | | 1.5% 25 Sep 2027 | | 0 | | | | | 0 | |
| | | FANNIE MAE | | 1.75% 25 Mar 2033 | | 1,304,691 | | | | | 1,351,773 | |
| | | FANNIE MAE | | 3% 25 Apr 2046 | | 948,041 | | | | | 982,034 | |
| | | FANNIE MAE | | 3% 25 Mar 2049 | | 956,617 | | | | | 1,021,006 | |
| | | FANNIE MAE | | 3.5% 25 Mar 2060 | | 1,680,359 | | | | | 1,852,276 | |
| | | FANNIE MAE | | 3.5% 25 Mar 2050 | | 927,935 | | | | | 972,478 | |
| | | FED HM LN PC POOL G08854 | | 5% 01 Dec 2048 | | 273,186 | | | | | 301,896 | |
| | | FED HM LN PC POOL G61680 | | 3% 01 Apr 2047 | | 1,056,813 | | | | | 1,110,621 | |
| | | FED HM LN PC POOL G61720 | | 3.5% 01 Jan 2044 | | 695,026 | | | | | 749,961 | |
| | | FED HM LN PC POOL G61722 | | 3.5% 01 Feb 2048 | | 1,144,403 | | | | | 1,213,938 | |
| | | FED HM LN PC POOL G61723 | | 3.5% 01 Jan 2043 | | 1,553,159 | | | | | 1,721,852 | |
| | | FED HM LN PC POOL G61724 | | 3.5% 01 Jan 2045 | | 632,395 | | | | | 698,065 | |
| | | FED HM LN PC POOL G61725 | | 3.5% 01 Mar 2046 | | 651,574 | | | | | 711,951 | |
| | | FED HM LN PC POOL G61726 | | 3.5% 01 Nov 2045 | | 584,064 | | | | | 634,722 | |
| | | FED HM LN PC POOL G61762 | | 4% 01 Mar 2045 | | 412,405 | | | | | 453,870 | |
| | | FED HM LN PC POOL G61763 | | 4% 01 Jul 2044 | | 426,084 | | | | | 466,865 | |
| | | FED HM LN PC POOL G61764 | | 4% 01 Dec 2046 | | 1,715,378 | | | | | 1,864,003 | |
| | | FED HM LN PC POOL G61766 | | 4% 01 Oct 2048 | | 509,886 | | | | | 558,451 | |
| | | FED HM LN PC POOL G61767 | | 4.5% 01 Aug 2044 | | 472,390 | | | | | 541,762 | |
| | | FED HM LN PC POOL G61768 | | 4.5% 01 Aug 2047 | | 438,386 | | | | | 496,161 | |
| | | FED HM LN PC POOL G61769 | | 4.5% 01 Dec 2044 | | 1,902,736 | | | | | 2,134,939 | |
| | | FED HM LN PC POOL G61770 | | 4.5% 01 Apr 2046 | | 206,049 | | | | | 231,197 | |
| | | FED HM LN PC POOL G61771 | | 4.5% 01 Jul 2045 | | 1,200,613 | | | | | 1,349,451 | |
| | | FED HM LN PC POOL G61772 | | 5% 01 Nov 2041 | | 619,564 | | | | | 719,442 | |
| | | FED HM LN PC POOL Q61349 | | 4% 01 Feb 2049 | | 442,004 | | | | | 474,536 | |
| | | FED HM LN PC POOL QA6355 | | 3.5% 01 Jan 2050 | | 1,273,604 | | | | | 1,344,231 | |
| | | FED HM LN PC POOL QB1974 | | 2% 01 Aug 2050 | | 1,514,776 | | | | | 1,573,676 | |
| | | FED HM LN PC POOL QB4314 | | 2% 01 Sep 2050 | | 1,599,660 | | | | | 1,666,373 | |
| | | FED HM LN PC POOL QB5146 | | 2% 01 Nov 2050 | | 349,241 | | | | | 362,821 | |
| | | FED HM LN PC POOL QB7147 | | 2.5% 01 Jan 2051 | | 695,000 | | | | | 735,552 | |
| | | FED HM LN PC POOL QN4288 | | 1.5% 01 Nov 2035 | | 965,030 | | | | | 991,153 | |
| | | FED HM LN PC POOL RA3049 | | 2% 01 Jul 2050 | | 1,190,830 | | | | | 1,237,134 | |
| | | FED HM LN PC POOL RA3266 | | 2% 01 Aug 2050 | | 1,137,009 | | | | | 1,190,418 | |
| | | FED HM LN PC POOL RA3328 | | 2% 01 Aug 2050 | | 873,340 | | | | | 907,299 | |
| | | FED HM LN PC POOL RB5036 | | 2.5% 01 Jan 2040 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL SB8048 | | 2% 01 Jun 2035 | | 0 | | | | | 0 | |
| | | FIRST HORIZON CORP | | 4% 26 May 2025 | | 1,020,000 | | | | | 1,139,529 | |
| | | FNMA POOL 555743 | | 1% 01 Sep 2033 | | 604,379 | | | | | 696,513 | |
| | | FNMA POOL AK0765 | | 4% 01 Mar 2042 | | 268,725 | | | | | 294,864 | |
| | | FNMA POOL AL9859 | | 1% 01 Mar 2047 | | 182,636 | | | | | 191,726 | |
| | | FNMA POOL AZ7336 | | 3.5% 01 Nov 2045 | | 1,949,797 | | | | | 2,109,373 | |
| | | FNMA POOL BF0189 | | 3% 01 Jun 2057 | | 1,114,467 | | | | | 1,210,605 | |
| | | FNMA POOL BF0209 | | 3.5% 01 Feb 2042 | | 949,271 | | | | | 1,032,365 | |
| | | FNMA POOL BM1258 | | 1% 01 Mar 2037 | | 368,992 | | | | | 409,390 | |
| | | FNMA POOL BM3322 | | 1% 01 Dec 2037 | | 655,766 | | | | | 706,795 | |
| | | FNMA POOL BM3818 | | 1% 01 May 2038 | | 1,100,824 | | | | | 1,179,457 | |
| | | FNMA POOL BM4329 | | 1% 01 Apr 2038 | | 947,414 | | | | | 1,022,662 | |
| | | FNMA POOL BM4331 | | 1% 01 Jul 2038 | | 621,250 | | | | | 675,905 | |
| | | FNMA POOL BM4416 | | 1% 01 Oct 2041 | | 722,921 | | | | | 839,131 | |
| | | FNMA POOL BM4480 | | 1% 01 May 2043 | | 934,652 | | | | | 1,016,244 | |
| | | FNMA POOL BM4481 | | 1% 01 Jul 2043 | | 1,024,890 | | | | | 1,130,955 | |
| | | FNMA POOL BM4482 | | 1% 01 Jan 2043 | | 614,785 | | | | | 673,940 | |
| | | FNMA POOL BM4492 | | 1% 01 Aug 2038 | | 399,679 | | | | | 434,606 | |
| | | FNMA POOL BM4551 | | 1% 01 Apr 2041 | | 1,722,694 | | | | | 1,973,975 | |
| | | FNMA POOL BM4599 | | 1% 01 Feb 2041 | | 1,518,250 | | | | | 1,716,131 | |
| | | FNMA POOL BM4600 | | 1% 01 Aug 2042 | | 7,932,543 | | | | | 8,898,087 | |
| | | FNMA POOL BM4608 | | 1% 01 Oct 2038 | | 532,775 | | | | | 584,244 | |
| | | FNMA POOL BM4622 | | 1% 01 Sep 2048 | | 1,998,682 | | | | | 2,161,750 | |
| | | FNMA POOL BM4699 | | 1% 01 Jan 2046 | | 307,975 | | | | | 338,463 | |
| | | FNMA POOL BM4748 | | 1% 01 Mar 2046 | | 988,334 | | | | | 1,070,295 | |
| | | FNMA POOL BM4798 | | 1% 01 Jul 2041 | | 1,355,456 | | | | | 1,587,030 | |
| | | FNMA POOL BM4803 | | 1% 01 Jan 2045 | | 1,026,967 | | | | | 1,096,790 | |
| | | FNMA POOL BM4806 | | 1% 01 Dec 2047 | | 676,678 | | | | | 710,174 | |
| | | FNMA POOL BM4818 | | 1% 01 Feb 2043 | | 491,010 | | | | | 544,188 | |
| | | FNMA POOL BM4819 | | 1% 01 Dec 2044 | | 462,924 | | | | | 505,677 | |
| | | FNMA POOL BM4820 | | 1% 01 Nov 2044 | | 601,723 | | | | | 653,720 | |
| | | FNMA POOL BM4853 | | 1% 01 Mar 2046 | | 159,854 | | | | | 175,691 | |
| | | FNMA POOL BM4854 | | 1% 01 Aug 2044 | | 490,310 | | | | | 549,992 | |
| | | FNMA POOL BM4910 | | 1% 01 Dec 2043 | | 456,251 | | | | | 511,391 | |
| | | FNMA POOL BM4911 | | 1% 01 Sep 2041 | | 187,017 | | | | | 217,121 | |
| | | FNMA POOL BM4912 | | 1% 01 Jul 2039 | | 162,986 | | | | | 195,768 | |
| | | FNMA POOL BN5890 | | 4% 01 Feb 2049 | | 456,452 | | | | | 491,623 | |
| | | FNMA POOL BP5843 | | 2.5% 01 May 2050 | | 1,944,551 | | | | | 2,051,630 | |
| | | FNMA POOL BQ2631 | | 2% 01 Oct 2050 | | 986,312 | | | | | 1,026,417 | |
| | | FNMA POOL CA5424 | | 3% 01 Mar 2050 | | 1,135,498 | | | | | 1,191,880 | |
| | | FNMA POOL CA6839 | | 2.5% 01 Aug 2035 | | 5,135,024 | | | | | 5,356,050 | |
| | | FNMA POOL FM3126 | | 1% 01 Apr 2050 | | 1,379,294 | | | | | 1,448,526 | |
| | | FNMA POOL FM3747 | | 1% 01 Aug 2050 | | 687,949 | | | | | 727,751 | |
| | | FNMA POOL FM3963 | | 1% 01 Aug 2050 | | 1,880,368 | | | | | 1,990,511 | |
| | | FNMA POOL FM4523 | | 1% 01 Oct 2050 | | 229,065 | | | | | 238,968 | |
| | | FNMA POOL FM4959 | | 1% 01 Dec 2050 | | 354,472 | | | | | 368,256 | |
| | | FNMA POOL FM4966 | | 1% 01 Dec 2050 | | 1,083,383 | | | | | 1,147,198 | |
| | | FNMA POOL MA4019 | | 2.5% 01 May 2050 | | 1,582,769 | | | | | 1,669,926 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | 9,250,000 | | | | | 9,608,799 | |
| | | FORD CREDIT AUTO OWNER TRUST/F | | 2.04% 15 Aug 2031 | | 860,000 | | | | | 906,600 | |
| | | FORD CREDIT AUTO OWNER TRUST/F | | 1.06% 15 Apr 2033 | | 1,225,000 | | | | | 1,236,746 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.84% 15 Mar 2024 | | 1,555,000 | | | | | 1,602,349 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 4.06% 15 Nov 2030 | | 375,000 | | | | | 441,923 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.48% 15 Sep 2024 | | 1,885,000 | | | | | 1,953,896 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.44% 15 Sep 2026 | | 535,000 | | | | | 571,493 | |
| | | FREDDIE MAC | | 3% 15 Jun 2045 | | 670,000 | | | | | 694,336 | |
| | | FREDDIE MAC | | 3.5% 15 Nov 2048 | | 1,275,458 | | | | | 1,344,681 | |
| | | FREDDIE MAC | | 3.5% 15 Sep 2048 | | 542,502 | | | | | 567,610 | |
| | | FREDDIE MAC | | 3% 25 Apr 2049 | | 954,732 | | | | | 979,518 | |
| | | FREDDIE MAC | | 3% 25 Oct 2049 | | 2,565,000 | | | | | 2,727,546 | |
| | | FREDDIE MAC | | 4% 25 Jan 2050 | | 2,178,104 | | | | | 2,318,386 | |
| | | FREDDIE MAC | | 2% 25 Sep 2047 | | 1,165,000 | | | | | 1,205,546 | |
| | | FREDDIE MAC SLST | | 3.5% 25 May 2029 | | 785,316 | | | | | 832,667 | |
| | | FREMF MORTGAGE TRUST | | 1% 25 Aug 2046 | | 1,350,000 | | | | | 1,432,636 | |
| | | FREMF MORTGAGE TRUST | | 1% 25 Dec 2046 | | 736,000 | | | | | 793,509 | |
| | | FREMF MORTGAGE TRUST | | 1% 25 Jul 2022 | | 605,000 | | | | | 625,198 | |
| | | FRESB MULTIFAMILY MORTGAGE PAS | | 1% 25 Jan 2029 | | 0 | | | | | 0 | |
| | | GB TRUST 2020 FLIX | | 1% 15 Aug 2037 | | 1,440,000 | | | | | 1,441,959 | |
| | | GENERAL ELECTRIC CO | | 3.45% 01 May 2027 | | 1,365,000 | | | | | 1,543,877 | |
| | | GENERAL MOTORS | | 2.9% 15 Apr 2026 | | 1,480,000 | | | | | 1,595,108 | |
| | | GENERAL MOTORS CO | | 5.4% 02 Oct 2023 | | 615,000 | | | | | 688,640 | |
| | | GENERAL MOTORS FINL CO | | 3.7% 09 May 2023 | | 1,980,000 | | | | | 2,098,632 | |
| | | GENERAL MOTORS FINL CO | | 5.2% 20 Mar 2023 | | 455,000 | | | | | 498,903 | |
| | | GOLDMAN SACHS GROUP INC | | 5.25% 27 Jul 2021 | | 1,845,000 | | | | | 1,896,808 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 15 May 2026 | | 1,290,000 | | | | | 1,315,251 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Apr 2049 | | 0 | | | | | 0 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Jun 2049 | | 0 | | | | | 0 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 17,105,037 | | | | | 17,105,037 | |
| | | GREAT AMERICA LEASING RECEIVAB | | 1.85% 16 Feb 2026 | | 2,055,000 | | | | | 2,125,937 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 15 Jun 2038 | | 1,490,000 | | | | | 1,478,785 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.16% 10 Jul 2052 | | 1,072,000 | | | | | 1,212,776 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3% 01 Sep 2052 | | 630,000 | | | | | 703,508 | |
| | | HASBRO INC | | 3.5% 15 Sep 2027 | | 680,000 | | | | | 740,962 | |
| | | HAWAII HOTEL TRUST 2019 MAUI | | 1% 15 May 2038 | | 640,000 | | | | | 634,382 | |
| | | HEALTH CARE SERVICE CORP | | 2.2% 01 Jun 2030 | | 1,965,000 | | | | | 2,055,643 | |
| | | HILTON GRAND VACATIONS TRUST | | 2.34% 25 Jul 2033 | | 962,838 | | | | | 996,817 | |
| | | HOME DEPOT INC | | 2.7% 15 Apr 2030 | | 940,000 | | | | | 1,049,145 | |
| | | HORMEL FOODS CORP | | 1.8% 11 Jun 2030 | | 1,670,000 | | | | | 1,727,183 | |
| | | HOST HOTELS + RESORTS LP | | 3.375% 15 Dec 2029 | | 880,000 | | | | | 905,112 | |
| | | HSBC HOLDINGS PLC | | 1% 22 May 2030 | | 640,000 | | | | | 739,040 | |
| | | HUDSON YARDS | | 3.228% 10 Jul 2039 | | 775,000 | | | | | 876,465 | |
| | | HUNTINGTON BANCSHARES | | 3.15% 14 Mar 2021 | | 1,211,000 | | | | | 1,214,736 | |
| | | HUNTSMAN INTERNATIONAL L | | 4.5% 01 May 2029 | | 758,000 | | | | | 873,342 | |
| | | INFOR INC | | 1.75% 15 Jul 2025 | | 745,000 | | | | | 773,861 | |
| | | INTEL CORP | | 3.75% 25 Mar 2027 | | 640,000 | | | | | 741,612 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 4.166% 15 Dec 2046 | | 1,190,000 | | | | | 1,292,379 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 4.128% 05 Jul 2031 | | 800,000 | | | | | 855,160 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 May 2049 | | 202,423 | | | | | 208,748 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Jun 2049 | | 35,214 | | | | | 35,192 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 2.912% 15 Oct 2048 | | 1,089,115 | | | | | 1,149,458 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Feb 2028 | | 1,560,000 | | | | | 1,793,013 | |
| * | | JPMORGAN CHASE + CO | | 1% 13 May 2031 | | 625,000 | | | | | 685,369 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Jun 2024 | | 1,425,000 | | | | | 1,463,040 | |
| | | JPMORGAN CHASE BANK, NA CACL | | 0.991% 25 Jan 2028 | | 717,083 | | | | | 719,047 | |
| | | KINDER MORGAN INC | | 2% 15 Feb 2031 | | 880,000 | | | | | 884,696 | |
| | | LLOYDS BANKING GROUP PLC | | 4.05% 16 Aug 2023 | | 1,265,000 | | | | | 1,382,364 | |
| | | MANHATTAN WEST | | 2.13% 10 Sep 2039 | | 1,415,000 | | | | | 1,485,380 | |
| | | MARATHON PETROLEUM CORP | | 5.125% 15 Dec 2026 | | 1,235,000 | | | | | 1,472,093 | |
| | | MARATHON PETROLEUM CORP | | 4.7% 01 May 2025 | | 875,000 | | | | | 1,002,361 | |
| | | MARRIOTT INTERNATIONAL | | 2.3% 15 Jan 2022 | | 1,345,000 | | | | | 1,362,701 | |
| | | MARRIOTT INTERNATIONAL | | 3.125% 15 Jun 2026 | | 940,000 | | | | | 1,002,941 | |
| | | MASSMUTUAL GLOBAL FUNDIN | | 2.35% 14 Jan 2027 | | 1,130,000 | | | | | 1,204,706 | |
| | | MERCK + CO INC | | 0.75% 24 Feb 2026 | | 1,655,000 | | | | | 1,673,690 | |
| | | MILEAGE PLUS HLDINGS LLC | | 6.5% 20 Jun 2027 | | 1,035,000 | | | | | 1,112,625 | |
| | | MMAF EQUIPMENT FINANCE LLC | | 0.97% 09 Apr 2027 | | 715,000 | | | | | 721,939 | |
| | | MONDELEZ INTL HLDINGS NE | | 2.125% 19 Sep 2022 | | 1,160,000 | | | | | 1,193,231 | |
| | | MORGAN STANLEY | | 3.125% 27 Jul 2026 | | 2,425,000 | | | | | 2,710,584 | |
| | | MORGAN STANLEY BAML TRUST | | 3.451% 15 Jul 2050 | | 607,960 | | | | | 661,927 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.809% 15 Dec 2048 | | 985,000 | | | | | 1,101,916 | |
| | | MPLX LP | | 4.25% 01 Dec 2027 | | 390,000 | | | | | 457,927 | |
| | | MPLX LP | | 1.75% 01 Mar 2026 | | 1,240,000 | | | | | 1,283,283 | |
| | | MPLX LP | | 4.125% 01 Mar 2027 | | 1,215,000 | | | | | 1,401,302 | |
| | | MVW OWNER TRUST | | 2.22% 20 Oct 2038 | | 1,036,383 | | | | | 1,066,041 | |
| | | NATIONWIDE BLDG SOCIETY | | 1% 28 Aug 2025 | | 1,900,000 | | | | | 1,900,950 | |
| | | NATWEST GROUP PLC | | 1% 22 May 2024 | | 2,295,000 | | | | | 2,388,040 | |
| | | NEW RESIDENTIAL AP ADVANCE REC | | 1.034% 16 Dec 2052 | | 940,000 | | | | | 939,955 | |
| | | NORDEA BANK ABP | | 0.75% 28 Aug 2025 | | 2,370,000 | | | | | 2,368,262 | |
| | | NSTAR ELECTRIC CO | | 3.2% 15 May 2027 | | 895,000 | | | | | 1,009,075 | |
| | | NUTRITION + BIOSCIENCES | | 1.832% 15 Oct 2027 | | 1,260,000 | | | | | 1,298,637 | |
| | | NXP BV/NXP FDG/NXP USA | | 2.7% 01 May 2025 | | 760,000 | | | | | 817,988 | |
| | | ONE BRYANT PARK TRUST | | 2.516% 15 Sep 2054 | | 1,410,000 | | | | | 1,507,444 | |
| | | PACIFICORP | | 2.7% 15 Sep 2030 | | 1,655,000 | | | | | 1,818,890 | |
| | | PANASONIC CORP | | 2.679% 19 Jul 2024 | | 1,505,000 | | | | | 1,607,189 | |
| | | PEPSICO INC | | 2% 15 Apr 2021 | | 2,125,000 | | | | | 2,132,662 | |
| | | PFS FINANCING CORP. | | 0.97% 15 Feb 2026 | | 915,000 | | | | | 919,805 | |
| | | PNC BANK NA | | 4.05% 26 Jul 2028 | | 165,000 | | | | | 195,516 | |
| | | PNC FINANCIAL SERVICES | | 2.55% 22 Jan 2030 | | 1,050,000 | | | | | 1,150,342 | |
| | | PRIVATE EXPORT FUNDING | | 2.05% 15 Nov 2022 | | 4,710,000 | | | | | 4,866,881 | |
| | | PROCTER + GAMBLE CO/THE | | 0.55% 29 Oct 2025 | | 2,070,000 | | | | | 2,088,316 | |
| | | PUBLIC SERVICE ELECTRIC | | 1.9% 15 Mar 2021 | | 2,210,000 | | | | | 2,213,869 | |
| | | RELIANCE STAND LIFE II | | 2.5% 30 Oct 2024 | | 1,730,000 | | | | | 1,794,345 | |
| | | SAN DIEGO G + E | | 2.5% 15 May 2026 | | 2,310,000 | | | | | 2,505,552 | |
| | | SANTANDER HOLDINGS USA | | 3.7% 28 Mar 2022 | | 2,030,000 | | | | | 2,096,319 | |
| | | SANTANDER REVOLVING AUTO LOAN | | 2.51% 26 Jan 2032 | | 585,000 | | | | | 621,907 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 1.33% 20 Jul 2037 | | 675,242 | | | | | 678,395 | |
| | | SIERRA RECEIVABLES FUNDING CO | | 2.34% 20 Aug 2036 | | 506,663 | | | | | 518,584 | |
| | | SMITHFIELD FOODS INC | | 5.2% 01 Apr 2029 | | 830,000 | | | | | 988,179 | |
| | | SYSCO CORPORATION | | 3.75% 01 Oct 2025 | | 560,000 | | | | | 628,711 | |
| | | SYSCO CORPORATION | | 3.3% 15 Jul 2026 | | 860,000 | | | | | 956,531 | |
| | | T MOBILE USA INC | | 3.75% 15 Apr 2027 | | 1,610,000 | | | | | 1,833,468 | |
| | | TOYOTA AUTO LOAN EXTENDED NOTE | | 2.56% 25 Nov 2031 | | 565,000 | | | | | 603,368 | |
| | | TOYOTA MOTOR CORP | | 3.183% 20 Jul 2021 | | 1,350,000 | | | | | 1,371,294 | |
| | | TREASURY BILL | | 0.01% 21 Jan 2021 | | 9,000,000 | | | | | 8,999,610 | |
| | | TREASURY BILL | | 0.01% 18 Feb 2021 | | 14,340,000 | | | | | 14,338,815 | |
| | | TRUIST BANK | | 1% 17 Sep 2029 | | 1,020,000 | | | | | 1,079,302 | |
| | | TRUIST FINANCIAL CORP | | 3.05% 20 Jun 2022 | | 1,545,000 | | | | | 1,603,559 | |
| | | TSY INFL IX N/B | | 0.125% 15 Jan 2030 | | 5,758,565 | | | | | 6,423,349 | |
| | | TSY INFL IX N/B | | 0.875% 15 Jan 2029 | | 6,749,335 | | | | | 7,931,172 | |
| | | TSY INFL IX N/B | | 0.75% 15 Jul 2028 | | 2,245,798 | | | | | 2,611,705 | |
| | | UBS GROUP AG | | 1% 30 Jan 2027 | | 1,465,000 | | | | | 1,481,402 | |
| | | UNITED AIR 2020 1 A PTT | | 5.875% 15 Apr 2029 | | 730,000 | | | | | 788,555 | |
| | | UNITED MEXICAN STATES | | 2.659% 24 May 2031 | | 2,153,000 | | | | | 2,204,672 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | 11,700,000 | | | | | 14,913 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | (12,700,000 | ) | | | | 14,020 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | 27,800,000 | | | | | 27,148 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | (5,600,000 | ) | | | | (16,108 | ) |
| | | US DOLLAR | | | | 138,441 | | | | | 138,441 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | 9,625,000 | | | | | 9,549,805 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | 3,595,000 | | | | | 3,583,204 | |
| | | US TREASURY N/B | | 0.125% 15 Oct 2023 | | 850,000 | | | | | 849,402 | |
| | | US TREASURY N/B | | 0.125% 31 Oct 2022 | | 33,185,000 | | | | | 33,190,185 | |
| | | US TREASURY N/B | | 0.25% 31 Oct 2025 | | 21,985,000 | | | | | 21,890,533 | |
| | | VALE OVERSEAS LIMITED | | 6.25% 10 Aug 2026 | | 1,160,000 | | | | | 1,438,400 | |
| | | VALERO ENERGY CORP | | 3.4% 15 Sep 2026 | | 935,000 | | | | | 1,025,179 | |
| | | VALERO ENERGY CORP | | 2.7% 15 Apr 2023 | | 2,220,000 | | | | | 2,316,820 | |
| | | VEREIT OPERATING PARTNER | | 2.2% 15 Jun 2028 | | 795,000 | | | | | 812,913 | |
| | | VERIZON COMMUNICATIONS | | 1% 15 May 2025 | | 1,455,000 | | | | | 1,494,068 | |
| | | VERIZON OWNER TRUST | | 0.41% 21 Apr 2025 | | 2,385,000 | | | | | 2,389,402 | |
| | | VOLKSWAGEN GROUP AMERICA | | 0.875% 22 Nov 2023 | | 560,000 | | | | | 563,155 | |
| | | VOLKSWAGEN GROUP AMERICA | | 1.25% 24 Nov 2025 | | 630,000 | | | | | 636,245 | |
| * | | VOYA FINANCIAL INC | | 3.65% 15 Jun 2026 | | 1,135,000 | | | | | 1,298,129 | |
| | | WALT DISNEY COMPANY/THE | | 1.75% 13 Jan 2026 | | 1,670,000 | | | | | 1,750,632 | |
| | | WALT DISNEY COMPANY/THE | | 2% 01 Sep 2029 | | 820,000 | | | | | 857,030 | |
| | | WASTE CONNECTIONS INC | | 4.25% 01 Dec 2028 | | 835,000 | | | | | 994,185 | |
| | | WEIBO CORP | | 3.5% 05 Jul 2024 | | 635,000 | | | | | 663,194 | |
| | | WEIBO CORP | | 3.375% 08 Jul 2030 | | 915,000 | | | | | 934,521 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 15 Jun 2036 | | 1,215,000 | | | | | 1,344,578 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 17 Aug 2036 | | 1,510,000 | | | | | 1,650,567 | |
| | | WESTERN MIDSTREAM OPERAT | | 4.5% 01 Mar 2028 | | 610,000 | | | | | 632,265 | |
| | | WESTERN MIDSTREAM OPERAT | | 5.3% 01 Feb 2030 | | 615,000 | | | | | 688,683 | |
| | | WILLIS NORTH AMERICA INC | | 2.95% 15 Sep 2029 | | 855,000 | | | | | 935,471 | |
| | | WORLD FINANCIAL NETWORK CREDIT | | 2.49% 15 Apr 2026 | | 775,000 | | | | | 798,676 | |
| | | WORLD FINANCIAL NETWORK CREDIT | | 2.21% 15 Jul 2026 | | 2,460,000 | | | | | 2,536,033 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 3.44% 16 Dec 2024 | | 2,200,000 | | | | | 2,314,404 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5744 9 of 15 | | | | Total | | $ | 488,940,914 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | ABBVIE INC | | 3.2% 06 Nov 2022 | | 2,000,000 | | | | $ | 2,093,950 | |
| | | ABBVIE INC | | 5% 15 Dec 2021 | | 600,000 | | | | | 619,415 | |
| | | AIA GROUP LTD | | 1% 20 Sep 2021 | | 2,200,000 | | | | | 2,198,064 | |
| | | AMERICAN ELECTRIC POWER | | 0.75% 01 Nov 2023 | | 900,000 | | | | | 902,019 | |
| | | AMERICAN ELECTRIC POWER | | 1% 01 Nov 2023 | | 1,000,000 | | | | | 1,001,482 | |
| | | AVIATION CAPITAL GROUP | | 6.75% 06 Apr 2021 | | 3,308,000 | | | | | 3,352,284 | |
| | | BANK | | 2.808% 17 Oct 2052 | | 2,100,000 | | | | | 2,324,008 | |
| | | BANK OF AMERICA CORP | | 3.3% 11 Jan 2023 | | 6,625,000 | | | | | 7,023,891 | |
| | | BARCLAYS PLC | | 1% 15 Feb 2023 | | 2,100,000 | | | | | 2,115,019 | |
| | | BARCLAYS PLC | | 1% 07 May 2026 | | 1,300,000 | | | | | 1,396,123 | |
| | | BAT CAPITAL CORP | | 3.222% 15 Aug 2024 | | 400,000 | | | | | 433,049 | |
| | | BAY AREA CA TOLL AUTH TOLL BRI | | 2.574% 01 Apr 2031 | | 2,300,000 | | | | | 2,480,366 | |
| | | BNP PARIBAS | | 1% 10 Jan 2025 | | 2,500,000 | | | | | 2,778,574 | |
| | | BP CAPITAL MARKETS PLC | | 2.5% 06 Nov 2022 | | 1,500,000 | | | | | 1,558,725 | |
| | | BPCE SA | | 4% 15 Apr 2024 | | 2,400,000 | | | | | 2,657,332 | |
| | | BRAZILIAN REAL | | FOREIGN CURRENCY | | 0 | | | | | 0 | |
| | | BWU012TO9 IRS USD R V 03MLIBOR | | 1% 16 Dec 2030 | | 7,400,000 | | | | | (54,418 | ) |
| | | CALIFORNIA ST | | 6.65% 01 Mar 2022 | | 1,650,000 | | | | | 1,718,030 | |
| | | CALIFORNIA ST EARTHQUAKE AUTH | | 1.127% 01 Jan 2021 | | 900,000 | | | | | 900,000 | |
| | | CALIFORNIA ST EARTHQUAKE AUTH | | 1.227% 01 Jul 2021 | | 1,000,000 | | | | | 1,000,670 | |
| | | CALIFORNIA ST UNIV REVENUE | | 1.74% 01 Nov 2030 | | 1,700,000 | | | | | 1,711,441 | |
| | | CANADIAN IMPERIAL BANK | | 1% 17 Mar 2023 | | 2,500,000 | | | | | 2,523,624 | |
| | | CANTOR COMMERCIAL REAL ESTATE | | 2.816% 15 Nov 2052 | | 2,200,000 | | | | | 2,435,676 | |
| | | CATHEDRAL LAKE LTD | | 1.929% 20 Oct 2030 | | 3,000,000 | | | | | 3,011,250 | |
| | | CCCSNTUS5 FWBC USD | | FORWARDS CS CASH COLLATERAL | | (260,000 | ) | | | | (260,000 | ) |
| | | CCWFSCUS3 WELLS FARGO CCPC COC | | CCWFSCUS3 WELLS FARGO CCPC COC | | 355,000 | | | | | 355,000 | |
| | | CCWFSXUS7 BMO HARRIS MGCC COC | | CCWFSXUS7 BMO HARRIS MGCC COC | | 407,000 | | | | | 407,000 | |
| | | CENTRL TX REGL MOBILITY AUTH R | | 1.445% 01 Jan 2025 | | 600,000 | | | | | 606,516 | |
| | | CENTRL TX REGL MOBILITY AUTH R | | 1.837% 01 Jan 2027 | | 1,250,000 | | | | | 1,274,450 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 2.984% 10 Apr 2048 | | 1,712,122 | | | | | 1,783,748 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.268% 15 Sep 2050 | | 2,500,000 | | | | | 2,737,994 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.962% 10 Mar 2051 | | 1,800,000 | | | | | 2,052,126 | |
| | | CITIGROUP INC | | 1% 08 Apr 2026 | | 1,300,000 | | | | | 1,420,331 | |
| | | CLNC 2019 FL1, LTD | | 1% 20 Aug 2035 | | 3,300,000 | | | | | 3,276,243 | |
| | | CNOOC FINANCE 2012 LTD | | 3.875% 02 May 2022 | | 4,500,000 | | | | | 4,661,816 | |
| | | COMM MORTGAGE TRUST | | 3.644% 10 Dec 2047 | | 2,000,000 | | | | | 2,204,155 | |
| | | COMM MORTGAGE TRUST | | 3.257% 10 May 2048 | | 1,304,827 | | | | | 1,375,272 | |
| | | COMM MORTGAGE TRUST | | 3.142% 10 Feb 2048 | | 895,917 | | | | | 931,039 | |
| | | COMM MORTGAGE TRUST | | 3.04% 10 Feb 2048 | | 1,379,655 | | | | | 1,447,272 | |
| | | COMM MORTGAGE TRUST | | 3.421% 10 Jul 2048 | | 360,212 | | | | | 381,353 | |
| | | COMM MORTGAGE TRUST | | 2.873% 15 Aug 2057 | | 2,200,000 | | | | | 2,431,755 | |
| | | CONSTELLATION BRANDS INC | | 2.65% 07 Nov 2022 | | 1,300,000 | | | | | 1,350,961 | |
| | | COOPERATIEVE RABOBANK UA | | 3.875% 26 Sep 2023 | | 6,000,000 | | | | | 6,544,806 | |
| | | CRED SUIS GP FUN LTD | | 3.8% 15 Sep 2022 | | 3,600,000 | | | | | 3,802,284 | |
| | | CREDIT SUISSE GROUP AG | | 3.8% 09 Jun 2023 | | 1,900,000 | | | | | 2,046,282 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.616% 15 Nov 2048 | | 2,757,021 | | | | | 2,941,505 | |
| | | CVS HEALTH CORP | | 3.5% 20 Jul 2022 | | 1,800,000 | | | | | 1,878,964 | |
| | | CVS HEALTH CORP | | 3.625% 01 Apr 2027 | | 850,000 | | | | | 967,279 | |
| | | DALLAS TX AREA RAPID TRANSIT S | | 1.347% 01 Dec 2027 | | 1,500,000 | | | | | 1,518,090 | |
| | | DANISH KRONE | | FOREIGN CURRENCY | | 3,268 | | | | | 537 | |
| | | DEUTSCHE BANK NY | | 4.25% 14 Oct 2021 | | 2,100,000 | | | | | 2,153,397 | |
| | | DUKE ENERGY CORP | | 2.4% 15 Aug 2022 | | 3,000,000 | | | | | 3,090,418 | |
| | | EASTERN ENERGY GAS | | 1% 15 Jun 2021 | | 1,500,000 | | | | | 1,503,435 | |
| | | ECMC GROUP STUDENT LOAN TRUST | | 1% 25 Jul 2069 | | 2,532,148 | | | | | 2,536,891 | |
| | | ENBRIDGE INC | | 2.9% 15 Jul 2022 | | 500,000 | | | | | 518,472 | |
| | | ENTERGY LOUISIANA LLC | | 0.62% 17 Nov 2023 | | 2,200,000 | | | | | 2,207,310 | |
| | | EUROPEAN INVESTMENT BANK | | 2% 15 Mar 2021 | | 3,400,000 | | | | | 3,412,521 | |
| | | FANNIE MAE | | 5.5% 25 Aug 2035 | | 880,028 | | | | | 998,054 | |
| | | FANNIE MAE | | 0.75% 25 Nov 2050 | | 1,584,226 | | | | | 1,577,149 | |
| | | FANNIE MAE | | 0.25% 10 Jul 2023 | | 5,400,000 | | | | | 5,412,895 | |
| | | FANNIE MAE | | 2.375% 19 Jan 2023 | | 2,900,000 | | | | | 3,032,823 | |
| | | FANNIEMAE ACES | | 2.944% 25 Jul 2039 | | 699,403 | | | | | 726,993 | |
| | | FED HM LN PC POOL A43389 | | 5.5% 01 Feb 2036 | | 3,922 | | | | | 4,382 | |
| | | FED HM LN PC POOL G01818 | | 5% 01 May 2035 | | 63,561 | | | | | 72,662 | |
| | | FED HM LN PC POOL G01838 | | 5% 01 Jul 2035 | | 83,908 | | | | | 97,515 | |
| | | FED HM LN PC POOL G02123 | | 5.5% 01 Mar 2036 | | 3,026 | | | | | 3,557 | |
| | | FED HM LN PC POOL G02254 | | 5.5% 01 Mar 2036 | | 2,367 | | | | | 2,783 | |
| | | FED HM LN PC POOL G04092 | | 5.5% 01 Mar 2038 | | 6,116 | | | | | 7,179 | |
| | | FED HM LN PC POOL G05267 | | 5.5% 01 Dec 2038 | | 35,519 | | | | | 41,770 | |
| | | FED HM LN PC POOL G06193 | | 5.5% 01 May 2040 | | 30,948 | | | | | 36,382 | |
| | | FED HM LN PC POOL G06872 | | 5.5% 01 Sep 2039 | | 64,479 | | | | | 75,826 | |
| | | FED HM LN PC POOL G07021 | | 5% 01 Sep 2039 | | 169,180 | | | | | 196,464 | |
| | | FED HM LN PC POOL G08105 | | 5.5% 01 Jan 2036 | | 1,022 | | | | | 1,202 | |
| | | FED HM LN PC POOL G08693 | | 3.5% 01 Mar 2046 | | 1,734,465 | | | | | 1,855,747 | |
| | | FED HM LN PC POOL G08716 | | 3.5% 01 Aug 2046 | | 918,300 | | | | | 985,679 | |
| | | FED HM LN PC POOL G08841 | | 3.5% 01 Oct 2048 | | 475,622 | | | | | 502,267 | |
| | | FED HM LN PC POOL G08842 | | 4% 01 Oct 2048 | | 2,605,226 | | | | | 2,779,804 | |
| | | FED HM LN PC POOL Q17641 | | 3% 01 Apr 2043 | | 397,213 | | | | | 429,448 | |
| | | FED HM LN PC POOL Q20537 | | 3% 01 Jul 2043 | | 410,825 | | | | | 436,927 | |
| | | FED HM LN PC POOL ZT1872 | | 3.5% 01 Apr 2034 | | 353,812 | | | | | 374,861 | |
| | | FNMA POOL 254634 | | 5.5% 01 Feb 2023 | | 17,982 | | | | | 20,063 | |
| | | FNMA POOL 256101 | | 5.5% 01 Feb 2036 | | 13,641 | | | | | 16,035 | |
| | | FNMA POOL 257371 | | 5% 01 Sep 2028 | | 69,648 | | | | | 77,690 | |
| | | FNMA POOL 468551 | | 3.98% 01 Jul 2021 | | 1,687,500 | | | | | 1,702,529 | |
| | | FNMA POOL 691210 | | 6% 01 Jan 2037 | | 13,113 | | | | | 15,580 | |
| | | FNMA POOL 735734 | | 1% 01 Jul 2025 | | 13,315 | | | | | 14,856 | |
| | | FNMA POOL 793029 | | 1% 01 Jul 2034 | | 429,062 | | | | | 443,714 | |
| | | FNMA POOL 804558 | | 5.5% 01 Dec 2034 | | 228,457 | | | | | 263,526 | |
| | | FNMA POOL 829329 | | 5.5% 01 Sep 2035 | | 4,865 | | | | | 5,522 | |
| | | FNMA POOL 831368 | | 6% 01 Apr 2036 | | 23,651 | | | | | 27,948 | |
| | | FNMA POOL 850752 | | 5.5% 01 Dec 2035 | | 185,682 | | | | | 218,198 | |
| | | FNMA POOL 852336 | | 5.5% 01 Feb 2036 | | 1,895 | | | | | 2,217 | |
| | | FNMA POOL 869944 | | 5.5% 01 Apr 2036 | | 541 | | | | | 604 | |
| | | FNMA POOL 878104 | | 5.5% 01 Apr 2036 | | 758 | | | | | 890 | |
| | | FNMA POOL 878528 | | 5.5% 01 Feb 2036 | | 9,839 | | | | | 11,348 | |
| | | FNMA POOL 881398 | | 5.5% 01 May 2036 | | 9,325 | | | | | 10,457 | |
| | | FNMA POOL 888637 | | 1% 01 Sep 2037 | | 431,942 | | | | | 513,132 | |
| | | FNMA POOL 889334 | | 1% 01 Feb 2038 | | 36,865 | | | | | 43,773 | |
| | | FNMA POOL 890365 | | 1% 01 Jul 2041 | | 271,108 | | | | | 318,719 | |
| | | FNMA POOL 891386 | | 5.5% 01 Oct 2035 | | 190,467 | | | | | 223,754 | |
| | | FNMA POOL 891580 | | 6% 01 Jul 2036 | | 224 | | | | | 266 | |
| | | FNMA POOL 898318 | | 6% 01 Nov 2036 | | 8,775 | | | | | 9,859 | |
| | | FNMA POOL 928031 | | 6% 01 Jan 2037 | | 26,127 | | | | | 30,780 | |
| | | FNMA POOL 938016 | | 5.5% 01 Jul 2037 | | 217,100 | | | | | 255,136 | |
| | | FNMA POOL 938224 | | 6% 01 Jul 2037 | | 5,178 | | | | | 6,136 | |
| | | FNMA POOL 940765 | | 5.5% 01 Jun 2037 | | 395,569 | | | | | 464,843 | |
| | | FNMA POOL 961440 | | 5.5% 01 Feb 2038 | | 13,018 | | | | | 15,305 | |
| | | FNMA POOL 961655 | | 5% 01 Feb 2038 | | 4,967 | | | | | 5,775 | |
| | | FNMA POOL 962958 | | 5.5% 01 May 2038 | | 17,628 | | | | | 20,652 | |
| | | FNMA POOL 995018 | | 1% 01 Jun 2038 | | 288,440 | | | | | 339,060 | |
| | | FNMA POOL 995738 | | 1% 01 Dec 2038 | | 85,582 | | | | | 100,611 | |
| | | FNMA POOL 995759 | | 1% 01 Nov 2038 | | 77,189 | | | | | 90,292 | |
| | | FNMA POOL 995838 | | 1% 01 May 2039 | | 23,034 | | | | | 27,074 | |
| | | FNMA POOL AA6435 | | 6% 01 May 2040 | | 7,189 | | | | | 8,077 | |
| | | FNMA POOL AB0534 | | 5.5% 01 Nov 2038 | | 480,646 | | | | | 564,994 | |
| | | FNMA POOL AB8613 | | 3% 01 Mar 2043 | | 175,810 | | | | | 187,043 | |
| | | FNMA POOL AB9187 | | 3% 01 Apr 2043 | | 245,760 | | | | | 260,655 | |
| | | FNMA POOL AD7406 | | 5% 01 Jul 2040 | | 2,344 | | | | | 2,726 | |
| | | FNMA POOL AD8950 | | 5% 01 Jul 2040 | | 6,633 | | | | | 7,641 | |
| | | FNMA POOL AE8287 | | 4% 01 Nov 2040 | | 302,231 | | | | | 329,483 | |
| | | FNMA POOL AE8349 | | 6% 01 Aug 2037 | | 3,747 | | | | | 4,209 | |
| | | FNMA POOL AH1747 | | 4% 01 Dec 2040 | | 86,551 | | | | | 95,393 | |
| | | FNMA POOL AL1606 | | 1% 01 Apr 2042 | | 3,267 | | | | | 3,707 | |
| | | FNMA POOL AL3040 | | 1% 01 Jan 2043 | | 1,083,095 | | | | | 1,193,767 | |
| | | FNMA POOL AL3072 | | 1% 01 Feb 2043 | | 71,189 | | | | | 77,462 | |
| | | FNMA POOL AL3223 | | 1% 01 Sep 2041 | | 444,428 | | | | | 522,486 | |
| | | FNMA POOL AL5616 | | 1% 01 Sep 2041 | | 1,455,134 | | | | | 1,710,317 | |
| | | FNMA POOL AL7090 | | 1% 01 Oct 2037 | | 515,443 | | | | | 541,720 | |
| | | FNMA POOL AO4597 | | 4% 01 Jun 2042 | | 140,226 | | | | | 154,576 | |
| | | FNMA POOL AR7106 | | 3% 01 May 2043 | | 34,940 | | | | | 37,250 | |
| | | FNMA POOL AR7414 | | 3% 01 Jul 2043 | | 346,601 | | | | | 367,059 | |
| | | FNMA POOL AS0837 | | 5% 01 Oct 2043 | | 323,656 | | | | | 363,033 | |
| | | FNMA POOL AS6007 | | 3.5% 01 Oct 2045 | | 3,209,365 | | | | | 3,435,925 | |
| | | FNMA POOL AT0682 | | 3% 01 Apr 2043 | | 68,824 | | | | | 73,359 | |
| | | FNMA POOL AT1572 | | 3% 01 May 2043 | | 356,375 | | | | | 378,019 | |
| | | FNMA POOL AT3526 | | 3% 01 May 2043 | | 36,067 | | | | | 38,285 | |
| | | FNMA POOL AT4506 | | 3% 01 May 2043 | | 22,347 | | | | | 23,824 | |
| | | FNMA POOL AT4827 | | 3% 01 Jul 2043 | | 17,553 | | | | | 18,714 | |
| | | FNMA POOL AT5895 | | 3% 01 Jun 2043 | | 304,487 | | | | | 323,955 | |
| | | FNMA POOL AT5898 | | 3% 01 Jun 2043 | | 37,964 | | | | | 40,399 | |
| | | FNMA POOL AT8026 | | 3% 01 Jul 2043 | | 208,964 | | | | | 220,860 | |
| | | FNMA POOL AT8341 | | 3% 01 Jul 2043 | | 4,499 | | | | | 4,714 | |
| | | FNMA POOL AT8489 | | 3% 01 Aug 2043 | | 11,409 | | | | | 12,160 | |
| | | FNMA POOL AT8912 | | 3% 01 Jul 2043 | | 10,680 | | | | | 11,313 | |
| | | FNMA POOL AU5341 | | 3% 01 Jun 2043 | | 15,240 | | | | | 16,224 | |
| | | FNMA POOL BK4778 | | 3.5% 01 Aug 2048 | | 79,060 | | | | | 83,569 | |
| | | FNMA POOL BK8819 | | 4% 01 Aug 2048 | | 1,912,769 | | | | | 2,043,409 | |
| | | FNMA POOL BN6656 | | 3.5% 01 May 2034 | | 6,603,468 | | | | | 6,994,337 | |
| | | FNMA POOL FM3340 | | 1% 01 May 2035 | | 194,001 | | | | | 205,817 | |
| | | FNMA POOL MA2705 | | 3% 01 Aug 2046 | | 1,349,634 | | | | | 1,420,060 | |
| | | FNMA POOL MA3415 | | 4% 01 Jul 2048 | | 6,320,303 | | | | | 6,751,574 | |
| | | FNMA POOL MA3769 | | 3.5% 01 Sep 2034 | | 368,126 | | | | | 389,966 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Mar 2036 | | 3,000,000 | | | | | 3,129,816 | |
| | | FNMA TBA 30 YR 2 | | 2% 11 Mar 2051 | | 7,500,000 | | | | | 7,765,437 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 11 Mar 2051 | | 79,300,000 | | | | | 83,336,319 | |
| | | FREDDIE MAC | | 5% 15 Aug 2023 | | 419,931 | | | | | 436,774 | |
| | | FREDDIE MAC | | 1% 15 Aug 2040 | | 519,018 | | | | | 519,648 | |
| | | FREDDIE MAC | | 1% 15 Oct 2040 | | 429,470 | | | | | 429,973 | |
| | | FREDDIE MAC | | 1% 15 May 2041 | | 3,844,143 | | | | | 3,895,103 | |
| | | FREDDIE MAC | | 0.69% 05 Aug 2025 | | 12,600,000 | | | | | 12,605,861 | |
| | | FREDDIE MAC | | 0.7% 18 Aug 2025 | | 6,700,000 | | | | | 6,700,785 | |
| | | FREDDIE MAC | | 2.375% 13 Jan 2022 | | 11,800,000 | | | | | 12,072,816 | |
| | | FREDDIE MAC | | 2.5% 25 Jul 2034 | | 740,369 | | | | | 741,034 | |
| | | GALLATIN LOAN MANAGEMENT, LLC | | 1% 15 Jul 2027 | | 2,283,348 | | | | | 2,283,503 | |
| | | GENERAL MILLS INC | | 1% 16 Apr 2021 | | 2,300,000 | | | | | 2,303,291 | |
| | | GNMA II POOL 004113 | | 5% 20 Apr 2038 | | 107,010 | | | | | 121,740 | |
| | | GNMA II POOL 004314 | | 5% 20 Dec 2038 | | 108,855 | | | | | 124,376 | |
| | | GNMA II POOL 005116 | | 5% 20 Jul 2041 | | 29,830 | | | | | 34,192 | |
| | | GNMA II POOL 080594 | | 1% 20 Apr 2032 | | 77,150 | | | | | 80,471 | |
| | | GNMA POOL 678858 | | 5% 15 Mar 2038 | | 160 | | | | | 176 | |
| | | GNMA POOL 720069 | | 4.5% 15 Jun 2039 | | 29,448 | | | | | 32,487 | |
| | | GNMA POOL 726316 | | 5% 15 Sep 2039 | | 646,173 | | | | | 743,636 | |
| | | GNMA POOL 736500 | | 5% 15 Apr 2040 | | 7,438 | | | | | 8,562 | |
| | | GNMA POOL 737183 | | 5% 15 Apr 2040 | | 225,821 | | | | | 256,569 | |
| | | GNMA POOL 738317 | | 5% 15 May 2041 | | 3,132 | | | | | 3,464 | |
| | | GNMA POOL 782386 | | 5% 15 Aug 2038 | | 180,815 | | | | | 207,193 | |
| | | GNMA POOL 782428 | | 5% 15 Oct 2038 | | 717 | | | | | 825 | |
| | | GNMA POOL AC1428 | | 2.69% 15 Jun 2033 | | 3,736,175 | | | | | 3,997,421 | |
| | | GNMA POOL AL5247 | | 3.5% 15 Jan 2045 | | 97,500 | | | | | 103,933 | |
| | | GNMA POOL AL5414 | | 3.5% 15 Feb 2045 | | 104,055 | | | | | 112,335 | |
| | | GOLDENTREE LOAN MANAGEMENT US | | 1% 20 Jan 2033 | | 2,100,000 | | | | | 2,103,333 | |
| | | GOLDMAN SACH AND CO | | TBA CASH COLLATERAL | | (440,000 | ) | | | | (440,000 | ) |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 1,521,289 | | | | | 1,521,289 | |
| | | GREYSTONE COMMERCIAL REAL ESTA | | 1% 15 Sep 2037 | | 2,000,000 | | | | | 1,980,096 | |
| | | GS MORTGAGE SECURITIES TRUST | | 3.307% 10 May 2052 | | 1,550,000 | | | | | 1,758,723 | |
| | | HAWAII ST | | 0.802% 01 Oct 2024 | | 1,900,000 | | | | | 1,925,308 | |
| | | HSBC HOLDINGS PLC | | 1% 04 Jun 2026 | | 4,200,000 | | | | | 4,364,399 | |
| | | HSBC HOLDINGS PLC | | 3.6% 25 May 2023 | | 900,000 | | | | | 968,051 | |
| | | ICG US CLO LTD | | 1% 22 Oct 2031 | | 2,700,000 | | | | | 2,700,940 | |
| | | IDAHO ENERGY RESOURCES AUTH TR | | 2.447% 01 Sep 2024 | | 2,500,000 | | | | | 2,670,900 | |
| | | INTERCONTINENTALEXCHANGE | | 1% 15 Jun 2023 | | 2,200,000 | | | | | 2,206,622 | |
| | | JAPANESE YEN | | FOREIGN CURRENCY | | 32,520 | | | | | 315 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 1% 15 Dec 2036 | | 1,500,000 | | | | | 1,477,811 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.042% 15 Oct 2048 | | 1,262,627 | | | | | 1,324,626 | |
| | | JPMDB COMMERCIAL MORTGAGE SECU | | 2.994% 15 Dec 2049 | | 2,200,000 | | | | | 2,361,716 | |
| * | | JPMORGAN CHASE + CO | | 1% 25 Apr 2023 | | 9,300,000 | | | | | 9,600,711 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 07 Nov 2028 | | 1,800,000 | | | | | 2,032,635 | |
| | | LLOYDS BANKING GROUP PLC | | 4.55% 16 Aug 2028 | | 2,900,000 | | | | | 3,497,107 | |
| | | LOS ANGELES CNTY CA REDEV REFU | | 2% 01 Sep 2022 | | 700,000 | | | | | 718,886 | |
| | | LOS ANGELES CNTY CA REDEV REFU | | 2% 01 Sep 2023 | | 1,800,000 | | | | | 1,874,034 | |
| | | MEXICAN PESO (NEW) | | FOREIGN CURRENCY | | 1,015,250 | | | | | 50,952 | |
| | | MF1 MULTIFAMILY HOUSING MORTGA | | 1% 15 Nov 2035 | | 1,000,000 | | | | | 1,000,894 | |
| | | MFRA TRUST | | 1% 26 Jan 2065 | | 2,592,523 | | | | | 2,596,357 | |
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| | | MIAMI DADE CNTY FL AVIATION RE | | 3.285% 01 Oct 2023 | | 2,000,000 | | | | | 2,135,260 | |
| | | MIAMI DADE CNTY FL SPL OBLIG | | 1.471% 01 Oct 2026 | | 1,550,000 | | | | | 1,569,143 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.193% 25 Feb 2025 | | 2,000,000 | | | | | 2,112,791 | |
| | | MIZUHO FINANCIAL GROUP | | 1% 11 Sep 2024 | | 2,400,000 | | | | | 2,609,546 | |
| | | MORGAN STANLEY | | 1% 20 Jan 2023 | | 2,500,000 | | | | | 2,508,025 | |
| | | MORGAN STANLEY | | 1% 24 Apr 2024 | | 2,100,000 | | | | | 2,259,511 | |
| | | MORGAN STANLEY | | 3.75% 25 Feb 2023 | | 1,250,000 | | | | | 1,340,214 | |
| | | MORGAN STANLEY BAML TRUST | | 3.326% 15 Dec 2047 | | 5,390,510 | | | | | 5,669,243 | |
| | | MORGAN STANLEY BAML TRUST | | 3.069% 15 Feb 2048 | | 1,270,569 | | | | | 1,331,057 | |
| | | MORGAN STANLEY BAML TRUST | | 3.04% 15 Apr 2048 | | 1,758,789 | | | | | 1,838,377 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.54% 15 Dec 2048 | | 2,000,000 | | | | | 2,163,586 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 4.12% 15 Jul 2051 | | 2,000,000 | | | | | 2,297,230 | |
| | | MOUNTAIN VIEW CLO | | 1% 16 Oct 2029 | | 1,000,000 | | | | | 998,748 | |
| | | MUFG UNION BANK NA | | 1% 09 Dec 2022 | | 2,100,000 | | | | | 2,113,081 | |
| | | NASSAU LTD | | 1% 15 Oct 2029 | | 1,500,000 | | | | | 1,496,555 | |
| | | NATWEST GROUP PLC | | 1% 25 Jun 2024 | | 2,100,000 | | | | | 2,138,436 | |
| | | NELNET STUDENT LOAN TRUST | | 1% 24 Dec 2035 | | 2,005,006 | | | | | 1,974,301 | |
| | | NEW JERSEY ST TRANSPRTN TRUST | | 2.384% 15 Jun 2022 | | 2,150,000 | | | | | 2,203,449 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | 1% 25 Nov 2059 | | 2,299,402 | | | | | 2,416,167 | |
| | | NEW YORK CITY NY TRANSITIONAL | | 3.25% 01 Aug 2023 | | 2,600,000 | | | | | 2,778,594 | |
| | | NEW YORK NY | | 3.25% 01 Mar 2024 | | 2,600,000 | | | | | 2,800,824 | |
| | | NEW YORK ST URBAN DEV CORP REV | | 1.346% 15 Mar 2026 | | 3,500,000 | | | | | 3,572,135 | |
| | | NTT FINANCE CORP | | 1.9% 21 Jul 2021 | | 1,200,000 | | | | | 1,208,472 | |
| | | ORACLE CORP | | 2.5% 01 Apr 2025 | | 6,000,000 | | | | | 6,448,551 | |
| | | PACIFIC GAS + ELECTRIC | | 3.85% 15 Nov 2023 | | 600,000 | | | | | 637,955 | |
| | | PACIFIC GAS + ELECTRIC | | 1% 15 Nov 2021 | | 1,800,000 | | | | | 1,800,986 | |
| | | PACIFIC GAS + ELECTRIC | | 3.75% 15 Feb 2024 | | 400,000 | | | | | 426,717 | |
| | | PACIFIC GAS + ELECTRIC | | 3.5% 15 Jun 2025 | | 400,000 | | | | | 432,770 | |
| | | PALMER SQUARE LOAN FUNDING LTD | | 1% 20 Aug 2027 | | 1,343,319 | | | | | 1,340,734 | |
| | | PALMER SQUARE LOAN FUNDING LTD | | 1% 20 Feb 2028 | | 2,639,654 | | | | | 2,633,221 | |
| | | PALMER SQUARE LOAN FUNDING LTD | | 1% 20 Jul 2028 | | 1,917,162 | | | | | 1,923,743 | |
| | | PORT OF OAKLAND CA | | 1.081% 01 May 2024 | | 2,250,000 | | | | | 2,267,798 | |
| | | REPUBLIC OF SLOVENIA | | 5.25% 18 Feb 2024 | | 1,459,000 | | | | | 1,673,009 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 15 Nov 2024 | | 1,500,000 | | | | | 1,668,531 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 21 Aug 2026 | | 1,600,000 | | | | | 1,624,122 | |
| | | SANTANDER UK PLC | | 2.875% 18 Jun 2024 | | 1,300,000 | | | | | 1,392,200 | |
| | | SHACKLETON CLO LTD | | 1% 20 Oct 2028 | | 1,797,127 | | | | | 1,791,013 | |
| | | SINOPEC GRP OVERSEAS DEV | | 2.5% 13 Sep 2022 | | 1,000,000 | | | | | 1,025,024 | |
| | | SL GREEN OPERATING PARTN | | 1% 16 Aug 2021 | | 1,800,000 | | | | | 1,795,818 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Mar 2027 | | 72,594 | | | | | 72,596 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Mar 2027 | | 208,494 | | | | | 207,311 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Sep 2026 | | 318,572 | | | | | 318,514 | |
| | | SLC STUDENT LOAN TRUST | | 1% 25 Nov 2042 | | 1,471,912 | | | | | 1,476,986 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2027 | | 1,050,945 | | | | | 1,044,771 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2028 | | 2,472,047 | | | | | 2,457,328 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2029 | | 402,659 | | | | | 399,007 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2028 | | 1,156,238 | | | | | 1,156,478 | |
| | | SLM STUDENT LOAN TRUST | | 1% 26 Jan 2026 | | 213,780 | | | | | 213,670 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2027 | | 44,246 | | | | | 44,234 | |
| | | SOUTHERN CAL EDISON | | 3.7% 01 Aug 2025 | | 1,800,000 | | | | | 2,019,341 | |
| | | SPRINT SPECTRUM / SPEC I | | 3.36% 20 Mar 2023 | | 356,250 | | | | | 359,599 | |
| | | STARWOOD MORTGAGE RESIDENTIAL | | 1% 25 Nov 2055 | | 2,200,000 | | | | | 2,201,885 | |
| | | STATE BOARD OF REGENTS OF THE | | 1% 25 Sep 2056 | | 3,189,620 | | | | | 3,193,671 | |
| | | STATE BOARD OF REGENTS OF THE | | 1% 25 Jan 2057 | | 2,690,007 | | | | | 2,693,073 | |
| | | SUMITOMO MITSUI FINL GRP | | 1% 09 Mar 2021 | | 1,400,000 | | | | | 1,403,941 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.448% 27 Sep 2024 | | 1,400,000 | | | | | 1,491,012 | |
| | | SUTTER HEALTH | | 1.321% 15 Aug 2025 | | 1,500,000 | | | | | 1,525,270 | |
| | | SYDNEY AIRPORT FINANCE | | 3.9% 22 Mar 2023 | | 2,300,000 | | | | | 2,444,891 | |
| | | SYNCHRONY FINANCIAL | | 3.75% 15 Aug 2021 | | 100,000 | | | | | 101,431 | |
| | | TEXAS ST TRANSPRTN COMMISSION | | 1% 15 Aug 2042 | | 1,500,000 | | | | | 1,514,130 | |
| | | TOBACCO SETTLEMENT FIN AUTH WV | | 1.647% 01 Jun 2025 | | 1,760,000 | | | | | 1,763,573 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Apr 2060 | | 609,777 | | | | | 620,676 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 May 2058 | | 2,088,200 | | | | | 2,101,943 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Jan 2060 | | 634,253 | | | | | 656,880 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Jun 2057 | | 1,081,856 | | | | | 1,121,046 | |
| | | TREASURY BILL | | 0.01% 28 Jan 2021 | | 2,300,000 | | | | | 2,299,857 | |
| | | TREASURY BILL | | 0.01% 23 Feb 2021 | | 3,400,000 | | | | | 3,399,550 | |
| | | TRESTLES CLO LTD | | 1% 25 Jul 2029 | | 2,000,000 | | | | | 2,000,104 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 3.215% 15 Aug 2050 | | 2,100,000 | | | | | 2,302,395 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 3.586% 15 Dec 2050 | | 2,000,000 | | | | | 2,232,205 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 2.865% 15 Oct 2052 | | 2,200,000 | | | | | 2,428,460 | |
| | | UBS GROUP AG | | 1% 30 Jul 2024 | | 200,000 | | | | | 201,934 | |
| | | UBS GROUP AG | | 1% 15 Aug 2023 | | 4,750,000 | | | | | 4,924,194 | |
| | | UNITED OVERSEAS BANK LTD | | 1% 23 Apr 2021 | | 1,200,000 | | | | | 1,201,182 | |
| | | UNIV OF CALIFORNIA CA REVENUES | | 1.316% 15 May 2027 | | 2,300,000 | | | | | 2,336,777 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | (27,000,000 | ) | | | | (73,828 | ) |
| | | US BANK NA CINCINNATI | | 1% 04 Feb 2021 | | 2,200,000 | | | | | 2,200,000 | |
| | | US DOLLAR | | | | 1,010,797 | | | | | 1,010,797 | |
| | | US TREASURY N/B | | 2.25% 30 Apr 2021 | | 125,700,000 | | | | | 126,569,097 | |
| | | US TREASURY N/B | | 1.5% 31 Aug 2021 | | 11,000,000 | | | | | 11,101,406 | |
| | | US TREASURY N/B | | 1.5% 30 Nov 2021 | | 20,000,000 | | | | | 20,250,000 | |
| | | US TREASURY N/B | | 1.625% 31 Dec 2021 | | 20,000,000 | | | | | 20,300,000 | |
| | | US TREASURY N/B | | 0.125% 30 Jun 2022 | | 44,500,000 | | | | | 44,506,953 | |
| | | US TREASURY N/B | | 0.125% 30 Sep 2022 | | 77,000,000 | | | | | 77,003,008 | |
| | | US TREASURY N/B | | 0.125% 31 Oct 2022 | | 12,000,000 | | | | | 12,001,875 | |
| | | US TREASURY N/B | | 0.125% 30 Nov 2022 | | 31,200,000 | | | | | 31,203,656 | |
| | | US TREASURY N/B | | 2.125% 30 Jun 2022 | | 9,250,000 | | | | | 9,526,777 | |
| | | UTAH ST | | 3.539% 01 Jul 2025 | | 1,700,000 | | | | | 1,849,464 | |
| | | VENTURE CDO LTD | | 1% 20 Apr 2029 | | 3,000,000 | | | | | 2,995,095 | |
| | | VENTURE CDO LTD | | 1% 28 Aug 2029 | | 2,500,000 | | | | | 2,487,698 | |
| | | WELLS FARGO + COMPANY | | 1% 04 Apr 2031 | | 2,400,000 | | | | | 2,934,127 | |
| | | WELLS FARGO + COMPANY | | 3.069% 24 Jan 2023 | | 1,800,000 | | | | | 1,851,375 | |
| | | WELLS FARGO + COMPANY | | 1% 24 Jan 2023 | | 2,100,000 | | | | | 2,118,078 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.788% 15 Jul 2048 | | 1,800,000 | | | | | 1,899,331 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.212% 15 May 2051 | | 900,000 | | | | | 1,060,443 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.964% 15 Oct 2052 | | 2,400,000 | | | | | 2,660,623 | |
| | | WEYERHAEUSER CO | | 4% 15 Apr 2030 | | 1,000,000 | | | | | 1,184,224 | |
| | | ZIMMER BIOMET HOLDINGS | | 1% 19 Mar 2021 | | 978,000 | | | | | 978,000 | |
| | | ZOETIS INC | | 3.25% 01 Feb 2023 | | 2,100,000 | | | | | 2,208,964 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5745 10 of 15 | | | | Total | | $ | 870,124,050 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | DODGE COX | | MUTUAL FUND | | 4,922,092 | | | | $ | 599,040,697 | |
| | | METLIFE BLACKROCK | | MUTUAL FUND | | 4,348,544 | | | | | 544,481,689 | |
| | | METLIFE JP MORGAN | | MUTUAL FUND | | 4,734,992 | | | | | 582,907,565 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5747 11 of 15 | | | | Total | | $ | 1,726,429,951 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | 321 HENDERSON RECEIVABLES LLC | | 3.26% 15 Sep 2072 | | 406,182 | | | | $ | 443,374 | |
| | | 321 HENDERSON RECEIVABLES LLC | | 3.87% 15 Mar 2058 | | 157,184 | | | | | 180,410 | |
| | | 321 HENDERSON RECEIVABLES LLC | | 1% 15 Mar 2042 | | 420,206 | | | | | 401,021 | |
| | | AASET 2018 2 TRUST | | 4.454% 18 Nov 2038 | | 579,140 | | | | | 547,125 | |
| | | ABBVIE INC | | 2.95% 21 Nov 2026 | | 1,150,000 | | | | | 1,271,727 | |
| | | ADAMS OUTDOOR ADVERTISING | | 4.81% 15 Nov 2048 | | 363,876 | | | | | 383,689 | |
| | | ADVOCATE HEALTH CORP | | 3.829% 15 Aug 2028 | | 385,000 | | | | | 443,464 | |
| | | AERCAP IRELAND CAP/GLOBA | | 4.875% 16 Jan 2024 | | 1,055,000 | | | | | 1,151,750 | |
| | | AERCAP IRELAND CAP/GLOBA | | 6.5% 15 Jul 2025 | | 495,000 | | | | | 591,747 | |
| | | AERCAP IRELAND CAP/GLOBA | | 4.5% 15 Sep 2023 | | 665,000 | | | | | 721,008 | |
| | | AGREE LP | | 2.9% 01 Oct 2030 | | 225,000 | | | | | 239,015 | |
| | | AIR LEASE CORP | | 2.875% 15 Jan 2026 | | 1,975,000 | | | | | 2,089,815 | |
| | | AIRCASTLE LTD | | 4.4% 25 Sep 2023 | | 1,370,000 | | | | | 1,451,734 | |
| | | ALLEGRO CLO LTD | | 1% 20 Apr 2032 | | 2,300,000 | | | | | 2,298,123 | |
| | | AMEREN CORP | | 0% 04 Jan 2021 | | 5,000,000 | | | | | 4,999,938 | |
| | | AMEREN CORP | | 3.65% 15 Feb 2026 | | 295,000 | | | | | 332,699 | |
| | | AMERICAN ELEC PWR INC | | 0% 25 Jan 2021 | | 5,000,000 | | | | | 4,999,300 | |
| | | AMERICAN HONDA FINAN | | 0% 16 Feb 2021 | | 4,000,000 | | | | | 3,998,620 | |
| | | AMERICAN HONDA FINAN | | 0% 23 Feb 2021 | | 1,000,000 | | | | | 999,632 | |
| | | AMERICAN TOWER TRUST I | | 3.652% 15 Mar 2048 | | 680,000 | | | | | 747,496 | |
| | | AMERICAN TOWER TRUSTE I | | 3.07% 15 Mar 2048 | | 610,000 | | | | | 621,969 | |
| | | ANCHORAGE CAPITAL CLO LTD | | 1% 22 Jul 2032 | | 3,000,000 | | | | | 2,999,361 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.15% 23 Jan 2025 | | 1,714,000 | | | | | 1,951,715 | |
| | | ANTARES HOLDINGS | | 6% 15 Aug 2023 | | 2,145,000 | | | | | 2,187,520 | |
| | | APOLLO AVIATION SECURITIZATION | | 3.351% 16 Jan 2040 | | 660,850 | | | | | 622,064 | |
| | | APPALACHIAN POWER CO | | 3.4% 01 Jun 2025 | | 900,000 | | | | | 999,651 | |
| | | ARCHER DANIELS MIDLAND C | | 2.75% 27 Mar 2025 | | 305,000 | | | | | 331,723 | |
| | | ARES CAPITAL CORP | | 3.625% 19 Jan 2022 | | 1,310,000 | | | | | 1,347,464 | |
| | | ARES CAPITAL CORP | | 4.2% 10 Jun 2024 | | 1,175,000 | | | | | 1,268,338 | |
| | | ASSOC BANC CORP | | 4.25% 15 Jan 2025 | | 654,000 | | | | | 708,637 | |
| | | AT+T INC | | 1.65% 01 Feb 2028 | | 325,000 | | | | | 331,595 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | 2,432,000 | | | | | 2,493,136 | |
| | | ATHENE HOLDING LTD | | 3.5% 15 Jan 2031 | | 1,805,000 | | | | | 1,907,540 | |
| | | ATHENE HOLDING LTD | | 4.125% 12 Jan 2028 | | 1,180,000 | | | | | 1,314,983 | |
| | | ATLAS SENIOR LOAN FUND LTD | | 1% 27 Nov 2031 | | 2,782,360 | | | | | 2,779,085 | |
| | | AUTOZONE INC | | 1.65% 15 Jan 2031 | | 940,000 | | | | | 932,315 | |
| | | AVOLON HOLDINGS FNDG LTD | | 2.875% 15 Feb 2025 | | 985,000 | | | | | 1,004,372 | |
| | | AXIS SPECIALTY FINANCE | | 3.9% 15 Jul 2029 | | 965,000 | | | | | 1,064,107 | |
| | | BACARDI LTD | | 4.45% 15 May 2025 | | 176,000 | | | | | 196,479 | |
| | | BALLYROCK LTD | | 1% 15 Jul 2032 | | 2,000,000 | | | | | 1,998,658 | |
| | | BANC OF AMERICA MERRILL LYNCH | | 1% 15 Sep 2034 | | 1,090,000 | | | | | 1,065,395 | |
| | | BANK | | 1% 15 May 2050 | | 1,250,000 | | | | | 1,346,569 | |
| | | BANK | | 4.267% 15 Feb 2052 | | 293,750 | | | | | 346,262 | |
| | | BANK | | 1% 15 Feb 2052 | | 365,771 | | | | | 424,040 | |
| | | BANK | | 1% 15 Apr 2052 | | 270,000 | | | | | 301,107 | |
| | | BANK | | 1% 17 Oct 2052 | | 475,000 | | | | | 477,809 | |
| | | BANK | | 1% 15 Jan 2063 | | 1,237,000 | | | | | 1,252,741 | |
| | | BANK OF AMERICA CORP | | 4.2% 26 Aug 2024 | | 2,180,000 | | | | | 2,440,469 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2023 | | 1,546,000 | | | | | 1,627,180 | |
| | | BANK OF AMERICA CORP | | 3.3% 11 Jan 2023 | | 525,000 | | | | | 556,610 | |
| | | BANK OF NOVA SCOTIA | | 4.5% 16 Dec 2025 | | 895,000 | | | | | 1,043,518 | |
| | | BARCLAYS BANK PLC | | 10.179% 12 Jun 2021 | | 2,164,000 | | | | | 2,250,665 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 1% 05 Aug 2038 | | 850,000 | | | | | 810,972 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 1% 05 Aug 2038 | | 600,000 | | | | | 538,041 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 1% 05 Aug 2038 | | 510,000 | | | | | 424,647 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 2.444% 15 Apr 2053 | | 640,000 | | | | | 674,177 | |
| | | BARCLAYS PLC | | 1% 10 Dec 2024 | | 2,575,000 | | | | | 2,593,257 | |
| | | BAT CAPITAL CORP | | 4.7% 02 Apr 2027 | | 1,505,000 | | | | | 1,769,690 | |
| | | BAT INTL FINANCE PLC | | 1.668% 25 Mar 2026 | | 1,230,000 | | | | | 1,259,051 | |
| | | BAXALTA INC | | 3.6% 23 Jun 2022 | | 64,000 | | | | | 66,593 | |
| | | BECTON DICKINSON AND CO | | 2.894% 06 Jun 2022 | | 708,000 | | | | | 731,815 | |
| | | BEMIS COMPANY INC. | | 0% 05 Jan 2021 | | 2,000,000 | | | | | 1,999,964 | |
| | | BENCHMARK MORTGAGE TRUST | | 4.17% 10 Oct 2051 | | 550,000 | | | | | 638,165 | |
| | | BENCHMARK MORTGAGE TRUST | | 1% 15 Feb 2053 | | 1,199,000 | | | | | 1,244,597 | |
| | | BENCHMARK MORTGAGE TRUST | | 1% 15 Sep 2043 | | 2,297,000 | | | | | 2,160,852 | |
| | | BENEFIT STREET PARTNERS CLO LT | | 1% 20 Apr 2031 | | 640,000 | | | | | 635,528 | |
| | | BLACKROCK TCP CAP CORP | | 3.9% 23 Aug 2024 | | 2,385,000 | | | | | 2,491,948 | |
| | | BM1105956 SWAPTION | | DEC32 2.94 PUT | | 12,050,000 | | | | | 363,941 | |
| | | BM1106228 SWAPTION | | DEC32 2.44 CALL | | 750,000 | | | | | 75,025 | |
| | | BPCE SA | | 1% 06 Oct 2026 | | 2,520,000 | | | | | 2,578,798 | |
| | | BRAMBLES USA INC | | 4.125% 23 Oct 2025 | | 269,000 | | | | | 302,537 | |
| | | BRAZOS TX HGR EDU AUTH | | 1% 25 Jun 2026 | | 305,152 | | | | | 302,054 | |
| | | BRIGHTHOUSE FINANCIAL IN | | 3.7% 22 Jun 2027 | | 575,000 | | | | | 625,326 | |
| | | BROADRIDGE FINANCIAL SOL | | 3.4% 27 Jun 2026 | | 370,000 | | | | | 416,379 | |
| | | BROADRIDGE FINANCIAL SOL | | 2.9% 01 Dec 2029 | | 535,000 | | | | | 586,028 | |
| | | BUNGE LTD FINANCE CORP | | 3.25% 15 Aug 2026 | | 370,000 | | | | | 411,241 | |
| | | BX COMMERCIAL MORTGAGE TRUST 2 | | 1% 15 Oct 2036 | | 1,234,087 | | | | | 1,230,991 | |
| | | CARVANA AUTO RECEIVABLES TRUST | | 3.07% 15 Jul 2025 | | 688,000 | | | | | 712,464 | |
| | | CASTLELAKE AIRCRAFT SECURITIZA | | 3.967% 15 Apr 2039 | | 300,896 | | | | | 286,150 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | 1% 15 Aug 2057 | | 1,900,000 | | | | | 1,948,712 | |
| | | CENOVUS ENERGY INC | | 3% 15 Aug 2022 | | 1,800,000 | | | | | 1,839,274 | |
| | | CENTERPOINT ENGY INC | | 0% 05 Jan 2021 | | 4,000,000 | | | | | 3,999,902 | |
| | | CENTERPOINT ENGY INC | | 0% 06 Jan 2021 | | 1,000,000 | | | | | 999,971 | |
| | | CHARTER COMM OPT LLC/CAP | | 3.75% 15 Feb 2028 | | 780,000 | | | | | 874,561 | |
| | | CHASE EDUCATION LOAN TRUST | | 1% 28 Mar 2068 | | 2,181,326 | | | | | 2,089,458 | |
| | | CHASE EDUCATION LOAN TRUST | | 1% 28 Mar 2068 | | 3,316,822 | | | | | 3,002,147 | |
| | | CHURCH + DWIGHT CO INC | | 3.15% 01 Aug 2027 | | 375,000 | | | | | 415,943 | |
| | | CIFC FUNDING LTD | | 1% 16 Nov 2030 | | 500,000 | | | | | 498,224 | |
| | | CIGNA CORP | | 2.4% 15 Mar 2030 | | 2,855,000 | | | | | 3,044,062 | |
| | | CIT EDUCATION LOAN TRUST | | 1% 25 Jun 2042 | | 313,654 | | | | | 284,479 | |
| | | CITIBANK CREDIT CARD ISSUANCE | | 1% 14 May 2029 | | 1,350,000 | | | | | 1,351,744 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.501% 10 Aug 2056 | | 444,000 | | | | | 447,465 | |
| | | CITIGROUP INC | | 3.875% 26 Mar 2025 | | 1,800,000 | | | | | 2,008,822 | |
| | | CNH INDUSTRIAL CAP LLC | | 1.95% 02 Jul 2023 | | 635,000 | | | | | 653,698 | |
| | | CNO FINANCIAL GROUP INC | | 5.25% 30 May 2025 | | 875,000 | | | | | 1,015,680 | |
| | | COMCAST CORP | | 2.65% 01 Feb 2030 | | 1,000,000 | | | | | 1,093,983 | |
| | | COMCAST CORP | | 3.3% 01 Apr 2027 | | 1,005,000 | | | | | 1,142,780 | |
| | | COMM MORTGAGE TRUST | | 1% 10 Sep 2047 | | 510,000 | | | | | 531,309 | |
| | | COMM MORTGAGE TRUST | | 3.527% 10 Feb 2048 | | 500,000 | | | | | 542,720 | |
| | | COMM MORTGAGE TRUST | | 3.465% 15 Aug 2057 | | 3,167,000 | | | | | 3,403,211 | |
| | | CONTL AIRLINES 2012 1 A | | 4.15% 11 Oct 2025 | | 72,549 | | | | | 73,013 | |
| | | CONTL AIRLINES 2012 2 A | | 4% 29 Apr 2026 | | 68,284 | | | | | 69,079 | |
| | | CREDIT SUISSE GROUP AG | | 1% 11 Sep 2025 | | 1,750,000 | | | | | 1,841,479 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | 694,000 | | | | | 825,833 | |
| | | DB MASTER FINANCE LLC | | 4.021% 20 May 2049 | | 413,763 | | | | | 435,808 | |
| | | DB MASTER FINANCE LLC | | 4.352% 20 May 2049 | | 571,763 | | | | | 617,875 | |
| | | DEEPHAVEN RESIDENTIAL MORTGAGE | | 1% 25 Jan 2059 | | 303,744 | | | | | 306,894 | |
| | | DELL INT LLC / EMC CORP | | 5.85% 15 Jul 2025 | | 1,064,000 | | | | | 1,277,669 | |
| | | DELL INT LLC / EMC CORP | | 6.02% 15 Jun 2026 | | 1,071,000 | | | | | 1,306,561 | |
| | | DELTA AIR LINES 2007 1 A | | 6.821% 10 Feb 2024 | | 31,154 | | | | | 31,913 | |
| | | DELTA AIR LINES INC | | 3.625% 15 Mar 2022 | | 1,400,000 | | | | | 1,440,328 | |
| | | DELTA AIR LINES/SKYMILES | | 4.5% 20 Oct 2025 | | 475,000 | | | | | 507,708 | |
| | | DEVON ENERGY CORPORATION | | 5.85% 15 Dec 2025 | | 1,150,000 | | | | | 1,351,639 | |
| | | DIAMONDBACK ENERGY INC | | 3.25% 01 Dec 2026 | | 475,000 | | | | | 507,152 | |
| | | DISCOVER BANK | | 3.35% 06 Feb 2023 | | 1,030,000 | | | | | 1,086,843 | |
| | | DISCOVER BANK | | 1% 09 Aug 2028 | | 1,105,000 | | | | | 1,174,615 | |
| | | DISCOVERY COMMUNICATIONS | | 3.95% 20 Mar 2028 | | 465,000 | | | | | 533,720 | |
| | | DISCOVERY COMMUNICATIONS | | 3.95% 15 Jun 2025 | | 709,000 | | | | | 796,582 | |
| | | DOMINOS PIZZA MASTER ISSUER LL | | 3.668% 25 Oct 2049 | | 475,200 | | | | | 504,762 | |
| | | DUKE ENERGY CORP | | 0% 21 Jan 2021 | | 5,000,000 | | | | | 4,999,417 | |
| | | DUKE ENERGY CORP | | 2.65% 01 Sep 2026 | | 490,000 | | | | | 533,903 | |
| | | DUKE REALTY LP | | 3.25% 30 Jun 2026 | | 270,000 | | | | | 302,442 | |
| | | DUPONT DE NEMOURS INC | | 4.493% 15 Nov 2025 | | 1,860,000 | | | | | 2,171,271 | |
| | | ECMC GROUP STUDENT LOAN TRUST | | 1% 25 Nov 2069 | | 825,139 | | | | | 828,555 | |
| | | ECMC GROUP STUDENT LOAN TRUST | | 1% 26 Jul 2066 | | 898,604 | | | | | 916,157 | |
| | | ECMC GROUP STUDENT LOAN TRUST | | 1% 27 Dec 2066 | | 1,311,177 | | | | | 1,326,384 | |
| | | ECMC GROUP STUDENT LOAN TRUST | | 1% 25 Sep 2068 | | 743,714 | | | | | 739,916 | |
| | | EDUCATIONAL SERVICES OF AMERIC | | 1% 25 Jun 2048 | | 300,000 | | | | | 280,736 | |
| | | ELMWOOD CLO II LTD. | | 1% 20 Apr 2031 | | 2,000,000 | | | | | 1,999,182 | |
| | | ENERGY TRANSFER LP | | 4.2% 15 Apr 2027 | | 1,150,000 | | | | | 1,267,486 | |
| | | ENERGY TRANSFER LP | | 5.875% 15 Jan 2024 | | 1,075,000 | | | | | 1,208,392 | |
| | | ENLINK MIDSTREAM PARTNER | | 4.85% 15 Jul 2026 | | 165,000 | | | | | 161,096 | |
| | | ENSTAR GROUP LTD | | 4.5% 10 Mar 2022 | | 1,140,000 | | | | | 1,183,351 | |
| | | ENSTAR GROUP LTD | | 4.95% 01 Jun 2029 | | 1,220,000 | | | | | 1,380,024 | |
| | | ENTERGY ARKANSAS LLC | | 3.5% 01 Apr 2026 | | 150,000 | | | | | 169,407 | |
| | | ENTERGY CORP | | 0% 22 Feb 2021 | | 2,000,000 | | | | | 1,999,278 | |
| | | ENTERGY CORP | | 0% 24 Feb 2021 | | 2,000,000 | | | | | 1,999,160 | |
| | | ENTERGY CORP | | 0% 02 Mar 2021 | | 1,000,000 | | | | | 999,550 | |
| | | EQT CORP | | 7.625% 01 Feb 2025 | | 750,000 | | | | | 854,063 | |
| | | EQT CORP | | 3% 01 Oct 2022 | | 1,200,000 | | | | | 1,209,000 | |
| | | EQUITABLE FINANCIAL LIFE | | 1.4% 07 Jul 2025 | | 1,065,000 | | | | | 1,093,851 | |
| | | ESTEE LAUDER CO INC | | 2.375% 01 Dec 2029 | | 475,000 | | | | | 513,465 | |
| | | EURO CURRENCY | | FOREIGN CURRENCY | | (818 | ) | | | | (1,001 | ) |
| | | EVERSOURCE ENERGY | | 0% 04 Jan 2021 | | 4,000,000 | | | | | 3,999,967 | |
| | | FALCON AEROSPACE LTD | | 3.597% 15 Sep 2039 | | 845,822 | | | | | 810,081 | |
| | | FANNIE MAE | | 4% 25 Nov 2043 | | 170,809 | | | | | 190,415 | |
| | | FANNIE MAE | | 4% 25 Apr 2027 | | 544,628 | | | | | 558,728 | |
| | | FED HM LN PC POOL G06601 | | 4.5% 01 Dec 2040 | | 229,204 | | | | | 257,433 | |
| | | FED HM LN PC POOL RA4245 | | 2% 01 Dec 2050 | | 1,850,000 | | | | | 1,924,285 | |
| | | FED HM LN PC POOL RA4255 | | 2% 01 Jan 2051 | | 3,875,000 | | | | | 4,038,959 | |
| | | FED HM LN PC POOL SB8013 | | 2.5% 01 Sep 2034 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL ZA5946 | | 4.5% 01 Nov 2048 | | 0 | | | | | 0 | |
| | | FED HM LN PC POOL ZA6368 | | 4.5% 01 Feb 2049 | | 0 | | | | | 0 | |
| | | FLORIDA POWER + LIGHT CO | | 2.85% 01 Apr 2025 | | 140,000 | | | | | 152,355 | |
| | | FNMA POOL 735382 | | 1% 01 Apr 2035 | | 113,661 | | | | | 132,049 | |
| | | FNMA POOL 735676 | | 1% 01 Jul 2035 | | 141,004 | | | | | 163,795 | |
| | | FNMA POOL AD6437 | | 5% 01 Jun 2040 | | 142,633 | | | | | 165,695 | |
| | | FNMA POOL AD6996 | | 5% 01 Jul 2040 | | 869,276 | | | | | 1,009,076 | |
| | | FNMA POOL AL8173 | | 1% 01 Feb 2044 | | 365,552 | | | | | 416,148 | |
| | | FNMA POOL AS1304 | | 3.5% 01 Dec 2028 | | 355,768 | | | | | 382,959 | |
| | | FNMA POOL AV1897 | | 3.5% 01 Dec 2028 | | 0 | | | | | 0 | |
| | | FNMA POOL AV2325 | | 3.5% 01 Dec 2028 | | 0 | | | | | 0 | |
| | | FNMA POOL BK7877 | | 4.5% 01 Jul 2048 | | 0 | | | | | 0 | |
| | | FNMA POOL CA1909 | | 4.5% 01 Jun 2048 | | 1,870,811 | | | | | 2,033,046 | |
| | | FNMA POOL CA5506 | | 3% 01 Apr 2050 | | 4,338,450 | | | | | 4,706,148 | |
| | | FNMA POOL CA6096 | | 3.5% 01 Jun 2050 | | 4,352,478 | | | | | 4,649,454 | |
| | | FNMA POOL FM4017 | | 1% 01 Aug 2050 | | 583,090 | | | | | 616,373 | |
| | | FNMA POOL MA1356 | | 3.5% 01 Feb 2043 | | 3,068,114 | | | | | 3,351,045 | |
| | | FNMA POOL MA3029 | | 3% 01 Jun 2032 | | 1,046,650 | | | | | 1,098,741 | |
| | | FNMA POOL MA3090 | | 3% 01 Aug 2032 | | 1,197,449 | | | | | 1,260,636 | |
| | | FNMA POOL MA3238 | | 3.5% 01 Jan 2048 | | 4,654,509 | | | | | 4,935,445 | |
| | | FNMA POOL MA3638 | | 4% 01 Apr 2049 | | 0 | | | | | 0 | |
| | | FNMA POOL MA3639 | | 4.5% 01 Apr 2049 | | 0 | | | | | 0 | |
| | | FNMA POOL MA4021 | | 3.5% 01 May 2050 | | 5,821,918 | | | | | 6,152,459 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Jan 2036 | | 19,900,000 | | | | | 20,804,828 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | 14,675,000 | | | | | 15,375,502 | |
| | | FNMA TBA 30 YR 4.5 | | 4.5% 14 Jan 2051 | | 1,425,000 | | | | | 1,544,344 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.087% 09 Jan 2023 | | 600,000 | | | | | 610,467 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.813% 12 Oct 2021 | | 1,610,000 | | | | | 1,628,113 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.35% 01 Nov 2022 | | 1,475,000 | | | | | 1,500,813 | |
| | | FORWARDS GOLDMAN SACHS BOC | | OPTIONS CASH COLLATERALD | | (140,000 | ) | | | | (140,000 | ) |
| | | FREDDIE MAC | | 2.375% 13 Jan 2022 | | 505,000 | | | | | 516,676 | |
| | | GENERAL MOTORS CO | | 4.2% 01 Oct 2027 | | 685,000 | | | | | 776,202 | |
| | | GENERAL MOTORS FINL CO | | 3.7% 09 May 2023 | | 610,000 | | | | | 646,548 | |
| | | GENERAL MOTORS FINL CO | | 4.15% 19 Jun 2023 | | 800,000 | | | | | 860,657 | |
| | | GLOBAL AIR LEASE CO LTD | | 6.5% 15 Sep 2024 | | 1,191,687 | | | | | 1,063,581 | |
| | | GNMA II POOL 004979 | | 5% 20 Mar 2041 | | 102,299 | | | | | 117,259 | |
| | | GNMA II POOL MA4321 | | 3.5% 20 Mar 2047 | | 2,804,940 | | | | | 3,010,877 | |
| | | GNMA II POOL MA6656 | | 3% 20 May 2050 | | 4,689,230 | | | | | 4,906,501 | |
| | | GNMA II POOL MA6710 | | 3% 20 Jun 2050 | | 4,739,619 | | | | | 4,960,587 | |
| | | GNMA II TBA 30 YR 3 | | 3% 21 Jan 2051 | | 22,600,000 | | | | | 23,632,891 | |
| | | GNMA II TBA 30 YR 3.5 | | 3.5% 21 Jan 2051 | | 17,050,000 | | | | | 18,070,336 | |
| | | GOAL CAPITAL FUNDING TRUST | | 1% 25 Sep 2043 | | 200,000 | | | | | 191,640 | |
| | | GOLDMAN SACHS GROUP INC | | 5.25% 27 Jul 2021 | | 560,000 | | | | | 575,725 | |
| | | GOLDMAN SACHS GROUP INC | | 5.75% 24 Jan 2022 | | 2,450,000 | | | | | 2,589,640 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | 1,941,198 | | | | | 1,941,198 | |
| | | GRUPO TELEVISA SAB | | 6.625% 18 Mar 2025 | | 735,000 | | | | | 893,694 | |
| | | GS MORTGAGE SECURITIES TRUST | | 4.074% 10 Jan 2047 | | 935,000 | | | | | 1,014,005 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 10 Jul 2051 | | 5,155,000 | | | | | 6,045,700 | |
| | | HERCULES CAPITAL INC | | 4.625% 23 Oct 2022 | | 1,500,000 | | | | | 1,524,869 | |
| | | HERTZ VEHICLE FINANCING LLC | | 4.03% 25 Jul 2024 | | 75,312 | | | | | 75,399 | |
| | | HORIZON AIRCRAFT FINANCE I LIM | | 4.458% 15 Dec 2038 | | 408,312 | | | | | 394,398 | |
| | | HORIZON AIRCRAFT FINANCE II LL | | 3.721% 15 Jul 2039 | | 554,446 | | | | | 534,880 | |
| | | HORIZON AIRCRAFT FINANCE III L | | 3.425% 15 Nov 2039 | | 989,916 | | | | | 956,520 | |
| | | HOST HOTELS + RESORTS LP | | 3.75% 15 Oct 2023 | | 325,000 | | | | | 343,165 | |
| | | HPS LOAN MANAGEMENT | | 1% 22 Jul 2032 | | 625,000 | | | | | 625,349 | |
| | | HSBC HOLDINGS PLC | | 4.25% 14 Mar 2024 | | 1,140,000 | | | | | 1,257,811 | |
| | | HSBC HOLDINGS PLC | | 4.25% 18 Aug 2025 | | 1,150,000 | | | | | 1,306,599 | |
| | | ICG US CLO LTD | | 1% 26 Oct 2032 | | 600,000 | | | | | 600,789 | |
| | | IMPERIAL BRANDS FIN PLC | | 3.5% 26 Jul 2026 | | 2,430,000 | | | | | 2,689,673 | |
| | | INGREDION INC | | 3.2% 01 Oct 2026 | | 495,000 | | | | | 550,611 | |
| | | INGREDION INC | | 2.9% 01 Jun 2030 | | 680,000 | | | | | 748,927 | |
| | | INTERCONTINENTAL EXCHANGE | | 0% 01 Mar 2021 | | 4,000,000 | | | | | 3,998,164 | |
| | | INTERPUBLIC GROUP COS | | 4.65% 01 Oct 2028 | | 710,000 | | | | | 857,540 | |
| | | IPALCO ENTERPRISES INC | | 3.7% 01 Sep 2024 | | 750,000 | | | | | 817,479 | |
| | | JOHN HANCOCK LIFE INS C0 | | 7.375% 15 Feb 2024 | | 975,000 | | | | | 1,149,380 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 3.055% 15 Aug 2049 | | 860,000 | | | | | 916,621 | |
| | | JP MORGAN MORTGAGE TRUST | | 1% 25 Jan 2047 | | 557,494 | | | | | 569,124 | |
| * | | JPMORGAN CHASE + CO | | 3.2% 25 Jan 2023 | | 1,815,000 | | | | | 1,921,382 | |
| * | | JPMORGAN CHASE + CO | | 3.375% 01 May 2023 | | 2,050,000 | | | | | 2,191,041 | |
| | | KEYCORP STUDENT LOAN TRUST | | 1% 25 May 2029 | | 2,563 | | | | | 2,561 | |
| | | KNDL MORTGAGE TRUST | | 1% 15 May 2036 | | 469,000 | | | | | 467,836 | |
| | | KRAFT HEINZ FOODS CO | | 3.95% 15 Jul 2025 | | 673,000 | | | | | 741,155 | |
| | | LAS VEGAS SANDS CORP | | 3.5% 18 Aug 2026 | | 1,850,000 | | | | | 1,979,674 | |
| | | LAZARD GROUP LLC | | 3.75% 13 Feb 2025 | | 465,000 | | | | | 516,387 | |
| | | LAZARD GROUP LLC | | 4.5% 19 Sep 2028 | | 1,115,000 | | | | | 1,323,318 | |
| | | LEASEPLAN CORPORATION NV | | 2.875% 24 Oct 2024 | | 1,200,000 | | | | | 1,267,990 | |
| | | LEGG MASON INC | | 4.75% 15 Mar 2026 | | 355,000 | | | | | 421,543 | |
| | | LEIDOS INC | | 2.3% 15 Feb 2031 | | 815,000 | | | | | 829,832 | |
| | | LIFE STORAGE LP | | 4% 15 Jun 2029 | | 1,080,000 | | | | | 1,262,984 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 09 Jul 2025 | | 655,000 | | | | | 722,128 | |
| | | LUNAR AIRCRAFT 2020 1 LIMITED | | 3.376% 15 Feb 2045 | | 412,785 | | | | | 389,852 | |
| | | MACH I | | 3.474% 15 Oct 2039 | | 817,846 | | | | | 790,075 | |
| | | MARRIOTT INTERNATIONAL | | 5.75% 01 May 2025 | | 418,000 | | | | | 488,935 | |
| | | MERCK & CO. INC | | 0% 26 Jan 2021 | | 5,000,000 | | | | | 4,999,583 | |
| | | MKT 2020 525M MORTGAGE TRUST | | 1% 12 Feb 2040 | | 355,000 | | | | | 353,282 | |
| | | MOLSON COORS BEVERAGE | | 2.1% 15 Jul 2021 | | 390,000 | | | | | 393,273 | |
| | | MOLSON COORS BEVERAGE | | 3% 15 Jul 2026 | | 2,100,000 | | | | | 2,289,361 | |
| | | MORGAN STANLEY | | 4.35% 08 Sep 2026 | | 1,100,000 | | | | | 1,296,887 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 1% 15 Jul 2051 | | 820,000 | | | | | 968,181 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 1% 15 Jul 2051 | | 370,000 | | | | | 428,441 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 4.272% 15 Mar 2052 | | 850,000 | | | | | 989,388 | |
| | | MSCG TRUST | | 1% 15 Oct 2037 | | 405,000 | | | | | 403,998 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 26 Aug 2069 | | 2,700,000 | | | | | 2,730,702 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 27 Dec 2067 | | 830,000 | | | | | 834,802 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 27 Dec 2067 | | 900,000 | | | | | 828,180 | |
| | | NAVIENT STUDENT LOAN TRUST | | 3.16% 15 Nov 2068 | | 1,511,000 | | | | | 1,566,407 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 27 Feb 2068 | | 871,000 | | | | | 880,159 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1% 25 Jun 2065 | | 740,575 | | | | | 750,003 | |
| | | NELNET STUDENT LOAN TRUST | | 2.53% 25 Oct 2067 | | 2,201,307 | | | | | 2,302,806 | |
| | | NEW RESIDENTIAL ADVANCE RECEIV | | 1.425% 15 Aug 2053 | | 750,000 | | | | | 752,407 | |
| | | NEWELL BRANDS INC | | 4.35% 01 Apr 2023 | | 1,150,000 | | | | | 1,206,224 | |
| | | NISOURCE INC | | 0% 14 Jan 2021 | | 2,000,000 | | | | | 1,999,819 | |
| | | NISOURCE INC | | 0% 19 Jan 2021 | | 1,000,000 | | | | | 999,880 | |
| | | NOV INC | | 3.6% 01 Dec 2029 | | 1,305,000 | | | | | 1,364,632 | |
| | | NOVASTAR HOME EQUITY LOAN | | 1% 25 Mar 2035 | | 368,695 | | | | | 370,763 | |
| | | O REILLY AUTOMOTIVE INC | | 4.2% 01 Apr 2030 | | 440,000 | | | | | 530,038 | |
| | | O REILLY AUTOMOTIVE INC | | 1.75% 15 Mar 2031 | | 770,000 | | | | | 771,186 | |
| | | OAK HILL CREDIT PARTNERS | | 1% 22 Oct 2032 | | 2,000,000 | | | | | 2,002,434 | |
| | | OAK STREET INVESTMENT GRADE NE | | 2.21% 20 Nov 2050 | | 1,278,140 | | | | | 1,287,157 | |
| | | OCCIDENTAL PETROLEUM COR | | 5.5% 01 Dec 2025 | | 2,870,000 | | | | | 2,992,291 | |
| | | ONEMAIN FINANCIAL ISSUANCE TRU | | 1.75% 14 Sep 2035 | | 1,058,000 | | | | | 1,077,008 | |
| | | ONEMAIN FINANCIAL ISSUANCE TRU | | 3.14% 14 Oct 2036 | | 3,350,000 | | | | | 3,617,592 | |
| | | ORACLE CORP | | 2.8% 01 Apr 2027 | | 2,085,000 | | | | | 2,299,501 | |
| | | PACIFIC GAS + ELECTRIC | | 2.1% 01 Aug 2027 | | 2,470,000 | | | | | 2,513,524 | |
| | | PARK AEROSPACE HOLDINGS | | 5.25% 15 Aug 2022 | | 670,000 | | | | | 703,172 | |
| | | PARK AEROSPACE HOLDINGS | | 5.5% 15 Feb 2024 | | 700,000 | | | | | 763,445 | |
| | | PARK AEROSPACE HOLDINGS | | 4.5% 15 Mar 2023 | | 1,545,000 | | | | | 1,619,044 | |
| | | PATTERSON UTI ENERGY INC | | 3.95% 01 Feb 2028 | | 310,000 | | | | | 286,173 | |
| | | PIONEER AIRCRAFT FINANCE LIMIT | | 3.967% 15 Jun 2044 | | 626,912 | | | | | 595,550 | |
| | | PIONEER NATURAL RESOURCE | | 4.45% 15 Jan 2026 | | 655,000 | | | | | 757,450 | |
| | | PLAINS ALL AMER PIPELINE | | 4.5% 15 Dec 2026 | | 2,125,000 | | | | | 2,380,239 | |
| | | PROCTOR GAMBLE AND CO | | 0% 13 Apr 2021 | | 5,000,000 | | | | | 4,998,158 | |
| | | PSMC TRUST | | 1% 25 Jun 2048 | | 160,165 | | | | | 163,726 | |
| | | PUBLIC SEVC. ENT. GR | | 0% 20 Jan 2021 | | 6,000,000 | | | | | 5,999,208 | |
| | | PUGET ENERGY INC | | 3.65% 15 May 2025 | | 903,000 | | | | | 995,844 | |
| | | REINSURANCE GRP OF AMER | | 3.15% 15 Jun 2030 | | 570,000 | | | | | 623,248 | |
| | | RELIANCE STEEL + ALUM | | 1.3% 15 Aug 2025 | | 930,000 | | | | | 944,573 | |
| | | RENAISSANCERE HOLDINGS L | | 3.6% 15 Apr 2029 | | 2,710,000 | | | | | 3,067,847 | |
| | | RPM INTERNATIONAL INC | | 3.75% 15 Mar 2027 | | 1,160,000 | | | | | 1,287,058 | |
| | | SABINE PASS LIQUEFACTION | | 4.2% 15 Mar 2028 | | 435,000 | | | | | 498,788 | |
| | | SANTANDER REVOLVING AUTO LOAN | | 2.8% 26 Jan 2032 | | 373,000 | | | | | 394,807 | |
| | | SANTANDER REVOLVING AUTO LOAN | | 3% 26 Jan 2032 | | 237,000 | | | | | 249,984 | |
| | | SANTANDER REVOLVING AUTO LOAN | | 3.45% 26 Jan 2032 | | 473,000 | | | | | 500,917 | |
| | | SCHLUMBERGER FIN CA | | 2.65% 20 Nov 2022 | | 250,000 | | | | | 259,324 | |
| | | SCHLUMBERGER HOLDINGS | | 0% 11 Jan 2021 | | 2,000,000 | | | | | 1,999,861 | |
| | | SEQUOIA MORTGAGE TRUST | | 1% 25 Jun 2048 | | 484,799 | | | | | 498,502 | |
| | | SERVICE PROPERTIES TRUST | | 4.35% 01 Oct 2024 | | 1,150,000 | | | | | 1,135,625 | |
| | | SHELLPOINT CO ORIGINATOR TRUST | | 1% 25 Oct 2031 | | 622,180 | | | | | 632,935 | |
| | | SIXTH STREET SPECIALTY | | 3.875% 01 Nov 2024 | | 1,510,000 | | | | | 1,556,593 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Feb 2068 | | 4,450,000 | | | | | 4,091,989 | |
| | | SLC STUDENT LOAN TRUST | | 1% 15 Feb 2045 | | 544,715 | | | | | 481,903 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Jan 2040 | | 0 | | | | | 0 | |
| | | SLM STUDENT LOAN TRUST | | 1% 15 Jun 2038 | | 113,751 | | | | | 104,983 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Mar 2044 | | 0 | | | | | 0 | |
| | | SLM STUDENT LOAN TRUST | | 1% 25 Oct 2040 | | 362,544 | | | | | 334,494 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1% 15 Jun 2037 | | 1,800,000 | | | | | 1,807,165 | |
| | | SOCIETE GENERALE | | 1% 14 Dec 2026 | | 1,200,000 | | | | | 1,210,601 | |
| | | SPIRE INC | | 0% 13 Jan 2021 | | 1,000,000 | | | | | 999,913 | |
| | | SPIRIT AIR 2015 1 PTT A | | 4.1% 01 Oct 2029 | | 481,502 | | | | | 457,710 | |
| | | SPIRIT REALTY LP | | 4.45% 15 Sep 2026 | | 78,000 | | | | | 88,002 | |
| | | SPIRIT REALTY LP | | 4% 15 Jul 2029 | | 560,000 | | | | | 630,503 | |
| | | SPIRIT REALTY LP | | 3.2% 15 Jan 2027 | | 1,438,000 | | | | | 1,527,493 | |
| | | STEEL DYNAMICS INC | | 2.8% 15 Dec 2024 | | 575,000 | | | | | 618,177 | |
| | | STEEL DYNAMICS INC | | 2.4% 15 Jun 2025 | | 480,000 | | | | | 510,177 | |
| | | STORE CAPITAL CORP | | 2.75% 18 Nov 2030 | | 510,000 | | | | | 518,660 | |
| | | STORE MASTER FUNDING LLC | | 3.65% 20 Nov 2049 | | 1,222,127 | | | | | 1,246,328 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.348% 15 Jan 2025 | | 1,215,000 | | | | | 1,289,237 | |
| | | SUMITOMO MITSUI FINL GRP | | 1.474% 08 Jul 2025 | | 880,000 | | | | | 901,243 | |
| | | SWAPS BARCLAYS BOC | | SWAP CASH COLLATERAL USD | | (414,000 | ) | | | | (414,000 | ) |
| | | SYNCHRONY FINANCIAL | | 4.5% 23 Jul 2025 | | 928,000 | | | | | 1,043,969 | |
| | | SYNCHRONY FINANCIAL | | 3.7% 04 Aug 2026 | | 900,000 | | | | | 998,937 | |
| | | SYNGENTA FINANCE NV | | 4.892% 24 Apr 2025 | | 245,000 | | | | | 262,948 | |
| | | SYNGENTA FINANCE NV | | 4.441% 24 Apr 2023 | | 1,400,000 | | | | | 1,469,205 | |
| | | TACO BELL FUNDING, LLC | | 4.318% 25 Nov 2048 | | 1,372,000 | | | | | 1,391,606 | |
| | | TANGER PROPERTIES LP | | 3.875% 01 Dec 2023 | | 657,000 | | | | | 682,397 | |
| | | TANGER PROPERTIES LP | | 3.75% 01 Dec 2024 | | 510,000 | | | | | 534,793 | |
| | | TIAA BANK MORTGAGE LOAN TRUST | | 1% 25 Jul 2048 | | 27,831 | | | | | 27,820 | |
| | | TIMKEN CO | | 4.5% 15 Dec 2028 | | 1,010,000 | | | | | 1,131,108 | |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 May 2055 | | 53,457 | | | | | 53,846 | |
| | | TREASURY BILL | | 0.01% 28 Jan 2021 | | 1,400,000 | | | | | 1,399,946 | |
| | | TRINITY ACQUISITION PLC | | 4.4% 15 Mar 2026 | | 155,000 | | | | | 180,589 | |
| | | TRINITY ACQUISITION PLC | | 3.5% 15 Sep 2021 | | 290,000 | | | | | 295,195 | |
| | | UBS GROUP AG | | 4.125% 24 Sep 2025 | | 935,000 | | | | | 1,070,629 | |
| | | UDR INC | | 3.2% 15 Jan 2030 | | 325,000 | | | | | 361,670 | |
| | | UNITED MEXICAN STATES | | 4.5% 22 Apr 2029 | | 2,820,000 | | | | | 3,310,680 | |
| | | UNITEDHEALTH GROUP INC | | 1.25% 15 Jan 2026 | | 1,260,000 | | | | | 1,298,909 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | (1,800,000 | ) | | | | 17,156 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | 51,000,000 | | | | | 59,762 | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | (5,600,000 | ) | | | | (16,188 | ) |
| | | US DOLLAR | | | | (31,052 | ) | | | | (31,052 | ) |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | 3,400,000 | | | | | (17,397 | ) |
| | | US TREASURY N/B | | 0.375% 30 Apr 2025 | | 31,800,000 | | | | | 31,915,523 | |
| | | US TREASURY N/B | | 0.125% 15 May 2023 | | 32,600,000 | | | | | 32,591,086 | |
| | | US TREASURY N/B | | 2.125% 31 Mar 2024 | | 1,100,000 | | | | | 1,168,707 | |
| | | US TREASURY N/B | | 1.625% 15 Aug 2029 | | 14,250,000 | | | | | 15,244,160 | |
| | | VALE OVERSEAS LIMITED | | 6.25% 10 Aug 2026 | | 1,040,000 | | | | | 1,289,600 | |
| | | VEREIT OPERATING PARTNER | | 4.625% 01 Nov 2025 | | 1,100,000 | | | | | 1,266,108 | |
| | | VEREIT OPERATING PARTNER | | 3.4% 15 Jan 2028 | | 625,000 | | | | | 689,965 | |
| | | VEREIT OPERATING PARTNER | | 2.2% 15 Jun 2028 | | 1,335,000 | | | | | 1,365,081 | |
| | | VERUS SECURITIZATION TRUST | | 1% 25 Mar 2060 | | 461,521 | | | | | 467,948 | |
| | | VF CORPORATION | | 0% 08 Feb 2021 | | 2,000,000 | | | | | 1,999,472 | |
| | | VIACOMCBS INC | | 4.95% 15 Jan 2031 | | 1,855,000 | | | | | 2,328,263 | |
| | | WACHOVIA STUDENT LOAN TRUST | | 1% 25 Apr 2040 | | 2,948,375 | | | | | 2,710,945 | |
| | | WALGREENS BOOTS | | 0% 08 Jan 2021 | | 1,000,000 | | | | | 999,948 | |
| | | WALGREENS BOOTS | | 0% 03 Feb 2021 | | 1,000,000 | | | | | 999,679 | |
| | | WALGREENS BOOTS | | 0% 19 Feb 2021 | | 3,000,000 | | | | | 2,998,775 | |
| | | WALT DISNEY CO | | 0% 15 Jun 2021 | | 5,000,000 | | | | | 4,993,125 | |
| | | WALT DISNEY COMPANY/THE | | 2.65% 13 Jan 2031 | | 620,000 | | | | | 679,714 | |
| | | WASTE MANAGEMENT INC | | 0% 01 Jul 2021 | | 5,000,000 | | | | | 4,991,201 | |
| | | WAVE 2017 1 LLC | | 3.844% 15 Nov 2042 | | 1,063,454 | | | | | 1,031,899 | |
| | | WAVE USA | | 3.597% 15 Sep 2044 | | 1,636,642 | | | | | 1,595,984 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 1% 15 Jun 2051 | | 540,000 | | | | | 628,559 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.556% 16 Jun 2051 | | 140,000 | | | | | 162,535 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.244% 15 Mar 2052 | | 523,000 | | | | | 620,045 | |
| | | WELLS FARGO MORTGAGE BACKED SE | | 1% 25 Nov 2048 | | 184,348 | | | | | 188,260 | |
| | | WILLIS NORTH AMERICA INC | | 3.6% 15 May 2024 | | 125,000 | | | | | 136,488 | |
| | | WILLIS NORTH AMERICA INC | | 2.95% 15 Sep 2029 | | 255,000 | | | | | 279,000 | |
| | | WILLIS TOWERS WATSON PLC | | 5.75% 15 Mar 2021 | | 580,000 | | | | | 585,841 | |
| | | WP CAREY INC | | 4.25% 01 Oct 2026 | | 1,715,000 | | | | | 1,973,732 | |
| | | WP CAREY INC | | 2.4% 01 Feb 2031 | | 65,000 | | | | | 67,506 | |
| | | XCEL ENERGY INC | | 3.3% 01 Jun 2025 | | 530,000 | | | | | 582,565 | |
| | | XLIT LTD | | 4.45% 31 Mar 2025 | | 645,000 | | | | | 736,068 | |
| | | YARA INTERNATIONAL ASA | | 4.75% 01 Jun 2028 | | 1,470,000 | | | | | 1,743,136 | |
| | | YARA INTERNATIONAL ASA | | 3.148% 04 Jun 2030 | | 175,000 | | | | | 189,487 | |
| | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5748 12 of 15 | | | | Total | | $ | 589,668,257 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | (d) Cost | | | value | |
| | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | |
| | | | | | | Par Value | | | | | | |
| | | AERCAP IRELAND CAP/GLOBA | | 3.15% 15 Feb 2024 | | 1,455,000 | | | | $ | 1,525,223 | |
| | | AES CORP/THE | | 3.3% 15 Jul 2025 | | 1,045,000 | | | | | 1,139,050 | |
| | | AES CORP/THE | | 1.375% 15 Jan 2026 | | 2,895,000 | | | | | 2,919,847 | |
| | | AIRCASTLE LTD | | 5.25% 11 Aug 2025 | | 1,790,000 | | | | | 1,971,418 | |
| | | AKER BP ASA | | 3% 15 Jan 2025 | | 405,000 | | | | | 425,043 | |
| | | ALBERTSONS COS/SAFEWAY | | 3.25% 15 Mar 2026 | | 865,000 | | | | | 877,975 | |
| | | ALLIANT ENERGY FINANCE | | 3.75% 15 Jun 2023 | | 1,750,000 | | | | | 1,874,992 | |
| | | ALLISON TRANSMISSION INC | | 3.75% 30 Jan 2031 | | 1,385,000 | | | | | 1,417,028 | |
| | | ALLY FINANCIAL INC | | 1.45% 02 Oct 2023 | | 2,390,000 | | | | | 2,439,758 | |
| | | AMERICAN CREDIT ACCEPTANCE REC | | 2.69% 12 Dec 2025 | | 2,275,000 | | | | | 2,323,425 | |
| | | AMERICAN CREDIT ACCEPTANCE REC | | 2.08% 13 Dec 2023 | | 340,000 | | | | | 342,115 | |
| | | AMERICAN CREDIT ACCEPTANCE REC | | 2.48% 13 Sep 2024 | | 475,000 | | | | | 486,063 | |
| | | AMERICAN HONDA FINANCE | | 0.65% 08 Sep 2023 | | 3,325,000 | | | | | 3,345,997 | |
| | | AMERICAN HONDA FINANCE | | 2.2% 27 Jun 2022 | | 1,900,000 | | | | | 1,952,497 | |
| | | AMERICAN WOODMARK CORP | | 4.875% 15 Mar 2026 | | 120,000 | | | | | 123,000 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 2.54% 18 Jul 2024 | | 2,365,000 | | | | | 2,431,683 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 1.06% 18 Aug 2026 | | 405,000 | | | | | 405,537 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 0.97% 18 Feb 2026 | | 155,000 | | | | | 156,633 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 2.24% 08 Apr 2022 | | 43,549 | | | | | 43,564 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 3.58% 18 Oct 2024 | | 1,235,000 | | | | | 1,277,575 | |
| | | AMERIPRISE FINANCIAL INC | | 3% 22 Mar 2022 | | 1,285,000 | | | | | 1,326,976 | |
| | | AMGEN INC | | 2.2% 21 Feb 2027 | | 3,240,000 | | | | | 3,473,320 | |
| | | AMPHENOL CORP | | 2.05% 01 Mar 2025 | | 365,000 | | | | | 385,587 | |
| | | ANGLO AMERICAN CAPITAL | | 5.375% 01 Apr 2025 | | 360,000 | | | | | 420,719 | |
| | | AON CORP | | 2.2% 15 Nov 2022 | | 3,260,000 | | | | | 3,369,446 | |
| | | ARES CAPITAL CORP | | 3.875% 15 Jan 2026 | | 1,665,000 | | | | | 1,804,165 | |
| | | ASSURANT INC | | 4.2% 27 Sep 2023 | | 415,000 | | | | | 453,937 | |
| | | AT+T INC | | 2.3% 01 Jun 2027 | | 1,155,000 | | | | | 1,231,851 | |
| | | ATHENE GLOBAL FUNDING | | 3% 01 Jul 2022 | | 470,000 | | | | | 486,021 | |
| | | ATHENE GLOBAL FUNDING | | 2.5% 14 Jan 2025 | | 835,000 | | | | | 874,693 | |
| | | ATHENE GLOBAL FUNDING | | 1.2% 13 Oct 2023 | | 2,100,000 | | | | | 2,116,185 | |
| | | AUST + NZ BANKING GRP NY | | 2.05% 21 Nov 2022 | | 3,265,000 | | | | | 3,378,479 | |
| | | AUTONATION INC | | 4.5% 01 Oct 2025 | | 460,000 | | | | | 511,310 | |
| | | AUTONATION INC | | 3.5% 15 Nov 2024 | | 545,000 | | | | | 588,192 | |
| | | AVIATION CAPITAL GROUP | | 3.875% 01 May 2023 | | 500,000 | | | | | 520,988 | |
| | | AVIATION CAPITAL GROUP | | 4.375% 30 Jan 2024 | | 1,045,000 | | | | | 1,102,709 | |
| | | BACARDI LTD | | 4.45% 15 May 2025 | | 2,125,000 | | | | | 2,372,257 | |
| | | BAIDU INC | | 3.875% 29 Sep 2023 | | 2,085,000 | | | | | 2,245,946 | |
| | | BAKER HUGHES LLC/CO OBL | | 2.773% 15 Dec 2022 | | 2,610,000 | | | | | 2,725,868 | |
| | | BANC OF AMERICA COMMERCIAL MOR | | 3.116% 15 Feb 2050 | | 1,610,000 | | | | | 1,639,179 | |
| | | BANCO BILBAO VIZCAYA ARG | | 0.875% 18 Sep 2023 | | 3,400,000 | | | | | 3,423,851 | |
| | | BANCO SANTANDER SA | | 3.125% 23 Feb 2023 | | 1,400,000 | | | | | 1,474,052 | |
| | | BANCO SANTANDER SA | | 3.848% 12 Apr 2023 | | 2,000,000 | | | | | 2,148,238 | |
| | | BANK OF AMERICA CORP | | 1% 20 Jan 2023 | | 2,105,000 | | | | | 2,165,433 | |
| | | BANK OF IRELAND GROUP | | 4.5% 25 Nov 2023 | | 200,000 | | | | | 218,874 | |
| | | BANK OF MONTREAL | | 2.9% 26 Mar 2022 | | 2,500,000 | | | | | 2,581,254 | |
| | | BANK OF NOVA SCOTIA | | 0.55% 15 Sep 2023 | | 3,450,000 | | | | | 3,463,399 | |
| | | BANK OF THE WEST AUTO TRUST | | 2.43% 15 Apr 2024 | | 1,295,000 | | | | | 1,319,612 | |
| | | BANQUE FED CRED MUTUEL | | 3.75% 20 Jul 2023 | | 2,145,000 | | | | | 2,318,142 | |
| | | BANQUE FED CRED MUTUEL | | 2.375% 21 Nov 2024 | | 1,210,000 | | | | | 1,282,806 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 3.189% 15 Feb 2050 | | 893,374 | | | | | 913,503 | |
| | | BARCLAYS DRYROCK ISSUANCE TRUS | | 1.96% 15 May 2025 | | 5,010,000 | | | | | 5,141,650 | |
| | | BARCLAYS PLC | | 3.25% 12 Jan 2021 | | 835,000 | | | | | 835,451 | |
| | | BAT CAPITAL CORP | | 2.789% 06 Sep 2024 | | 2,260,000 | | | | | 2,416,003 | |
| | | BAYER US FINANCE II LLC | | 3.375% 15 Jul 2024 | | 560,000 | | | | | 605,425 | |
| | | BAYVIEW OPPORTUNITY MASTER FUN | | 4% 28 Apr 2055 | | 400,993 | | | | | 411,635 | |
| | | BENCHMARK MORTGAGE TRUST | | 2.793% 15 Mar 2062 | | 3,791,561 | | | | | 3,912,879 | |
| | | BMW FINANCE NV | | 2.4% 14 Aug 2024 | | 3,300,000 | | | | | 3,497,821 | |
| | | BNP PARIBAS | | 1% 10 Jan 2025 | | 1,005,000 | | | | | 1,116,987 | |
| | | BNP PARIBAS | | 1% 19 Nov 2025 | | 685,000 | | | | | 730,157 | |
| | | BOEING CO | | 5.04% 01 May 2027 | | 2,335,000 | | | | | 2,729,783 | |
| | | BOEING CO | | 2.75% 01 Feb 2026 | | 905,000 | | | | | 951,652 | |
| | | BP CAP MARKETS AMERICA | | 3.224% 14 Apr 2024 | | 2,835,000 | | | | | 3,066,806 | |
| | | BP CAP MARKETS AMERICA | | 2.52% 19 Sep 2022 | | 1,455,000 | | | | | 1,504,949 | |
| | BRITISH TELECOMMUNICATIO | | 4.5% 04 Dec 2023 | | | 665,000 | | | | | | 736,396 | |
| | | BROWN FORMAN CORP | | 3.5% 15 Apr 2025 | | | 290,000 | | | | | | 321,136 | |
| | | BUNGE LTD FINANCE CORP | | 4.35% 15 Mar 2024 | | | 2,140,000 | | | | | | 2,360,712 | |
| | | CALIFORNIA REPUBLIC AUTO RECEI | | 2.28% 15 Jun 2022 | | | 126,050 | | | | | | 126,228 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.75% 09 Mar 2027 | | | 275,000 | | | | | | 313,835 | |
| | | CARMAX AUTO OWNER TRUST | | 2.18% 15 Aug 2024 | | | 1,105,000 | | | | | | 1,132,504 | |
| | | CARMAX AUTO OWNER TRUST | | 2.01% 15 Mar 2023 | | | 845,810 | | | | | | 851,263 | |
| | | CARMAX AUTO OWNER TRUST | | 1.87% 17 Apr 2023 | | | 773,547 | | | | | | 778,844 | |
| | | CARMAX AUTO OWNER TRUST | | 2.11% 17 Oct 2022 | | | 89,814 | | | | | | 90,159 | |
| | | CARMAX AUTO OWNER TRUST | | 1.97% 15 Apr 2022 | | | 80,462 | | | | | | 80,595 | |
| | | CATERPILLAR FINL SERVICE | | 1.9% 06 Sep 2022 | | | 655,000 | | | | | | 673,260 | |
| | | CATERPILLAR FINL SERVICE | | 2.4% 06 Jun 2022 | | | 735,000 | | | | | | 757,215 | |
| | | CATERPILLAR FINL SERVICE | | 0.8% 13 Nov 2025 | | | 2,810,000 | | | | | | 2,832,447 | |
| | | CDW LLC/CDW FINANCE | | 3.25% 15 Feb 2029 | | | 605,000 | | | | | | 616,919 | |
| | | CENTERPOINT ENERGY RES | | 3.55% 01 Apr 2023 | | | 2,055,000 | | | | | | 2,191,732 | |
| | | CHARLES SCHWAB CORP | | 0.9% 11 Mar 2026 | | | 3,485,000 | | | | | | 3,529,604 | |
| | | CIGNA CORP | | 3.75% 15 Jul 2023 | | | 848,000 | | | | | | 916,748 | |
| | | CIGNA CORP | | 3.9% 15 Feb 2022 | | | 810,000 | | | | | | 841,499 | |
| | | CIGNA CORP | | 4.5% 25 Feb 2026 | | | 195,000 | | | | | | 228,610 | |
| | | CITIBANK NA | | 1% 20 May 2022 | | | 340,000 | | | | | | 343,231 | |
| | | CITIGROUP INC | | 1% 24 Jan 2023 | | | 435,000 | | | | | | 447,305 | |
| | | CITIGROUP INC | | 1% 08 Apr 2026 | | | 1,620,000 | | | | | | 1,769,951 | |
| | | CITIGROUP INC | | 1% 04 Nov 2022 | | | 2,420,000 | | | | | | 2,458,666 | |
| | | CNH EQUIPMENT TRUST | | 1.86% 15 Sep 2022 | | | 104,694 | | | | | | 104,950 | |
| | | COLONY AMERICAN FINANCE LTD | | 2.968% 15 Oct 2049 | | | 164,856 | | | | | | 167,708 | |
| | | COMERICA BANK | | 2.5% 23 Jul 2024 | | | 1,530,000 | | | | | | 1,627,087 | |
| | | COMERICA INC | | 3.7% 31 Jul 2023 | | | 520,000 | | | | | | 560,999 | |
| | | COMM MORTGAGE TRUST | | 3.399% 05 Oct 2030 | | | 1,305,000 | | | | | | 1,262,231 | |
| | | COMM MORTGAGE TRUST | | 3.35% 10 Feb 2048 | | | 2,025,000 | | | | | | 2,218,585 | |
| | | CPS AUTO TRUST | | 2.36% 15 Feb 2024 | | | 375,000 | | | | | | 380,863 | |
| | | CPS AUTO TRUST | | 0.63% 15 Mar 2024 | | | 458,894 | | | | | | 459,065 | |
| | | CPS AUTO TRUST | | 3.05% 15 Dec 2023 | | | 38,576 | | | | | | 38,754 | |
| | | CPS AUTO TRUST | | 3.61% 15 Nov 2022 | | | 103,145 | | | | | | 103,265 | |
| | | CREDIT ACCEPTANCE AUTO LOAN TR | | 2.38% 15 Nov 2028 | | | 1,185,000 | | | | | | 1,216,528 | |
| | | CREDIT ACCEPTANCE AUTO LOAN TR | | 1.77% 17 Dec 2029 | | | 1,370,000 | | | | | | 1,377,513 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 3.953% 15 Sep 2037 | | | 1,285,000 | | | | | | 1,301,358 | |
| | | CREDIT SUISSE NEW YORK | | 2.1% 12 Nov 2021 | | | 1,125,000 | | | | | | 1,142,371 | |
| | | CVS HEALTH CORP | | 3.7% 09 Mar 2023 | | | 413,000 | | | | | | 441,835 | |
| | | DANSKE BANK A/S | | 1% 20 Dec 2025 | | | 585,000 | | | | | | 626,004 | |
| | | DELTA AIR LINES INC | | 2.9% 28 Oct 2024 | | | 1,735,000 | | | | | | 1,711,805 | |
| | | DEUTSCHE BANK NY | | 1% 18 Sep 2024 | | | 2,190,000 | | | | | | 2,252,938 | |
| | | DEUTSCHE BANK NY | | 1% 24 Nov 2026 | | | 1,170,000 | | | | | | 1,197,423 | |
| | | DOMINION ENERGY INC | | 1% 15 Aug 2024 | | | 795,000 | | | | | | 858,226 | |
| | | DRIVE AUTO RECEIVABLES TRUST | | 2.65% 15 Feb 2024 | | | 715,000 | | | | | | 722,471 | |
| | | DT AUTO OWNER TRUST | | 3.67% 15 Mar 2024 | | | 91,299 | | | | | | 91,627 | |
| | | DT AUTO OWNER TRUST | | 2.16% 15 May 2024 | | | 255,000 | | | | | | 258,425 | |
| | | DT AUTO OWNER TRUST | | 3.18% 18 Feb 2025 | | | 800,000 | | | | | | 816,484 | |
| | | DT AUTO OWNER TRUST | | 1.47% 15 Jun 2026 | | | 735,000 | | | | | | 741,745 | |
| | | DT AUTO OWNER TRUST | | 2.6% 15 May 2023 | | | 490,000 | | | | | | 493,701 | |
| | | DT AUTO OWNER TRUST | | 2.36% 16 Jan 2024 | | | 385,000 | | | | | | 389,982 | |
| | | DT AUTO OWNER TRUST | | 3.28% 16 Mar 2026 | | | 390,000 | | | | | | 409,741 | |
| | | DXC TECHNOLOGY CO | | 4.125% 15 Apr 2025 | | | 285,000 | | | | | | 315,052 | |
| | | ELEMENT FLEET MANAGEMENT | | 3.85% 15 Jun 2025 | | | 1,045,000 | | | | | | 1,113,827 | |
| | | EQT CORP | | 7.625% 01 Feb 2025 | | | 780,000 | | | | | | 888,225 | |
| | | EQUINOR ASA | | 2.875% 06 Apr 2025 | | | 1,655,000 | | | | | | 1,807,600 | |
| | | EQUITABLE FINANCIAL LIFE | | 1.4% 27 Aug 2027 | | | 1,640,000 | | | | | | 1,650,118 | |
| | | EVERSOURCE ENERGY | | 3.8% 01 Dec 2023 | | | 1,935,000 | | | | | | 2,118,370 | |
| | | EXETER AUTOMOBILE RECEIVABLES | | 1.32% 15 Jul 2025 | | | 670,000 | | | | | | 675,283 | |
| | | EXETER AUTOMOBILE RECEIVABLES | | 3.06% 15 May 2023 | | | 701,549 | | | | | | 705,127 | |
| | | EXETER AUTOMOBILE RECEIVABLES | | 2.26% 15 Apr 2024 | | | 360,000 | | | | | | 363,457 | |
| | | EXETER AUTOMOBILE RECEIVABLES | | 3.28% 15 May 2025 | | | 530,000 | | | | | | 554,086 | |
| | | EXPEDIA GROUP INC | | 6.25% 01 May 2025 | | | 950,000 | | | | | | 1,101,146 | |
| | | EXXON MOBIL CORPORATION | | 2.992% 19 Mar 2025 | | | 1,630,000 | | | | | | 1,784,042 | |
| | | FANNIE MAE | | 7% 25 Mar 2045 | | | 734,625 | | | | | | 858,955 | |
| | | FANNIE MAE | | 1% 25 Nov 2033 | | | 550,006 | | | | | | 551,587 | |
| | | FANNIE MAE | | 1% 25 Oct 2040 | | | 123,299 | | | | | | 124,148 | |
| | | FANNIE MAE | | 1% 25 Dec 2040 | | | 304,630 | | | | | | 307,053 | |
| | | FANNIE MAE | | 5% 25 Jun 2040 | | | 633,582 | | | | | | 725,717 | |
| | | FANNIE MAE | | 1% 25 Sep 2041 | | | 581,340 | | | | | | 590,414 | |
| | | FANNIE MAE | | 1% 25 Sep 2041 | | | 287,438 | | | | | | 290,891 | |
| | | FANNIE MAE | | 1% 25 May 2040 | | | 768,544 | | | | | | 774,794 | |
| | | FANNIEMAE ACES | | 1% 25 Jan 2027 | | | 2,351,279 | | | | | | 2,354,001 | |
| | | FANNIEMAE WHOLE LOAN | | 6.5% 25 Dec 2045 | | | 665,863 | | | | | | 785,746 | |
| | | FEDERAL REALTY INVS TRST | | 3.95% 15 Jan 2024 | | | 2,205,000 | | | | | | 2,398,705 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Nov 2026 | | | 1,924,697 | | | | | | 1,939,548 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jun 2027 | | | 1,149,808 | | | | | | 1,158,104 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jun 2027 | | | 864,856 | | | | | | 867,472 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1.766% 25 Feb 2025 | | | 915,904 | | | | | | 947,513 | |
| | | FHLMC STRUCTURED PASS THROUGH | | 1% 25 Jul 2044 | | | 823,890 | | | | | | 831,442 | |
| | | FIFTH THIRD BANCORP | | 2.6% 15 Jun 2022 | | | 640,000 | | | | | | 659,597 | |
| | | FIFTH THIRD BANK | | 1.8% 30 Jan 2023 | | | 3,290,000 | | | | | | 3,383,542 | |
| | | FLAGSHIP CREDIT AUTO TRUST | | 3.8% 15 Apr 2026 | | | 355,000 | | | | | | 378,673 | |
| | | FLAGSHIP CREDIT AUTO TRUST | | 3.88% 16 Oct 2023 | | | 1,235,000 | | | | | | 1,264,547 | |
| | | FLAGSHIP CREDIT AUTO TRUST | | 1.28% 16 Feb 2027 | | | 390,000 | | | | | | 392,816 | |
| | | FNMA POOL 735697 | | 1% 01 Jun 2035 | | | 1,378,928 | | | | | | 1,430,411 | |
| | | FNMA POOL 795297 | | 1% 01 Jul 2044 | | | 74,207 | | | | | | 74,753 | |
| | | FORD CREDIT AUTO LEASE TRUST | | 1.85% 15 Mar 2023 | | | 880,000 | | | | | | 891,813 | |
| | | FORD CREDIT AUTO OWNER TRUST/F | | 3.19% 15 Jul 2031 | | | 1,280,000 | | | | | | 1,406,505 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 2.84% 15 Mar 2024 | | | 1,865,000 | | | | | | 1,921,788 | |
| | | FORD MOTOR CREDIT CO LLC | | 3.81% 09 Jan 2024 | | | 375,000 | | | | | | 384,375 | |
| | | FORD MOTOR CREDIT CO LLC | | 2.979% 03 Aug 2022 | | | 685,000 | | | | | | 696,440 | |
| | | FREEPORT MCMORAN INC | | 4.625% 01 Aug 2030 | | | 810,000 | | | | | | 888,975 | |
| | | FS KKR CAPITAL CORP | | 4.125% 01 Feb 2025 | | | 415,000 | | | | | | 431,986 | |
| | | FS KKR CAPITAL CORP | | 3.4% 15 Jan 2026 | | | 1,065,000 | | | | | | 1,058,394 | |
| | | GE CAPITAL FUNDING LLC | | 3.45% 15 May 2025 | | | 1,750,000 | | | | | | 1,930,814 | |
| | | GENERAL ELECTRIC CO | | 3.45% 01 May 2027 | | | 590,000 | | | | | | 667,317 | |
| | | GENERAL MOTORS | | 0.68% 15 Aug 2025 | | | 410,000 | | | | | | 412,425 | |
| | | GENERAL MOTORS CO | | 6.8% 01 Oct 2027 | | | 170,000 | | | | | | 218,469 | |
| | | GENERAL MOTORS FINL CO | | 4.15% 19 Jun 2023 | | | 1,710,000 | | | | | | 1,839,654 | |
| | | GENERAL MOTORS FINL CO | | 2.9% 26 Feb 2025 | | | 790,000 | | | | | | 843,658 | |
| | | GENPACT LUXEMBOURG SARL | | 3.7% 01 Apr 2022 | | | 1,020,000 | | | | | | 1,039,996 | |
| | | GEORGIA PACIFIC LLC | | 0.625% 15 May 2024 | | | 3,465,000 | | | | | | 3,476,372 | |
| | | GLENCORE FUNDING LLC | | 4.125% 12 Mar 2024 | | | 480,000 | | | | | | 528,189 | |
| | | GLOBAL SC FINANCE SRL | | 3.19% 17 Jul 2029 | | | 619,917 | | | | | | 619,924 | |
| | | GLP CAPITAL LP / FIN II | | 5.25% 01 Jun 2025 | | | 2,105,000 | | | | | | 2,368,293 | |
| | | GLS AUTO RECEIVABLES TRUST | | 3.78% 15 Aug 2023 | | | 610,669 | | | | | | 620,633 | |
| | | GLS AUTO RECEIVABLES TRUST | | 3.06% 17 Apr 2023 | | | 437,478 | | | | | | 440,355 | |
| | | GLS AUTO RECEIVABLES TRUST | | 2.78% 16 Sep 2024 | | | 695,000 | | | | | | 713,089 | |
| | | GLS AUTO RECEIVABLES TRUST | | 1.14% 17 Nov 2025 | | | 525,000 | | | | | | 524,918 | |
| | | GM FINANCIAL AUTOMOBILE LEASIN | | 0.45% 21 Aug 2023 | | | 860,000 | | | | | | 862,138 | |
| | | GM FINANCIAL SECURITIZED TERM | | 2.18% 16 Apr 2024 | | | 1,270,000 | | | | | | 1,290,547 | |
| | | GM FINANCIAL SECURITIZED TERM | | 1.83% 17 Jan 2023 | | | 272,122 | | | | | | 273,174 | |
| | | GNMA II POOL 710074 | | 1% 20 Apr 2061 | | | 6,406 | | | | | | 6,746 | |
| | | GNMA II POOL 765230 | | 1% 20 Dec 2062 | | | 49,304 | | | | | | 51,810 | |
| | GNMA II POOL 766549 | | 1% 20 Jul 2062 | | | 19,048 | | | | | | 19,313 | |
| | | GNMA II POOL 791932 | | 1% 20 Jan 2063 | | | 4,024 | | | | | | 4,070 | |
| | | GNMA II POOL AE0471 | | 1% 20 May 2064 | | | 1,356,354 | | | | | | 1,477,356 | |
| | | GNMA II POOL AU3150 | | 1% 20 Sep 2066 | | | 2,765,088 | | | | | | 3,113,807 | |
| | | GNMA II POOL AW1855 | | 1% 20 Nov 2066 | | | 1,143,659 | | | | | | 1,305,294 | |
| | | GOLDMAN SACHS BDC INC | | 2.875% 15 Jan 2026 | | | 2,030,000 | | | | | | 2,071,361 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 17 Nov 2023 | | | 2,105,000 | | | | | | 2,113,517 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 09 Dec 2026 | | | 2,030,000 | | | | | | 2,052,314 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 16 Sep 2042 | | | 299,437 | | | | | | 311,810 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 6% 16 Jun 2034 | | | 1,963,219 | | | | | | 2,168,578 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2060 | | | 686,231 | | | | | | 684,901 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Aug 2058 | | | 34,993 | | | | | | 34,947 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Nov 2060 | | | 61,991 | | | | | | 62,049 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Dec 2060 | | | 965,808 | | | | | | 968,014 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Mar 2061 | | | 623,944 | | | | | | 625,307 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jun 2061 | | | 438,337 | | | | | | 438,734 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Sep 2061 | | | 308,740 | | | | | | 309,750 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3% 20 Dec 2061 | | | 50,231 | | | | | | 51,421 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Mar 2062 | | | 401,393 | | | | | | 402,834 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jul 2062 | | | 37,265 | | | | | | 37,385 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Aug 2062 | | | 298,029 | | | | | | 298,760 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Sep 2062 | | | 1,438,295 | | | | | | 1,442,155 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2062 | | | 16,940 | | | | | | 17,028 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 3.5% 20 Jan 2063 | | | 227,951 | | | | | | 234,553 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Sep 2063 | | | 808,212 | | | | | | 813,143 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2065 | | | 9,831 | | | | | | 9,817 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 May 2065 | | | 1,784,098 | | | | | | 1,776,837 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2065 | | | 140,996 | | | | | | 140,961 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jul 2065 | | | 40,310 | | | | | | 40,255 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 May 2066 | | | 123,433 | | | | | | 123,725 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 May 2067 | | | 986,059 | | | | | | 973,554 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2067 | | | 10,116 | | | | | | 10,115 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Dec 2067 | | | 38,219 | | | | | | 38,082 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2064 | | | 56,038 | | | | | | 55,947 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Sep 2068 | | | 6,727,062 | | | | | | 6,722,735 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Sep 2068 | | | 616,058 | | | | | | 614,977 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Oct 2068 | | | 4,027,688 | | | | | | 4,026,879 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2069 | | | 1,158,378 | | | | | | 1,159,637 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Jan 2070 | | | 1,571,711 | | | | | | 1,574,112 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 9,947,666 | | | | | | 9,947,666 | |
| | | GRAY OAK PIPELINE LLC | | 2.6% 15 Oct 2025 | | | 240,000 | | | | | | 247,360 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 05 Mar 2033 | | | 285,000 | | | | | | 275,225 | |
| | | HANESBRANDS INC | | 4.625% 15 May 2024 | | | 220,000 | | | | | | 230,450 | |
| | | HARLEY DAVIDSON FINL SER | | 4.05% 04 Feb 2022 | | | 1,070,000 | | | | | | 1,107,375 | |
| | | HARLEY DAVIDSON FINL SER | | 3.35% 08 Jun 2025 | | | 550,000 | | | | | | 595,755 | |
| | | HARLEY DAVIDSON MOTORCYCLE TRU | | 1.87% 15 Oct 2024 | | | 760,000 | | | | | | 771,998 | |
| | | HASBRO INC | | 3.55% 19 Nov 2026 | | | 1,155,000 | | | | | | 1,289,102 | |
| | | HCA INC | | 5.875% 01 May 2023 | | | 930,000 | | | | | | 1,021,838 | |
| | | HP ENTERPRISE CO | | 4.65% 01 Oct 2024 | | | 1,260,000 | | | | | | 1,430,226 | |
| | | HP ENTERPRISE CO | | 1.45% 01 Apr 2024 | | | 330,000 | | | | | | 339,081 | |
| | | HP INC | | 3% 17 Jun 2027 | | | 955,000 | | | | | | 1,053,754 | |
| | | HSBC HOLDINGS PLC | | 1% 12 Sep 2026 | | | 2,085,000 | | | | | | 2,119,419 | |
| | | HSBC HOLDINGS PLC | | 1% 18 Apr 2026 | | | 2,290,000 | | | | | | 2,342,124 | |
| | | HYATT HOTELS CORP | | 5.375% 23 Apr 2025 | | | 220,000 | | | | | | 248,626 | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | | 1.94% 15 Feb 2024 | | | 2,265,000 | | | | | | 2,306,597 | |
| | | HYUNDAI CAPITAL AMERICA | | 3% 20 Jun 2022 | | | 1,145,000 | | | | | | 1,181,079 | |
| | | HYUNDAI CAPITAL AMERICA | | 3% 10 Feb 2027 | | | 1,040,000 | | | | | | 1,128,999 | |
| * | | ING GROEP NV | | 4.1% 02 Oct 2023 | | | 2,055,000 | | | | | | 2,257,667 | |
| | | JOHN DEERE CAPITAL CORP | | 2.65% 06 Jan 2022 | | | 1,050,000 | | | | | | 1,075,591 | |
| | | JOHN DEERE CAPITAL CORP | | 2.95% 01 Apr 2022 | | | 1,820,000 | | | | | | 1,880,638 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Apr 2023 | | | 1,575,000 | | | | | | 1,632,193 | |
| * | | JPMORGAN CHASE + CO | | 1% 22 Apr 2026 | | | 3,240,000 | | | | | | 3,421,850 | |
| | | JUNIPER NETWORKS INC | | 1.2% 10 Dec 2025 | | | 695,000 | | | | | | 703,270 | |
| | | KEY BANK NA | | 3.18% 15 Oct 2027 | | | 875,000 | | | | | | 907,234 | |
| | | KEY BANK NA | | 3.3% 01 Feb 2022 | | | 350,000 | | | | | | 361,197 | |
| | | KEYCORP | | 2.25% 06 Apr 2027 | | | 625,000 | | | | | | 666,775 | |
| | | L3HARRIS TECH INC | | 3.85% 15 Jun 2023 | | | 1,440,000 | | | | | | 1,555,413 | |
| | | LADDER CAP FIN LLLP/CORP | | 4.25% 01 Feb 2027 | | | 795,000 | | | | | | 781,088 | |
| | | LEASEPLAN CORPORATION NV | | 2.875% 24 Oct 2024 | | | 1,340,000 | | | | | | 1,415,922 | |
| | | LLOYDS BANKING GROUP PLC | | 4.05% 16 Aug 2023 | | | 1,125,000 | | | | | | 1,229,375 | |
| | | LLOYDS BANKING GROUP PLC | | 1% 09 Jul 2025 | | | 1,100,000 | | | | | | 1,212,734 | |
| | | MACQUARIE BANK LTD | | 2.3% 22 Jan 2025 | | | 1,150,000 | | | | | | 1,221,239 | |
| | | MARRIOTT INTERNATIONAL | | 4.15% 01 Dec 2023 | | | 1,400,000 | | | | | | 1,512,543 | |
| | | MARVELL TECHNOLOGY GROUP | | 4.2% 22 Jun 2023 | | | 865,000 | | | | | | 936,067 | |
| | | MASSACHUSETTS EDUCATIONAL FINA | | 3.85% 25 May 2033 | | | 552,589 | | | | | | 566,625 | |
| | | MCDONALD S CORP | | 3.5% 01 Jul 2027 | | | 1,890,000 | | | | | | 2,168,082 | |
| | | MICROCHIP TECHNOLOGY INC | | 3.922% 01 Jun 2021 | | | 325,000 | | | | | | 329,615 | |
| | | MICROCHIP TECHNOLOGY INC | | 2.67% 01 Sep 2023 | | | 1,120,000 | | | | | | 1,171,368 | |
| | | MICROCHIP TECHNOLOGY INC | | 0.972% 15 Feb 2024 | | | 1,340,000 | | | | | | 1,343,280 | |
| | | MILL CITY MORTGAGE TRUST | | 1% 25 Apr 2057 | | | 122,349 | | | | | | 123,597 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.801% 18 Jul 2024 | | | 3,200,000 | | | | | | 3,430,204 | |
| | | MITSUBISHI UFJ FIN GRP | | 1% 15 Sep 2024 | | | 3,455,000 | | | | | | 3,475,601 | |
| | | MIZUHO FINANCIAL GROUP | | 2.601% 11 Sep 2022 | | | 2,010,000 | | | | | | 2,085,947 | |
| | | MONDELEZ INTERNATIONAL | | 2.125% 13 Apr 2023 | | | 1,645,000 | | | | | | 1,708,575 | |
| | | MORGAN STANLEY | | 1% 10 Nov 2023 | | | 3,450,000 | | | | | | 3,457,986 | |
| | | MPLX LP | | 3.375% 15 Mar 2023 | | | 3,075,000 | | | | | | 3,256,714 | |
| | | MUFG UNION BANK NA | | 2.1% 09 Dec 2022 | | | 3,295,000 | | | | | | 3,399,488 | |
| | | NATIONAL AUSTRALIA BK/NY | | 3.7% 04 Nov 2021 | | | 2,625,000 | | | | | | 2,699,839 | |
| | | NATIONAL AUSTRALIA BK/NY | | 1.875% 13 Dec 2022 | | | 3,290,000 | | | | | | 3,394,640 | |
| | | NATIONWIDE BLDG SOCIETY | | 1% 01 Aug 2024 | | | 2,145,000 | | | | | | 2,330,870 | |
| | | NATWEST GROUP PLC | | 1% 22 May 2028 | | | 605,000 | | | | | | 656,650 | |
| | | NATWEST MARKETS PLC | | 3.625% 29 Sep 2022 | | | 2,865,000 | | | | | | 3,020,458 | |
| | | NAVIENT CORP | | 5% 15 Mar 2027 | | | 360,000 | | | | | | 363,150 | |
| | | NAVIENT CORP | | 7.25% 25 Jan 2022 | | | 2,080,000 | | | | | | 2,173,600 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.31% 15 Jan 2069 | | | 950,000 | | | | | | 959,661 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.17% 16 Sep 2069 | | | 332,724 | | | | | | 335,229 | |
| | | NEXTGEAR FLOORPLAN MASTER OWNE | | 3.21% 15 Feb 2024 | | | 715,000 | | | | | | 737,503 | |
| | | NGPL PIPECO LLC | | 4.375% 15 Aug 2022 | | | 135,000 | | | | | | 140,649 | |
| | | NIKE INC | | 2.75% 27 Mar 2027 | | | 1,820,000 | | | | | | 2,013,877 | |
| | | NISSAN AUTO LEASE TRUST | | 1.84% 17 Jan 2023 | | | 1,105,000 | | | | | | 1,121,700 | |
| | | NISSAN MOTOR CO | | 3.522% 17 Sep 2025 | | | 1,640,000 | | | | | | 1,755,985 | |
| | | NOKIA OYJ | | 3.375% 12 Jun 2022 | | | 90,000 | | | | | | 93,010 | |
| | | NORTHRIVER MIDSTREAM FIN | | 5.625% 15 Feb 2026 | | | 1,720,000 | | | | | | 1,776,416 | |
| | | OAKTREE SPECIALTY LEND | | 3.5% 25 Feb 2025 | | | 410,000 | | | | | | 424,550 | |
| | | OCCIDENTAL PETROLEUM COR | | 5.875% 01 Sep 2025 | | | 2,195,000 | | | | | | 2,337,675 | |
| | | OFFICE PPTY INCOME TRST | | 4.5% 01 Feb 2025 | | | 1,900,000 | | | | | | 2,013,082 | |
| | | ONEOK INC | | 2.2% 15 Sep 2025 | | | 2,340,000 | | | | | | 2,418,111 | |
| | | ORACLE CORP | | 2.8% 01 Apr 2027 | | | 1,670,000 | | | | | | 1,841,806 | |
| | | ORIX CORP | | 3.25% 04 Dec 2024 | | | 425,000 | | | | | | 464,599 | |
| | | OWL ROCK CAPITAL CORP | | 4.25% 15 Jan 2026 | | | 735,000 | | | | | | 774,196 | |
| | | OWL ROCK CAPITAL CORP | | 3.4% 15 Jul 2026 | | | 1,515,000 | | | | | | 1,536,693 | |
| | | OWL ROCK TECHNOLOGY FINA | | 3.75% 17 Jun 2026 | | | 840,000 | | | | | | 844,559 | |
| | | PACCAR FINANCIAL CORP | | 2% 26 Sep 2022 | | | 1,535,000 | | | | | | 1,580,431 | |
| | | PACCAR FINANCIAL CORP | | 1.9% 07 Feb 2023 | | | 1,355,000 | | | | | | 1,399,297 | |
| | | PACCAR FINANCIAL CORP | | 1.8% 06 Feb 2025 | | | 225,000 | | | | | | | 235,732 |
| | | PACIFIC GAS + ELECTRIC | | 1% 15 Nov 2021 | | | 2,600,000 | | | | | | | 2,601,424 |
| | | PENSKE TRUCK LEASING/PTL | | 4.125% 01 Aug 2023 | | | 1,215,000 | | | | | | | 1,320,616 |
| | | PENSKE TRUCK LEASING/PTL | | 4.45% 29 Jan 2026 | | | 265,000 | | | | | | | 306,747 |
| | | PENSKE TRUCK LEASING/PTL | | 4% 15 Jul 2025 | | | 825,000 | | | | | | | 935,562 |
| | | PHILLIPS 66 | | 1% 26 Feb 2021 | | | 1,640,000 | | | | | | | 1,640,189 |
| | | PLANET FITNESS MASTER ISSUER L | | 4.666% 05 Sep 2048 | | | 1,422,263 | | | | | | | 1,417,541 |
| | | PNC BANK NA | | 1% 09 Dec 2022 | | | 3,285,000 | | | | | | | 3,335,468 |
| | | PRESTIGE AUTO RECEIVABLES TRUS | | 1.31% 16 Nov 2026 | | | 1,510,000 | | | | | | | 1,510,173 |
| | | PSEG POWER LLC | | 3.85% 01 Jun 2023 | | | 955,000 | | | | | | | 1,027,477 |
| | | PVH CORP | | 4.625% 10 Jul 2025 | | | 500,000 | | | | | | | 563,371 |
| | | RADIAN GROUP INC | | 4.875% 15 Mar 2027 | | | 1,770,000 | | | | | | | 1,943,814 |
| | | RAYTHEON TECH CORP | | 3.2% 15 Mar 2024 | | | 2,555,000 | | | | | | | 2,759,624 |
| | | RELIANCE STAND LIFE II | | 2.15% 21 Jan 2023 | | | 1,575,000 | | | | | | | 1,614,621 |
| | | ROYAL BANK OF CANADA | | 1.95% 17 Jan 2023 | | | 3,290,000 | | | | | | | 3,397,586 |
| | | RYDER SYSTEM INC | | 3.75% 09 Jun 2023 | | | 440,000 | | | | | | | 473,580 |
| | | RYDER SYSTEM INC | | 3.875% 01 Dec 2023 | | | 550,000 | | | | | | | 600,368 |
| | | RYDER SYSTEM INC | | 4.625% 01 Jun 2025 | | | 1,100,000 | | | | | | | 1,274,599 |
| | | S JETS LIMITED | | 3.967% 15 Aug 2042 | | | 604,380 | | | | | | | 586,457 |
| | | SANTANDER CONSUMER AUTO RECEIV | | 3.71% 17 Feb 2026 | | | 495,000 | | | | | | | 530,477 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 2.9% 15 Oct 2024 | | | 1,570,000 | | | | | | | 1,607,126 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 0.96% 15 Nov 2024 | | | 330,000 | | | | | | | 332,031 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 1.12% 15 Jan 2026 | | | 1,355,000 | | | | | | | 1,365,086 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 1.01% 15 Jan 2026 | | | 365,000 | | | | | | | 366,252 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 3.81% 16 Dec 2024 | | | 439,188 | | | | | | | 444,035 |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 2.16% 15 Nov 2022 | | | 855,644 | | | | | | | 857,019 |
| | | SANTANDER HOLDINGS USA | | 3.45% 02 Jun 2025 | | | 1,300,000 | | | | | | | 1,419,736 |
| | | SANTANDER UK GROUP HLDGS | | 2.875% 05 Aug 2021 | | | 465,000 | | | | | | | 471,513 |
| | | SANTANDER UK PLC | | 2.1% 13 Jan 2023 | | | 2,340,000 | | | | | | | 2,417,884 |
| | | SAUDI ARABIAN OIL CO | | 1.25% 24 Nov 2023 | | | 420,000 | | | | | | | 425,404 |
| | | SCF EQUIPMENT TRUST LLC | | 3.63% 20 Oct 2024 | | | 277,337 | | | | | | | 278,191 |
| | | SEAGATE HDD CAYMAN | | 4.875% 01 Mar 2024 | | | 415,000 | | | | | | | 450,773 |
| | | SHELL INTERNATIONAL FIN | | 2.375% 06 Apr 2025 | | | 1,610,000 | | | | | | | 1,726,725 |
| | | SIMON PROPERTY GROUP LP | | 3.5% 01 Sep 2025 | | | 955,000 | | | | | | | 1,060,539 |
| | | SK TELECOM CO LTD | | 3.75% 16 Apr 2023 | | | 440,000 | | | | | | | 469,716 |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.95% 25 Feb 2042 | | | 87,898 | | | | | | | 89,737 |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.36% 27 Dec 2032 | | | 41,999 | | | | | | | 42,537 |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.74% 25 Oct 2032 | | | 86,066 | | | | | | | 87,824 |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.72% 26 Nov 2040 | | | 170,390 | | | | | | | 173,344 |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 1% 25 Jan 2039 | | | 24,067 | | | | | | | 24,176 |
| | | SOCIETE GENERALE | | 2.625% 22 Jan 2025 | | | 1,350,000 | | | | | | | 1,429,771 |
| | | SOFI CONSUMER LOAN PROGRAM TRU | | 3.14% 25 Feb 2027 | | | 63,926 | | | | | | | 64,155 |
| | | SOUTHWEST AIRLINES CO | | 5.25% 04 May 2025 | | | 835,000 | | | | | | | 967,064 |
| | | SOUTHWEST AIRLINES CO | | 5.125% 15 Jun 2027 | | | 405,000 | | | | | | | 481,794 |
| | | STANDARD CHARTERED PLC | | 1% 30 Jan 2026 | | | 2,250,000 | | | | | | | 2,383,331 |
| | | STARBUCKS CORP | | 2% 12 Mar 2027 | | | 2,315,000 | | | | | | | 2,456,586 |
| | | STARWOOD PROPERTY TRUST | | 5.5% 01 Nov 2023 | | | 1,485,000 | | | | | | | 1,551,825 |
| * | | STATE STREET CORP | | 1% 15 May 2023 | | | 575,000 | | | | | | | 592,974 |
| | | SUMITOMO MITSUI FINL GRP | | 2.784% 12 Jul 2022 | | | 405,000 | | | | | | | 419,875 |
| | | SUMITOMO MITSUI FINL GRP | | 2.696% 16 Jul 2024 | | | 1,265,000 | | | | | | | 1,350,574 |
| | | SYNCHRONY FINANCIAL | | 4.375% 19 Mar 2024 | | | 310,000 | | | | | | | 341,300 |
| | | SYNCHRONY FINANCIAL | | 2.85% 25 Jul 2022 | | | 420,000 | | | | | | | 433,713 |
| | | SYSCO CORPORATION | | 5.65% 01 Apr 2025 | | | 1,625,000 | | | | | | | 1,932,127 |
| | | TAKEDA PHARMACEUTICAL | | 4% 26 Nov 2021 | | | 1,040,000 | | | | | | | 1,070,070 |
| | | THERMO FISHER SCIENTIFIC | | 4.133% 25 Mar 2025 | | | 1,665,000 | | | | | | | 1,893,167 |
| | | TJX COS INC | | 3.75% 15 Apr 2027 | | | 1,330,000 | | | | | | | 1,538,086 |
| | | TOTAL CAPITAL INTL SA | | 2.218% 12 Jul 2021 | | | 1,600,000 | | | | | | | 1,613,554 |
| | | TOWD POINT MORTGAGE TRUST | | 1% 25 Nov 2060 | | | 111,500 | | | | | | | 111,829 |
| | | TOYOTA AUTO LOAN EXTENDED NOTE | | 1.35% 25 May 2033 | | | 1,085,000 | | | | | | | 1,117,211 |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 1.92% 16 Jan 2024 | | | 2,960,000 | | | | | | | 3,019,025 |
| | | TOYOTA MOTOR CREDIT CORP | | 1.8% 07 Oct 2021 | | | 1,340,000 | | | | | | | 1,354,810 |
| | | TRUIST FINANCIAL CORP | | 3.05% 20 Jun 2022 | | | 2,895,000 | | | | | | | 3,004,727 |
| | | TRUIST FINANCIAL CORP | | 2.5% 01 Aug 2024 | | | 465,000 | | | | | | | 495,266 |
| | | TRUIST FINANCIAL CORP | | 1.125% 03 Aug 2027 | | | 2,015,000 | | | | | | | 2,028,200 |
| | | UBS BARCLAYS COMMERCIAL MORTGA | | 3.184% 10 Mar 2046 | | | 2,040,000 | | | | | | | 2,131,253 |
| | | UNICREDIT SPA | | 3.75% 12 Apr 2022 | | | 820,000 | | | | | | | 849,778 |
| | | UNICREDIT SPA | | 1% 22 Sep 2026 | | | 1,425,000 | | | | | | | 1,454,433 |
| | | UNUM GROUP | | 4.5% 15 Mar 2025 | | | 1,735,000 | | | | | | | 1,965,143 |
| | | US BANCORP | | 2.4% 30 Jul 2024 | | | 3,220,000 | | | | | | | 3,432,497 |
| | | US BANK NA CINCINNATI | | 2.65% 23 May 2022 | | | 435,000 | | | | | | | 448,692 |
| | | US BANK NA CINCINNATI | | 1.95% 09 Jan 2023 | | | 3,295,000 | | | | | | | 3,399,177 |
| | | US DOLLAR | | | | | 289 | | | | | | | 289 |
| | | US TREASURY N/B | | 2.125% 31 Mar 2024 | | | 3,130,000 | | | | | | | 3,325,503 |
| | | US TREASURY N/B | | 1.5% 15 Aug 2022 | | | 28,570,000 | | | | | | | 29,206,129 |
| | | US TREASURY N/B | | 1.5% 30 Nov 2024 | | | 7,210,000 | | | | | | | 7,560,643 |
| | | US TREASURY N/B | | 1.625% 15 Dec 2022 | | | 13,155,000 | | | | | | | 13,539,373 |
| | | US TREASURY N/B | | 0.125% 30 Jun 2022 | | | 16,760,000 | | | | | | | 16,762,619 |
| | | US TREASURY N/B | | 0.125% 31 Aug 2022 | | | 20,790,000 | | | | | | | 20,791,624 |
| | | US TREASURY N/B | | 0.25% 30 Sep 2025 | | | 35,045,000 | | | | | | | 34,912,212 |
| | | US TREASURY N/B | | 0.125% 30 Sep 2022 | | | 24,305,000 | | | | | | | 24,305,949 |
| | | US TREASURY N/B | | 0.25% 31 Oct 2025 | | | 42,200,000 | | | | | | | 42,018,672 |
| | | USAA AUTO OWNER TRUST | | 2.16% 17 Jul 2023 | | | 1,085,730 | | | | | | | 1,095,293 |
| | | VALERO ENERGY CORP | | 2.15% 15 Sep 2027 | | | 1,050,000 | | | | | | | 1,072,852 |
| | | VMWARE INC | | 4.65% 15 May 2027 | | | 1,335,000 | | | | | | | 1,562,160 |
| | | VOLKSWAGEN GROUP AMERICA | | 2.85% 26 Sep 2024 | | | 2,920,000 | | | | | | | 3,118,540 |
| | | VOLKSWAGEN GROUP AMERICA | | 1.25% 24 Nov 2025 | | | 2,250,000 | | | | | | | 2,272,305 |
| | | VULCAN MATERIALS CO | | 1% 01 Mar 2021 | | | 2,855,000 | | | | | | | 2,856,209 |
| | | WALT DISNEY COMPANY/THE | | 2.2% 13 Jan 2028 | | | 3,310,000 | | | | | | | 3,542,913 |
| | | WASTE MANAGEMENT INC | | 0.75% 15 Nov 2025 | | | 3,460,000 | | | | | | | 3,471,927 |
| | | WELLS FARGO + COMPANY | | 2.5% 04 Mar 2021 | | | 1,845,000 | | | | | | | 1,851,239 |
| | | WELLS FARGO BANK NA | | 3.625% 22 Oct 2021 | | | 1,045,000 | | | | | | | 1,069,808 |
| | | WESTERN UNION CO/THE | | 4.25% 09 Jun 2023 | | | 1,240,000 | | | | | | | 1,345,016 |
| | | WESTLAKE AUTOMOBILE RECEIVABLE | | 2.62% 15 Jul 2024 | | | 2,425,000 | | | | | | | 2,455,298 |
| | | WESTLAKE AUTOMOBILE RECEIVABLE | | 3.26% 17 Oct 2022 | | | 1,080,000 | | | | | | | 1,086,392 |
| | | WESTLAKE AUTOMOBILE RECEIVABLE | | 2.01% 15 Jul 2025 | | | 475,000 | | | | | | | 484,742 |
| | | WESTLAKE AUTOMOBILE RECEIVABLE | | 2.41% 15 Oct 2024 | | | 850,000 | | | | | | | 862,205 |
| | | WHEELS SPV LLC | | 2.3% 22 May 2028 | | | 582,554 | | | | | | | 588,110 |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 2.87% 17 Jul 2023 | | | 1,067,836 | | | | | | | 1,082,958 |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 1.96% 16 Dec 2024 | | | 3,605,000 | | | | | | | 3,677,239 |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 1.1% 15 Apr 2025 | | | 10,020,000 | | | | | | | 10,157,518 |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 1.95% 15 Feb 2023 | | | 191,438 | | | | | | | 192,728 |
| | | WORLD OMNI SELECT AUTO TRUST | | 0.55% 15 Jul 2025 | | | 685,000 | | | | | | | 687,117 |
| | | ZIMMER BIOMET HOLDINGS | | 3.375% 30 Nov 2021 | | | 1,365,000 | | | | | | | 1,391,701 |
| | | ZIMMER BIOMET HOLDINGS | | 1% 19 Mar 2021 | | | 842,000 | | | | | | | 842,000 |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5749 13 of 15 | | | | | | | Total | | $ | 697,849,904 |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | | value | |
| | | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | | |
| | | | | | | Par Value | | | | | | | |
| | ABBVIE INC | | 2.6% 21 Nov 2024 | | | 2,256,000 | | | | | | $ | 2,417,971 | |
| | | ABU DHABI GOVT INT L | | 0.75% 02 Sep 2023 | | | 1,363,000 | | | | | | | 1,366,408 | |
| | | ALLY AUTO RECEIVABLES TRUST | | 1.93% 17 Oct 2022 | | | 898,398 | | | | | | | 900,727 | |
| | | ALLY AUTO RECEIVABLES TRUST | | 1.84% 17 Jun 2024 | | | 1,877,000 | | | | | | | 1,905,126 | |
| | | ALLY AUTO RECEIVABLES TRUST | | 1.99% 15 Mar 2022 | | | 52,140 | | | | | | | 52,173 | |
| | | ALLY AUTO RECEIVABLES TRUST | | 1.92% 15 Jan 2025 | | | 619,000 | | | | | | | 626,002 | |
| | | AMEREN CORP | | 3.5% 15 Jan 2031 | | | 782,000 | | | | | | | 902,236 | |
| | | AMEREN CORP | | 2.5% 15 Sep 2024 | | | 970,000 | | | | | | | 1,033,863 | |
| | | AMERICAN ELECTRIC POWER | | 0.75% 01 Nov 2023 | | | 748,000 | | | | | | | 749,678 | |
| | | AMERICAN EXPRESS CREDIT ACCOUN | | 1% 15 Apr 2024 | | | 2,525,000 | | | | | | | 2,528,092 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 0.66% 18 Dec 2024 | | | 1,908,000 | | | | | | | 1,917,892 | |
| | | AON CORP | | 2.8% 15 May 2030 | | | 1,222,000 | | | | | | | 1,333,168 | |
| | | APPLE INC | | 2.05% 11 Sep 2026 | | | 5,045,000 | | | | | | | 5,394,710 | |
| | | AT+T INC | | 2.3% 01 Jun 2027 | | | 2,482,000 | | | | | | | 2,647,147 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | | 229,000 | | | | | | | 234,757 | |
| | | BANK 2019 BN21 A5 | | 2.851% 17 Oct 2052 | | | 833,000 | | | | | | | 922,176 | |
| | | BANK 2020 BN27 A5 | | 2.144% 15 Apr 2063 | | | 450,000 | | | | | | | 472,438 | |
| | | BANK 2020 BN28 A4 | | 1.844% 15 Mar 2063 | | | 1,308,000 | | | | | | | 1,338,217 | |
| | | BANK 2020 BN30 A4 | | 1.925% 15 Dec 2053 | | | 1,819,000 | | | | | | | 1,872,487 | |
| | | BANK OF AMERICA CORP | | 1% 29 Apr 2031 | | | 3,447,000 | | | | | | | 3,694,351 | |
| | | BANK OF AMERICA CORP | | 1% 20 Dec 2023 | | | 3,403,000 | | | | | | | 3,581,692 | |
| | | BANK OF AMERICA CORP | | 1% 23 Jul 2024 | | | 2,169,000 | | | | | | | 2,351,633 | |
| | | BANK OF AMERICA CORP | | 1% 23 Apr 2027 | | | 1,358,000 | | | | | | | 1,533,330 | |
| | | BANK OF AMERICA CREDIT CARD TR | | 0.34% 15 May 2026 | | | 886,000 | | | | | | | 887,084 | |
| | | BAT CAPITAL CORP | | 3.215% 06 Sep 2026 | | | 2,284,000 | | | | | | | 2,515,536 | |
| | | BENCHMARK MORTGAGE TRUST | | 2.732% 15 Feb 2053 | | | 125,000 | | | | | | | 137,389 | |
| | | BENCHMARK MORTGAGE TRUST | | 2.289% 15 Mar 2053 | | | 884,000 | | | | | | | 941,214 | |
| | | BENCHMARK MORTGAGE TRUST | | 1.85% 15 Sep 2053 | | | 1,429,000 | | | | | | | 1,466,393 | |
| | | BENCHMARK MORTGAGE TRUST | | 2.034% 15 Oct 2053 | | | 1,014,000 | | | | | | | 1,055,525 | |
| | | BENCHMARK MORTGAGE TRUST | | 1.977% 17 Dec 2053 | | | 2,357,000 | | | | | | | 2,435,900 | |
| | | BENCHMARK MORTGAGE TRUST | | 1.973% 15 Jan 2054 | | | 1,333,000 | | | | | | | 1,377,835 | |
| | | BMW FLOORPLAN MASTER OWNER TRU | | 1% 15 May 2023 | | | 831,000 | | | | | | | 831,651 | |
| | | BMW VEHICLE OWNER TRUST | | 0.62% 26 Apr 2027 | | | 1,883,000 | | | | | | | 1,892,486 | |
| | | BOEING CO | | 5.15% 01 May 2030 | | | 288,000 | | | | | | | 348,552 | |
| | | BOEING CO | | 3.625% 01 Feb 2031 | | | 1,200,000 | | | | | | | 1,313,257 | |
| | | BOEING CO | | 4.875% 01 May 2025 | | | 2,969,000 | | | | | | | 3,384,386 | |
| | | BRISTOL MYERS SQUIBB CO | | 0.537% 13 Nov 2023 | | | 1,275,000 | | | | | | | 1,277,309 | |
| | | BRIXMOR OPERATING PART | | 4.05% 01 Jul 2030 | | | 703,000 | | | | | | | 806,885 | |
| | | BROADCOM INC | | 4.15% 15 Nov 2030 | | | 2,475,000 | | | | | | | 2,865,461 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.65% 11 May 2027 | | | 623,000 | | | | | | | 714,247 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.9% 29 Jan 2024 | | | 3,177,000 | | | | | | | 3,480,012 | |
| | | CAPITAL ONE MULTI ASSET EXECUT | | 1.72% 15 Aug 2024 | | | 940,000 | | | | | | | 962,815 | |
| | | CAPITAL ONE PRIME AUTO RECEIVA | | 1.92% 15 May 2024 | | | 644,000 | | | | | | | 655,577 | |
| | | CARMAX AUTO OWNER TRUST | | 0.77% 16 Mar 2026 | | | 1,803,000 | | | | | | | 1,818,086 | |
| | | CARMAX AUTO OWNER TRUST | | 1.89% 16 Dec 2024 | | | 1,116,000 | | | | | | | 1,144,864 | |
| | | CARMAX AUTO OWNER TRUST | | 2.03% 16 Jun 2025 | | | 748,000 | | | | | | | 755,603 | |
| | | CATERPILLAR FINL SERVICE | | 0.8% 13 Nov 2025 | | | 2,465,000 | | | | | | | 2,484,691 | |
| | | CHARTER COMM OPT LLC/CAP | | 4.908% 23 Jul 2025 | | | 1,925,000 | | | | | | | 2,235,787 | |
| | | CIGNA CORP | | 3.4% 17 Sep 2021 | | | 1,366,000 | | | | | | | 1,395,366 | |
| | | CIGNA CORP | | 3.75% 15 Jul 2023 | | | 600,000 | | | | | | | 648,642 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.778% 10 Sep 2058 | | | 90,000 | | | | | | | 101,159 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.154% 15 Nov 2049 | | | 342,000 | | | | | | | 381,047 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 1% 10 Dec 2049 | | | 516,000 | | | | | | | 591,137 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | 3.102% 15 Dec 2072 | | | 1,301,000 | | | | | | | 1,468,486 | |
| | | CITIGROUP INC | | 1% 03 Jun 2031 | | | 1,312,000 | | | | | | | 1,398,409 | |
| | | CITIGROUP INC | | 4.45% 29 Sep 2027 | | | 549,000 | | | | | | | 648,994 | |
| | | CITIGROUP INC | | 1% 10 Jan 2028 | | | 449,000 | | | | | | | 514,589 | |
| | | CITIGROUP INC | | 1% 24 Jul 2023 | | | 2,084,000 | | | | | | | 2,164,823 | |
| | | CITIGROUP INC | | 1% 24 Jan 2023 | | | 1,375,000 | | | | | | | 1,413,896 | |
| | | CITIGROUP INC | | 4.3% 20 Nov 2026 | | | 1,013,000 | | | | | | | 1,179,339 | |
| | | CNH INDUSTRIAL CAP LLC | | 1.875% 15 Jan 2026 | | | 1,833,000 | | | | | | | 1,919,603 | |
| | | COMCAST CORP | | 1.5% 15 Feb 2031 | | | 1,711,000 | | | | | | | 1,699,424 | |
| | | COMCAST CORP | | 1.95% 15 Jan 2031 | | | 1,926,000 | | | | | | | 1,977,887 | |
| | | COMM MORTGAGE TRUST | | 3.774% 10 Oct 2048 | | | 521,000 | | | | | | | 579,929 | |
| | | CONSOLIDATED EDISON INC | | 0.65% 01 Dec 2023 | | | 1,546,000 | | | | | | | 1,549,077 | |
| | | COOPERATIEVE RABOBANK UA | | 4.625% 01 Dec 2023 | | | 498,000 | | | | | | | 555,047 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.502% 15 Nov 2049 | | | 293,000 | | | | | | | 325,933 | |
| | | CSAIL COMMERCIAL MORTGAGE TRUS | | 3.329% 15 Jun 2052 | | | 978,000 | | | | | | | 1,104,510 | |
| | | DELL INT LLC / EMC CORP | | 6.02% 15 Jun 2026 | | | 773,000 | | | | | | | 943,018 | |
| | | DEUTSCHE BANK NY | | 1% 24 Nov 2026 | | | 781,000 | | | | | | | 799,305 | |
| | | DIAMONDBACK ENERGY INC | | 2.875% 01 Dec 2024 | | | 702,000 | | | | | | | 737,907 | |
| | | DIAMONDBACK ENERGY INC | | 3.5% 01 Dec 2029 | | | 257,000 | | | | | | | 274,557 | |
| | | DISCOVER CARD EXECUTION NOTE T | | 3.04% 15 Jul 2024 | | | 978,000 | | | | | | | 1,006,934 | |
| | | DISCOVER CARD EXECUTION NOTE T | | 1% 15 Dec 2023 | | | 1,245,000 | | | | | | | 1,246,242 | |
| | | DOMINION ENERGY INC | | 2.45% 15 Jan 2023 | | | 749,000 | | | | | | | 779,283 | |
| | | DTE ENERGY CO | | 2.529% 01 Oct 2024 | | | 990,000 | | | | | | | 1,054,821 | |
| | | DTE ENERGY CO | | 1.05% 01 Jun 2025 | | | 2,019,000 | | | | | | | 2,041,668 | |
| | | EDISON INTERNATIONAL | | 5.75% 15 Jun 2027 | | | 2,900,000 | | | | | | | 3,470,377 | |
| | | EMERA US FINANCE LP | | 2.7% 15 Jun 2021 | | | 330,000 | | | | | | | 332,568 | |
| | | ENERGY TRANSFER LP | | 4.75% 15 Jan 2026 | | | 674,000 | | | | | | | 762,626 | |
| | | EQUINOR ASA | | 2.875% 06 Apr 2025 | | | 955,000 | | | | | | | 1,043,056 | |
| | | EQUINOR ASA | | 1.75% 22 Jan 2026 | | | 2,539,000 | | | | | | | 2,667,170 | |
| | | FANNIE MAE | | 2.25% 12 Apr 2022 | | | 1,628,000 | | | | | | | 1,673,470 | |
| | | FANNIE MAE | | 1.625% 07 Jan 2025 | | | 1,600,000 | | | | | | | 1,686,029 | |
| | | FANNIE MAE | | 2.625% 06 Sep 2024 | | | 930,000 | | | | | | | 1,011,489 | |
| | | FED HM LN PC POOL A93390 | | 4% 01 Aug 2040 | | | 76,328 | | | | | | | 83,230 | |
| | | FED HM LN PC POOL A96244 | | 4% 01 Jan 2041 | | | 224,043 | | | | | | | 246,604 | |
| | | FED HM LN PC POOL C09042 | | 3.5% 01 May 2043 | | | 665,635 | | | | | | | 721,199 | |
| | | FED HM LN PC POOL G06814 | | 4% 01 Jan 2041 | | | 241,177 | | | | | | | 263,764 | |
| | | FED HM LN PC POOL G08588 | | 4% 01 May 2044 | | | 9,549 | | | | | | | 10,393 | |
| | | FED HM LN PC POOL G60855 | | 4.5% 01 Dec 2045 | | | 87,677 | | | | | | | 98,218 | |
| | | FED HM LN PC POOL G60909 | | 4% 01 Apr 2047 | | | 521,105 | | | | | | | 569,401 | |
| | | FED HM LN PC POOL G61080 | | 4.5% 01 Mar 2047 | | | 96,618 | | | | | | | 107,722 | |
| | | FED HM LN PC POOL G61158 | | 4% 01 Sep 2047 | | | 295,228 | | | | | | | 322,590 | |
| | | FED HM LN PC POOL G61281 | | 3.5% 01 Jan 2048 | | | 2,544,538 | | | | | | | 2,728,102 | |
| | | FED HM LN PC POOL G61606 | | 4.5% 01 Sep 2048 | | | 35,990 | | | | | | | 39,154 | |
| | | FED HM LN PC POOL G62009 | | 3.5% 01 Aug 2046 | | | 978,254 | | | | | | | 1,060,070 | |
| | | FED HM LN PC POOL G67710 | | 3.5% 01 Mar 2048 | | | 112,649 | | | | | | | 121,205 | |
| | | FED HM LN PC POOL Q13637 | | 3% 01 Nov 2042 | | | 154,248 | | | | | | | 163,695 | |
| | | FED HM LN PC POOL Q38896 | | 4% 01 Feb 2046 | | | 494,680 | | | | | | | 543,908 | |
| | | FED HM LN PC POOL Q47597 | | 4% 01 Apr 2047 | | | 690,573 | | | | | | | 756,739 | |
| | | FED HM LN PC POOL Q49464 | | 4% 01 Jul 2047 | | | 743,951 | | | | | | | 814,022 | |
| | | FED HM LN PC POOL QA4675 | | 3% 01 Nov 2049 | | | 605,160 | | | | | | | 646,679 | |
| | | FED HM LN PC POOL QA5505 | | 5% 01 Dec 2049 | | | 0 | | | | | | | 0 | |
| | | FED HM LN PC POOL QA6370 | | 3% 01 Jan 2050 | | | 939,994 | | | | | | | 1,001,356 | |
| | | FED HM LN PC POOL QA6505 | | 3% 01 Jan 2050 | | | 742,859 | | | | | | | 793,107 | |
| | | FED HM LN PC POOL QA6518 | | 3% 01 Jan 2050 | | | 620,925 | | | | | | | 667,237 | |
| | | FED HM LN PC POOL QA7075 | | 3% 01 Feb 2050 | | | 4,139,665 | | | | | | | 4,418,938 | |
| | | FED HM LN PC POOL QN1106 | | 3% 01 Dec 2034 | | | 156,441 | | | | | | | 167,568 | |
| | | FED HM LN PC POOL SD0185 | | 3% 01 Dec 2049 | | | 787,406 | | | | | | | 841,603 | |
| | | FED HM LN PC POOL SD0268 | | 4% 01 Mar 2046 | | | 711,672 | | | | | | | 778,348 | |
| | FED HM LN PC POOL SD7501 | | 4% 01 Jul 2049 | | | 4,032,216 | | | | | | | 4,417,335 | |
| | | FED HM LN PC POOL SD7518 | | 3% 01 Jun 2050 | | | 3,722,019 | | | | | | | 3,991,382 | |
| | | FED HM LN PC POOL SD7526 | | 2.5% 01 Oct 2050 | | | 8,611,731 | | | | | | | 9,183,021 | |
| | | FED HM LN PC POOL T61844 | | 3% 01 Jan 2045 | | | 63,635 | | | | | | | 65,870 | |
| | | FED HM LN PC POOL V82155 | | 4% 01 Dec 2045 | | | 206,565 | | | | | | | 225,588 | |
| | | FED HM LN PC POOL V84001 | | 3.5% 01 Mar 2048 | | | 384,809 | | | | | | | 412,684 | |
| | | FED HM LN PC POOL ZA4619 | | 4% 01 Dec 2045 | | | 69,843 | | | | | | | 76,258 | |
| | | FED HM LN PC POOL ZA4816 | | 4% 01 Feb 2047 | | | 435,803 | | | | | | | 476,082 | |
| | | FED HM LN PC POOL ZA4918 | | 4% 01 May 2047 | | | 1,139,668 | | | | | | | 1,234,631 | |
| | | FED HM LN PC POOL ZA5289 | | 3.5% 01 Mar 2048 | | | 1,737,758 | | | | | | | 1,863,210 | |
| | | FED HM LN PC POOL ZA5924 | | 4.5% 01 Nov 2048 | | | 639,715 | | | | | | | 694,247 | |
| | | FED HM LN PC POOL ZL3712 | | 3.5% 01 Aug 2042 | | | 344,665 | | | | | | | 371,107 | |
| | | FED HM LN PC POOL ZL9628 | | 4% 01 Dec 2044 | | | 806,939 | | | | | | | 885,291 | |
| | | FED HM LN PC POOL ZM3228 | | 4% 01 May 2047 | | | 41,983 | | | | | | | 45,702 | |
| | | FED HM LN PC POOL ZM4518 | | 3.5% 01 Oct 2047 | | | 286,803 | | | | | | | 308,832 | |
| | | FED HM LN PC POOL ZM5325 | | 4% 01 Jan 2048 | | | 42,307 | | | | | | | 45,886 | |
| | | FED HM LN PC POOL ZS4531 | | 4% 01 Sep 2043 | | | 212,753 | | | | | | | 231,518 | |
| | | FED HM LN PC POOL ZS9927 | | 4.5% 01 Dec 2045 | | | 138,362 | | | | | | | 154,959 | |
| | | FED HM LN PC POOL ZT0240 | | 3.5% 01 Jan 2048 | | | 1,119,940 | | | | | | | 1,200,457 | |
| | | FED HM LN PC POOL ZT0389 | | 4% 01 Jun 2048 | | | 134,979 | | | | | | | 147,387 | |
| | | FED HM LN PC POOL ZT0511 | | 3% 01 Aug 2048 | | | 1,325,478 | | | | | | | 1,416,182 | |
| | | FED HM LN PC POOL ZT0522 | | 4.5% 01 Sep 2048 | | | 56,491 | | | | | | | 61,442 | |
| | | FED HM LN PC POOL ZT0538 | | 3.5% 01 Mar 2048 | | | 2,653,452 | | | | | | | 2,854,250 | |
| | | FED HM LN PC POOL ZT1858 | | 4.5% 01 Apr 2049 | | | 414,274 | | | | | | | 455,096 | |
| | | FED HM LN PC POOL ZT2077 | | 3.5% 01 Aug 2046 | | | 1,308,374 | | | | | | | 1,417,478 | |
| | | FEDERAL REALTY INVESTMEN | | 3.5% 01 Jun 2030 | | | 1,499,000 | | | | | | | 1,659,773 | |
| | | FEDERAL REALTY INVESTMEN | | 1.25% 15 Feb 2026 | | | 2,199,000 | | | | | | | 2,239,364 | |
| | | FEDERAL REALTY INVS TRST | | 3.95% 15 Jan 2024 | | | 764,000 | | | | | | | 831,116 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.194% 25 Jul 2027 | | | 762,000 | | | | | | | 871,602 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.244% 25 Aug 2027 | | | 340,000 | | | | | | | 390,079 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Nov 2027 | | | 100,000 | | | | | | | 115,397 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.9% 25 Apr 2028 | | | 1,470,000 | | | | | | | 1,757,133 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Jul 2028 | | | 219,000 | | | | | | | 263,138 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Oct 2028 | | | 217,000 | | | | | | | 262,040 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 3.505% 25 Mar 2029 | | | 663,000 | | | | | | | 782,365 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 2.785% 25 Jun 2029 | | | 913,000 | | | | | | | 1,031,627 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1.639% 25 Jan 2030 | | | 568,000 | | | | | | | 591,679 | |
| | | FNMA POOL AB2345 | | 4.5% 01 Feb 2041 | | | 672,995 | | | | | | | 752,165 | |
| | | FNMA POOL AB4530 | | 4% 01 Feb 2042 | | | 82,208 | | | | | | | 90,619 | |
| | | FNMA POOL AB8897 | | 3% 01 Apr 2043 | | | 99,987 | | | | | | | 106,367 | |
| | | FNMA POOL AC1578 | | 4% 01 Aug 2039 | | | 61,354 | | | | | | | 67,523 | |
| | | FNMA POOL AC3652 | | 4% 01 Oct 2039 | | | 81,703 | | | | | | | 89,639 | |
| | | FNMA POOL AD8036 | | 4.5% 01 Aug 2040 | | | 167,684 | | | | | | | 187,428 | |
| | | FNMA POOL AH0945 | | 4% 01 Dec 2040 | | | 42,708 | | | | | | | 46,558 | |
| | | FNMA POOL AH1016 | | 4% 01 Dec 2040 | | | 57,934 | | | | | | | 63,848 | |
| | | FNMA POOL AH4882 | | 4.5% 01 Feb 2041 | | | 80,986 | | | | | | | 90,620 | |
| | | FNMA POOL AH9342 | | 4% 01 Apr 2041 | | | 101,745 | | | | | | | 111,144 | |
| | | FNMA POOL AI2116 | | 4% 01 May 2041 | | | 44,757 | | | | | | | 48,946 | |
| | | FNMA POOL AK1799 | | 4% 01 Jan 2042 | | | 103,777 | | | | | | | 113,150 | |
| | | FNMA POOL AL2465 | | 1% 01 Oct 2027 | | | 533,088 | | | | | | | 559,823 | |
| | | FNMA POOL AL3433 | | 1% 01 Oct 2041 | | | 165,709 | | | | | | | 180,932 | |
| | | FNMA POOL AL8168 | | 1% 01 Nov 2042 | | | 118,259 | | | | | | | 129,537 | |
| | | FNMA POOL AL9244 | | 1% 01 Aug 2043 | | | 976,699 | | | | | | | 1,038,546 | |
| | | FNMA POOL AL9405 | | 1% 01 Jun 2044 | | | 1,146,075 | | | | | | | 1,232,236 | |
| | | FNMA POOL AP0987 | | 3.5% 01 Jul 2042 | | | 244,579 | | | | | | | 265,996 | |
| | | FNMA POOL AR8293 | | 3% 01 May 2043 | | | 126,394 | | | | | | | 134,818 | |
| | | FNMA POOL AS0225 | | 4% 01 Aug 2043 | | | 98,969 | | | | | | | 108,932 | |
| | | FNMA POOL AS2502 | | 4% 01 May 2044 | | | 115,365 | | | | | | | 127,362 | |
| | | FNMA POOL AS9676 | | 4% 01 May 2047 | | | 439,844 | | | | | | | 476,509 | |
| | | FNMA POOL AS9980 | | 4% 01 Jun 2044 | | | 532,132 | | | | | | | 585,791 | |
| | | FNMA POOL AT2014 | | 3% 01 Apr 2043 | | | 142,110 | | | | | | | 151,447 | |
| | | FNMA POOL AT2016 | | 3% 01 Apr 2043 | | | 1,057,367 | | | | | | | 1,130,391 | |
| | | FNMA POOL AT2032 | | 3.5% 01 Apr 2043 | | | 167,817 | | | | | | | 183,218 | |
| | | FNMA POOL AT7623 | | 3% 01 Jun 2043 | | | 270,443 | | | | | | | 287,697 | |
| | | FNMA POOL AT9193 | | 3% 01 Jul 2043 | | | 125,904 | | | | | | | 134,093 | |
| | | FNMA POOL AU8537 | | 4% 01 Oct 2043 | | | 27,273 | | | | | | | 30,141 | |
| | | FNMA POOL AV4545 | | 4% 01 Feb 2044 | | | 251,782 | | | | | | | 277,439 | |
| | | FNMA POOL AW8155 | | 3% 01 Jan 2027 | | | 708,402 | | | | | | | 745,482 | |
| | | FNMA POOL AW8165 | | 4% 01 Jan 2042 | | | 449,640 | | | | | | | 493,124 | |
| | | FNMA POOL BD7043 | | 4% 01 Mar 2047 | | | 75,360 | | | | | | | 82,043 | |
| | | FNMA POOL BE2678 | | 4% 01 May 2047 | | | 229,892 | | | | | | | 251,507 | |
| | | FNMA POOL BE3667 | | 3.5% 01 Jun 2047 | | | 135,732 | | | | | | | 146,346 | |
| | | FNMA POOL BF0451 | | 3.5% 01 Jun 2041 | | | 3,912,429 | | | | | | | 4,240,375 | |
| | | FNMA POOL BK0436 | | 3% 01 Dec 2049 | | | 251,674 | | | | | | | 270,220 | |
| | | FNMA POOL BM1277 | | 1% 01 May 2047 | | | 63,450 | | | | | | | 69,077 | |
| | | FNMA POOL BM1761 | | 1% 01 Aug 2044 | | | 417,901 | | | | | | | 460,235 | |
| | | FNMA POOL BM4120 | | 1% 01 Jan 2048 | | | 53,374 | | | | | | | 58,529 | |
| | | FNMA POOL BM4142 | | 1% 01 Sep 2046 | | | 357,471 | | | | | | | 391,583 | |
| | | FNMA POOL BM4480 | | 1% 01 May 2043 | | | 117,453 | | | | | | | 127,706 | |
| | | FNMA POOL BM4748 | | 1% 01 Mar 2046 | | | 433,903 | | | | | | | 469,886 | |
| | | FNMA POOL BM4830 | | 1% 01 Feb 2047 | | | 810,670 | | | | | | | 871,324 | |
| | | FNMA POOL BM4896 | | 1% 01 Feb 2047 | | | 16,375 | | | | | | | 17,410 | |
| | | FNMA POOL BM6152 | | 1% 01 Jun 2044 | | | 1,108,783 | | | | | | | 1,210,798 | |
| | | FNMA POOL BN5321 | | 4.5% 01 Mar 2049 | | | 1,141,924 | | | | | | | 1,267,622 | |
| | | FNMA POOL BO5032 | | 3% 01 Dec 2049 | | | 44,916 | | | | | | | 48,057 | |
| | | FNMA POOL BP5474 | | 2.5% 01 Jun 2050 | | | 956,464 | | | | | | | 1,012,847 | |
| | | FNMA POOL BP5482 | | 2.5% 01 Jun 2050 | | | 1,638,834 | | | | | | | 1,733,452 | |
| | | FNMA POOL BP5502 | | 2.5% 01 Jun 2050 | | | 405,496 | | | | | | | 430,051 | |
| | | FNMA POOL BP8762 | | 2.5% 01 Jul 2050 | | | 888,273 | | | | | | | 940,634 | |
| | | FNMA POOL BP9537 | | 2.5% 01 Jul 2050 | | | 2,494,566 | | | | | | | 2,641,625 | |
| | | FNMA POOL BQ0212 | | 2.5% 01 Aug 2050 | | | 1,059,877 | | | | | | | 1,122,357 | |
| | | FNMA POOL BQ6361 | | 2.5% 01 Nov 2050 | | | 690,170 | | | | | | | 730,822 | |
| | | FNMA POOL CA0522 | | 3% 01 Oct 2047 | | | 474,195 | | | | | | | 489,085 | |
| | | FNMA POOL CA1255 | | 4% 01 Feb 2048 | | | 232,934 | | | | | | | 252,807 | |
| | | FNMA POOL CA1988 | | 4.5% 01 Jul 2048 | | | 1,022,158 | | | | | | | 1,110,714 | |
| | | FNMA POOL CA2169 | | 4.5% 01 Aug 2048 | | | 532,408 | | | | | | | 579,222 | |
| | | FNMA POOL CA2200 | | 4.5% 01 Aug 2048 | | | 2,613,820 | | | | | | | 2,872,303 | |
| | | FNMA POOL CA3467 | | 3.5% 01 May 2049 | | | 4,161,478 | | | | | | | 4,518,264 | |
| | | FNMA POOL CA4186 | | 4.5% 01 Sep 2049 | | | 242,516 | | | | | | | 263,168 | |
| | | FNMA POOL CA4657 | | 3.5% 01 Oct 2048 | | | 1,558,717 | | | | | | | 1,677,508 | |
| | | FNMA POOL CA4666 | | 4% 01 Oct 2048 | | | 503,412 | | | | | | | 549,917 | |
| | | FNMA POOL CA4860 | | 3% 01 Dec 2049 | | | 2,540,694 | | | | | | | 2,696,788 | |
| | | FNMA POOL CA4881 | | 2.5% 01 Dec 2034 | | | 4,791,200 | | | | | | | 5,048,407 | |
| | | FNMA POOL CA6847 | | 2.5% 01 Aug 2035 | | | 2,342,019 | | | | | | | 2,467,107 | |
| | | FNMA POOL CA6937 | | 3% 01 Sep 2050 | | | 2,364,811 | | | | | | | 2,519,952 | |
| | | FNMA POOL CA7009 | | 2.5% 01 Sep 2050 | | | 2,333,777 | | | | | | | 2,469,617 | |
| | | FNMA POOL CA7087 | | 4.5% 01 Sep 2050 | | | 881,306 | | | | | | | 960,593 | |
| | | FNMA POOL CA7144 | | 2.5% 01 Sep 2035 | | | 2,398,217 | | | | | | | 2,530,360 | |
| | | FNMA POOL FM1528 | | 1% 01 Feb 2047 | | | 295,195 | | | | | | | 314,443 | |
| | | FNMA POOL FM2743 | | 1% 01 Feb 2034 | | | 1,446,194 | | | | | | | 1,519,637 | |
| | | FNMA POOL FM2801 | | 1% 01 Mar 2050 | | | 1,701,983 | | | | | | | 1,808,726 | |
| | | FNMA POOL FM3022 | | 1% 01 Sep 2032 | | | 949,551 | | | | | | | 1,007,432 | |
| | | FNMA POOL FM3098 | | 1% 01 Aug 2030 | | | 754,608 | | | | | | | 800,435 | |
| | | FNMA POOL FM3524 | | 1% 01 Apr 2032 | | | 3,301,562 | | | | | | | 3,485,228 | |
| | FNMA POOL MA0293 | | 4.5% 01 Jan 2030 | | | 12,205 | | | | | | | 13,339 | |
| | | FNMA POOL MA0583 | | 4% 01 Dec 2040 | | | 128,219 | | | | | | | 140,126 | |
| | | FNMA POOL MA0614 | | 4% 01 Jan 2041 | | | 17,757 | | | | | | | 19,466 | |
| | | FNMA POOL MA1188 | | 3% 01 Sep 2042 | | | 2,726,836 | | | | | | | 2,820,639 | |
| | | FNMA POOL MA1214 | | 3% 01 Oct 2042 | | | 58,252 | | | | | | | 60,292 | |
| | | FNMA POOL MA1283 | | 3.5% 01 Dec 2042 | | | 115,249 | | | | | | | 125,856 | |
| | | FNMA POOL MA1505 | | 3% 01 Jul 2043 | | | 251,366 | | | | | | | 270,416 | |
| | | FNMA POOL MA2248 | | 3% 01 Apr 2045 | | | 7,592 | | | | | | | 7,856 | |
| | | FNMA POOL MA2458 | | 4% 01 Nov 2045 | | | 379,797 | | | | | | | 413,228 | |
| | | FNMA TBA 15 YR 2 | | 2% 16 Jan 2036 | | | 4,925,000 | | | | | | | 5,148,934 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | | 23,990,000 | | | | | | | 24,920,550 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 14 Jan 2051 | | | 9,315,000 | | | | | | | 9,819,320 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | 13,650,000 | | | | | | | 14,301,574 | |
| | | FNMA TBA 30 YR 3.5 | | 3.5% 14 Jan 2051 | | | 4,610,000 | | | | | | | 4,872,914 | |
| | | FNMA TBA 30 YR 4 | | 4% 14 Jan 2051 | | | 4,080,000 | | | | | | | 4,357,313 | |
| | | FNMA TBA 30 YR 4.5 | | 4.5% 14 Jan 2051 | | | 350,000 | | | | | | | 379,313 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 1.03% 15 Oct 2022 | | | 916,511 | | | | | | | 919,051 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 1.04% 15 Aug 2024 | | | 1,932,000 | | | | | | | 1,955,543 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 1.35% 15 Jul 2025 | | | 1,240,000 | | | | | | | 1,273,870 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 2.01% 15 Mar 2022 | | | 78,061 | | | | | | | 78,150 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 0.79% 15 Nov 2025 | | | 1,505,000 | | | | | | | 1,524,264 | |
| | | FORD CREDIT AUTO OWNER TRUST | | 0.51% 15 Aug 2026 | | | 2,231,000 | | | | | | | 2,242,660 | |
| | | FORD CREDIT FLOORPLAN MASTER O | | 1.06% 15 Sep 2027 | | | 1,816,000 | | | | | | | 1,842,265 | |
| | | FREDDIE MAC | | 3.5% 15 Oct 2053 | | | 1,005,481 | | | | | | | 1,056,850 | |
| | | GE CAPITAL FUNDING LLC | | 4.4% 15 May 2030 | | | 2,145,000 | | | | | | | 2,528,587 | |
| | | GENERAL MOTORS | | 0.68% 15 Aug 2025 | | | 1,484,000 | | | | | | | 1,492,777 | |
| | | GENERAL MOTORS FINL CO | | 4% 15 Jan 2025 | | | 979,000 | | | | | | | 1,077,588 | |
| | | GENERAL MOTORS FINL CO | | 3.15% 30 Jun 2022 | | | 303,000 | | | | | | | 313,704 | |
| | | GILEAD SCIENCES INC | | 0.75% 29 Sep 2023 | | | 835,000 | | | | | | | 837,538 | |
| | | GM FINANCIAL AUTOMOBILE LEASIN | | 0.8% 20 Jul 2023 | | | 1,840,000 | | | | | | | 1,853,907 | |
| | | GM FINANCIAL AUTOMOBILE LEASIN | | 1.01% 22 Jul 2024 | | | 548,000 | | | | | | | 555,353 | |
| | | GM FINANCIAL CONSUMER AUTOMOBI | | 1.49% 16 Dec 2024 | | | 1,779,000 | | | | | | | 1,811,572 | |
| | | GM FINANCIAL SECURITIZED TERM | | 2.32% 18 Jul 2022 | | | 340,280 | | | | | | | 341,813 | |
| | | GM FINANCIAL SECURITIZED TERM | | 0.45% 16 Apr 2025 | | | 1,417,000 | | | | | | | 1,422,692 | |
| | | GM FINANCIAL SECURITIZED TERM | | 1.84% 16 Sep 2024 | | | 4,693,000 | | | | | | | 4,794,654 | |
| | | GM FINANCIAL SECURITIZED TERM | | 0.5% 17 Feb 2026 | | | 1,954,000 | | | | | | | 1,962,444 | |
| | | GNMA II POOL 784114 | | 3.5% 20 Feb 2046 | | | 4,639,874 | | | | | | | 5,012,672 | |
| | | GNMA II POOL 785021 | | 4% 20 May 2047 | | | 243,675 | | | | | | | 263,401 | |
| | | GNMA II POOL MA2893 | | 4% 20 Jun 2045 | | | 191,353 | | | | | | | 210,834 | |
| | | GNMA II POOL MA3035 | | 4% 20 Aug 2045 | | | 2,836,617 | | | | | | | 3,108,198 | |
| | | GNMA II POOL MA3245 | | 4% 20 Nov 2045 | | | 127,822 | | | | | | | 140,333 | |
| | | GNMA II POOL MA3377 | | 4% 20 Jan 2046 | | | 154,555 | | | | | | | 169,205 | |
| | | GNMA II POOL MA3455 | | 4% 20 Feb 2046 | | | 730,963 | | | | | | | 801,617 | |
| | | GNMA II POOL MA3521 | | 3.5% 20 Mar 2046 | | | 201,013 | | | | | | | 217,015 | |
| | | GNMA II POOL MA3663 | | 3.5% 20 May 2046 | | | 2,091,161 | | | | | | | 2,263,987 | |
| | | GNMA II POOL MA3937 | | 3.5% 20 Sep 2046 | | | 430,218 | | | | | | | 463,715 | |
| | | GNMA II POOL MA4196 | | 3.5% 20 Jan 2047 | | | 590,546 | | | | | | | 634,748 | |
| | | GNMA II POOL MA4262 | | 3.5% 20 Feb 2047 | | | 1,091,592 | | | | | | | 1,172,798 | |
| | | GNMA II POOL MA4321 | | 3.5% 20 Mar 2047 | | | 1,270,400 | | | | | | | 1,363,672 | |
| | | GNMA II POOL MA4382 | | 3.5% 20 Apr 2047 | | | 212,907 | | | | | | | 228,400 | |
| | | GNMA II POOL MA4451 | | 3.5% 20 May 2047 | | | 1,158,085 | | | | | | | 1,241,678 | |
| | | GNMA II POOL MA4511 | | 4% 20 Jun 2047 | | | 455,287 | | | | | | | 491,364 | |
| | | GNMA II POOL MA4587 | | 4% 20 Jul 2047 | | | 1,591,645 | | | | | | | 1,714,171 | |
| | | GNMA II POOL MA4652 | | 3.5% 20 Aug 2047 | | | 195,422 | | | | | | | 209,427 | |
| | | GNMA II POOL MA4720 | | 4% 20 Sep 2047 | | | 1,260,018 | | | | | | | 1,358,223 | |
| | | GNMA II POOL MA4837 | | 3.5% 20 Nov 2047 | | | 1,086,291 | | | | | | | 1,163,470 | |
| | | GNMA II POOL MA4900 | | 3.5% 20 Dec 2047 | | | 538,527 | | | | | | | 576,123 | |
| | | GNMA II POOL MA4901 | | 4% 20 Dec 2047 | | | 1,101,946 | | | | | | | 1,188,612 | |
| | | GNMA II POOL MA5136 | | 3.5% 20 Apr 2048 | | | 1,762,849 | | | | | | | 1,885,791 | |
| | | GNMA II TBA 30 YR 2.5 | | 2.5% 21 Jan 2051 | | | 8,050,000 | | | | | | | 8,521,680 | |
| | | GNMA II TBA 30 YR 3 | | 3% 21 Jan 2051 | | | 6,075,000 | | | | | | | 6,352,646 | |
| | | GNMA II TBA 30 YR 3.5 | | 3.5% 21 Jan 2051 | | | 130,000 | | | | | | | 137,780 | |
| | | GNMA II TBA 30 YR 4 | | 4% 21 Jan 2051 | | | 50,000 | | | | | | | 53,309 | |
| | | GOLDMAN SACHS GROUP INC | | 1% 31 Oct 2022 | | | 1,645,000 | | | | | | | 1,678,385 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 83,172,145 | | | | | | | 83,172,145 | |
| | | GS MORTGAGE SECURITIES TRUST | | 4.074% 10 Jan 2047 | | | 429,000 | | | | | | | 465,249 | |
| | | GS MORTGAGE SECURITIES TRUST | | 1% 10 Nov 2049 | | | 100,000 | | | | | | | 111,723 | |
| | | GS MORTGAGE SECURITIES TRUST | | 2.91% 13 Feb 2053 | | | 713,000 | | | | | | | 793,659 | |
| | | HALLIBURTON CO | | 3.25% 15 Nov 2021 | | | 2,446,000 | | | | | | | 2,487,936 | |
| | | HONDA AUTO RECEIVABLES OWNER T | | 2.05% 22 Nov 2021 | | | 43,344 | | | | | | | 43,397 | |
| | | HONDA AUTO RECEIVABLES OWNER T | | 0.74% 15 Nov 2022 | | | 1,740,655 | | | | | | | 1,744,605 | |
| | | HONDA AUTO RECEIVABLES OWNER T | | 0.82% 15 Jul 2024 | | | 2,348,000 | | | | | | | 2,370,907 | |
| | | HONDA AUTO RECEIVABLES OWNER T | | 1.09% 15 Oct 2026 | | | 779,000 | | | | | | | 794,793 | |
| | | HONDA AUTO RECEIVABLES OWNER T | | 0.46% 19 Apr 2027 | | | 2,517,000 | | | | | | | 2,525,398 | |
| | | HSBC HOLDINGS PLC | | 1% 11 Mar 2025 | | | 2,398,000 | | | | | | | 2,618,197 | |
| | | HSBC HOLDINGS PLC | | 1% 18 Apr 2026 | | | 3,039,000 | | | | | | | 3,108,172 | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | | 1.41% 15 Nov 2024 | | | 2,249,000 | | | | | | | 2,297,077 | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | | 1.72% 15 Jun 2026 | | | 1,726,000 | | | | | | | 1,787,635 | |
| | | HYUNDAI CAPITAL AMERICA | | 1.8% 15 Oct 2025 | | | 1,067,000 | | | | | | | 1,093,954 | |
| | | HYUNDAI CAPITAL AMERICA | | 1.15% 10 Nov 2022 | | | 569,000 | | | | | | | 569,614 | |
| | | INDONESIA ASAHAN ALUMINI | | 4.75% 15 May 2025 | | | 809,000 | | | | | | | 892,732 | |
| | | ISRAEL ELECTRIC CORP LTD | | 5% 12 Nov 2024 | | | 687,000 | | | | | | | 775,362 | |
| | | ISRAEL ELECTRIC CORP LTD | | 6.875% 21 Jun 2023 | | | 367,000 | | | | | | | 416,479 | |
| | | ITC HOLDINGS CORP | | 2.7% 15 Nov 2022 | | | 722,000 | | | | | | | 751,322 | |
| * | | JPMORGAN CHASE + CO | | 1% 01 Jun 2028 | | | 4,181,000 | | | | | | | 4,438,037 | |
| | | LENNAR CORP | | 5.875% 15 Nov 2024 | | | 4,344,000 | | | | | | | 5,017,320 | |
| | | LOWE S COS INC | | 1.7% 15 Oct 2030 | | | 1,711,000 | | | | | | | 1,733,546 | |
| | | MARATHON PETROLEUM CORP | | 4.75% 15 Dec 2023 | | | 1,088,000 | | | | | | | 1,204,423 | |
| | | MARATHON PETROLEUM CORP | | 5.125% 15 Dec 2026 | | | 1,402,000 | | | | | | | 1,671,153 | |
| | | MARATHON PETROLEUM CORP | | 4.7% 01 May 2025 | | | 3,199,000 | | | | | | | 3,664,631 | |
| | | MICROCHIP TECHNOLOGY INC | | 0.972% 15 Feb 2024 | | | 3,448,000 | | | | | | | 3,456,440 | |
| | | MITSUBISHI UFJ FIN GRP | | 1% 15 Sep 2024 | | | 2,861,000 | | | | | | | 2,878,060 | |
| | | MORGAN STANLEY BAML TRUST | | 3.249% 15 Feb 2048 | | | 905,000 | | | | | | | 982,034 | |
| | | MORGAN STANLEY BAML TRUST | | 3.732% 15 May 2048 | | | 968,518 | | | | | | | 1,084,464 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.35% 13 Jul 2029 | | | 566,000 | | | | | | | 570,045 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 4.31% 15 Dec 2051 | | | 633,000 | | | | | | | 756,984 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 3.005% 15 Jul 2052 | | | 303,451 | | | | | | | 329,736 | |
| | | NATWEST MARKETS PLC | | 2.375% 21 May 2023 | | | 1,073,000 | | | | | | | 1,116,212 | |
| | | NEXTERA ENERGY CAPITAL | | 2.8% 15 Jan 2023 | | | 1,162,000 | | | | | | | 1,215,695 | |
| | | NEXTERA ENERGY CAPITAL | | 2.25% 01 Jun 2030 | | | 2,101,000 | | | | | | | 2,202,721 | |
| | | NISOURCE INC | | 1.7% 15 Feb 2031 | | | 1,488,000 | | | | | | | 1,480,554 | |
| | | NISOURCE INC | | 3.6% 01 May 2030 | | | 1,292,000 | | | | | | | 1,495,068 | |
| | | NISOURCE INC | | 0.95% 15 Aug 2025 | | | 1,804,000 | | | | | | | 1,814,896 | |
| | | NISSAN AUTO RECEIVABLES OWNER | | 1.38% 16 Dec 2024 | | | 2,235,000 | | | | | | | 2,276,441 | |
| | | NUTRITION + BIOSCIENCES | | 1.832% 15 Oct 2027 | | | 1,548,000 | | | | | | | 1,595,469 | |
| | | PACIFIC GAS + ELECTRIC | | 4.25% 01 Aug 2023 | | | 604,000 | | | | | | | 648,645 | |
| | | PACIFIC GAS + ELECTRIC | | 3.15% 01 Jan 2026 | | | 1,293,000 | | | | | | | 1,377,566 | |
| | | PACIFIC GAS + ELECTRIC | | 1.75% 16 Jun 2022 | | | 986,000 | | | | | | | 988,783 | |
| | | PACIFIC LIFE GF II | | 1.2% 24 Jun 2025 | | | 1,578,000 | | | | | | | 1,599,579 | |
| | | PERUSAHAAN LISTRIK NEGAR | | 5.5% 22 Nov 2021 | | | 37,000 | | | | | | | 38,554 | |
| | | PHILIP MORRIS INTL INC | | 0.875% 01 May 2026 | | | 2,276,000 | | | | | | | 2,285,456 | |
| | | PHILIP MORRIS INTL INC | | 1.75% 01 Nov 2030 | | | 473,000 | | | | | | | 478,876 | |
| | | PLAINS ALL AMER PIPELINE | | 4.65% 15 Oct 2025 | | | 2,671,000 | | | | | | | 2,986,124 | |
| | | PPL CAPITAL FUNDING INC | | 4.125% 15 Apr 2030 | | | 385,000 | | | | | | | 460,570 | |
| | PRICOA GLOBAL FUNDING 1 | | 0.8% 01 Sep 2025 | | | 1,646,000 | | | | | | | 1,648,524 | |
| | | PUBLIC SERVICE ENTERPRIS | | 0.8% 15 Aug 2025 | | | 665,000 | | | | | | | 665,209 | |
| | | PULTEGROUP INC | | 5.5% 01 Mar 2026 | | | 2,296,000 | | | | | | | 2,732,045 | |
| | | REPUBLIC OF COLOMBIA | | 4% 26 Feb 2024 | | | 330,000 | | | | | | | 356,892 | |
| | | REPUBLIC OF COLOMBIA | | 3.875% 25 Apr 2027 | | | 534,000 | | | | | | | 594,342 | |
| | | REPUBLIC OF PERU | | 2.392% 23 Jan 2026 | | | 792,000 | | | | | | | 844,676 | |
| | | ROYAL BANK OF CANADA | | 2.25% 01 Nov 2024 | | | 3,250,000 | | | | | | | 3,457,374 | |
| | | SAN DIEGO G + E | | 1.7% 01 Oct 2030 | | | 884,000 | | | | | | | 894,105 | |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 0.67% 15 Apr 2024 | | | 1,230,000 | | | | | | | 1,234,040 | |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 2.03% 15 Feb 2024 | | | 2,171,000 | | | | | | | 2,200,881 | |
| | | SANTANDER HOLDINGS USA | | 3.45% 02 Jun 2025 | | | 1,362,000 | | | | | | | 1,487,446 | |
| | | SOCIETE GENERALE | | 2.625% 22 Jan 2025 | | | 2,611,000 | | | | | | | 2,765,283 | |
| | | SOUTHERN CAL EDISON | | 3.7% 01 Aug 2025 | | | 602,000 | | | | | | | 675,357 | |
| | | STATE OF QATAR | | 2.375% 02 Jun 2021 | | | 195,000 | | | | | | | 196,560 | |
| | | STATE OF QATAR | | 3.4% 16 Apr 2025 | | | 2,222,000 | | | | | | | 2,449,755 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.142% 23 Sep 2030 | | | 1,303,000 | | | | | | | 1,308,314 | |
| | | SYNGENTA FINANCE NV | | 4.892% 24 Apr 2025 | | | 900,000 | | | | | | | 965,930 | |
| | | TENN VALLEY AUTHORITY | | 0.75% 15 May 2025 | | | 1,717,000 | | | | | | | 1,738,993 | |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 1.68% 15 May 2025 | | | 398,000 | | | | | | | 410,609 | |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 0.47% 15 Jan 2026 | | | 1,841,000 | | | | | | | 1,849,579 | |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 1.36% 15 Aug 2024 | | | 2,016,000 | | | | | | | 2,050,747 | |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 1.66% 15 Sep 2025 | | | 1,685,000 | | | | | | | 1,741,091 | |
| | | TREASURY BILL | | 0.01% 28 Jan 2021 | | | 100,000 | | | | | | | 99,932 | |
| | | US TREASURY N/B | | 0.375% 30 Apr 2025 | | | 4,752,000 | | | | | | | 4,769,263 | |
| | | US TREASURY N/B | | 0.25% 30 Jun 2025 | | | 4,048,000 | | | | | | | 4,037,722 | |
| | | US TREASURY N/B | | 0.25% 31 Jul 2025 | | | 4,200,000 | | | | | | | 4,187,695 | |
| | | US TREASURY N/B | | 0.5% 31 Oct 2027 | | | 5,046,000 | | | | | | | 5,006,578 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 6,980,000 | | | | | | | 6,957,097 | |
| | | US TREASURY N/B | | 2.5% 31 Jan 2024 | | | 6,700,000 | | | | | | | 7,178,422 | |
| | | US TREASURY N/B | | 2.375% 29 Feb 2024 | | | 5,035,000 | | | | | | | 5,382,140 | |
| | | US TREASURY N/B | | 1.75% 30 Jun 2024 | | | 1,457,000 | | | | | | | 1,535,541 | |
| | | US TREASURY N/B | | 2.125% 31 Mar 2024 | | | 13,015,000 | | | | | | | 13,827,929 | |
| | | US TREASURY N/B | | 2% 31 May 2024 | | | 3,872,000 | | | | | | | 4,109,160 | |
| | | US TREASURY N/B | | 1.75% 31 Jul 2024 | | | 2,768,000 | | | | | | | 2,919,591 | |
| | | US TREASURY N/B | | 1.25% 31 Aug 2024 | | | 1,770,000 | | | | | | | 1,836,098 | |
| | | US TREASURY N/B | | 1.5% 30 Sep 2024 | | | 10,272,000 | | | | | | | 10,756,309 | |
| | | US TREASURY N/B | | 1.5% 31 Oct 2024 | | | 5,043,000 | | | | | | | 5,285,497 | |
| | | US TREASURY N/B | | 1.5% 30 Nov 2024 | | | 2,429,000 | | | | | | | 2,547,129 | |
| | | US TREASURY N/B | | 0.5% 31 Mar 2025 | | | 1,694,000 | | | | | | | 1,709,617 | |
| | | US TREASURY N/B | | 0.25% 31 May 2025 | | | 5,408,000 | | | | | | | 5,397,649 | |
| | | US TREASURY N/B | | 0.125% 31 Jul 2022 | | | 10,818,000 | | | | | | | 10,819,690 | |
| | | US TREASURY N/B | | 0.5% 31 Aug 2027 | | | 7,791,000 | | | | | | | 7,743,524 | |
| | | US TREASURY N/B | | 0.25% 31 Aug 2025 | | | 4,521,000 | | | | | | | 4,506,342 | |
| | | US TREASURY N/B | | 0.375% 30 Sep 2027 | | | 5,316,000 | | | | | | | 5,234,806 | |
| | | US TREASURY N/B | | 0.25% 30 Sep 2025 | | | 7,933,000 | | | | | | | 7,902,941 | |
| | | US TREASURY N/B | | 0.125% 30 Sep 2022 | | | 2,766,000 | | | | | | | 2,766,108 | |
| | | US TREASURY N/B | | 0.125% 31 Oct 2022 | | | 14,386,000 | | | | | | | 14,388,248 | |
| | | US TREASURY N/B | | 0.25% 31 Oct 2025 | | | 12,819,000 | | | | | | | 12,763,918 | |
| | | US TREASURY N/B | | 0.125% 30 Nov 2022 | | | 8,418,000 | | | | | | | 8,418,987 | |
| | | US TREASURY N/B | | 0.625% 30 Nov 2027 | | | 238,000 | | | | | | | 237,963 | |
| | | US TREASURY N/B | | 0.375% 30 Nov 2025 | | | 13,909,000 | | | | | | | 13,928,560 | |
| | | US TREASURY N/B | | 0.125% 15 Dec 2023 | | | 7,455,000 | | | | | | | 7,446,264 | |
| | | US TREASURY N/B | | 2.25% 30 Apr 2024 | | | 6,923,000 | | | | | | | 7,394,629 | |
| | | USAA AUTO OWNER TRUST | | 2.14% 15 Nov 2024 | | | 1,401,000 | | | | | | | 1,438,360 | |
| | | VALERO ENERGY CORP | | 3.4% 15 Sep 2026 | | | 1,738,000 | | | | | | | 1,905,628 | |
| | | VALERO ENERGY CORP | | 2.15% 15 Sep 2027 | | | 693,000 | | | | | | | 708,082 | |
| | | VERIZON COMMUNICATIONS | | 1.75% 20 Jan 2031 | | | 1,078,000 | | | | | | | 1,072,613 | |
| | | VERIZON OWNER TRUST | | 2.93% 20 Sep 2023 | | | 1,000,000 | | | | | | | 1,019,396 | |
| | | VERIZON OWNER TRUST | | 1.85% 22 Jul 2024 | | | 3,699,000 | | | | | | | 3,787,802 | |
| | | VERIZON OWNER TRUST | | 3.23% 20 Apr 2023 | | | 3,157,606 | | | | | | | 3,199,522 | |
| | | VIACOMCBS INC | | 4.2% 19 May 2032 | | | 574,000 | | | | | | | 691,754 | |
| | | VISA INC | | 2.05% 15 Apr 2030 | | | 1,492,000 | | | | | | | 1,595,724 | |
| | | VOLKSWAGEN AUTO LOAN ENHANCED | | 0.98% 20 Nov 2024 | | | 2,828,000 | | | | | | | 2,857,639 | |
| | | VOLKSWAGEN AUTO LOAN ENHANCED | | 1.26% 20 Aug 2026 | | | 1,133,000 | | | | | | | 1,159,838 | |
| | | VOLKSWAGEN GROUP AMERICA | | 1.25% 24 Nov 2025 | | | 3,886,000 | | | | | | | 3,924,523 | |
| | | WEA FINANCE LLC | | 3.15% 05 Apr 2022 | | | 91,000 | | | | | | | 92,550 | |
| | | WELLS FARGO + COMPANY | | 1% 22 May 2028 | | | 2,111,000 | | | | | | | 2,393,009 | |
| | | WELLS FARGO + COMPANY | | 1% 11 Feb 2026 | | | 1,536,000 | | | | | | | 1,615,167 | |
| | | WELLS FARGO + COMPANY | | 1% 02 Jun 2028 | | | 1,408,000 | | | | | | | 1,498,988 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.695% 15 Nov 2048 | | | 557,000 | | | | | | | 626,852 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.096% 15 Jun 2049 | | | 756,000 | | | | | | | 814,548 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 4.442% 15 Sep 2061 | | | 184,000 | | | | | | | 220,966 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.76% 15 Mar 2052 | | | 134,000 | | | | | | | 154,774 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 3.146% 15 Dec 2052 | | | 631,000 | | | | | | | 710,883 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | 2.118% 15 Aug 2053 | | | 1,000,000 | | | | | | | 1,041,449 | |
| | | WF RBS COMMERCIAL MORTGAGE TRU | | 3.631% 15 Nov 2047 | | | 474,000 | | | | | | | 522,944 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 1.96% 16 Dec 2024 | | | 1,733,000 | | | | | | | 1,767,727 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 2.59% 15 Jul 2024 | | | 1,660,000 | | | | | | | 1,687,612 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 3.33% 15 Apr 2024 | | | 2,110,666 | | | | | | | 2,155,054 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 0.48% 17 Nov 2025 | | | 779,000 | | | | | | | 781,705 | |
| | | WORLD OMNI AUTO RECEIVABLES TR | | 0.61% 15 Oct 2026 | | | 1,215,000 | | | | | | | 1,225,274 | |
| | | WORLD OMNI SELECT AUTO TRUST | | 0.47% 17 Jun 2024 | | | 2,377,000 | | | | | | | 2,380,741 | |
| | | WORLD OMNI SELECT AUTO TRUST | | 0.55% 15 Jul 2025 | | | 914,000 | | | | | | | 916,824 | |
| | | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5760 14 of 15 | | | | | | Total | | | $ | 818,465,587 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | | value | |
| | | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | | |
| | | | | | | Par Value | | | | | | | |
| | | 3M COMPANY | | 2% 14 Feb 2025 | | | 471,000 | | | | | | $ | 499,289 | |
| | | ABBVIE INC | | 2.6% 21 Nov 2024 | | | 702,000 | | | | | | | 752,401 | |
| | | ABBVIE INC | | 2.85% 14 May 2023 | | | 706,000 | | | | | | | 742,308 | |
| | | ADOBE INC | | 2.3% 01 Feb 2030 | | | 277,000 | | | | | | | 299,820 | |
| | | AIRBUS FINANCE BV | | 2.7% 17 Apr 2023 | | | 355,000 | | | | | | | 372,661 | |
| | | ALABAMA POWER CO | | 1.45% 15 Sep 2030 | | | 248,000 | | | | | | | 249,495 | |
| | | ALEXANDRIA REAL ESTATE E | | 4.9% 15 Dec 2030 | | | 137,000 | | | | | | | 174,343 | |
| | | AMER AIRLINE 16 1 AA PTT | | 3.575% 15 Jul 2029 | | | 202,342 | | | | | | | 200,457 | |
| | | AMEREN ILLINOIS CO | | 1.55% 15 Nov 2030 | | | 150,000 | | | | | | | 151,128 | |
| | | AMERICAN EXPRESS CO | | 3% 30 Oct 2024 | | | 342,000 | | | | | | | 373,527 | |
| | | AMERICAN HONDA FINANCE | | 1% 10 Sep 2025 | | | 200,000 | | | | | | | 203,053 | |
| | | AMERICAN INTL GROUP | | 3.9% 01 Apr 2026 | | | 324,000 | | | | | | | 369,454 | |
| | | AMERICAN INTL GROUP | | 4.2% 01 Apr 2028 | | | 211,000 | | | | | | | 250,484 | |
| | | AMERICAN TOWER CORP | | 2.75% 15 Jan 2027 | | | 239,000 | | | | | | | 259,296 | |
| | | AMERICREDIT AUTOMOBILE RECEIVA | | 0.53% 18 Jun 2025 | | | 350,000 | | | | | | | 350,803 | |
| | | ANALOG DEVICES INC | | 3.125% 05 Dec 2023 | | | 481,000 | | | | | | | 517,529 | |
| | | ANHEUSER BUSCH INBEV WOR | | 4.15% 23 Jan 2025 | | | 307,000 | | | | | | | 349,578 | |
| | | ANTHEM INC | | 3.5% 15 Aug 2024 | | | 341,000 | | | | | | | 374,156 | |
| | | AON PLC | | 3.875% 15 Dec 2025 | | | 216,000 | | | | | | | 246,253 | |
| | | APIDOS CLO | | 1% 15 Apr 2033 | | | 1,000,000 | | | | | | | 1,001,074 | |
| | | APPLE INC | | 2.9% 12 Sep 2027 | | | 267,000 | | | | | | | 298,618 | |
| | | AT+T INC | | 2.3% 01 Jun 2027 | | | 260,000 | | | | | | | 277,300 | |
| | | AT+T INC | | 2.55% 01 Dec 2033 | | | 252,000 | | | | | | | 258,335 | |
| | | AVERY DENNISON CORP | | 2.65% 30 Apr 2030 | | | 100,000 | | | | | | | 107,258 | |
| | | AVIATION CAPITAL GROUP | | 5.5% 15 Dec 2024 | | | 240,000 | | | | | | | 265,696 | |
| | | BANCO SANTANDER SA | | 3.306% 27 Jun 2029 | | | 200,000 | | | | | | | 225,074 | |
| | | BANK | | 2.851% 17 Oct 2052 | | | 1,534,000 | | | | | | | 1,698,222 | |
| | | BANK | | 2.96% 15 Nov 2062 | | | 1,000,000 | | | | | | | 1,116,100 | |
| | | BANK OF AMERICA CORP | | 4.183% 25 Nov 2027 | | | 324,000 | | | | | | | 375,868 | |
| | | BANK OF AMERICA CORP | | 1% 05 Mar 2024 | | | 960,000 | | | | | | | 1,025,558 | |
| | | BANK OF AMERICA CORP | | 1% 22 Oct 2025 | | | 469,000 | | | | | | | 499,968 | |
| | | BANK OF AMERICA CORP | | 1% 23 Jul 2031 | | | 873,000 | | | | | | | 882,028 | |
| | | BANK OF AMERICA CORP | | 1% 25 Sep 2025 | | | 219,000 | | | | | | | 221,382 | |
| | | BANK OF AMERICA CORP | | 1% 24 Oct 2026 | | | 237,000 | | | | | | | 240,156 | |
| | | BANK OF NOVA SCOTIA | | 2.2% 03 Feb 2025 | | | 118,000 | | | | | | | 125,381 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | 2.04% 15 Oct 2053 | | | 1,500,000 | | | | | | | 1,559,133 | |
| | | BARCLAYS PLC | | 1% 10 Dec 2024 | | | 200,000 | | | | | | | 201,418 | |
| | | BAT INTL FINANCE PLC | | 1.668% 25 Mar 2026 | | | 498,000 | | | | | | | 509,762 | |
| | | BECTON DICKINSON AND CO | | 2.894% 06 Jun 2022 | | | 408,000 | | | | | | | 421,724 | |
| | | BENCHMARK MORTGAGE TRUST | | 1% 15 Feb 2051 | | | 440,000 | | | | | | | 510,839 | |
| | | BERKSHIRE HATHAWAY ENERG | | 3.7% 15 Jul 2030 | | | 146,000 | | | | | | | 172,697 | |
| | | BERKSHIRE HATHAWAY FIN | | 1.45% 15 Oct 2030 | | | 108,000 | | | | | | | 109,408 | |
| | | BETONY CLO 2, LTD. | | 1% 30 Apr 2031 | | | 1,000,000 | | | | | | | 994,281 | |
| | | BNP PARIBAS | | 1% 19 Nov 2025 | | | 328,000 | | | | | | | 349,623 | |
| | | BOEING CO | | 4.875% 01 May 2025 | | | 361,000 | | | | | | | 411,507 | |
| | | BOSTON SCIENTIFIC CORP | | 2.65% 01 Jun 2030 | | | 233,000 | | | | | | | 249,567 | |
| | | BPCE SA | | 5.7% 22 Oct 2023 | | | 655,000 | | | | | | | 741,354 | |
| | | BRISTOL MYERS SQUIBB CO | | 2.9% 26 Jul 2024 | | | 509,000 | | | | | | | 552,395 | |
| | | BRISTOL MYERS SQUIBB CO | | 3.875% 15 Aug 2025 | | | 73,000 | | | | | | | 83,278 | |
| | | BRISTOL MYERS SQUIBB CO | | 1.125% 13 Nov 2027 | | | 150,000 | | | | | | | 151,499 | |
| | | BROADCOM INC | | 4.15% 15 Nov 2030 | | | 307,000 | | | | | | | 355,433 | |
| | | BROOKFIELD ASSET MAN INC | | 4% 15 Jan 2025 | | | 356,000 | | | | | | | 396,959 | |
| | | BX TRUST 2019 OC11 | | 3.202% 09 Dec 2041 | | | 1,200,000 | | | | | | | 1,314,043 | |
| | | BXMT LTD | | 1% 15 Mar 2037 | | | 1,250,000 | | | | | | | 1,250,778 | |
| | | CANADIAN IMPERIAL BANK | | 2.25% 28 Jan 2025 | | | 236,000 | | | | | | | 250,683 | |
| | | CANADIAN NATL RESOURCES | | 2.95% 15 Jan 2023 | | | 311,000 | | | | | | | 325,269 | |
| | | CAPITAL ONE FINANCIAL CO | | 3.2% 05 Feb 2025 | | | 368,000 | | | | | | | 401,544 | |
| | | CARDINAL HEALTH INC | | 3.079% 15 Jun 2024 | | | 230,000 | | | | | | | 247,499 | |
| | | CARMAX AUTO OWNER TRUST | | 1.7% 15 Nov 2024 | | | 1,000,000 | | | | | | | 1,019,524 | |
| | | CARMAX AUTO OWNER TRUST | | 0.63% 15 Jun 2026 | | | 500,000 | | | | | | | 500,468 | |
| | | CARRIER GLOBAL CORP | | 2.493% 15 Feb 2027 | | | 285,000 | | | | | | | 307,526 | |
| | | CATERPILLAR INC | | 2.6% 09 Apr 2030 | | | 180,000 | | | | | | | 198,423 | |
| | | CBOE GLOBAL MARKETS INC | | 1.625% 15 Dec 2030 | | | 188,000 | | | | | | | 190,125 | |
| | | CENOVUS ENERGY INC | | 3.95% 15 Apr 2022 | | | 429,000 | | | | | | | 442,037 | |
| | | CHARLES SCHWAB CORP | | 0.9% 11 Mar 2026 | | | 295,000 | | | | | | | 298,776 | |
| | | CHEVRON PHILLIPS CHEM CO | | 3.3% 01 May 2023 | | | 233,000 | | | | | | | 246,621 | |
| | | CIGNA CORP | | 3.25% 15 Apr 2025 | | | 292,000 | | | | | | | 320,732 | |
| | | CIMAREX ENERGY CO | | 4.375% 01 Jun 2024 | | | 184,000 | | | | | | | 200,684 | |
| | | CITIGROUP INC | | 1% 24 Jul 2023 | | | 335,000 | | | | | | | 347,992 | |
| | | CITIGROUP INC | | 4.4% 10 Jun 2025 | | | 220,000 | | | | | | | 251,527 | |
| | | CITRIX SYSTEMS INC | | 3.3% 01 Mar 2030 | | | 281,000 | | | | | | | 310,447 | |
| | | CLEAR CREEK CLO LTD | | 1% 20 Oct 2030 | | | 1,400,000 | | | | | | | 1,398,618 | |
| | | COCA COLA CO/THE | | 1.375% 15 Mar 2031 | | | 150,000 | | | | | | | 149,859 | |
| | | COMCAST CORP | | 2.65% 01 Feb 2030 | | | 458,000 | | | | | | | 501,044 | |
| | | COMCAST CORP | | 3.95% 15 Oct 2025 | | | 321,000 | | | | | | | 368,790 | |
| | | COMM MORTGAGE TRUST | | 3.902% 10 Jul 2050 | | | 530,000 | | | | | | | 592,779 | |
| | | COOPERATIEVE RABOBANK UA | | 4.375% 04 Aug 2025 | | | 250,000 | | | | | | | 285,319 | |
| | | CREDIT SUISSE GROUP AG | | 1% 01 Apr 2031 | | | 250,000 | | | | | | | 294,243 | |
| | | CREDIT SUISSE MORTGAGE TRUST | | 1% 15 May 2036 | | | 730,000 | | | | | | | 730,978 | |
| | | CROWN CASTLE INTL CORP | | 3.3% 01 Jul 2030 | | | 113,000 | | | | | | | 126,479 | |
| | | CUBESMART LP | | 2% 15 Feb 2031 | | | 126,000 | | | | | | | 126,340 | |
| | | CVS HEALTH CORP | | 5% 01 Dec 2024 | | | 366,000 | | | | | | | 420,329 | |
| | | CVS HEALTH CORP | | 4.3% 25 Mar 2028 | | | 561,000 | | | | | | | 667,568 | |
| | | D.R. HORTON INC | | 4.75% 15 Feb 2023 | | | 230,000 | | | | | | | 247,484 | |
| | | DAIMLER FINANCE NA LLC | | 2.125% 10 Mar 2025 | | | 265,000 | | | | | | | 278,296 | |
| | | DANSKE BANK A/S | | 5.375% 12 Jan 2024 | | | 250,000 | | | | | | | 282,040 | |
| | | DELL INT LLC / EMC CORP | | 5.45% 15 Jun 2023 | | | 338,000 | | | | | | | 373,835 | |
| | | DELTA AIR LINES 2019 1AA | | 3.204% 25 Oct 2025 | | | 200,000 | | | | | | | 205,485 | |
| | | DELTA AIR LINES 2020 A | | 2.5% 10 Dec 2029 | | | 95,482 | | | | | | | 90,695 | |
| | | DELTA AIR LINES/SKYMILES | | 4.75% 20 Oct 2028 | | | 125,000 | | | | | | | 136,439 | |
| | | DEUTSCHE BANK COMMERCIAL MORTG | | 2.89% 10 Aug 2049 | | | 1,000,000 | | | | | | | 1,092,055 | |
| | | DEUTSCHE BANK NY | | 1% 24 Nov 2026 | | | 190,000 | | | | | | | 194,453 | |
| | | DISCOVERY COMMUNICATIONS | | 3.625% 15 May 2030 | | | 156,000 | | | | | | | 178,699 | |
| | | DOMINION ENERGY INC | | 1% 15 Aug 2024 | | | 462,000 | | | | | | | 498,743 | |
| | | DRYDEN SENIOR LOAN FUND | | 1% 17 Apr 2033 | | | 1,000,000 | | | | | | | 999,446 | |
| | | DUKE ENERGY CORP | | 0.9% 15 Sep 2025 | | | 499,000 | | | | | | | 500,191 | |
| | | ELEVATION CLO LTD | | 1% 15 Oct 2029 | | | 400,000 | | | | �� | | | 399,500 | |
| | | EMPOWER FINANCE 2020 LP | | 1.357% 17 Sep 2027 | | | 175,000 | | | | | | | 176,314 | |
| | | ENBRIDGE ENERGY PARTNERS | | 5.875% 15 Oct 2025 | | | 429,000 | | | | | | | 524,437 | |
| | | ENERGY TRANSFER LP | | 4.05% 15 Mar 2025 | | | 332,000 | | | | | | | 364,205 | |
| | | ENERGY TRANSFER LP | | 4.25% 01 Apr 2024 | | | 233,000 | | | | | | | 252,287 | |
| | | ENTERGY LOUISIANA LLC | | 1.6% 15 Dec 2030 | | | 150,000 | | | | | | | 151,527 | |
| | | ENTERPRISE PRODUCTS OPER | | 3.75% 15 Feb 2025 | | | 134,000 | | | | | | | 150,035 | |
| | | EOG RESOURCES INC | | 4.15% 15 Jan 2026 | | | 130,000 | | | | | | | 150,845 | |
| | | EQUINOR ASA | | 2.375% 22 May 2030 | | | 164,000 | | | | | | | 175,537 | |
| | | ESSEX PORTFOLIO LP | | 3.5% 01 Apr 2025 | | | 261,000 | | | | | | | 289,197 | |
| | | EVERSOURCE ENERGY | | 2.9% 01 Oct 2024 | | | 456,000 | | | | | | | 492,114 | |
| | | EXXON MOBIL CORPORATION | | 3.482% 19 Mar 2030 | | | 174,000 | | | | | | | 202,359 | |
| | | FANNIE MAE | | 1% 25 Jul 2036 | | | 761,614 | | | | | | | 751,085 | |
| | | FED HM LN PC POOL U62476 | | 3.5% 01 Apr 2043 | | | 63,679 | | | | | | | 68,941 | |
| | | FED HM LN PC POOL U62580 | | 3.5% 01 May 2043 | | | 4,763,690 | | | | | | | 5,180,065 | |
| | | FEDEX CORP | | 3.1% 05 Aug 2029 | | | 224,000 | | | | | | | 250,140 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1% 25 Nov 2030 | | | 5,090,000 | | | | | | | 379,079 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | 1.364% 25 Dec 2029 | | | 2,623,000 | | | | | | | 248,098 | |
| | | FIRSTENERGY CORP | | 4.75% 15 Mar 2023 | | | 298,000 | | | | | | | 314,682 | |
| | | FIRSTENERGY CORP | | 4.4% 15 Jul 2027 | | | 226,000 | | | | | | | 249,119 | |
| | | FISERV INC | | 2.75% 01 Jul 2024 | | | 418,000 | | | | | | | 448,845 | |
| | | FNMA POOL AS7155 | | 3% 01 May 2046 | | | 716,081 | | | | | | | 753,566 | |
| | | FNMA POOL BC9396 | | 3% 01 Jul 2046 | | | 251,538 | | | | | | | 265,484 | |
| | | FNMA POOL BM6364 | | 1% 01 Sep 2047 | | | 1,853,575 | | | | | | | 2,128,025 | |
| | | FNMA POOL FM1526 | | 1% 01 Sep 2049 | | | 4,244,741 | | | | | | | 4,453,641 | |
| | | FNMA POOL MA1544 | | 3.5% 01 Aug 2043 | | | 79,999 | | | | | | | 86,904 | |
| | | FNMA POOL MA2249 | | 3.5% 01 Apr 2045 | | | 331,918 | | | | | | | 355,913 | |
| | | FNMA POOL MA2537 | | 3.5% 01 Feb 2046 | | | 511,136 | | | | | | | 548,098 | |
| | | FNMA POOL MA2670 | | 3% 01 Jul 2046 | | | 531,694 | | | | | | | 562,999 | |
| | | FNMA POOL MA2705 | | 3% 01 Aug 2046 | | | 465,391 | | | | | | | 489,676 | |
| | | FNMA POOL MA2925 | | 3.5% 01 Jan 2047 | | | 2,165,980 | | | | | | | 2,317,265 | |
| | | FNMA TBA 15 YR 1.5 | | 1.5% 16 Jan 2036 | | | 1,565,000 | | | | | | | 1,610,238 | |
| | | FNMA TBA 30 YR 1.5 | | 1.5% 12 Feb 2051 | | | 1,597,504 | | | | | | | 1,612,238 | |
| | | FNMA TBA 30 YR 2 | | 2% 14 Jan 2051 | | | 9,305,000 | | | | | | | 9,665,932 | |
| | | FNMA TBA 30 YR 2.5 | | 2.5% 12 Feb 2051 | | | 12,944,000 | | | | | | | 13,622,099 | |
| | | FNMA TBA 30 YR 3 | | 3% 14 Jan 2051 | | | 10,250,000 | | | | | | | 10,739,277 | |
| | | FRANKLIN RESOURCES INC | | 1.6% 30 Oct 2030 | | | 160,000 | | | | | | | 159,132 | |
| | | FREDDIE MAC | | 3.5% 15 Aug 2047 | | | 3,351,085 | | | | | | | 3,711,774 | |
| | | GENERAL DYNAMICS CORP | | 3.625% 01 Apr 2030 | | | 103,000 | | | | | | | 122,184 | |
| | | GENERAL ELECTRIC CO | | 3.45% 01 May 2027 | | | 233,000 | | | | | | | 263,534 | |
| | | GENERAL MOTORS FINL CO | | 4.35% 17 Jan 2027 | | | 69,000 | | | | | | | 78,549 | |
| | | GENERAL MOTORS FINL CO | | 3.5% 07 Nov 2024 | | | 70,000 | | | | | | | 75,646 | |
| | | GENERAL MOTORS FINL CO | | 3.15% 30 Jun 2022 | | | 193,000 | | | | | | | 199,818 | |
| | | GILEAD SCIENCES INC | | 3.65% 01 Mar 2026 | | | 111,000 | | | | | | | 125,928 | |
| | | GLOBAL PAYMENTS INC | | 2.65% 15 Feb 2025 | | | 329,000 | | | | | | | 352,321 | |
| | | GM FINANCIAL SECURITIZED TERM | | 0.5% 17 Feb 2026 | | | 1,000,000 | | | | | | | 1,004,322 | |
| | | GNMA II POOL MA6476 | | 4% 20 Feb 2050 | | | 14,534,468 | | | | | | | 15,521,697 | |
| | | GNMA POOL 747514 | | 4.75% 15 Aug 2040 | | | 319,020 | | | | | | | 357,775 | |
| | | GNMA POOL 747662 | | 4.75% 15 Aug 2040 | | | 464,639 | | | | | | | 523,924 | |
| | | GNMA POOL 747716 | | 4.75% 15 Sep 2040 | | | 889,747 | | | | | | | 1,011,229 | |
| | | GNMA POOL 747769 | | 4.75% 15 Sep 2040 | | | 606,414 | | | | | | | 683,524 | |
| | | GNMA POOL 751034 | | 4.75% 15 Sep 2040 | | | 399,340 | | | | | | | 444,906 | |
| | | GNMA POOL 751035 | | 4.75% 15 Aug 2040 | | | 66,031 | | | | | | | 72,765 | |
| | | GNMA POOL 751126 | | 4.75% 15 Oct 2040 | | | 794,536 | | | | | | | 892,119 | |
| | | GNMA POOL 751213 | | 4.75% 15 Oct 2040 | | | 1,058,814 | | | | | | | 1,203,343 | |
| | | GNMA POOL 755223 | | 4.75% 15 Nov 2040 | | | 433,456 | | | | | | | 484,060 | |
| | | GNMA POOL 755280 | | 4.75% 15 Nov 2040 | | | 250,813 | | | | | | | 277,296 | |
| | | GNMA POOL 755400 | | 4.75% 15 Oct 2040 | | | 111,355 | | | | | | | 122,789 | |
| | | GNMA POOL 755477 | | 4.75% 15 Oct 2040 | | | 150,502 | | | | | | | 165,929 | |
| | | GNMA POOL 755692 | | 4.75% 15 Nov 2040 | | | 331,640 | | | | | | | 370,030 | |
| | | GNMA POOL 761203 | | 4.75% 15 Apr 2041 | | | 165,866 | | | | | | | 182,875 | |
| | | GNMA POOL 761334 | | 4.75% 15 Apr 2041 | | | 157,941 | | | | | | | 174,136 | |
| | | GNMA POOL 761519 | | 4.75% 15 Apr 2041 | | | 745,991 | | | | | | | 838,864 | |
| | | GNMA POOL 761707 | | 4.75% 15 May 2041 | | | 332,985 | | | | | | | 371,769 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Apr 2061 | | | 1,018,624 | | | | | | | 1,020,686 | |
| | | GOVERNMENT NATIONAL MORTGAGE A | | 1% 20 Mar 2065 | | | 2,930,796 | | | | | | | 2,949,580 | |
| | | GOVERNMENT STIF 7 BPS | | ERISA GOVERNMENT STIF 7 | | | 46,659,855 | | | | | | | 46,659,855 | |
| | | HOME DEPOT INC | | 2.5% 15 Apr 2027 | | | 136,000 | | | | | | | 149,244 | |
| | | HSBC HOLDINGS PLC | | 1% 18 Aug 2031 | | | 300,000 | | | | | | | 309,846 | |
| | | HSBC HOLDINGS PLC | | 1% 13 Mar 2023 | | | 362,000 | | | | | | | 373,927 | |
| | | HSBC HOLDINGS PLC | | 4.95% 31 Mar 2030 | | | 300,000 | | | | | | | 376,079 | |
| | | HYUNDAI AUTO RECEIVABLES TRUST | | 0.38% 15 May 2025 | | | 1,000,000 | | | | | | | 1,001,739 | |
| | | INTERCONTINENTALEXCHANGE | | 3.75% 01 Dec 2025 | | | 348,000 | | | | | | | 394,103 | |
| | | ITC HOLDINGS CORP | | 2.95% 14 May 2030 | | | 229,000 | | | | | | | 250,304 | |
| | | JOHN DEERE CAPITAL CORP | | 2.45% 09 Jan 2030 | | | 297,000 | | | | | | | 325,740 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 2.87% 15 Aug 2049 | | | 305,000 | | | | | | | 332,717 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 1% 15 Dec 2049 | | | 1,000,000 | | | | | | | 1,136,908 | |
| | | JP MORGAN CHASE COMMERCIAL MOR | | 4.029% 10 Mar 2052 | | | 1,000,000 | | | | | | | 1,183,306 | |
| | | JPMBB COMMERCIAL MORTGAGE SECU | | 3.494% 15 Jan 2048 | | | 550,000 | | | | | | | 604,692 | |
| | | JPMDB COMMERCIAL MORTGAGE SECU | | 3.056% 13 Nov 2052 | | | 815,000 | | | | | | | 915,424 | |
| * | | JPMORGAN CHASE + CO | | 4.125% 15 Dec 2026 | | | 639,000 | | | | | | | 747,032 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jan 2029 | | | 774,000 | | | | | | | 880,259 | |
| * | | JPMORGAN CHASE + CO | | 1% 23 Jul 2024 | | | 917,000 | | | | | | | 994,721 | |
| * | | JPMORGAN CHASE + CO | | 1% 05 Dec 2029 | | | 183,000 | | | | | | | 223,279 | |
| * | | JPMORGAN CHASE + CO | | 1% 19 Nov 2031 | | | 185,000 | | | | | | | 186,755 | |
| | | KINDER MORGAN ENER PART | | 4.3% 01 May 2024 | | | 223,000 | | | | | | | 246,913 | |
| | | KINDER MORGAN ENER PART | | 3.45% 15 Feb 2023 | | | 237,000 | | | | | | | 249,428 | |
| | | LEIDOS INC | | 2.3% 15 Feb 2031 | | | 120,000 | | | | | | | 122,184 | |
| | | LLOYDS BANKING GROUP PLC | | 3.75% 11 Jan 2027 | | | 200,000 | | | | | | | 226,804 | |
| | | LOWE S COS INC | | 4.5% 15 Apr 2030 | | | 198,000 | | | | | | | 246,464 | |
| | | LOWE S COS INC | | 1.3% 15 Apr 2028 | | | 175,000 | | | | | | | 176,544 | |
| | | MARBLE POINT CLO LTD. | | 1% 20 Jan 2032 | | | 500,000 | | | | | | | 499,573 | |
| | | MCDONALD S CORP | | 3.3% 01 Jul 2025 | | | 223,000 | | | | | | | 248,325 | |
| | | MCKESSON CORP | | 3.796% 15 Mar 2024 | | | 160,000 | | | | | | | 175,612 | |
| | | MITSUBISHI UFJ FIN GRP | | 2.193% 25 Feb 2025 | | | 476,000 | | | | | | | 502,844 | |
| | | MORGAN STANLEY | | 1% 01 Apr 2031 | | | 216,000 | | | | | | | 251,230 | |
| | | MORGAN STANLEY | | 1% 10 Dec 2026 | | | 296,000 | | | | | | | 298,203 | |
| | | MORGAN STANLEY | | 3.7% 23 Oct 2024 | | | 667,000 | | | | | | | 742,236 | |
| | | MORGAN STANLEY BAML TRUST | | 3.741% 15 Aug 2047 | | | 1,650,000 | | | | | | | 1,797,293 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | 1% 05 Apr 2042 | | | 300,000 | | | | | | | 316,395 | |
| | | MPLX LP | | 4% 15 Mar 2028 | | | 229,000 | | | | | | | 263,479 | |
| | | NATIONAL SECS CLEARING | | 0.75% 07 Dec 2025 | | | 250,000 | | | | | | | 250,640 | |
| | | NATWEST GROUP PLC | | 1% 22 May 2024 | | | 483,000 | | | | | | | 502,581 | |
| | | NAVIENT STUDENT LOAN TRUST | | 1.31% 15 Jan 2069 | | | 800,000 | | | | | | | 808,136 | |
| | | NEXTERA ENERGY CAPITAL | | 2.75% 01 May 2025 | | | 228,000 | | | | | | | 246,657 | |
| | | NEXTERA ENERGY CAPITAL | | 3.15% 01 Apr 2024 | | | 228,000 | | | | | | | 246,467 | |
| | | NIKE INC | | 2.75% 27 Mar 2027 | | | 180,000 | | | | | | | 199,175 | |
| | | NISSAN MOTOR CO | | 4.345% 17 Sep 2027 | | | 259,000 | | | | | | | 286,073 | |
| | | NORTHERN TRUST CORP | | 1.95% 01 May 2030 | | | 104,000 | | | | | | | 108,403 | |
| | | NORTHROP GRUMMAN CORP | | 2.93% 15 Jan 2025 | | | 228,000 | | | | | | | 247,986 | |
| | | NORTHROP GRUMMAN CORP | | 4.4% 01 May 2030 | | | 99,000 | | | | | | | 122,884 | |
| | | NUTRIEN LTD | | 3.625% 15 Mar 2024 | | | 458,000 | | | | | | | 496,773 | |
| | | NUTRIEN LTD | | 2.95% 13 May 2030 | | | 226,000 | | | | | | | 248,540 | |
| | | NVIDIA CORP | | 2.85% 01 Apr 2030 | | | 220,000 | | | | | | | 247,486 | |
| | | O REILLY AUTOMOTIVE INC | | 1.75% 15 Mar 2031 | | | 275,000 | | | | | | | 275,424 | |
| | | ONCOR ELECTRIC DELIVERY | | 2.75% 01 Jun 2024 | | | 87,000 | | | | | | | 93,306 | |
| | | ONEOK INC | | 2.2% 15 Sep 2025 | | | 152,000 | | | | | | | 157,074 | |
| | | ORACLE CORP | | 2.8% 01 Apr 2027 | | | 225,000 | | | | | | | 248,148 | |
| | | ORIX CORP | | 2.9% 18 Jul 2022 | | | 360,000 | | | | | | | 373,098 | |
| | | OWL ROCK CAPITAL CORP | | 3.4% 15 Jul 2026 | | | 187,000 | | | | | | | 189,678 | |
| | | PAYPAL HOLDINGS INC | | 2.4% 01 Oct 2024 | | | 303,000 | | | | | | | 323,795 | |
| | | PHILIP MORRIS INTL INC | | 1.75% 01 Nov 2030 | | | 345,000 | | | | | | | 349,286 | |
| | | PIONEER NATURAL RESOURCE | | 1.9% 15 Aug 2030 | | | 265,000 | | | | | | | 262,659 | |
| | | PPL CAPITAL FUNDING INC | | 4.125% 15 Apr 2030 | | | 208,000 | | | | | | | 248,827 | |
| | | PRINCIPAL LFE GLB FND II | | 2.25% 21 Nov 2024 | | | 468,000 | | | | | | | 495,687 | |
| | | PROLOGIS LP | | 2.25% 15 Apr 2030 | | | 139,000 | | | | | | | 148,950 | |
| | | PUBLIC SERVICE ENTERPRIS | | 1.6% 15 Aug 2030 | | | 252,000 | | | | | | | 248,466 | |
| | | RAYTHEON TECH CORP | | 2.25% 01 Jul 2030 | | | 120,000 | | | | | | | 127,463 | |
| | | RAYTHEON TECH CORP | | 3.5% 15 Mar 2027 | | | 220,000 | | | | | | | 251,099 | |
| | | RAYTHEON TECH CORP | | 3.95% 16 Aug 2025 | | | 120,000 | | | | | | | 137,630 | |
| | | ROSS STORES INC | | 4.7% 15 Apr 2027 | | | 38,000 | | | | | | | 44,845 | |
| | | ROYAL BANK OF CANADA | | 2.25% 01 Nov 2024 | | | 200,000 | | | | | | | 212,762 | |
| | | ROYALTY PHARMA PLC | | 1.2% 02 Sep 2025 | | | 250,000 | | | | | | | 254,182 | |
| | | SABINE PASS LIQUEFACTION | | 5.625% 01 Mar 2025 | | | 217,000 | | | | | | | 253,092 | |
| | | SANTANDER DRIVE AUTO RECEIVABL | | 0.48% 15 Jul 2024 | | | 350,000 | | | | | | | 351,052 | |
| | | SANTANDER RETAIL AUTO LEASE TR | | 0.57% 22 Apr 2024 | | | 1,500,000 | | | | | | | 1,504,879 | |
| | | SANTANDER UK GROUP HLDGS | | 1% 05 Jan 2024 | | | 356,000 | | | | | | | 374,677 | |
| | | SCENTRE GROUP TRUST 1/2 | | 3.625% 28 Jan 2026 | | | 233,000 | | | | | | | 258,043 | |
| | | SCHLUMBERGER FIN CA | | 2.65% 20 Nov 2022 | | | 359,000 | | | | | | | 372,389 | |
| | | SEMPRA ENERGY | | 2.9% 01 Feb 2023 | | | 476,000 | | | | | | | 499,406 | |
| | | SERVICENOW INC | | 1.4% 01 Sep 2030 | | | 256,000 | | | | | | | 249,738 | |
| | | SIMON PROPERTY GROUP LP | | 3.75% 01 Feb 2024 | | | 300,000 | | | | | | | 324,947 | |
| | | SMB PRIVATE EDUCATION LOAN TRU | | 1.6% 15 Sep 2054 | | | 1,850,000 | | | | | | | 1,867,268 | |
| | | SMITH + NEPHEW PLC | | 2.032% 14 Oct 2030 | | | 200,000 | | | | | | | 203,744 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 3.34% 25 Aug 2047 | | | 701,705 | | | | | | | 722,226 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | 2.95% 25 Feb 2042 | | | 527,390 | | | | | | | 538,422 | |
| | | SPRINT SPECTRUM / SPEC I | | 4.738% 20 Sep 2029 | | | 230,000 | | | | | | | 249,111 | |
| | | STANDARD CHARTERED PLC | | 3.95% 11 Jan 2023 | | | 86,000 | | | | | | | 90,478 | |
| * | | STATE STREET CORP | | 1% 30 Mar 2031 | | | 217,000 | | | | | | | 247,308 | |
| | | STEEL DYNAMICS INC | | 1.65% 15 Oct 2027 | | | 175,000 | | | | | | | 180,360 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.142% 23 Sep 2030 | | | 252,000 | | | | | | | 253,028 | |
| | | SUMITOMO MITSUI FINL GRP | | 2.696% 16 Jul 2024 | | | 350,000 | | | | | | | 373,677 | |
| | | T MOBILE USA INC | | 3.75% 15 Apr 2027 | | | 526,000 | | | | | | | 599,009 | |
| | | T MOBILE USA INC | | 2.25% 15 Nov 2031 | | | 112,000 | | | | | | | 114,950 | |
| | | TAKEDA PHARMACEUTICAL | | 4.4% 26 Nov 2023 | | | 665,000 | | | | | | | 736,405 | |
| | | TJX COS INC | | 1.15% 15 May 2028 | | | 93,000 | | | | | | | 93,469 | |
| | | TJX COS INC | | 1.6% 15 May 2031 | | | 78,000 | | | | | | | 78,804 | |
| | | TORONTO DOMINION BANK | | 3.25% 11 Mar 2024 | | | 300,000 | | | | | | | 325,803 | |
| | | TOYOTA AUTO RECEIVABLES OWNER | | 0.47% 15 Jan 2026 | | | 1,000,000 | | | | | | | 1,004,660 | |
| | | TOYOTA MOTOR CREDIT CORP | | 1.8% 13 Feb 2025 | | | 358,000 | | | | | | | 375,396 | |
| | | TRUIST BANK | | 1% 17 Sep 2029 | | | 362,000 | | | | | | | 383,046 | |
| | | TRUIST BANK | | 3.2% 01 Apr 2024 | | | 340,000 | | | | | | | 369,058 | |
| | | TTX CO | | 4.15% 15 Jan 2024 | | | 231,000 | | | | | | | 253,460 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | 1% 15 Mar 2051 | | | 9,557,273 | | | | | | | 517,840 | |
| | | UNITED AIR 2016 2 AA PTT | | 2.875% 07 Apr 2030 | | | 294,495 | | | | | | | 295,887 | |
| | | UNITED PARCEL SERVICE | | 4.45% 01 Apr 2030 | | | 137,000 | | | | | | | 171,371 | |
| | | US 10YR NOTE (CBT)MAR21 | | XCBT 20210322 | | | 6,800,000 | | | | | | | 7,438 | |
| | | US 10YR ULTRA FUT MAR21 | | XCBT 20210322 | | | (5,700,000 | ) | | | | | | 23,906 | |
| | | US 2YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | (10,000,000 | ) | | | | | | (6,250) | |
| | | US 5YR NOTE (CBT) MAR21 | | XCBT 20210331 | | | 10,600,000 | | | | | | | 14,438 | |
| | | US DOLLAR | | | | | 8,759,665 | | | | | | | 8,759,665 | |
| | | US LONG BOND(CBT) MAR21 | | XCBT 20210322 | | | (1,100,000 | ) | | | | | | 15,727 | |
| | | US TREASURY N/B | | 1.25% 15 May 2050 | | | 1,000 | | | | | | | 907 | |
| | | US TREASURY N/B | | 1.375% 15 Aug 2050 | | | 8,000 | | | | | | | 7,493 | |
| | | US TREASURY N/B | | 0.875% 15 Nov 2030 | | | 2,000 | | | | | | | 1,993 | |
| | | US TREASURY N/B | | 1.375% 15 Nov 2040 | | | 5,000 | | | | | | | 4,944 | |
| | | US TREASURY N/B | | 1.5% 30 Nov 2021 | | | 5,312,000 | | | | | | | 5,378,400 | |
| | | US TREASURY N/B | | 0.375% 30 Sep 2027 | | | 409,000 | | | | | | | 402,753 | |
| | | US TREASURY N/B | | 0.125% 15 Oct 2023 | | | 6,000 | | | | | | | 5,996 | |
| | | US TREASURY N/B | | 0.625% 30 Nov 2027 | | | 8,000 | | | | | | | 7,999 | |
| | | US TREASURY N/B | | 0.375% 30 Nov 2025 | | | 1,137,000 | | | | | | | 1,138,599 | |
| | | US TREASURY N/B | | 0.125% 15 Dec 2023 | | | 12,426,000 | | | | | | | 12,411,438 | |
| | | US TREASURY N/B | | 0.375% 31 Dec 2025 | | | 10,094,000 | | | | | | | 10,101,886 | |
| | | US TREASURY N/B | | 0.125% 31 Dec 2022 | | | 33,750,000 | | | | | | | 33,753,955 | |
| | | US ULTRA BOND CBT MAR21 | | XCBT 20210322 | | | (400,000 | ) | | | | | | (7,750 | ) |
| | | USAA CAPITAL CORP | | 2.125% 01 May 2030 | | | 234,000 | | | | | | | 246,049 | |
| | | VEREIT OPERATING PARTNER | | 2.2% 15 Jun 2028 | | | 190,000 | | | | | | | 194,281 | |
| | | VERIZON COMMUNICATIONS | | 0.85% 20 Nov 2025 | | | 284,000 | | | | | | | 286,231 | |
| | | VERIZON COMMUNICATIONS | | 1.68% 30 Oct 2030 | | | 249,000 | | | | | | | 247,993 | |
| | | VIATRIS INC | | 2.7% 22 Jun 2030 | | | 359,000 | | | | | | | 380,944 | |
| | | VISA INC | | 1.9% 15 Apr 2027 | | | 117,000 | | | | | | | 124,525 | |
| | | VISA INC | | 1.1% 15 Feb 2031 | | | 255,000 | | | | | | | 251,413 | |
| | | VMWARE INC | | 4.5% 15 May 2025 | | | 217,000 | | | | | | | 248,351 | |
| | | WALT DISNEY COMPANY/THE | | 3.375% 15 Nov 2026 | | | 219,000 | | | | | | | 247,415 | |
| | | WALT DISNEY COMPANY/THE | | 2.65% 13 Jan 2031 | | | 114,000 | | | | | | | 124,980 | |
| | | WASTE MANAGEMENT INC | | 1.15% 15 Mar 2028 | | | 190,000 | | | | | | | 190,543 | |
| | | WELLS FARGO + COMPANY | | 4.125% 15 Aug 2023 | | | 685,000 | | | | | | | 748,243 | |
| | | WELLS FARGO + COMPANY | | 1% 30 Oct 2025 | | | 590,000 | | | | | | | 623,848 | |
| | | WELLS FARGO + COMPANY | | 1% 11 Feb 2031 | | | 143,000 | | | | | | | 151,732 | |
| | | WESTLAKE AUTOMOBILE RECEIVABLE | | 0.56% 15 May 2024 | | | 1,000,000 | | | | | | | 1,002,356 | |
| | | XLIT LTD | | 4.45% 31 Mar 2025 | | | 435,000 | | | | | | | 496,418 | |
| | | ZOETIS INC | | 2% 15 May 2030 | | | 360,000 | | | | | | | 372,755 | |
| | | | | | | | | | | | | | | | |
| | | | | Sub-Total: Fund 5796 15 of 15 | | | | | | | Total | | $ | 300,540,344 | |
| | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | |
| | | | | Sub-Total: Investment Income Fund-Underlying Investments at Fair Value (15 funds) | | $ | 11,022,290,587 | |
| | | (b) Identity of issue, borrower, | | (c) Description of investment including maturity date, | | | | | | (e) Fair | |
| (a) | | lessor, or similar party | | rate of interest, collateral, par, or maturity value | | | (d) Cost | | | value | |
| | | | | | | | | | (n/a) | | | | |
| | | | | | | Shares/ | | | | | | | |
| | | | | | | Par Value | | | | | | | |
| * | | MASS MUTUAL LIFE INSURANCE COMPANY | | Synthetic GIC Wrapper Contract, Rate of Interest 2.63% | | | | | | | | $ | - | |
| | | ROYAL BANK OF CANADA | | Synthetic GIC Wrapper Contract, Rate of Interest 2.84% | | | | | | | | | - | |
| * | | STATE STREET BANK AND TRUST COMPANY | | Synthetic GIC Wrapper Contract, Rate of Interest 2.84% | | | | | | | | | - | |
| * | | THE PRUDENTIAL INSURANCE COMPANY OF AMERICA | | Synthetic GIC Wrapper Contract, Rate of Interest 2.62% | | | | | | | | | - | |
| * | | NEW YORK LIFE ISURANCE COMPANY | | Synthetic GIC Wrapper Contract, Rate of Interest 2.48% | | | | | | | | | - | |
| * | | VOYA RETIREMENT INSURANCE AND ANNUITY COMPANY | | Synthetic GIC Wrapper Contract, Rate of Interest 1.17% | | | | | | | | | - | |
| * | | METROPOLITAN LIFE INSURANCE COMPANY | | Separate Account GIC Contract, Rate of Interest 2.73% | | | | | | | | | - | |
| | | | | | | | | | | | | | | |
| | | | | Sub-Total : Synthetic GICs at Fair Value | | | | | | | | $ | - | |
| | | | | | | | | | | | | | | |
| | | | | TOTAL : Interest Income Fund- at Fair Value | | | | | | | | $ | 11,022,290,587 | |
| | | | | | | | | | | | | | | |
| | | | | Adjustment from fair value to contract value for fully benefit-responsive investment contracts | | | | | | | (602,776,201 | ) |
| | | | | | | | | | | | | | | |
| | | | | Stable Value Fund - at Contract Value | | | | | | | | $ | 10,419,514,386 | |
| | | | | |
| n / a - Cost is not applicable | | | | |
EXHIBIT INDEX
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 25, 2021 | | By: | /s/ Robert F. Del Bene |
| | | | Robert F. Del Bene |
| | | | Vice President and Controller |
| | | | | |
