65 results
11-K
IBM
International Business Machines Corp.
16 Jun 23
Annual report of employee stock purchases
4:36pm
COMMON STOCK
RAMELIUS RESOURCES LTD
COMMON STOCK
RAMI LEVY CHAIN STORES HASHI
COMMON STOCK ILS.01
RAMSAY HEALTH CARE LTD
COMMON STOCK
RANDON … MAR23
XCME 20230317
SABRA HEALTH CARE REIT INC
REIT USD.01
SABRE CORP
COMMON STOCK USD.01
SAFE BULKERS INC
COMMON STOCK USD.001
SAFEHOLD INC
REIT USD
11-K
IBM
International Business Machines Corp.
17 Jun 22
Annual report of employee stock purchases
4:18pm
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One)
ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2021
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
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
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
INTERNATIONAL BUSINESS MACHINES CORPORATION
New Orchard Road
Armonk, New York 10504
IBM 401(k) PLUS PLAN
Table of Contents
Page
Financial Statements and Schedules:
Report of Independent Registered Public Accounting Firm
Financial Statements:
Statements of Net Assets Available for Benefits at December 31, 2021 and 2020
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2021
Notes to Financial Statements
Supplemental Schedules*:
Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible at December 31, 2021
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) at December 31, 2021
Exhibit:
Exhibit Index
* 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, 2021 and 2020 and the related statement of changes in net assets available for benefits for the year ended December 31, 2021, 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, 2021 and 2020, and the changes in net assets available for benefits for the year ended December 31, 2021 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, 2021, and of assets (held at end of year) at December 31, 2021 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 17, 2022
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,
(Dollars in thousands)
Assets:
Investments, at fair value (Note 3)
Investments in fully benefit-responsive investment contracts, at contract value (Note 5)
Total investments
Receivables:
Notes receivable from participants
Income, sales proceeds and other receivables
Total receivables
Total assets
Liabilities:
Payable for investments purchased
Total liabilities
Net assets available for benefits
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,
(Dollars in thousands)
Additions to net assets attributed to:
Investment income/(loss):
Net appreciation in fair value of investments
Interest income from investments
Dividends
Interest income on notes receivable from participants
Contributions:
Participants
Employer
Transfers from acquired company benefit plans
Total additions
Deductions from net assets attributed to:
Distributions to participants
Administrative expenses, net
Total deductions
Net increase in net assets during the year
Net assets available for benefits:
Beginning of year
End of year
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) and applicable Summaries of Material Modification (SMM) for a complete description of the Plan’s provisions.
General
The Plan was established by resolution of International Business Machines Corporation’s Retirement Plans Committee (the “Committee”) effective July 1, 1983 and Plan assets are held in trust for the benefit of its participants. The Plan offers all eligible active, full-time and part-time regular and long-term supplemental United States (U.S.) employees of International Business Machines Corporation (“IBM”) and certain of its domestic related companies and partnerships an opportunity to defer from one to eighty percent of their eligible compensation for before-tax 401(k) and/or Roth 401(k) contributions to any of 34 primary investment funds and about 160 mutual funds in an “Expanded Choice - Mutual Funds tier.” In addition, participants are able to contribute up to ten percent of their eligible compensation on an after-tax basis. Annual contributions are subject to the legal limits permitted by Internal Revenue Service (“IRS”) regulations.
Participants have the choice to enroll in Managed Accounts, an account management service provided by Edelman Financial Engines for a fee which is deducted from the participant’s account.
At December 31, 2021 and 2020, the number of participants with an account balance in the Plan was 166,735 and 170,646 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 (now known as IBM Consulting) Application Development Specialist Job Family hired or rehired on or after April 15, 2013; (2) Multi Vendor Service Representative hired or rehired on or after April 1, 2015; (3) 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 (now known as IBM Consulting) Application Development Specialist Job Family hires, Multi Vendor Service Representative hires on or after April 1, 2015 and Systems Services Representative hires on or after November 1, 2015 have a service requirement of two years. GBS (now known as IBM Consulting) 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 160 mutual funds in the Expanded Choice - Mutual Funds tier, in multiples of one percent. If participants do not make an investment election, then contributions will be invested in the default Target Retirement fund that most closely corresponds to the year in which they will reach age 65.
Participants may change their deferral percentage and investment selection for future contributions at any time. The changes will take effect for the next eligible pay cycle if the request is completed before the applicable cutoff date. Also, participants may transfer part or all of existing account balances among funds in the Plan once daily, subject to the Plan restrictions on trading.
The Committee is committed to preserving the integrity of the Plan as a long-term savings vehicle for its employees. Frequent, short-term trading that is intended to take advantage of pricing lags in funds can harm long-term investors, or increase trading expenses in general. Therefore, the Plan has implemented frequent trading transaction restrictions and reserves the right to take other appropriate action to curb short-term transactions (buying/selling).
Participant Accounts
The Plan record keeper maintains an account in the name of each participant to which each participant’s contributions and share of the net earnings, losses and expenses, if any, of the various investment funds are recorded. The earnings on the assets held in each of the funds and all proceeds from the sale of such assets are held and reinvested in the respective funds.
Participants may transfer rollover contributions of before-tax and Roth 401(k) amounts from other qualified savings plans or Individual Retirement Accounts into their Plan account. Rollovers must be made in cash within the time limits specified by the IRS; stock or in-kind rollovers are not accepted. These rollovers are limited to active employees on the payroll of IBM (or affiliated companies) who have existing accounts in the Plan. Retirees are not eligible for such rollovers, except that a retiree or separated employee who has an existing account in the Plan may roll over a lump-sum distribution from an IBM-sponsored qualified retirement plan, including the IBM Personal Pension Plan. After-tax amounts may also be directly rolled over into the Plan from another qualified savings plan.
On each valuation date, the unit/share value of each fund is determined by dividing the current investment value of the assets in that fund on that date by the number of units/shares in the fund. The participant’s investment value of assets equals the market value of assets for all funds except the Interest Income Fund for which the participant’s investment value of assets equals the contract value of assets. In determining the unit/share value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. On the next day, the cash related to new contributions is transferred into the fund and the number of additional units to be credited to a participant’s account for each fund, due to new contributions, is equal to the amount of the participant’s new contributions to the fund divided by the prior night’s unit value.
Contributions (with the exception of after-tax contributions and Roth 401(k) contributions) made to the Plan, as well as interest, dividends, or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals of pre-tax contributions by the participant before attaining age 59 1/2 are subject to a penalty tax of 10 percent unless an exception applies (e.g. at least 55 years of age when the participant terminates from IBM). After-tax contributions made to the Plan are not tax deferred, but are taxable income prior to the participant making the contribution. Any interest, dividends or other earnings on the after-tax contributions are generally not included in the taxable income of the participant until withdrawal, at which time all earnings withdrawn are generally taxed as ordinary income to the participant. Any distribution of earnings on after-tax contributions that are withdrawn by the participant before attaining age 59 1/2 are subject to a penalty tax of 10 percent unless an exception applies. Roth 401(k) contributions are not tax deferred, but are taxable income prior to the participant making the contribution. Interest, dividends or other earnings on Roth 401(k) contributions may not be taxable at withdrawal provided the participant has met the applicable rules.
Consistent with provisions established by the IRS, the Plan’s 2021 limit on employee salary and performance pay deferrals was $19,500. Participants who were age 50 or older during 2021 could take advantage of a higher 401(k) contribution limit of $26,000. The 2021 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 2021 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.
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, 2021 and 2020 ranged from 3.25 percent to 10.75 percent.
Participants may prepay all or portion of the entire remaining loan principal at any time. Employees on an approved leave of absence may elect to make scheduled loan payments directly to the Plan. Participants may continue to contribute to the Plan while having an outstanding loan. A loan default is a taxable event to the participant and will be reported as such in the year of the loan default.
Participants who retire or separate from IBM and have outstanding Plan loans may make loan repayments via Automated Clearing House (ACH) deductions to continue monthly loan repayments according to their original amortization schedule.
Termination of Service
If the value of a participant’s account is $1,000 or less, it will be distributed to the participant in a lump-sum payment following the termination of the participant’s employment with IBM. If the account balance is greater than $1,000 at the time of separation, the participant may defer distribution of the account until age 72.
Termination of the Plan
IBM reserves the right to terminate this Plan at any time by action of the Board of Directors of IBM. In that event, each participant or beneficiary receiving or entitled to receive payments under the Plan would receive the balance of the account at such time and in accordance with applicable law and regulations. In the event of a full or partial termination of the Plan, or upon complete discontinuance of contributions under the Plan, the rights of all affected participants in the value of their accounts would be non-forfeitable.
Risks and Uncertainties
Investment securities are exposed to various risks, such as interest rate and foreign currency movements, credit quality changes and overall market volatility. Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Foreign currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Market risk is the possibility of losses due to factors that affect the overall performance of the financial markets. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is reasonably possible that changes in risks in the near term could materially affect participants’ account balances and the amounts reported in the statement of net assets available for benefits. The Plan provides for various investment options in the form of mutual funds, commingled funds or separately-managed funds. These funds invest in equities, fixed income securities, synthetic guaranteed investment contracts (“synthetic GICs”), a separate account guaranteed investment contract (“separate account GIC”) and derivative contracts. The Plan is potentially exposed to credit loss in the event of non-performance by the companies with whom the Plan entered into the synthetic GICs and a separate account GIC. However, the Committee does not anticipate non-performance by these companies.
Securities Lending
The Plan implemented a securities lending program with the Trustee, for the Plan’s separately managed accounts, in mid-August 2020. The program allows the Trustee to loan securities, which are assets of the Plan, to approved brokers/dealers (the “Borrowers”). Funds not included in this program are the IBM Stock Fund and Interest Income Fund.
The Trustee requires the Borrowers, pursuant to a security loan agreement, to deliver collateral to secure each loan in an amount that is at least equal to 102 percent of the fair value of the securities loaned. The Plan bears the risk of loss with respect to any unfavorable change in fair value of the invested cash collateral. However, the Borrowers bear the risk of loss related to the decrease in the fair value of the non-cash collateral and, therefore, would have to deliver additional securities to maintain the required collateral. In the event of default by any of the Borrowers, the Trustee shall indemnify the Plan by purchasing replacement securities equal to the number of unreturned loaned securities, to the extent that such replacement securities are available on the open market and if to the extent that such proceeds are insufficient or the collateral is unavailable, the purchase of replacement securities shall be made at Trustee’s expense or, if replacement securities are not able to be purchased, the Trustee shall credit the Plan for the market value of the unreturned securities. In each case, the Trustee would apply the proceeds from the collateral for such a loan to make the Plan whole.
Loans are collateralized as either cash or non-cash, in an amount equal to 102 percent to 105 percent of the fair value of the loan. Cash collateral is invested in a U.S. government money market account. Non-cash collateral accepted in the program are securities issued or guaranteed by the U.S. government or its agencies. On December 31, 2021, the Plan had $271 million of open loans backed by $224 million of cash collateral and $57 million of non-cash collateral (104 percent collateral). Securities lending may be permitted in certain commingled funds and in funds within the Expanded Choice – Mutual Funds tier. The prospectus for each fund will disclose if lending is permitted and the risks involved.
Kyndryl
On November 3, 2021, IBM completed the previously announced separation of its managed infrastructure services unit into a new public company with the distribution of 80.1 percent of the outstanding common stock of Kyndryl Holdings, Inc. (Kyndryl) to IBM stockholders on a pro rata basis. To effect the separation, IBM stockholders received one share of Kyndryl common stock for every five shares of IBM common stock held at the close of business on October 25, 2021, the record date for the distribution. Like any other employee terminated employment, Kyndryl employees with IBM 401(k) Plus Plan balances of at least $1,000 at the date of the Spin Off had a choice to leave their IBM 401(k) Plus Plan account at IBM or roll it over to Kyndryl’s 401(k) plan.
The Spin Off created the Kyndryl Stock Fund from the IBM Stock Fund - which is a fund closed to new investments. Gallagher Fiduciary Advisor LLC was hired as an independent fiduciary, and they have decided to liquidate the fund effective August 31, 2022.
NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Presentation
The accompanying financial statements are prepared under the accrual basis of accounting, except distributions, which are recorded when paid. Investments held by a defined contribution plan are required to be reported at fair value, except for fully benefit-responsive investment contracts. Contract value is the relevant measure for the portion of the net assets available for benefits of a defined contribution plan attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. Notes receivable from participants are measured at their unpaid principal balance plus any accrued interest. Within the financial statements and tables presented, certain columns and rows may not add due to the use of rounded numbers for disclosure purposes. Percentages presented are calculated from the underlying whole-dollar amounts.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America (“U.S. GAAP”) requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.
Valuation of Investments
Investments are stated at fair value except for fully benefit-responsive investment contracts, which are stated at contract value. Accounting guidance defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Under this guidance, the Plan is required to classify certain assets and liabilities based on the following fair value hierarchy:
Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that can be accessed at the measurement date;
Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and
Level 3 — Unobservable inputs for the asset or liability.
The guidance requires the use of observable market data if such data is available without undue cost and effort.
Assets are classified within the fair value hierarchy according to the lowest level input that is significant to the fair value measurement. Valuation techniques used maximize the use of observable inputs and minimize the use of unobservable inputs. The valuation methodology is applied consistently from period to period.
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, 2021 and 2020.
Investments at Fair Value as of December 31, 2021
(Dollars in Thousands)
Level 1
Level 2
Level 3
Total
Equity:
Equity mutual funds
IBM Corporation common stock
Equity securities
Fixed income:
Government securities
Corporate bonds
Mortgage and asset-backed securities
Fixed income mutual funds
Cash and cash equivalents
Derivatives
Other mutual funds
Subtotal
Investments measured at net asset value using the NAV practical expedient (1)
Total investments at fair value
(1) Investments measured at fair value using the net asset value (NAV) per share (or its equivalent) as a practical expedient include commingled funds. Commingled funds may include 103-12 investments, common collective trusts, and pooled separate accounts.
There were no material purchases, sales or transfers into or out of Level 3 for the period ending December 31, 2021.
Investments at Fair Value as of December 31, 2020
(Dollars in Thousands)
Level 1
Level 2
Level 3
Total
Equity:
Equity mutual funds
IBM Corporation common stock
Equity securities
Fixed income:
Government securities
Corporate bonds
Mortgage and asset-backed securities
Fixed income mutual funds
Cash and cash equivalents
Derivatives
Other mutual funds
Subtotal
Investments measured at net asset value using the NAV practical expedient (1)
Total investments at fair value
(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.
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, 2021 and 2020, respectively:
Investments at fair value:
(Dollars in thousands)
Commingled Equity funds
Other funds
Short-term Investment funds
Total investments measured at net asset value using the NAV practical expedient
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, 2021 and 2020, 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 $6.7 million and an asset of $4.2 million as of December 31, 2021 and 2020, respectively. The gross notional amount of the derivative financial instruments was $1.8 billion and $898 million as of December 31, 2021 and 2020, 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 was unable to obtain a replacement investment contract, the Fund may experience losses if the market value of the Plan’s assets no longer covered by the contract is below contract value. The Fund may seek to add additional issuers over time to diversify the Fund’s exposure to such risk, but there is no assurance the Fund will be able to do so. The combination of the default of an issuer and an inability to obtain a replacement agreement could render the Fund unable to maintain contract value. The terms of an Investment Contract generally provide for settlement of payments only upon termination of the contract or total liquidation of the covered investments. Generally, payments will be made pro-rata, based on the percentage of investments covered by each issuer. Contract termination occurs whenever the contract value or market value of the covered investments reaches zero or upon certain events of default. If the contract terminates when the market value equals zero, the issuer will pay the excess of contract value over market value to the Plan to the extent necessary for the Plan to satisfy outstanding contract value withdrawal requests. Contract termination also may occur by either party upon election and notice as agreed to under the terms of the contract.
The following table provides the disaggregation of contract value between types of Investment Contracts held by the Plan.
Investment Contracts at December 31,
(Dollars in thousands)
Contract value:
Synthetic GICs
Separate account GICs
Total Investment Contracts
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, 2021 and 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,
(Dollars in thousands)
Net assets available for benefits per the financial statements
Plus:
Adjustment from contract value to fair value for fully benefit-responsive investment contracts held by the Interest Income Fund
Net assets available for benefits per the Form 5500
The following is a reconciliation of investment income per the financial statements to the Form 5500:
Year Ended
December 31,
(Dollars in thousands)
Total investment income and interest income on notes receivable from participants per the financial statements
Less:
Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2020
Plus:
Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2021
Total investment income per the Form 5500
NOTE 8 - RELATED-PARTY TRANSACTIONS
At December 31, 2021, 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, 2021 and 2020, the Plan held 7,111,756 and 7,565,013 shares of IBM common stock valued at $951 million and $952 million, respectively. During the year ended December 31, 2021, purchases of IBM common stock by the Plan totaled $89 million and sales of IBM common stock by the Plan totaled $150 million.
IBM 401(k) PLUS PLAN AT DECEMBER 31, 2021
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
524 ESC7M6
Lehman Brothers Holdings Inc., 745
Seventh Avenue, New York,
NY 10019
524ESCXA3
Sigma Finance Corp., M&C Corp.
Services LTD, Box 309GT,
Ugland House, South Church St.,
George Town, Grand Cayman,
Grand Cayman Islands
8265Q0XQ0
variable
* 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, 2021
(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 7,111,756 shares
Managed by State Street Global Advisors
State Street Bank and Trust Company Government Short-Term Investment Fund
Kyndryl Stock Fund
Managed by State Street Global Advisors and Gallagher Fiduciary Advisors, LLC
Kyndryl Common Stock 1,296,683 shares
Mutual Funds
Administered by Fidelity
Expanded Choice - Mutual Funds (refer to Exhibit A - investments)
Vanguard Emerging Markets Stock Index Fund Institutional Plus Shares 1,404,915 shares
Commingled Funds
Vanguard Employee Benefit Index Fund
Large Company Index
Vanguard Total Stock Market Index Trust
Total Stock Market Index
Vanguard Russell 1000 Growth Index Trust
Large Cap Growth Index
Vanguard Russell 1000 Value Index Trust
Large Cap Value Index
Bridgewater All Weather Portfolio III, LTD.
Balanced Fund
Vanguard Russell 2000 Growth Index Trust
Small Cap Growth Index
Vanguard Russell 2000 Value Index Trust
Small Cap Value Index
AQR Global Risk Parity Enhanced Liquidity Fund
Balanced Fund
Vanguard European Stock Index Trust
European Stock Index
PanAgora
Balanced Fund
Vanguard Pacific Stock Index Trust
Pacific Stock Index
* Party-In-Interest
(b) Identity of issue, borrower,
lessor, or similar party
(c) Description of investment
including maturity date, rate
of interest, collateral, par, or
maturity value
(d) Cost
(e) Fair value
(n/a)
Separately-Managed Funds
Managed by State Street Global Advisors
Total International Stock Market Index (refer to Exhibit B - investments)
Managed by State Street Global Advisors
Small/Mid Cap Stock Index (refer to Exhibit C - investments)
Managed by State Street Global Advisors
Inflation Protected Bond (refer to Exhibit D – investments)
Managed by Neuberger Berman Fixed Income
Total Bond Market (refer to Exhibit E – investments)
Managed by State Street Global Advisors
Real Estate Investment Trust (refer to Exhibit F - investments)
Managed by Loomis, Sayles and Company
Total Bond Market (Refer to Exhibit G - investments)
Managed by Western Asset Management Company
Total Bond Market (Refer to Exhibit H - investments)
Managed by Pacific Investment Management Company (PIMCO)
Total Bond Market (refer to Exhibit I - investments)
Managed by RW. Baird & Co.
Total Bond Market (Refer to Exhibit J – investments)
Managed by State Street Global Advisors
International Real Estate Index (refer to Exhibit K – investments)
Managed by Loomis, Sayles and Company
Long Term Credit (Refer to Exhibit L - investments)
Managed by Western Asset Management Company
Long Term Credit (Refer to Exhibit M - investments)
Managed by Pacific Investment Management Company (PIMCO)
High Yield and Emerging Markets Bond (refer to Exhibit N - investments)
Managed by JP Morgan
High Yield Debt (refer to exhibit O - investments)
Managed by Prudential
Emerging Markets Debt (refer to Exhibit P - investments)
* Party-In-Interest
(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 Q - investments)
Mass Mutual Life Insurance Company
Synthetic GIC Wrapper Contract, Rate of Interest 2.34%
Royal Bank of Canada
Synthetic GIC Wrapper Contract, Rate of Interest 2.27%
State Street Bank and Trust Company
Synthetic GIC Wrapper Contract, Rate of Interest 2.27%
The Prudential Insurance Company of America
Synthetic GIC Wrapper Contract, Rate of Interest 2.11%
New York Life Insurance Company
Synthetic GIC Wrapper Contract, Rate of Interest 2.06%
Voya Retirement Insurance and Annuity Company
Synthetic GIC Wrapper Contract, Rate of Interest 1.13%
Metropolitan Life Insurance Company
Separate Account GIC Contract, Rate of Interest 2.31%
Notes receivable from participants
Interest rates range: 3.25% - 10.75% Terms: one to thirty years
Interest-Bearing Cash
Managed by State Street Global Advisors
State Street Bank and Trust Company Government Short-Term Investment Fund
* Party-In-Interest
EXHIBIT A - Expanded Choice Mutual Funds
(Administered by Fidelity)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
AMCAP FUND
MUTUAL FUNDS
AMERICAN BALANCED FUND
MUTUAL FUNDS
AMERICAN FUNDS FUNDAMENTAL INV
MUTUAL FUNDS
AMERICAN MUTUAL FUND
MUTUAL FUNDS
CAPITAL WORLD BOND FUND
MUTUAL FUNDS
CAPITAL WORLD GROWTH AND INCOM
MUTUAL FUNDS
DFA EMERGING MARKETS PORTFOLIO
MUTUAL FUNDS
DFA EMERGING MARKETS VALUE POR
MUTUAL FUNDS
DFA GLOBAL REAL ESTATE SECURIT
MUTUAL FUNDS
DFA INTERNATIONAL SMALL COMPAN
MUTUAL FUNDS
DFA INTERNATIONAL VALUE PORTFO
MUTUAL FUNDS
DFA INTERNATIONAL VECTOR EQUIT
MUTUAL FUNDS
DFA LARGE CAP INTERNATIONAL PO
MUTUAL FUNDS
DFA US CORE EQUITY 1 PORTFOLIO
MUTUAL FUNDS
DFA US SMALL CAP PORTFOLIO
MUTUAL FUNDS
DFA US TARGETED VALUE PORTFOLI
MUTUAL FUNDS
DFA US VECTOR EQUITY PORTFOLIO
MUTUAL FUNDS
DODGE + COX BALANCED FUND
MUTUAL FUNDS
DODGE + COX GLOBAL BOND FUND
MUTUAL FUNDS
DODGE + COX GLOBAL STOCK FUND
MUTUAL FUNDS
DODGE + COX INCOME FUND
MUTUAL FUNDS
DODGE + COX INTERNATIONAL STOC
MUTUAL FUNDS
DODGE + COX STOCK FUND
MUTUAL FUNDS
EUROPACIFIC GROWTH FUND
MUTUAL FUNDS
FIDELITY ADVISOR FLOATING RATE
MUTUAL FUNDS
FIDELITY ADVISOR STRATEGIC INC
MUTUAL FUNDS
FIDELITY BLUE CHIP GROWTH FUND
MUTUAL FUNDS
FIDELITY CANADA FUND
MUTUAL FUNDS
FIDELITY CAPITAL + INCOME FUND
MUTUAL FUNDS
FIDELITY CHINA REGION FUND
MUTUAL FUNDS
FIDELITY CONTRAFUND
MUTUAL FUNDS
FIDELITY CONVERTIBLE SECURITIE
MUTUAL FUNDS
FIDELITY DIVERSIFIED INTERNATI
MUTUAL FUNDS
FIDELITY DIVIDEND GROWTH FUND
MUTUAL FUNDS
FIDELITY EMERGING ASIA FUND
MUTUAL FUNDS
FIDELITY EQUITY INCOME FUND IN
MUTUAL FUNDS
FIDELITY EUROPE FUND/UNITED ST
MUTUAL FUNDS
FIDELITY FOCUSED STOCK FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2005 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2010 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2015 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2020 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2025 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2030 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2035 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2040 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2045 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2050 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2055 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2060 FUND
MUTUAL FUNDS
FIDELITY FREEDOM 2065 FUND
MUTUAL FUNDS
FIDELITY FREEDOM INCOME FUND
MUTUAL FUNDS
FIDELITY GNMA FUND
MUTUAL FUNDS
FIDELITY GOVERNMENT INCOME FUN
MUTUAL FUNDS
FIDELITY GROWTH COMPANY FUND
MUTUAL FUNDS
FIDELITY GROWTH DISCOVERY FUND
MUTUAL FUNDS
FIDELITY HIGH INCOME FUND
MUTUAL FUNDS
FIDELITY INTERNATIONAL DISCOVE
MUTUAL FUNDS
FIDELITY INTERNATIONAL REAL ES
MUTUAL FUNDS
FIDELITY INTERNATIONAL SMALL C
MUTUAL FUNDS
FIDELITY INTERNATIONAL SUSTAIN
MUTUAL FUNDS
FIDELITY JAPAN FUND/UNITED STA
MUTUAL FUNDS
FIDELITY LARGE CAP STOCK FUND
MUTUAL FUNDS
FIDELITY LATIN AMERICA FUND/UN
MUTUAL FUNDS
FIDELITY LEVERAGED COMPANY STO
MUTUAL FUNDS
FIDELITY LIMITED TERM GOVERNME
MUTUAL FUNDS
FIDELITY LOW PRICED STOCK FUND
MUTUAL FUNDS
FIDELITY MAGELLAN FUND
MUTUAL FUNDS
FIDELITY MID CAP STOCK FUND
MUTUAL FUNDS
FIDELITY NEW MARKETS INCOME FU
MUTUAL FUNDS
FIDELITY OTC PORTFOLIO
MUTUAL FUNDS
FIDELITY OVERSEAS FUND/UNITED
MUTUAL FUNDS
FIDELITY PACIFIC BASIN FUND
MUTUAL FUNDS
FIDELITY PURITAN TRUST FIDEL
MUTUAL FUNDS
FIDELITY REAL ESTATE INCOME FU
MUTUAL FUNDS
FIDELITY REAL ESTATE INVESTMEN
MUTUAL FUNDS
FIDELITY SMALL CAP DISCOVERY F
MUTUAL FUNDS
FIDELITY SMALL CAP STOCK FUND
MUTUAL FUNDS
FIDELITY TOTAL BOND FUND
MUTUAL FUNDS
FIDELITY TREND FUND
MUTUAL FUNDS
FIDELITY VALUE FUND
MUTUAL FUNDS
GROWTH FUND OF AMERICA/THE
MUTUAL FUNDS
INTERNATIONAL GROWTH AND INCOM
MUTUAL FUNDS
INVESTMENT COMPANY OF AMERICA/
MUTUAL FUNDS
NEW ECONOMY FUND/THE
MUTUAL FUNDS
NEW PERSPECTIVE FUND
MUTUAL FUNDS
NEW WORLD FUND INC
MUTUAL FUNDS
PIMCO ALL ASSET FUND
MUTUAL FUNDS
PIMCO CLIMATE BOND FUND
MUTUAL FUNDS
PIMCO COMMODITYREALRETURN STRA
MUTUAL FUNDS
PIMCO DIVERSIFIED INCOME FUND
MUTUAL FUNDS
PIMCO DYNAMIC BOND FUND
MUTUAL FUNDS
PIMCO EMERGING MARKETS BOND FU
MUTUAL FUNDS
PIMCO EMERGING MARKETS LOCAL C
MUTUAL FUNDS
PIMCO HIGH YIELD FUND
MUTUAL FUNDS
PIMCO INCOME FUND
MUTUAL FUNDS
PIMCO INTERNATIONAL BOND FUND
MUTUAL FUNDS
PIMCO INTERNATIONAL BOND FUND
MUTUAL FUNDS
PIMCO INVESTMENT GRADE CREDIT
MUTUAL FUNDS
PIMCO LONG TERM US GOVERNMENT
MUTUAL FUNDS
PIMCO LOW DURATION ESG FUND
MUTUAL FUNDS
PIMCO LOW DURATION FUND/UNITED
MUTUAL FUNDS
PIMCO MORTGAGE BACKED SECURITI
MUTUAL FUNDS
PIMCO REALESTATEREALRETURN STR
MUTUAL FUNDS
PIMCO STOCKSPLUS FUND/UNITED S
MUTUAL FUNDS
PIMCO TOTAL RETURN ESG FUND
MUTUAL FUNDS
PIMCO TOTAL RETURN FUND
MUTUAL FUNDS
SMALLCAP WORLD FUND INC
MUTUAL FUNDS
VANGUARD DIVIDEND GROWTH FUND
MUTUAL FUNDS
VANGUARD EQUITY INCOME FUND
MUTUAL FUNDS
VANGUARD EXPLORER FUND
MUTUAL FUNDS
VANGUARD FTSE SOCIAL INDEX FUN
MUTUAL FUNDS
VANGUARD GLOBAL EQUITY FUND
MUTUAL FUNDS
VANGUARD GLOBAL ESG SELECT STO
MUTUAL FUNDS
VANGUARD GLOBAL MINIMUM VOLATI
MUTUAL FUNDS
VANGUARD GLOBAL WELLESLEY INCO
MUTUAL FUNDS
VANGUARD GLOBAL WELLINGTON FUN
MUTUAL FUNDS
VANGUARD GNMA FUND
MUTUAL FUNDS
VANGUARD GROWTH AND INCOME FUN
MUTUAL FUNDS
VANGUARD HIGH YIELD CORPORATE
MUTUAL FUNDS
VANGUARD INST T/R 2015 INST
MUTUAL FUNDS
VANGUARD INST T/R 2020 INST
MUTUAL FUNDS
VANGUARD INST T/R 2025 INST
MUTUAL FUNDS
VANGUARD INST T/R 2030 INST
MUTUAL FUNDS
VANGUARD INST T/R 2035 INST
MUTUAL FUNDS
VANGUARD INST T/R 2040 INST
MUTUAL FUNDS
VANGUARD INST T/R 2045 INST
MUTUAL FUNDS
VANGUARD INST T/R 2050 INST
MUTUAL FUNDS
VANGUARD INST T/R 2055 INST
MUTUAL FUNDS
VANGUARD INST T/R 2060 INST
MUTUAL FUNDS
VANGUARD INST T/R 2065 INST
MUTUAL FUNDS
VANGUARD INST T/R INC INST
MUTUAL FUNDS
VANGUARD INTERMEDIATE TERM BON
MUTUAL FUNDS
VANGUARD INTERMEDIATE TERM INV
MUTUAL FUNDS
VANGUARD INTERMEDIATE TERM TRE
MUTUAL FUNDS
VANGUARD INTERNATIONAL EXPLORE
MUTUAL FUNDS
VANGUARD INTERNATIONAL GROWTH
MUTUAL FUNDS
VANGUARD INTERNATIONAL VALUE F
MUTUAL FUNDS
VANGUARD LONG TERM BOND INDEX
MUTUAL FUNDS
VANGUARD LONG TERM INVESTMENT
MUTUAL FUNDS
VANGUARD LONG TERM TREASURY FU
MUTUAL FUNDS
VANGUARD MID CAP GROWTH FUND
MUTUAL FUNDS
VANGUARD MID CAP INDEX FUND
MUTUAL FUNDS
VANGUARD PRIMECAP CORE FUND
MUTUAL FUNDS
VANGUARD SELECTED VALUE FUND
MUTUAL FUNDS
VANGUARD SHORT TERM BOND INDEX
MUTUAL FUNDS
VANGUARD SHORT TERM FEDERAL FU
MUTUAL FUNDS
VANGUARD SHORT TERM INVESTMENT
MUTUAL FUNDS
VANGUARD SHORT TERM TREASURY F
MUTUAL FUNDS
VANGUARD SMALL CAP INDEX FUND
MUTUAL FUNDS
VANGUARD STAR FUND
MUTUAL FUNDS
VANGUARD STRATEGIC EQUITY FUND
MUTUAL FUNDS
VANGUARD TOTAL BOND MARKET IND
MUTUAL FUNDS
VANGUARD US GROWTH FUND
MUTUAL FUNDS
VANGUARD US MULTIFACTOR FUND
MUTUAL FUNDS
VANGUARD WELLESLEY INCOME FUND
MUTUAL FUNDS
VANGUARD WELLINGTON FUND
MUTUAL FUNDS
VANGUARD WINDSOR FUND
MUTUAL FUNDS
WASHINGTON MUTUAL INVESTORS FU
MUTUAL FUNDS
Total: EXHIBIT A - Expanded Choice Mutual Funds
n / a - Cost is not applicable
EXHIBIT B - Total International Stock Market Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
1+1 AG
COMMON STOCK
29METALS LTD
COMMON STOCK
360 DIGITECH INC
ADR USD.00001
360 SECURITY TECHNOLOGY IN A
COMMON STOCK CNY1.0
361 DEGREES INTERNATIONAL
COMMON STOCK HKD.1
37 INTERACTIVE ENTERTAINME A
COMMON STOCK CNY1.0
3I GROUP PLC
COMMON STOCK GBP.738636
3SBIO INC
COMMON STOCK USD.00001
51JOB INC ADR
ADR USD.0001
77 BANK LTD/THE
COMMON STOCK
888 HOLDINGS PLC
COMMON STOCK GBP.005
A LIVING SMART CITY SERVICES
COMMON STOCK CNY1.0
A.G. BARR PLC
COMMON STOCK GBP.04167
A2 MILK CO LTD
COMMON STOCK
A2A SPA
COMMON STOCK EUR.52
AAC TECHNOLOGIES HOLDINGS IN
COMMON STOCK USD.01
AAK AB
COMMON STOCK
AALBERTS NV
COMMON STOCK EUR.25
AAREAL BANK AG
COMMON STOCK
AB DYNAMICS PLC
COMMON STOCK
AB SCIENCE SA
COMMON STOCK EUR.01
ABACUS PROPERTY GROUP
REIT
ABB LTD REG
COMMON STOCK CHF.12
ABC ARBITRAGE
COMMON STOCK EUR.016
ABC MART INC
COMMON STOCK
ABCAM PLC
COMMON STOCK GBP.002
ABDULLAH AL OTHAIM MARKETS
COMMON STOCK SAR10.
ABLBIO LNC
COMMON STOCK KRW500.0
ABN AMRO BANK NV CVA
DUTCH CERT EUR1.0
ABOITIZ EQUITY VENTURES INC
COMMON STOCK PHP1.
ABOUT YOU HOLDING SE
COMMON STOCK
ABRDN PLC
COMMON STOCK GBP.1396825
ABSA GROUP LTD
COMMON STOCK ZAR2.0
ABSOLUTE SOFTWARE CORPORATIO
COMMON STOCK
ABU DHABI COMMERCIAL BANK
COMMON STOCK AED1.
ABU DHABI NATIONAL OIL CO FO
COMMON STOCK AED.08
ACADEMEDIA AB
COMMON STOCK SEK1.0
ACBEL POLYTECH INC
COMMON STOCK TWD10.
ACCENT GROUP LTD
COMMON STOCK
ACCIONA SA
COMMON STOCK EUR1.
ACCOR SA
COMMON STOCK EUR3.0
ACCTON TECHNOLOGY CORP
COMMON STOCK TWD10.0
ACE HARDWARE INDONESIA
COMMON STOCK IDR10.
ACE TECHNOLOGIES CORP
COMMON STOCK KRW500.
ACEA SPA
COMMON STOCK EUR5.16
ACER INC
COMMON STOCK TWD10.
ACERINOX SA
COMMON STOCK EUR.25
ACKERMANS + VAN HAAREN
COMMON STOCK
ACLARA RESOURCES INC
COMMON STOCK
ACS ACTIVIDADES CONS Y SERV
COMMON STOCK EUR.5
ACTIVIA PROPERTIES INC
REIT
ADARO ENERGY INDONESIA TBK P
COMMON STOCK IDR100.0
ADASTRIA CO LTD
COMMON STOCK
ADBRI LTD
COMMON STOCK
ADCOCK INGRAM HOLDINGS LTD
COMMON STOCK ZAR.001
ADDTECH AB B SHARES
COMMON STOCK SEK.75
ADECCO GROUP AG REG
COMMON STOCK CHF.1
ADEKA CORP
COMMON STOCK
ADESSO SE
COMMON STOCK
ADEVINTA ASA
COMMON STOCK NOK.2
ADIDAS AG
COMMON STOCK
ADIMMUNE CORP
COMMON STOCK TWD10.0
ADLER GROUP SA
COMMON STOCK
ADMIRAL GROUP PLC
COMMON STOCK GBP.001
ADP
COMMON STOCK EUR3.0
ADVA OPTICAL NETWORKING SE
COMMON STOCK
ADVAN GROUP CO LTD
COMMON STOCK
ADVANCE RESIDENCE INVESTMENT
REIT
ADVANCED CERAMIC X CORP
COMMON STOCK TWD10.0
ADVANCED ENERGY SOLUTION HOL
COMMON STOCK TWD10.0
ADVANCED INFO SERVICE FOR RG
FOREIGN SH. THB1.0 A
ADVANCED MEDICAL SOLUTIONS
COMMON STOCK GBP.05
ADVANCED MICRO FABRICATION A
COMMON STOCK CNY1.0
ADVANCED PETROCHEMICALS CO
COMMON STOCK SAR10.
ADVANCED WIRELESS SEMICONDUC
COMMON STOCK TWD10.
ADVANTAGE ENERGY LTD
COMMON STOCK
ADVANTECH CO LTD
COMMON STOCK TWD10.
ADVANTEST CORP
COMMON STOCK
ADYEN NV
COMMON STOCK EUR.01
AECC AVIATION POWER CO A
COMMON STOCK CNY1.0
AECI LTD
COMMON STOCK ZAR1.0
AECON GROUP INC
COMMON STOCK
AEDIFICA
REIT
AEGON NV
COMMON STOCK EUR.12
AENA SME SA
COMMON STOCK
AEON CO LTD
COMMON STOCK
AEON DELIGHT CO LTD
COMMON STOCK
AEON FINANCIAL SERVICE CO LT
COMMON STOCK
AEON MALL CO LTD
COMMON STOCK
AEON REIT INVESTMENT CORP
REIT
AERCAP HOLDINGS NV
COMMON STOCK EUR.01
AEROFLOT PJSC
COMMON STOCK RUB1.0
AES ANDES SA
COMMON STOCK
AFI PROPERTIES LTD
COMMON STOCK ILS1.0
AFRICAN RAINBOW MINERALS LTD
COMMON STOCK ZAR.05
AFRY AB
COMMON STOCK SEK2.5
AFTERPAY LTD
COMMON STOCK
AG GROWTH INTERNATIONAL INC
COMMON STOCK
AGC INC
COMMON STOCK
AGEAS
COMMON STOCK
AGFA GEVAERT NV
COMMON STOCK
AGILE GROUP HOLDINGS LTD
COMMON STOCK HKD.1
AGILITY
COMMON STOCK KWD.1
AGL ENERGY LTD
COMMON STOCK
AGNICO EAGLE MINES LTD
COMMON STOCK
AGORA INC ADR
ADR
AGRICULTURAL BANK OF CHINA A
COMMON STOCK CNY1.0
AGRICULTURAL BANK OF CHINA H
COMMON STOCK CNY1.0
AGUAS ANDINAS SA A
COMMON STOCK
AI HOLDINGS CORP
COMMON STOCK
AIA GROUP LTD
COMMON STOCK
AIB GROUP PLC
COMMON STOCK EUR.625
AICA KOGYO CO LTD
COMMON STOCK
AIDA ENGINEERING LTD
COMMON STOCK
AIER EYE HOSPITAL GROUP CO A
COMMON STOCK CNY1.0
AIFUL CORP
COMMON STOCK
AIN HOLDINGS INC
COMMON STOCK
AIR ARABIA PJSC
COMMON STOCK AED1.
AIR CANADA
COMMON STOCK
AIR CHINA LTD A
COMMON STOCK CNY1.0
AIR CHINA LTD H
COMMON STOCK CNY1.0
AIR FRANCE KLM
COMMON STOCK EUR1.0
AIR LIQUIDE SA
COMMON STOCK EUR5.5
AIR NEW ZEALAND LTD
COMMON STOCK
AIR WATER INC
COMMON STOCK
AIRBOSS OF AMERICA CORP
COMMON STOCK
AIRBUS SE
COMMON STOCK EUR1.0
AIRPORT CITY LTD
COMMON STOCK ILS.01
AIRPORTS OF THAILAND PCL FOR
FOREIGN SH. THB1.0 A
AIRTAC INTERNATIONAL GROUP
COMMON STOCK TWD10.0
AIRTEL AFRICA PLC
COMMON STOCK USD.5
AIRTRIP CORP
COMMON STOCK
AISIN CORP
COMMON STOCK
AIXTRON SE
COMMON STOCK NPV
AJ BELL PLC
COMMON STOCK GBP.000125
AJINOMOTO CO INC
COMMON STOCK
AK MEDICAL HOLDINGS LTD
COMMON STOCK HKD.01
AKER ASA A SHARES
COMMON STOCK NOK28.
AKER BP ASA
COMMON STOCK NOK1.0
AKESO INC
COMMON STOCK USD.00001
AKKA TECHNOLOGIES
COMMON STOCK EUR1.53
AKR CORPORINDO TBK PT
COMMON STOCK IDR20.0
AKTIA BANK OYJ
COMMON STOCK NPV
AKZO NOBEL N.V.
COMMON STOCK EUR.5
AL HAMMADI CO FOR DEVELOPMEN
COMMON STOCK SAR10.0
AL RAJHI BANK
COMMON STOCK SAR10.
AL RAJHI CO FOR CO OPERATIVE
COMMON STOCK QAR10.
ALAMOS GOLD INC CLASS A
COMMON STOCK
ALBIOMA SA
COMMON STOCK EUR.0385
ALCHIP TECHNOLOGIES LTD
COMMON STOCK TWD10.0
ALCON INC
COMMON STOCK CHF.04
ALD SA
COMMON STOCK EUR1.5
ALDAR PROPERTIES PJSC
COMMON STOCK AED1.0
ALDREES PETROLEUM AND TRANSP
COMMON STOCK SAR10.
ALEXANDER FORBES GROUP HOLDI
COMMON STOCK
ALFA LAVAL AB
COMMON STOCK SEK2.84
ALFEN BEHEER B.V.
COMMON STOCK EUR.1
ALFRESA HOLDINGS CORP
COMMON STOCK
ALGONQUIN POWER + UTILITIES
COMMON STOCK
ALIANSCE SONAE SHOPPING CENT
COMMON STOCK
ALIBABA GROUP HOLDING LTD
COMMON STOCK USD.000003125
ALIBABA GROUP HOLDING SP ADR
ADR USD.000025
ALIBABA HEALTH INFORMATION T
COMMON STOCK HKD.01
ALIBABA PICTURES GROUP LTD
COMMON STOCK HKD.25
ALIMAK GROUP AB
COMMON STOCK SEK.02
ALIMENTATION COUCHE TARD INC
COMMON STOCK
ALIMTIAZ INVESTMENT GROUP
COMMON STOCK KWD.1
ALINMA BANK
COMMON STOCK SAR10.0
ALIOR BANK SA
COMMON STOCK PLN10.0
ALK ABELLO A/S
COMMON STOCK DKK10.
ALLEGRO.EU SA
COMMON STOCK PLN.01
ALLIANCE BANK MALAYSIA BHD
COMMON STOCK
ALLIANCE GLOBAL GROUP INC
COMMON STOCK PHP1.
ALLIANCE PHARMA PLC
COMMON STOCK GBP.01
ALLIANZ SE REG
COMMON STOCK
ALLIED PROPERTIES REAL ESTAT
REIT
ALLKEM LTD
COMMON STOCK
ALLREAL HOLDING AG REG
COMMON STOCK CHF50.0
ALM. BRAND A/S
COMMON STOCK DKK1.0
ALMARAI CO
COMMON STOCK SAR10.0
ALMIRALL SA
COMMON STOCK EUR.12
ALONY HETZ PROPERTIES + INV
COMMON STOCK ILS1.0
ALPHA FX GROUP PLC
COMMON STOCK
ALPHA SERVICES AND HOLDINGS
COMMON STOCK EUR.3
ALPHAMAB ONCOLOGY
COMMON STOCK USD.000002
ALPHAWAVE IP GROUP PLC
COMMON STOCK GBP.01
ALPS ALPINE CO LTD
COMMON STOCK
ALROSA PJSC
COMMON STOCK RUB.5
ALS LTD
COMMON STOCK
ALSEA SAB DE CV
COMMON STOCK
ALSO HOLDING AG REG
COMMON STOCK CHF1.0
ALSTOM
COMMON STOCK EUR7.0
ALSTRIA OFFICE REIT AG
REIT
ALTAGAS LTD
COMMON STOCK
ALTAREA
REIT EUR15.279999999999999
ALTECH CORP
COMMON STOCK
ALTEN SA
COMMON STOCK EUR1.016399
ALTEOGEN INC
COMMON STOCK KRW500.0
ALTIUM LTD
COMMON STOCK
ALTIUS MINERALS CORPORATION
COMMON STOCK
ALTRI SGPS SA
COMMON STOCK EUR.125
ALTUS GROUP LTD
COMMON STOCK
ALUJAIN HOLDING
COMMON STOCK SAR10.0
ALUMINA LTD
COMMON STOCK
ALUMINUM CORP OF CHINA LTD A
COMMON STOCK CNY1.0
ALUMINUM CORP OF CHINA LTD H
COMMON STOCK CNY1.0
ALUPAR INVESTIMENTO SA UNIT
UNIT
AMADA CO LTD
COMMON STOCK
AMADEUS FIRE AG
COMMON STOCK
AMADEUS IT GROUP SA
COMMON STOCK EUR.01
AMANAT HOLDINGS PJSC
COMMON STOCK AED1.0
AMANO CORP
COMMON STOCK
AMATA CORP PUBLIC CO LTD FOR
FOREIGN SH. THB1.0 A
AMBEA AB
COMMON STOCK SEK.024968
AMBEV SA
COMMON STOCK
AMBU A/S B
COMMON STOCK DKK.5
AMERICA MOVIL SAB DE C SER L
COMMON STOCK
AMERICANAS SA
COMMON STOCK
AMG ADVANCED METALLURGICAL
COMMON STOCK EUR.02
AMLAK INTERNATIONAL FOR REAL
COMMON STOCK
AMMB HOLDINGS BHD
COMMON STOCK
AMOREPACIFIC CORP
COMMON STOCK KRW500.0
AMOREPACIFIC GROUP
COMMON STOCK KRW500.0
AMOT INVESTMENTS LTD
COMMON STOCK ILS1.0
AMP LTD
COMMON STOCK
AMPLIFON SPA
COMMON STOCK EUR.02
AMPOL LTD
COMMON STOCK
AMREST HOLDINGS SE
COMMON STOCK EUR.1
AMS OSRAM AG
COMMON STOCK
AMUNDI SA
COMMON STOCK EUR2.5
ANA HOLDINGS INC
COMMON STOCK
ANAERGIA INC SUB VOTING SHR
COMMON STOCK
ANDLAUER HEALTHCARE GROUP IN
COMMON STOCK
ANDRITZ AG
COMMON STOCK
ANEKA TAMBANG TBK
COMMON STOCK IDR100.0
ANGEL YEAST CO LTD A
COMMON STOCK CNY1.0
ANGES INC
COMMON STOCK
ANGLO AMERICAN PLATINUM LTD
COMMON STOCK ZAR.1
ANGLO AMERICAN PLC
COMMON STOCK USD.54945
ANGLOGOLD ASHANTI LTD
COMMON STOCK ZAR.25
ANHEUSER BUSCH INBEV SA/NV
COMMON STOCK
ANHUI CONCH CEMENT CO LTD A
COMMON STOCK CNY1.0
ANHUI CONCH CEMENT CO LTD H
COMMON STOCK CNY1.0
ANHUI GUJING DISTILLERY CO A
COMMON STOCK CNY1.0
ANHUI GUJING DISTILLERY CO B
COMMON STOCK CNY1.
ANHUI KOUZI DISTILLERY CO A
COMMON STOCK CNY1.0
ANHUI YINGJIA DISTILLERY C A
COMMON STOCK CNY1.0
ANICOM HOLDINGS INC
COMMON STOCK
ANIMA HOLDING SA
COMMON STOCK
ANIMA HOLDING SPA
COMMON STOCK NPV
ANJOY FOODS GROUP CO LTD A
COMMON STOCK CNY1.0
ANRITSU CORP
COMMON STOCK
ANSELL LTD
COMMON STOCK
ANTA SPORTS PRODUCTS LTD
COMMON STOCK HKD.1
ANTOFAGASTA PLC
COMMON STOCK GBP.05
AO WORLD PLC
COMMON STOCK GBP.0025
AOKI HOLDINGS INC
COMMON STOCK
AOZORA BANK LTD
COMMON STOCK
AP MEMORY TECHNOLOGY CORP
COMMON STOCK TWD5.0
AP MOLLER MAERSK A/S A
COMMON STOCK DKK1000.0
AP MOLLER MAERSK A/S B
COMMON STOCK DKK1000.0
APA GROUP
STAPLED SECURITY
APELOA PHARMACEUTICAL CO A
COMMON STOCK CNY1.0
APERAM
COMMON STOCK
APG SGA SA
COMMON STOCK CHF2.6
APPEN LTD
COMMON STOCK
APPLUS SERVICES SA
COMMON STOCK EUR.1
ARA LOGOS LOGISTICS TRUST
REIT
ARAB NATIONAL BANK
COMMON STOCK SAR10.
ARABIAN CEMENT
COMMON STOCK SAR10.
ARATA CORP
COMMON STOCK
ARB CORP LTD
COMMON STOCK
ARBONIA AG
COMMON STOCK CHF4.2
ARC RESOURCES LTD
COMMON STOCK
ARCA CONTINENTAL SAB DE CV
COMMON STOCK
ARCADIS NV
COMMON STOCK EUR.02
ARCELORMITTAL
COMMON STOCK
ARCLAND SAKAMOTO CO LTD
COMMON STOCK
ARCLAND SERVICE HOLDINGS CO
COMMON STOCK
ARCS CO LTD
COMMON STOCK
ARENA REIT
REIT
ARGENTINE PESO
FOREIGN CURRENCY
ARGENX SE
COMMON STOCK
ARGO BLOCKCHAIN PLC
COMMON STOCK
ARGO GRAPHICS INC
COMMON STOCK
ARGONAUT GOLD INC
COMMON STOCK
ARIAKE JAPAN CO LTD
COMMON STOCK
ARISTOCRAT LEISURE LTD
COMMON STOCK
ARITZIA INC SUBORDINATE VOTI
COMMON STOCK
ARJO AB B SHARES
COMMON STOCK SEK.33
ARKEMA
COMMON STOCK EUR10.0
ARNOLDO MONDADORI EDITORE
COMMON STOCK EUR.26
AROUNDTOWN SA
COMMON STOCK EUR.01
ARRIYADH DEVELOPMENT COMPANY
COMMON STOCK SAR10.0
ARTERIA NETWORKS CORP
COMMON STOCK
ARTIS REAL ESTATE INVESTMENT
REIT
ARYZTA AG
COMMON STOCK CHF.02
AS ONE CORP
COMMON STOCK
ASAHI GROUP HOLDINGS LTD
COMMON STOCK
ASAHI HOLDINGS INC
COMMON STOCK
ASAHI INTECC CO LTD
COMMON STOCK
ASAHI KASEI CORP
COMMON STOCK
ASCENDAS REAL ESTATE INV TRT
REIT
ASCENTAGE PHARMA GROUP INTER
COMMON STOCK USD.0001
ASCENTIAL PLC
COMMON STOCK GBP.01
ASCOM HOLDING AG REG
COMMON STOCK CHF.5
ASCOPIAVE SPA
COMMON STOCK EUR1.
ASCOTT RESIDENCE TRUST
UNIT
ASE TECHNOLOGY HOLDING CO LT
COMMON STOCK TWD10.0
ASEER TRADING TOURISM + MANU
COMMON STOCK SAR10.0
ASHMORE GROUP PLC
COMMON STOCK GBP.0001
ASHTEAD GROUP PLC
COMMON STOCK GBP.1
ASHTROM GROUP LTD
COMMON STOCK
ASIA CEMENT CHINA HOLDINGS
COMMON STOCK HKD.1
ASIA CEMENT CORP
COMMON STOCK TWD10.
ASIA OPTICAL CO INC
COMMON STOCK TWD10.0
ASIA PACIFIC TELECOM CO LTD
COMMON STOCK TWD10.
ASIA VITAL COMPONENTS
COMMON STOCK TWD10.
ASIANA AIRLINES
COMMON STOCK KRW5000.
ASICS CORP
COMMON STOCK
ASKUL CORP
COMMON STOCK
ASM INTERNATIONAL NV
COMMON STOCK EUR.04
ASM PACIFIC TECHNOLOGY
COMMON STOCK HKD.1
ASMEDIA TECHNOLOGY INC
COMMON STOCK TWD10.0
ASML HOLDING NV
COMMON STOCK EUR.09
ASOS PLC
COMMON STOCK GBP.035
ASPEED TECHNOLOGY INC
COMMON STOCK TWD10.0
ASPEN PHARMACARE HOLDINGS LT
COMMON STOCK ZAR.1390607
ASR NEDERLAND NV
COMMON STOCK EUR.16
ASSA ABLOY AB B
COMMON STOCK SEK1.0
ASSECO POLAND SA
COMMON STOCK PLN1.
ASSICURAZIONI GENERALI
COMMON STOCK
ASSOCIATED BRITISH FOODS PLC
COMMON STOCK GBP.0568
ASSURA PLC
REIT GBP.1
ASTELLAS PHARMA INC
COMMON STOCK
ASTON MARTIN LAGONDA GLOBAL
COMMON STOCK GBP.1
ASTRA INTERNATIONAL TBK PT
COMMON STOCK IDR50.
ASTRAL FOODS LTD
COMMON STOCK ZAR.01
ASTRAZENECA PLC
COMMON STOCK USD.25
ASUSTEK COMPUTER INC
COMMON STOCK TWD10.
ASX LTD
COMMON STOCK
ASYMCHEM LABORATORIES TIAN A
COMMON STOCK CNY1.0
ATACADAO SA
COMMON STOCK
ATALAYA MINING PLC
COMMON STOCK GBP.075
ATCO LTD CLASS I
COMMON STOCK
ATEA ASA
COMMON STOCK NOK1.0
ATHENS WATER SUPPLY + SEWAGE
COMMON STOCK EUR.6
ATLANTIA SPA
COMMON STOCK NPV
ATLAS ARTERIA
STAPLED SECURITY
ATLAS COPCO AB A SHS
COMMON STOCK SEK.639
ATLAS COPCO AB B SHS
COMMON STOCK SEK.639
ATLAS CORP
COMMON STOCK USD.01
ATOM CORP
COMMON STOCK
ATOS SE
COMMON STOCK EUR1.0
ATOSS SOFTWARE AG
COMMON STOCK
ATRESMEDIA CORP DE MEDIOS DE
COMMON STOCK EUR.75
ATRIUM LJUNGBERG AB B SHS
COMMON STOCK SEK2.5
ATS AUTOMATION TOOLING SYS
COMMON STOCK
ATTENDO AB
COMMON STOCK
AU OPTRONICS CORP
COMMON STOCK TWD10.0
AUB GROUP LTD
COMMON STOCK
AUBAY
COMMON STOCK EUR.5
AUCKLAND INTL AIRPORT LTD
COMMON STOCK
AUCTION TECHNOLOGY GROUP
COMMON STOCK GBP.0001
AURELIUS EQUITY OPPORTUNITIE
COMMON STOCK
AURIZON HOLDINGS LTD
COMMON STOCK
AURORA CANNABIS INC
COMMON STOCK
AURUBIS AG
COMMON STOCK
AUSNET SERVICES
COMMON STOCK
AUSSIE BROADBAND LTD
COMMON STOCK
AUST AND NZ BANKING GROUP
COMMON STOCK
AUSTAL LTD
COMMON STOCK
AUSTEVOLL SEAFOOD ASA
COMMON STOCK NOK.5
AUSTRALIAN AGRICULTURAL CO
COMMON STOCK
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AUSTRALIAN ETHICAL INVT LTD
COMMON STOCK
AUSTRALIAN PHARMA INDUS LTD
COMMON STOCK
AUSTRALIAN STRATEGIC MATERIA
COMMON STOCK
AUSTRIA TECHNOLOGIE + SYSTEM
COMMON STOCK
AUTO TRADER GROUP PLC
COMMON STOCK GBP.01
AUTOBACS SEVEN CO LTD
COMMON STOCK
AUTOBIO DIAGNOSTICS CO LTD A
COMMON STOCK CNY1.0
AUTOCANADA INC
COMMON STOCK
AUTOGRILL SPA
COMMON STOCK
AUTOHOME INC ADR
ADR USD.01
AUTONEUM HOLDING AG
COMMON STOCK CHF.05
AVACTA GROUP PLC
COMMON STOCK GBP.1
AVANZA BANK HOLDING AB
COMMON STOCK SEK2.5
AVARY HOLDING SHENZHEN CO A
COMMON STOCK CNY1.0
AVAST PLC
COMMON STOCK GBP.1
AVENTUS GROUP
REIT
AVEVA GROUP PLC
COMMON STOCK GBP.0355556
AVEX INC
COMMON STOCK
AVI LTD
COMMON STOCK ZAR.05
AVIC ELECTROMECHANICAL SY A
COMMON STOCK CNY1.0
AVIC INDUSTRY FINANCE HOLD A
COMMON STOCK CNY1.0
AVICHINA INDUSTRY + TECH H
COMMON STOCK CNY1.0
AVICOPTER PLC A
COMMON STOCK CNY1.0
AVIVA PLC
COMMON STOCK GBP.25
AVON PROTECTION PLC
COMMON STOCK GBP1.0
AVZ MINERALS LTD
COMMON STOCK
AWA BANK LTD/THE
COMMON STOCK
AXA SA
COMMON STOCK EUR2.29
AXFOOD AB
COMMON STOCK SEK5.0
AXIAL RETAILING INC
COMMON STOCK
AXIATA GROUP BERHAD
COMMON STOCK
AYA GOLD + SILVER INC
COMMON STOCK
AYALA CORPORATION
COMMON STOCK PHP50.
AYALA LAND INC
COMMON STOCK PHP1.0
AZ. BGP HOLDINGS
COMMON STOCK
AZBIL CORP
COMMON STOCK
AZIMUT HOLDING SPA
COMMON STOCK
AZRIELI GROUP LTD
COMMON STOCK ILS.1
AZUL SA
PREFERENCE
B GRIMM POWER PCL NVDR
NVDR THB2.0
B+M EUROPEAN VALUE RETAIL SA
COMMON STOCK GBP.1
B2GOLD CORP
COMMON STOCK
B3 SA BRASIL BOLSA BALCAO
COMMON STOCK
BABCOCK INTL GROUP PLC
COMMON STOCK GBP.6
BACHEM HOLDING AG REG B
COMMON STOCK CHF.05
BADGER INFRASTRUCTURE SOLUTI
COMMON STOCK
BAE SYSTEMS PLC
COMMON STOCK GBP.025
BAIDU INC SPON ADR
ADR USD.00005
BAKKAFROST P/F
COMMON STOCK DKK1.0
BALFOUR BEATTY PLC
COMMON STOCK GBP.5
BALLARD POWER SYSTEMS INC
COMMON STOCK
BALOISE HOLDING AG REG
COMMON STOCK CHF.1
BANCA GENERALI SPA
COMMON STOCK EUR1.
BANCA IFIS SPA
COMMON STOCK EUR1.0
BANCA MEDIOLANUM SPA
COMMON STOCK EUR.1
BANCA MONTE DEI PASCHI SIENA
COMMON STOCK
BANCA POPOLARE DI SONDRIO
COMMON STOCK EUR3.
BANCO ABC BRASIL SA
PREFERENCE
BANCO BILBAO VIZCAYA ARGENTA
COMMON STOCK EUR.49
BANCO BPM SPA
COMMON STOCK NPV
BANCO BRADESCO S.A.
COMMON STOCK
BANCO BRADESCO SA PREF
PREFERENCE
BANCO BTG PACTUAL SA PNA
PREFERENCE
BANCO BTG PACTUAL SA UNIT
UNIT
BANCO COMERCIAL PORTUGUES R
COMMON STOCK
BANCO DE CHILE
COMMON STOCK
BANCO DE CREDITO E INVERSION
COMMON STOCK
BANCO DE SABADELL SA
COMMON STOCK EUR.125
BANCO DEL BAJIO SA
COMMON STOCK
BANCO DO BRASIL S.A.
COMMON STOCK
BANCO ESTADO RIO GRAN PREF B
PREFERENCE
BANCO INTER SA PR
PREFERENCE
BANCO INTER SA UNITS
UNIT
BANCO SANTANDER BRASIL UNIT
UNIT
BANCO SANTANDER CHILE ADR
ADR
BANCO SANTANDER SA
COMMON STOCK EUR.5
BANCO SANTANDER SA
COMMON STOCK EUR.5
BANDAI NAMCO HOLDINGS INC
COMMON STOCK
BANGCHAK CORP PCL NVDR
NVDR THB1.0
BANGKOK CHAIN HOSPITAL NVDR
NVDR THB1.0
BANGKOK DUSIT MED SERVI NVDR
NVDR THB.1
BANGKOK EXPRESSWAY AND M FOR
FOREIGN SH. THB1.0 A
BANK AL JAZIRA
COMMON STOCK SAR10.
BANK ALBILAD
COMMON STOCK SAR10.
BANK BTPN SYARIAH TBK PT
COMMON STOCK IDR100.0
BANK CENTRAL ASIA TBK PT
COMMON STOCK IDR12.5
BANK HAPOALIM BM
COMMON STOCK ILS1.
BANK LEUMI LE ISRAEL
COMMON STOCK ILS.1
BANK MANDIRI PERSERO TBK PT
COMMON STOCK IDR250.0
BANK MILLENNIUM SA
COMMON STOCK PLN1.
BANK NEGARA INDONESIA PERSER
COMMON STOCK IDR7500.
BANK OF BEIJING CO LTD A
COMMON STOCK CNY1.0
BANK OF CHENGDU CO LTD A
COMMON STOCK CNY1.0
BANK OF CHINA LTD A
COMMON STOCK CNY1.0
BANK OF CHINA LTD H
COMMON STOCK CNY1.0
BANK OF COMMUNICATIONS CO A
COMMON STOCK CNY1.0
BANK OF COMMUNICATIONS CO H
COMMON STOCK CNY1.0
BANK OF EAST ASIA LTD
COMMON STOCK
BANK OF GEORGIA GROUP PLC
COMMON STOCK GBP.01
BANK OF HANGZHOU CO LTD A
COMMON STOCK CNY1.0
BANK OF IRELAND GROUP PLC
COMMON STOCK EUR1.0
BANK OF JIANGSU CO LTD A
COMMON STOCK CNY1.0
BANK OF KAOHSIUNG
COMMON STOCK TWD10.
BANK OF KYOTO LTD/THE
COMMON STOCK
BANK OF MONTREAL
COMMON STOCK
BANK OF NANJING CO LTD A
COMMON STOCK CNY1.0
BANK OF NINGBO CO LTD A
COMMON STOCK CNY1.0
BANK OF NOVA SCOTIA
COMMON STOCK
BANK OF QUEENSLAND LTD
COMMON STOCK
BANK OF SHANGHAI CO LTD A
COMMON STOCK CNY1.0
BANK OF THE PHILIPPINE ISLAN
COMMON STOCK PHP10.
BANK PEKAO SA
COMMON STOCK PLN1.0
BANK RAKYAT INDONESIA PERSER
COMMON STOCK IDR50.0
BANK TABUNGAN NEGARA PERSERO
COMMON STOCK IDR500.
BANKINTER SA
COMMON STOCK EUR.3
BANPU PUBLIC CO LTD FOR REG
FOREIGN SH. THB1.0 A
BANQUE CANTONALE VAUDOIS REG
COMMON STOCK CHF10.0
BANQUE SAUDI FRANSI
COMMON STOCK SAR10.
BAOSHAN IRON + STEEL CO A
COMMON STOCK CNY1.0
BAOZUN INC SPN ADR
ADR USD.0001
BAPCOR LTD
COMMON STOCK
BARCLAYS PLC
COMMON STOCK GBP.25
BARCO N.V.
COMMON STOCK
BARITO PACIFIC TBK PT
COMMON STOCK IDR100.0
BARLOWORLD LTD
COMMON STOCK ZAR.05
BARRATT DEVELOPMENTS PLC
COMMON STOCK GBP.1
BARRICK GOLD CORP
COMMON STOCK
BARRICK GOLD CORP
COMMON STOCK
BARRY CALLEBAUT AG REG
COMMON STOCK CHF.02
BASE INC
COMMON STOCK
BASF SE
COMMON STOCK NPV
BASIC FIT NV
COMMON STOCK EUR.06
BASILEA PHARMACEUTICA REG
COMMON STOCK CHF1.0
BASLER AG
COMMON STOCK
BAUSCH HEALTH COS INC
COMMON STOCK
BAVARIAN NORDIC A/S
COMMON STOCK DKK10.
BAWAG GROUP AG
COMMON STOCK
BAYCURRENT CONSULTING INC
COMMON STOCK
BAYER AG REG
COMMON STOCK
BAYERISCHE MOTOREN WERKE AG
COMMON STOCK EUR1.0
BAYERISCHE MOTOREN WERKE PRF
PREFERENCE
BAYTEX ENERGY CORP
COMMON STOCK
BAYWA BAYERISCHE WARENVERMIT
COMMON STOCK
BB SEGURIDADE PARTICIPACOES
COMMON STOCK
BCE INC
COMMON STOCK
BCPG PCL FOREIGN
FOREIGN SH. THB5.0 A
BDO UNIBANK INC
COMMON STOCK PHP10.0
BE SEMICONDUCTOR INDUSTRIES
COMMON STOCK EUR.01
BEACH ENERGY LTD
COMMON STOCK
BEAZLEY PLC
COMMON STOCK GBP.05
BECHTLE AG
COMMON STOCK
BEFESA SA
COMMON STOCK
BEFIMMO
REIT
BEGA CHEESE LTD
COMMON STOCK
BEIERSDORF AG
COMMON STOCK
BEIGENE LTD ADR
ADR USD.0001
BEIJER ALMA AB
COMMON STOCK SEK2.09
BEIJER REF AB
COMMON STOCK SEK.97
BEIJING CAPITAL INTL AIRPO H
COMMON STOCK CNY1.0
BEIJING CHUNLIZHENGDA MEDI H
COMMON STOCK CNY1.0
BEIJING DABEINONG TECHNOLO A
COMMON STOCK CNY1.0
BEIJING EASPRING MATERIAL A
COMMON STOCK CNY1.0
BEIJING ENLIGHT MEDIA CO L A
COMMON STOCK CNY1.0
BEIJING ENTERPRISES HLDGS
COMMON STOCK
BEIJING ENTERPRISES WATER GR
COMMON STOCK HKD.1
BEIJING JINGNENG CLEAN ENE H
COMMON STOCK CNY1.0
BEIJING KINGSOFT OFFICE SO A
COMMON STOCK CNY1.0
BEIJING NEW BUILDING MATER A
COMMON STOCK CNY1.0
BEIJING ROBOROCK TECHNOLOG A
COMMON STOCK CNY1.0
BEIJING SHANGHAI HIGH SPE A
COMMON STOCK CNY1.0
BEIJING SHIJI INFORMATION A
COMMON STOCK CNY1.0
BEIJING SHUNXIN AGRICULT A
COMMON STOCK CNY1.0
BEIJING TIANTAN BIOLOGICAL A
COMMON STOCK CNY1.0
BEIJING TONG REN TANG CHINES
COMMON STOCK
BEIJING WANTAI BIOLOGICAL A
COMMON STOCK CNY1.0
BEIJING YUANLIU HONGYUAN E A
COMMON STOCK CNY1.0
BEKAERT NV
COMMON STOCK
BELC CO LTD
COMMON STOCK
BELIEVE SA
COMMON STOCK EUR.005
BELIMO HOLDING AG REG
COMMON STOCK CHF.05
BELL FOOD GROUP AG REG
COMMON STOCK CHF.5
BELLEVUE GOLD LTD
COMMON STOCK
BELLSYSTEM24 HOLDINGS INC
COMMON STOCK
BELLUNA CO LTD
COMMON STOCK
BELLWAY PLC
COMMON STOCK GBP.125
BENDIGO AND ADELAIDE BANK
COMMON STOCK
BENEFIT ONE INC
COMMON STOCK
BENESSE HOLDINGS INC
COMMON STOCK
BENETEAU
COMMON STOCK EUR.1
BENEXT YUMESHIN GROUP CO
COMMON STOCK
BENGO4.COM INC
COMMON STOCK
BERKELEY GROUP HOLDINGS/THE
COMMON STOCK GBP.05414
BERLI JUCKER PUBLIC CO NVDR
NVDR THB1.0
BERTRANDT AG
COMMON STOCK
BEST INC ADR
ADR USD.01
BEST WORLD INTERNATIONAL LTD
COMMON STOCK
BETMAKERS TECHNOLOGY GROUP L
COMMON STOCK
BETSSON AB B
COMMON STOCK SEK.67
BEYONDSPRING INC
COMMON STOCK USD.0001
BEZEQ THE ISRAELI TELECOM CO
COMMON STOCK ILS1.
BFF BANK SPA
COMMON STOCK NPV
BGF CO LTD
COMMON STOCK KRW1000.0
BGF RETAIL CO LTD
COMMON STOCK KRW1000.0
BGI GENOMICS CO LTD A
COMMON STOCK CNY1.0
BHG GROUP AB
COMMON STOCK SEK.03
BHP GROUP LTD
COMMON STOCK
BHP GROUP PLC
COMMON STOCK USD.5
BIC CAMERA INC
COMMON STOCK
BICO GROUP AB
COMMON STOCK SEK.1
BID CORP LTD
COMMON STOCK
BIDVEST GROUP LTD
COMMON STOCK ZAR.05
BIFFA PLC
COMMON STOCK GBP.0001
BIG SHOPPING CENTERS 2004 LT
COMMON STOCK ILS.01
BIG YELLOW GROUP PLC
REIT GBP.1
BIKE24 HOLDING AG
COMMON STOCK
BILFINGER SE
COMMON STOCK
BILIA AB A SHS
COMMON STOCK SEK2.5
BILIBILI INC SPONSORED ADR
ADR USD.0001
BILLERUDKORSNAS AB
COMMON STOCK SEK7.38
BIOARCTIC AB
COMMON STOCK SEK.02
BIOGAIA AB B SHS
COMMON STOCK SEK1.0
BIOMERIEUX
COMMON STOCK
BIOTAGE AB
COMMON STOCK SEK1.28
BIPROGY INC
COMMON STOCK
BIRCHCLIFF ENERGY LTD
COMMON STOCK
BIT DIGITAL INC
COMMON STOCK USD.01
BIZLINK HOLDING INC
COMMON STOCK TWD10.
BKW AG
COMMON STOCK CHF2.5
BLACKBERRY LTD
COMMON STOCK
BLACKMORES LTD
COMMON STOCK
BLOOMBERRY RESORTS CORP
COMMON STOCK PHP1.
BLUE PRISM GROUP PLC
COMMON STOCK GBP.01
BLUESCOPE STEEL LTD
COMMON STOCK
BML INC
COMMON STOCK
BMO COMMERCIAL PROPERTY TRUS
REIT GBP.01
BNK FINANCIAL GROUP INC
COMMON STOCK KRW5000.0
BNP PARIBAS
COMMON STOCK EUR2.0
BOARDWALK REAL ESTATE INVEST
REIT
BOBST GROUP SA REG
COMMON STOCK CHF1.0
BOC AVIATION LTD
COMMON STOCK
BOC HONG KONG HOLDINGS LTD
COMMON STOCK
BODYCOTE PLC
COMMON STOCK GBP.17273
BOE TECHNOLOGY GROUP CO LT A
COMMON STOCK CNY1.0
BOIRON SA
COMMON STOCK EUR1.0
BOLIDEN AB
COMMON STOCK SEK2.11
BOLLORE SE
COMMON STOCK EUR.16
BOLSA MEXICANA DE VALORES SA
COMMON STOCK
BOMBARDIER INC B
COMMON STOCK
BONAVA AB B SHARES
COMMON STOCK SEK4.0
BONDUELLE SCA
COMMON STOCK EUR1.75
BOOHOO GROUP PLC
COMMON STOCK GBP.01
BOOZT AB
COMMON STOCK SEK.0833
BORAL LTD
COMMON STOCK
BORALEX INC A
COMMON STOCK
BORREGAARD ASA
COMMON STOCK NOK1.0
BORUSSIA DORTMUND GMBH + CO
COMMON STOCK
BOSIDENG INTL HLDGS LTD
COMMON STOCK USD.00001
BOSKALIS WESTMINSTER
COMMON STOCK EUR.01
BOSSARD HOLDING AG REG A
COMMON STOCK CHF5.0
BOUBYAN BANK K.S.C
COMMON STOCK KWD.1
BOUBYAN PETROCHEMICALS CO
COMMON STOCK KWD.1
BOUYGUES SA
COMMON STOCK EUR1.0
BOYD GROUP SERVICES INC
COMMON STOCK
BP PLC
COMMON STOCK USD.25
BPD JAWA TIMUR TBK PT
COMMON STOCK IDR250.0
BPER BANCA
COMMON STOCK EUR3.0
BPOST SA
COMMON STOCK
BR MALLS PARTICIPACOES SA
COMMON STOCK
BRADESPAR SA PREF
PREFERENCE
BRAINCHIP HOLDINGS LTD
COMMON STOCK
BRAMBLES LTD
COMMON STOCK
BRAVIDA HOLDING AB
COMMON STOCK SEK.02
BRAVURA SOLUTIONS LTD
COMMON STOCK
BRAZILIAN REAL
FOREIGN CURRENCY
BREEDON GROUP PLC
COMMON STOCK
BREMBO SPA
COMMON STOCK NPV
BRENNTAG SE
COMMON STOCK
BREVILLE GROUP LTD
COMMON STOCK
BREWIN DOLPHIN HOLDINGS PLC
COMMON STOCK GBP.01
BRF SA
COMMON STOCK
BRICKWORKS LTD
COMMON STOCK
BRIDGESTONE CORP
COMMON STOCK
BRIGHTON BEST INTERNATIONAL
COMMON STOCK TWD10.0
BRITISH AMERICAN TOB SP ADR
ADR
BRITISH AMERICAN TOBACCO BHD
COMMON STOCK
BRITISH AMERICAN TOBACCO PLC
COMMON STOCK GBP.25
BRITISH LAND CO PLC
REIT GBP.25
BRITVIC PLC
COMMON STOCK GBP.2
BROADLEAF CO LTD
COMMON STOCK
BROOKFIELD ASSET MANAGE CL A
COMMON STOCK
BROOKFIELD ASSET MANAGEMEN A
COMMON STOCK USD40.0
BROOKFIELD INFRASTRUCTURE A
COMMON STOCK
BROOKFIELD RENEWABLE COR A
COMMON STOCK USD.01
BROTHER INDUSTRIES LTD
COMMON STOCK
BRP INC/CA SUB VOTING
COMMON STOCK
BRUNEL INTERNATIONAL
COMMON STOCK EUR.03
BRUNELLO CUCINELLI SPA
COMMON STOCK NPV
BSR REAL ESTATE INVESTMENT T
REIT
BT GROUP PLC
COMMON STOCK GBP.05
BTS GROUP HOLDINGS PCL CW22
BTS GROUP HOLDINGS PCL CW26
BTS GROUP HOLDINGS PCL FORGN
FOREIGN SH. THB4.0 A
BTS GROUP HOLDINGS PUBLIC COMP
BTS GROUP HOLDINGS PCL CW24
BUCHER INDUSTRIES AG REG
COMMON STOCK CHF.2
BUDWEISER BREWING CO APAC LT
COMMON STOCK USD.00001
BUFAB AB
COMMON STOCK SEK.01
BUKIT ASAM TBK PT
COMMON STOCK IDR100.0
BUKWANG PHARMACEUTICAL CO
COMMON STOCK KRW500.
BUMRUNGRAD HOSPITAL FOREIGN
FOREIGN SH. THB1.0 A
BUNKA SHUTTER CO LTD
COMMON STOCK
BUNZL PLC
COMMON STOCK GBP.3214286
BUPA ARABIA FOR COOPERATIVE
COMMON STOCK SAR10.
BURBERRY GROUP PLC
COMMON STOCK GBP.0005
BURCKHARDT COMPRESSION HOLDI
COMMON STOCK CHF2.5
BURE EQUITY AB
COMMON STOCK SEK6.6
BUREAU VERITAS SA
COMMON STOCK EUR.12
BURFORD CAPITAL LTD
COMMON STOCK
BURKHALTER HOLDING AG
COMMON STOCK CHF.04
BURNING ROCK BIOTECH LTD ADR
ADR USD.0002
BURSA MALAYSIA BHD
COMMON STOCK
BUZZI UNICEM SPA
COMMON STOCK NPV
BW LPG LTD
COMMON STOCK USD.01
BW OFFSHORE LTD
COMMON STOCK USD.5
BWP TRUST
REIT
BWX LTD
COMMON STOCK
BY HEALTH CO LTD A
COMMON STOCK CNY1.0
BYD CO LTD A
COMMON STOCK CNY1.0
BYD CO LTD H
COMMON STOCK CNY1.0
BYD ELECTRONIC INTL CO LTD
COMMON STOCK
BYSTRONIC AG
COMMON STOCK CHF2.0
BYTES TECHNOLOGY GROUP PLC
COMMON STOCK
C MER EYE CARE HOLDINGS LTD
COMMON STOCK HKD.1
C+C GROUP PLC
COMMON STOCK EUR.01
C+D INTERNATIONAL INVESTMENT
COMMON STOCK HKD.1
CA IMMOBILIEN ANLAGEN AG
COMMON STOCK
CAE INC
COMMON STOCK
CAESARSTONE LTD
COMMON STOCK
CAFE DE CORAL HOLDINGS LTD
COMMON STOCK HKD.1
CAFE24 CORP
COMMON STOCK KRW500.0
CAIRN HOMES PLC
COMMON STOCK EUR.001
CAITONG SECURITIES CO LTD A
COMMON STOCK CNY1.0
CAIXABANK SA
COMMON STOCK EUR1.0
CAJA DE AHORROS DEL MEDITERR
COMMON STOCK EUR2.0
CALBEE INC
COMMON STOCK
CALIBRE MINING CORP
COMMON STOCK
CAMECO CORP
COMMON STOCK
CAN APARTMENT PROP REAL ESTA
REIT
CAN IMPERIAL BK OF COMMERCE
COMMON STOCK
CANAAN INC
ADR USD.00000005
CANACCORD GENUITY GROUP INC
COMMON STOCK
CANACOL ENERGY LTD
COMMON STOCK
CANADA GOOSE HOLDINGS INC
COMMON STOCK
CANADIAN DOLLAR
FOREIGN CURRENCY
CANADIAN NATL RAILWAY CO
COMMON STOCK
CANADIAN NATURAL RESOURCES
COMMON STOCK
CANADIAN PACIFIC RAILWAY LTD
COMMON STOCK
CANADIAN TIRE CORP CLASS A
COMMON STOCK
CANADIAN UTILITIES LTD A
COMMON STOCK
CANADIAN WESTERN BANK
COMMON STOCK
CANCOM SE
COMMON STOCK
CANFOR CORP
COMMON STOCK
CANON INC
COMMON STOCK
CANON MARKETING JAPAN INC
COMMON STOCK
CANOPY GROWTH CORP
COMMON STOCK
CANSINO BIOLOGICS INC H
COMMON STOCK CNY1.0
CANVEST ENVIRONMENTAL PROTEC
COMMON STOCK HKD.01
CAPCOM CO LTD
COMMON STOCK
CAPGEMINI SE
COMMON STOCK EUR8.0
CAPITA PLC
COMMON STOCK GBP.020667
CAPITAL + COUNTIES PROPERTIE
REIT GBP.25
CAPITAL A BHD
COMMON STOCK
CAPITAL POWER CORP
COMMON STOCK
CAPITAL SECURITIES CORP
COMMON STOCK TWD10.
CAPITALAND CHINA TRUST
REIT
CAPITALAND INTEGRATED COMMER
REIT
CAPITALAND INVESTMENT LTD/SI
COMMON STOCK
CAPITEC BANK HOLDINGS LTD
COMMON STOCK ZAR.01
CAPRICORN ENERGY PLC
COMMON STOCK GBP.016154
CAPRICORN METALS LTD
COMMON STOCK
CAPSTONE MINING CORP
COMMON STOCK
CAREER TECHNOLOGY CO LTD
COMMON STOCK TWD10.
CAREL INDUSTRIES SPA
COMMON STOCK NPV
CARGOJET INC
COMMON STOCK
CARGOTEC OYJ B SHARE
COMMON STOCK
CARL ZEISS MEDITEC AG BR
COMMON STOCK
CARLSBERG AS B
COMMON STOCK DKK20.
CARLSBERG BREWERY MALAYSIA B
COMMON STOCK
CARMILA
REIT EUR6.0
CARNIVAL PLC
COMMON STOCK USD1.66
CARREFOUR SA
COMMON STOCK EUR2.5
CARSALES.COM LTD
COMMON STOCK
CASCADES INC
COMMON STOCK
CASINO GUICHARD PERRACHON
COMMON STOCK EUR1.53
CASIO COMPUTER CO LTD
COMMON STOCK
CASTELLUM AB
COMMON STOCK SEK.5
CATCHER TECHNOLOGY CO LTD
COMMON STOCK TWD10.
CATENA AB
COMMON STOCK SEK4.4
CATHAY FINANCIAL HOLDING CO
COMMON STOCK TWD10.0
CATHAY REAL ESTATE DEVELOPME
COMMON STOCK TWD10.0
CAVERION OYJ
COMMON STOCK
CAWACHI LTD
COMMON STOCK
CCC SA
COMMON STOCK PLN.1
CCL INDUSTRIES INC CL B
COMMON STOCK
CCR SA
COMMON STOCK
CD PROJEKT SA
COMMON STOCK PLN1.0
CDL HOSPITALITY TRUSTS
STAPLED SECURITY
CECONOMY AG
COMMON STOCK
CELESTICA INC
COMMON STOCK
CELLAVISION AB
COMMON STOCK SEK.15
CELLECTIS
COMMON STOCK EUR.05
CELLNEX TELECOM SA
COMMON STOCK EUR.25
CELLTRION HEALTHCARE CO LTD
COMMON STOCK KRW1000.0
CELLTRION INC
COMMON STOCK KRW1000.0
CELLTRION PHARM INC
COMMON STOCK KRW500.
CEMBRA MONEY BANK AG
COMMON STOCK CHF1.0
CEMENTIR HOLDING NV
COMMON STOCK EUR1.0
CEMEX SAB CPO
UNIT
CENCOSUD SA
COMMON STOCK
CENOVUS ENERGY INC CW26
CENOVUS ENERGY INC
COMMON STOCK
CENTAMIN PLC
COMMON STOCK
CENTER LABORATORIES INC
COMMON STOCK TWD10.
CENTERRA GOLD INC
COMMON STOCK
CENTRAIS ELETRICAS BRAS PR B
PREFERENCE
CENTRAIS ELETRICAS BRASILIER
COMMON STOCK
CENTRAL ASIA METALS PLC
COMMON STOCK
CENTRAL CHINA MANAGEMENT CO
COMMON STOCK HKD.01
CENTRAL CHINA REAL ESTATE
COMMON STOCK HKD.1
CENTRAL GLASS CO LTD
COMMON STOCK
CENTRAL JAPAN RAILWAY CO
COMMON STOCK
CENTRAL PATTANA PCL NVDR
NVDR THB.5
CENTRAL RETAIL CORP FOREIGN
FOREIGN SH. THB1.0 A
CENTRICA PLC
COMMON STOCK GBP.061728
CENTURIA CAPITAL GROUP
STAPLED SECURITY
CENTURIA INDUSTRIAL REIT
REIT
CENTURIA OFFICE REIT
REIT
CERES POWER HOLDINGS PLC
COMMON STOCK GBP.1
CERVED GROUP SPA
COMMON STOCK NPV
CETTIRE LTD
COMMON STOCK
CEWE STIFTUNG + CO KGAA
COMMON STOCK
CEZ AS
COMMON STOCK CZK100.
CFE
COMMON STOCK
CGG SA
COMMON STOCK EUR.01
CGI INC
COMMON STOCK
CGN NEW ENERGY HOLDINGS CO L
COMMON STOCK HKD.0001
CGN POWER CO LTD H
COMMON STOCK CNY1.0
CHABIOTECH CO LTD
COMMON STOCK KRW500.0
CHAILEASE HOLDING CO LTD
COMMON STOCK TWD10.
CHALICE MINING LTD
COMMON STOCK
CHALLENGER LTD
COMMON STOCK
CHAMPION IRON LTD
COMMON STOCK
CHAMPION REIT
REIT
CHANG HWA COMMERCIAL BANK
COMMON STOCK TWD10.
CHANGCHUN HIGH + NEW TECH A
COMMON STOCK CNY1.0
CHANGE INC
COMMON STOCK
CHANGJIANG SECURITIES CO L A
COMMON STOCK CNY1.0
CHANGZHOU XINGYU AUTOMOTIV A
COMMON STOCK CNY1.0
CHAOZHOU THREE CIRCLE GROU A
COMMON STOCK CNY1.0
CHARGEURS SA
COMMON STOCK EUR.16
CHAROEN POKPHAND FOODS NVDR
NVDR THB1.0
CHAROEN POKPHAND INDONESI PT
COMMON STOCK IDR10.
CHARTER HALL GROUP
REIT
CHARTER HALL LONG WALE REIT
REIT
CHARTER HALL RETAIL REIT
REIT
CHARTER HALL SOCIAL INFRASTR
REIT
CHECK POINT SOFTWARE TECH
COMMON STOCK USD.01
CHEIL WORLDWIDE INC
COMMON STOCK KRW200.
CHEMRING GROUP PLC
COMMON STOCK GBP.01
CHENG LOONG CORP
COMMON STOCK TWD10.
CHENG SHIN RUBBER IND CO LTD
COMMON STOCK TWD10.
CHENG UEI PRECISION INDUSTRY
COMMON STOCK TWD10.
CHENGXIN LITHIUM GROUP CO A
COMMON STOCK CNY1.0
CHIBA BANK LTD/THE
COMMON STOCK
CHICONY ELECTRONICS CO LTD
COMMON STOCK TWD10.
CHILEAN PESO
FOREIGN CURRENCY
CHILISIN ELECTRONICS CORP
COMMON STOCK TWD10.0
CHINA AIRCRAFT LEASING GROUP
COMMON STOCK HKD.1
CHINA AIRLINES LTD
COMMON STOCK TWD10.
CHINA AOYUAN GROUP LTD
COMMON STOCK HKD.01
CHINA AVIATION OIL SINGAPORE
COMMON STOCK
CHINA BAOAN GROUP A
COMMON STOCK CNY1.0
CHINA BLUECHEMICAL LTD H
COMMON STOCK CNY1.0
CHINA BOHAI BANK CO LTD H
COMMON STOCK CNY1.0
CHINA CINDA ASSET MANAGEME H
COMMON STOCK CNY1.0
CHINA CITIC BANK CORP LTD H
COMMON STOCK CNY1.0
CHINA COAL ENERGY CO H
COMMON STOCK CNY1.0
CHINA COM RICH RENE ENE INVEST
COMMON STOCK
CHINA COMMUNICATIONS SERVI H
COMMON STOCK CNY1.0
CHINA CONCH VENTURE HOLDINGS
COMMON STOCK HKD.01
CHINA CONSTRUCTION BANK A
COMMON STOCK CNY1.0
CHINA CONSTRUCTION BANK H
COMMON STOCK CNY1.0
CHINA CSSC HOLDINGS LTD A
COMMON STOCK CNY1.0
CHINA DATANG CORP RENEWABL H
COMMON STOCK CNY1.
CHINA DEVELOPMENT FIN PFD
PREFERENCE
CHINA DEVELOPMENT FINANCIAL
COMMON STOCK TWD10.
CHINA DONGXIANG GROUP CO
COMMON STOCK HKD.01
CHINA EAST EDUCATION HOLDING
COMMON STOCK HKD.0001
CHINA EASTERN AIRLINES CO A
COMMON STOCK CNY1.0
CHINA EDUCATION GROUP HOLDIN
COMMON STOCK HKD.00001
CHINA EVERBRIGHT BANK CO A
COMMON STOCK CNY1.0
CHINA EVERBRIGHT BANK CO L H
COMMON STOCK CNY1.0
CHINA EVERBRIGHT ENVIRONMENT
COMMON STOCK
CHINA EVERBRIGHT GREENTECH L
COMMON STOCK USD.1
CHINA EVERBRIGHT LTD
COMMON STOCK
CHINA EVERGRANDE GROUP
COMMON STOCK USD.01
CHINA FEIHE LTD
COMMON STOCK USD.000000025
CHINA FOODS LTD
COMMON STOCK HKD.1
CHINA GALAXY SECURITIES CO A
COMMON STOCK CNY1.0
CHINA GALAXY SECURITIES CO H
COMMON STOCK CNY1.0
CHINA GAS HOLDINGS LTD
COMMON STOCK HKD.01
CHINA GREATWALL TECHNOLOGY A
COMMON STOCK CNY1.0
CHINA HARMONY AUTO HOLDING L
COMMON STOCK HKD.01
CHINA HIGH SPEED TRANSMISSIO
COMMON STOCK USD.01
CHINA HONGQIAO GROUP LTD
COMMON STOCK USD.01
CHINA HUARONG ASSET MANAGE H
COMMON STOCK CNY1.0
CHINA INTERNATIONAL CAPITA H
COMMON STOCK CNY1.0
CHINA INTERNATIONAL CAPTAL A
COMMON STOCK CNY1.0
CHINA JINMAO HOLDINGS GROUP
COMMON STOCK
CHINA JUSHI CO LTD A
COMMON STOCK CNY1.0
CHINA LESSO GROUP HOLDINGS L
COMMON STOCK HKD.05
CHINA LIFE INSURANCE CO A
COMMON STOCK CNY1.0
CHINA LIFE INSURANCE CO H
COMMON STOCK CNY1.0
CHINA LILANG LTD
COMMON STOCK HKD.1
CHINA LITERATURE LTD
COMMON STOCK USD.0001
CHINA LOGISTICS PROPERTY HOL
COMMON STOCK USD.0000625
CHINA LONGYUAN POWER GROUP H
COMMON STOCK CNY1.0
CHINA MAPLE LEAF EDUCATIONAL
COMMON STOCK USD.0005
CHINA MEDICAL SYSTEM HOLDING
COMMON STOCK USD.005
CHINA MEIDONG AUTO HOLDINGS
COMMON STOCK HKD.1
CHINA MENGNIU DAIRY CO
COMMON STOCK HKD.1
CHINA MERCHANTS BANK A
COMMON STOCK CNY1.0
CHINA MERCHANTS BANK H
COMMON STOCK CNY1.0
CHINA MERCHANTS PORT HOLDING
COMMON STOCK
CHINA MERCHANTS SECURITIES A
COMMON STOCK CNY1.0
CHINA MERCHANTS SHEKOU IND A
COMMON STOCK CNY1.0
CHINA METAL RECYCLING
COMMON STOCK HKD.0001
CHINA MINSHENG BANKING A
COMMON STOCK CNY1.0
CHINA MINSHENG BANKING COR H
COMMON STOCK CNY1.0
CHINA MODERN DAIRY HOLDINGS
COMMON STOCK HKD.1
CHINA MOLYBDENUM CO LTD A
COMMON STOCK CNY.2
CHINA MOLYBDENUM CO LTD H
COMMON STOCK CNY.2
CHINA MOTOR CORP
COMMON STOCK TWD10.
CHINA NATIONAL BUILDING MA H
COMMON STOCK CNY1.0
CHINA NATIONAL CHEMICAL A
COMMON STOCK CNY1.0
CHINA NATIONAL MEDICINES A
COMMON STOCK CNY1.0
CHINA NATIONAL NUCLEAR POW A
COMMON STOCK CNY1.0
CHINA NORTHERN RARE EARTH A
COMMON STOCK CNY1.0
CHINA OILFIELD SERVICES H
COMMON STOCK CNY1.0
CHINA ORIENTAL GROUP CO LTD
COMMON STOCK HKD.1
CHINA OVERSEAS GRAND OCEANS
COMMON STOCK
CHINA OVERSEAS LAND + INVEST
COMMON STOCK
CHINA OVERSEAS PROPERTY HOLD
COMMON STOCK HKD.001
CHINA PACIFIC INSURANCE GR A
COMMON STOCK CNY1.0
CHINA PACIFIC INSURANCE GR A
COMMON STOCK CNY1.0
CHINA PETROCHEMICAL DEV CORP
COMMON STOCK TWD10.
CHINA PETROLEUM + CHEMICAL A
COMMON STOCK CNY1.0
CHINA PETROLEUM + CHEMICAL H
COMMON STOCK CNY1.0
CHINA POWER INTERNATIONAL
COMMON STOCK
CHINA RAILWAY GROUP LTD A
COMMON STOCK CNY1.0
CHINA RAILWAY GROUP LTD H
COMMON STOCK CNY1.0
CHINA RESOURCES BEER HOLDING
COMMON STOCK
CHINA RESOURCES CEMENT
COMMON STOCK HKD.1
CHINA RESOURCES GAS GROUP LT
COMMON STOCK HKD.1
CHINA RESOURCES LAND LTD
COMMON STOCK HKD.1
CHINA RESOURCES MEDICAL HOLD
COMMON STOCK HKD.00025
CHINA RESOURCES MIXC LIFESTY
COMMON STOCK USD.00001
CHINA RESOURCES POWER HOLDIN
COMMON STOCK
CHINA RESOURCES SANJIU MED A
COMMON STOCK CNY1.0
CHINA RUYI HOLDINGS LTD
COMMON STOCK HKD.02
CHINA SCE GROUP HOLDINGS LTD
COMMON STOCK HKD.1
CHINA SHENHUA ENERGY CO A
COMMON STOCK CNY1.0
CHINA SHENHUA ENERGY CO H
COMMON STOCK CNY1.0
CHINA SHINEWAY PHARMACEUTICA
COMMON STOCK HKD.1
CHINA SOUTH CITY HOLDINGS
COMMON STOCK
CHINA SOUTHERN AIRLINES CO A
COMMON STOCK CNY1.0
CHINA SOUTHERN AIRLINES CO H
COMMON STOCK CNY1.0
CHINA STATE CONSTRUCTION A
COMMON STOCK CNY1.0
CHINA STATE CONSTRUCTION INT
COMMON STOCK HKD.025
CHINA STEEL CHEMICAL CORP
COMMON STOCK TWD10.
CHINA STEEL CORP
COMMON STOCK TWD10.
CHINA SUNTIEN GREEN ENERGY H
COMMON STOCK CNY1.
CHINA TAIPING INSURANCE HOLD
COMMON STOCK
CHINA TOBACCO INTERNATIONAL
COMMON STOCK
CHINA TOURISM GROUP DUTY F A
COMMON STOCK CNY1.0
CHINA TOWER CORP LTD H
COMMON STOCK CNY1.0
CHINA TRADITIONAL CHINESE ME
COMMON STOCK
CHINA TRANSINFO TECHNOLOGY A
COMMON STOCK CNY1.0
CHINA TRAVEL INTL INV HK
COMMON STOCK
CHINA UNITED NETWORK A
COMMON STOCK CNY1.0
CHINA VANKE CO LTD A
COMMON STOCK CNY1.0
CHINA VANKE CO LTD H
COMMON STOCK CNY1.0
CHINA WATER AFFAIRS GROUP
COMMON STOCK HKD.01
CHINA YANGTZE POWER CO LTD A
COMMON STOCK CNY1.0
CHINA YOUZAN LTD
COMMON STOCK HKD.01
CHINA YUHUA EDUCATION CORP L
COMMON STOCK HKD.00001
CHINA ZHENHUA GROUP SCIENC A
COMMON STOCK CNY1.0
CHINA ZHESHANG BANK CO LTD A
COMMON STOCK CNY1.0
CHINA ZHONGWANG HOLDINGS LTD
COMMON STOCK HKD.1
CHINASOFT INTERNATIONAL LTD
COMMON STOCK HKD.05
CHINDATA GROUP HOLDINGS ADR
ADR USD.00001
CHIPBOND TECHNOLOGY CORP
COMMON STOCK TWD10.
CHIPMOS TECHNOLOGIES INC
COMMON STOCK TWD10.0
CHIYODA CORP
COMMON STOCK
CHOCOLADEFABRIKEN LINDT PC
COMMON STOCK CHF10.0
CHOCOLADEFABRIKEN LINDT REG
COMMON STOCK CHF100.0
CHOFU SEISAKUSHO CO LTD
COMMON STOCK
CHOICE PROPERTIES REIT
REIT
CHONG KUN DANG PHARMACEUTICA
COMMON STOCK KRW2500.0
CHONGQING BREWERY CO A
COMMON STOCK CNY1.0
CHONGQING CHANGAN AUTOMOB A
COMMON STOCK CNY1.0
CHONGQING ZHIFEI BIOLOGICA A
COMMON STOCK CNY1.0
CHORUS AVIATION INC
COMMON STOCK
CHORUS LTD
COMMON STOCK
CHOW SANG SANG HLDG
COMMON STOCK HKD.25
CHOW TAI FOOK JEWELLERY GROU
COMMON STOCK HKD1.0
CHR HANSEN HOLDING A/S
COMMON STOCK DKK10.
CHROMA ATE INC
COMMON STOCK TWD10.
CHUBU ELECTRIC POWER CO INC
COMMON STOCK
CHUDENKO CORP
COMMON STOCK
CHUGAI PHARMACEUTICAL CO LTD
COMMON STOCK
CHUGOKU BANK LTD/THE
COMMON STOCK
CHUGOKU ELECTRIC POWER CO
COMMON STOCK
CHUGOKU MARINE PAINTS LTD
COMMON STOCK
CHULARAT HOSPITAL PCL F
FOREIGN SH. THB.1 A
CHUNBO CO LTD
COMMON STOCK KRW500.0
CHUNG HSIN ELECTRIC + MACHIN
COMMON STOCK TWD10.0
CHUNG HWA PULP
COMMON STOCK TWD10.
CHUNGHWA PRECISION TEST TECH
COMMON STOCK TWD10.0
CHUNGHWA TELECOM CO LTD
COMMON STOCK TWD10.
CI TAKIRON CORP
COMMON STOCK
CI FINANCIAL CORP
COMMON STOCK
CIA BRASILEIRA DE DISTRIBUIC
COMMON STOCK
CIA DE DISTRIBUCION INTEGRAL
COMMON STOCK EUR.2
CIA DE LOCACAO DAS AMERICAS
COMMON STOCK
CIA DE MINAS BUENAVENTUR ADR
ADR
CIA DE MINAS BUENAVENTUR COM
COMMON STOCK PEN10.
CIA DE SANEAMENTO DO PA UNIT
UNIT
CIA ENERGETICA DE SP PREF B
PREFERENCE
CIA ENERGETICA MINAS GER PRF
PREFERENCE
CIA PARANAENSE DE ENERGI PFB
PREFERENCE
CIA SANEAMENTO BASICO DE SP
COMMON STOCK
CIA SANEAMENTO DO PARANA PRF
PREFERENCE
CIA SANEAMENTO MINAS GERAIS
COMMON STOCK
CIA SIDERURGICA NACIONAL SA
COMMON STOCK
CIE AUTOMOTIVE SA
COMMON STOCK EUR.25
CIE FINANCIERE RICHEMO A REG
COMMON STOCK CHF1.0
CIELO SA
COMMON STOCK
CIFI EVER SUNSHINE SERVICES
COMMON STOCK HKD.01
CIFI HOLDINGS GROUP CO LTD
COMMON STOCK HKD.1
CIMB GROUP HOLDINGS BHD
COMMON STOCK
CIMC ENRIC HOLDINGS LTD
COMMON STOCK HKD.01
CIMIC GROUP LTD
COMMON STOCK
CINEPLEX INC
COMMON STOCK
CINEWORLD GROUP PLC
COMMON STOCK GBP.01
CINT GROUP AB
COMMON STOCK SEK.1
CIPUTRA DEVELOPMENT TBK PT
COMMON STOCK IDR250.0
CITIC LTD
COMMON STOCK
CITIC SECURITIES CO A
COMMON STOCK CNY1.0
CITIC SECURITIES CO LTD H
COMMON STOCK CNY1.0
CITIC TELECOM INTERNATIONAL
COMMON STOCK
CITIZEN WATCH CO LTD
COMMON STOCK
CITY CEMENT CO
COMMON STOCK SAR10.
CITY CHIC COLLECTIVE LTD
COMMON STOCK
CITY DEVELOPMENTS LTD
COMMON STOCK
CITYCON OYJ
COMMON STOCK
CIVITAS SOCIAL HOUSING PLC
REIT GBP.01
CJ CGV CO LTD
COMMON STOCK KRW500.
CJ CHEILJEDANG CORP
COMMON STOCK KRW5000.0
CJ CORP
COMMON STOCK KRW5000.
CJ ENM CO LTD
COMMON STOCK KRW5000.0
CJ LOGISTICS
COMMON STOCK KRW5000.0
CK ASSET HOLDINGS LTD
COMMON STOCK HKD1.0
CK HUTCHISON HOLDINGS LTD
COMMON STOCK HKD1.0
CK INFRASTRUCTURE HOLDINGS L
COMMON STOCK HKD1.0
CK POWER LTD NVDR
NVDR THB1.0
CKD CORP
COMMON STOCK
CLAL INSURANCE ENTERPR HLDGS
COMMON STOCK ILS1.0
CLARIANT AG REG
COMMON STOCK CHF3.0
CLARKSON PLC
COMMON STOCK GBP.25
CLEANAWAY WASTE MANAGEMENT L
COMMON STOCK
CLEVO COMPANY
COMMON STOCK TWD10.
CLICKS GROUP LTD
COMMON STOCK ZAR.01
CLINIGEN GROUP PLC
COMMON STOCK GBP.001
CLINUVEL PHARMACEUTICALS LTD
COMMON STOCK
CLIPPER LOGISTICS PLC
COMMON STOCK GBP.0005
CLOETTA AB B SHS
COMMON STOCK SEK5.0
CLOSE BROTHERS GROUP PLC
COMMON STOCK GBP.25
CLP HOLDINGS LTD
COMMON STOCK
CLS HOLDINGS PLC
COMMON STOCK GBP.025
CMBC CAPITAL
COMMON STOCK
CMC MARKETS PLC
COMMON STOCK GBP.25
CMGE TECHNOLOGY GROUP LTD
COMMON STOCK USD.0001
CNH INDUSTRIAL NV
COMMON STOCK EUR.01
CNP ASSURANCES
COMMON STOCK EUR1.0
CO FOR COOPERATIVE INSURANCE
COMMON STOCK SAR10.
COATS GROUP PLC
COMMON STOCK GBP.05
COCA COLA BOTTLERS JAPAN HOL
COMMON STOCK
COCA COLA EUROPACIFIC PARTNE
COMMON STOCK EUR.01
COCA COLA EUROPACIFIC PARTNE
COMMON STOCK EUR.01
COCA COLA FEMSA SAB DE CV
UNIT
COCA COLA HBC AG DI
COMMON STOCK CHF6.7
COCHLEAR LTD
COMMON STOCK
CODAN LTD
COMMON STOCK
COFACE SA
COMMON STOCK EUR2.0
COFCO JOYCOME FOODS LTD
COMMON STOCK USD.000001
COFINIMMO
REIT
COGECO COMMUNICATIONS INC
COMMON STOCK
COGECO INC
COMMON STOCK
COGNA EDUCACAO
COMMON STOCK
COLBUN SA
COMMON STOCK
COLES GROUP LTD
COMMON STOCK
COLLECTOR AB
COMMON STOCK SEK.1
COLLIERS INTERNATIONAL GROUP
COMMON STOCK
COLLINS FOODS LTD
COMMON STOCK
COLOPL INC
COMMON STOCK
COLOPLAST B
COMMON STOCK DKK1.
COLOWIDE CO LTD
COMMON STOCK
COLRUYT SA
COMMON STOCK
COLTENE HOLDING AG REG
COMMON STOCK CHF.1
COLUMBIA CARE INC
COMMON STOCK NPV
COM2US CORP
COMMON STOCK KRW500.
COMBA TELECOM SYSTEMS HOLDIN
COMMON STOCK HKD.1
COMET HOLDING AG REG
COMMON STOCK CHF1.0
COMFORIA RESIDENTIAL REIT IN
REIT
COMFORTDELGRO CORP LTD
COMMON STOCK
COMINAR REAL ESTATE INV TR U
REIT
COMMERCIAL INTERNATIONAL BAN
COMMON STOCK EGP10.
COMMERZBANK AG
COMMON STOCK
COMMONWEALTH BANK OF AUSTRAL
COMMON STOCK
COMPAGNIE DE SAINT GOBAIN
COMMON STOCK EUR4.0
COMPAGNIE DES ALPES
COMMON STOCK
COMPAL ELECTRONICS
COMMON STOCK TWD10.
COMPASS GROUP PLC
COMMON STOCK GBP.1105
COMPEQ MANUFACTURING CO LTD
COMMON STOCK TWD10.
COMPUGEN LTD
COMMON STOCK
COMPUGROUP MEDICAL SE + CO K
COMMON STOCK
COMPUTACENTER PLC
COMMON STOCK GBP.075555
COMPUTERSHARE LTD
COMMON STOCK
COMSYS HOLDINGS CORP
COMMON STOCK
COMTURE CORP
COMMON STOCK
CONCENTRADORA FIBRA DANHOS S
REIT
CONCORD NEW ENERGY GROUP LTD
COMMON STOCK HKD.01
CONCORDIA FINANCIAL GROUP LT
COMMON STOCK
CONEXIO CORP
COMMON STOCK
CONSTELLATION SOFTWARE INC
COMMON STOCK
CONSTRUCC Y AUX DE FERROCARR
COMMON STOCK EUR.301
CONTACT ENERGY LTD
COMMON STOCK
CONTEMPORARY AMPEREX TECHN A
COMMON STOCK CNY1.0
CONTINENTAL AG
COMMON STOCK
CONTOURGLOBAL PLC
COMMON STOCK GBP.01
CONTROLADORA VUELA CIA DE A
COMMON STOCK
CONVATEC GROUP PLC
COMMON STOCK GBP.1
CONVERGE TECHNOLOGY SOLUTION
COMMON STOCK
CORBION NV
COMMON STOCK EUR.25
COREM PROPERTY GROUP B SHARE
COMMON STOCK SEK1.0
CORESTATE CAPITAL HOLDING S.
COMMON STOCK
CORETRONIC CORP
COMMON STOCK TWD10.0
CORONADO GLOBAL RESOURCE CDI
CDI
CORONATION FUND MANAGERS LTD
COMMON STOCK ZAR.0001
CORP INMOBILIARIA VESTA SAB
COMMON STOCK
CORPORACION FINANCIERA ALBA
COMMON STOCK EUR1.
CORPORATE TRAVEL MANAGEMENT
COMMON STOCK
CORTICEIRA AMORIM SA
COMMON STOCK EUR1.
CORUS ENTERTAINMENT INC B SH
COMMON STOCK
COSAN SA
COMMON STOCK
COSCO SHIPPING ENERGY TRAN A
COMMON STOCK CNY1.0
COSCO SHIPPING HOLDINGS CO A
COMMON STOCK CNY1.0
COSCO SHIPPING HOLDINGS CO H
COMMON STOCK CNY1.0
COSCO SHIPPING INTERNATIONAL
COMMON STOCK
COSCO SHIPPING PORTS LTD
COMMON STOCK HKD.1
COSMAX INC
COMMON STOCK KRW500.0
COSMO ENERGY HOLDINGS CO LTD
COMMON STOCK
COSMO PHARMACEUTICALS NV
COMMON STOCK
COSMOPOLITAN INTL HLDGS
COMMON STOCK HKD.002
COSMOS PHARMACEUTICAL CORP
COMMON STOCK
COSTA GROUP HOLDINGS LTD
COMMON STOCK
COUNTRY GARDEN HOLDINGS CO
COMMON STOCK HKD.1
COUNTRY GARDEN SERVICES HOLD
COMMON STOCK USD.0001
COUNTRYSIDE PARTNERSHIPS PLC
COMMON STOCK GBP.01
COVESTRO AG
COMMON STOCK
COVIVIO
REIT EUR3.0
COWAY CO LTD
COMMON STOCK KRW500.0
CP ALL PCL FOREIGN
FOREIGN SH. THB1.0 A
CRANEWARE PLC
COMMON STOCK GBP.01
CRANSWICK PLC
COMMON STOCK GBP.1
CRE LOGISTICS REIT INC
REIT
CREATE RESTAURANTS HOLDINGS
COMMON STOCK
CREATE SD HOLDINGS CO
COMMON STOCK
CREDICORP LTD
COMMON STOCK USD5.
CREDICORP LTD
COMMON STOCK USD5.0
CREDIT AGRICOLE SA
COMMON STOCK EUR3.0
CREDIT CORP GROUP LTD
COMMON STOCK
CREDIT SAISON CO LTD
COMMON STOCK
CREDIT SUISSE GROUP AG REG
COMMON STOCK CHF.04
CREDITO EMILIANO SPA
COMMON STOCK EUR1.0
CRESCENT POINT ENERGY CORP
COMMON STOCK NPV
CREST NICHOLSON HOLDINGS
COMMON STOCK GBP.05
CRESUD S.A.C.I.F.Y A.
COMMON STOCK ARS1.0
CRH PLC
COMMON STOCK EUR.32
CRODA INTERNATIONAL PLC
COMMON STOCK GBP.1060976
CROMBIE REAL ESTATE INVESTME
REIT
CROMWELL PROPERTY GROUP
REIT
CRONOS GROUP INC
COMMON STOCK
CROPENERGIES AG
COMMON STOCK
CROWN RESORTS LTD
COMMON STOCK
CRRC CORP LTD H
COMMON STOCK CNY1.0
CRRC CORP LTD A
COMMON STOCK CNY1.0
CS WIND CORP
COMMON STOCK KRW500.0
CSBC CORP TAIWAN
COMMON STOCK TWD10.0
CSC FINANCIAL CO LTD A
COMMON STOCK CNY1.0
CSL LTD
COMMON STOCK
CSPC PHARMACEUTICAL GROUP LT
COMMON STOCK
CSR LTD
COMMON STOCK
CSTONE PHARMACEUTICALS
COMMON STOCK USD.0001
CT REAL ESTATE INVESTMENT TR
REIT
CTBC FINANCIAL HOLDING CO LT
COMMON STOCK TWD10.
CTCI CORP
COMMON STOCK TWD10.
CTS EVENTIM AG + CO KGAA
COMMON STOCK
CTT CORREIOS DE PORTUGAL
COMMON STOCK EUR.17
CURRENCY CONTRACT
CAD/USD
CURRENCY CONTRACT
CHF/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
JPY/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
GBP/USD
CURRENCY CONTRACT
JPY/USD
CURRYS PLC
COMMON STOCK GBP.001
CURVES HOLDINGS CO LTD
COMMON STOCK
CUSTODIAN REIT PLC
REIT GBP.01
CVC BRASIL OPERADORA E AGENC
COMMON STOCK
CVS GROUP PLC
COMMON STOCK GBP.002
CYBERAGENT INC
COMMON STOCK
CYBERARK SOFTWARE LTD/ISRAEL
COMMON STOCK ILS.01
CYBERDYNE INC
COMMON STOCK
CYBOZU INC
COMMON STOCK
CYFROWY POLSAT SA
COMMON STOCK PLN.04
CYRELA BRAZIL REALTY SA EMP
COMMON STOCK
CZECH KORUNA
FOREIGN CURRENCY
D IETEREN GROUP
COMMON STOCK
D/S NORDEN
COMMON STOCK DKK1.
DADA NEXUS LTD ADR
ADR
DAETWYLER HOLDING AG BR
COMMON STOCK CHF.05
DAEWOO ENGINEERING + CONSTR
COMMON STOCK KRW5000.
DAEWOO SHIPBUILDING + MARINE
COMMON STOCK KRW5000.
DAEWOONG PHARMACEUTICAL CO
COMMON STOCK KRW2500.
DAH SING BANKING GROUP LTD
COMMON STOCK
DAH SING FINANCIAL HOLDINGS
COMMON STOCK
DAI DAN CO LTD
COMMON STOCK
DAI ICHI LIFE HOLDINGS INC
COMMON STOCK
DAI NIPPON PRINTING CO LTD
COMMON STOCK
DAIBIRU CORP
COMMON STOCK
DAICEL CORP
COMMON STOCK
DAIDO STEEL CO LTD
COMMON STOCK
DAIFUKU CO LTD
COMMON STOCK
DAIHEN CORP
COMMON STOCK
DAIHO CORP
COMMON STOCK
DAIICHI JITSUGYO CO LTD
COMMON STOCK
DAIICHI SANKYO CO LTD
COMMON STOCK
DAIICHIKOSHO CO LTD
COMMON STOCK
DAIKEN CORP
COMMON STOCK
DAIKI ALUMINIUM INDUSTRY CO
COMMON STOCK
DAIKIN INDUSTRIES LTD
COMMON STOCK
DAIKOKUTENBUSSAN CO LTD
COMMON STOCK
DAIMLER TRUCK HOLDING AG
COMMON STOCK
DAIO PAPER CORP
COMMON STOCK
DAISEKI CO LTD
COMMON STOCK
DAISHI HOKUETSU FINANCIAL GR
COMMON STOCK
DAITO TRUST CONSTRUCT CO LTD
COMMON STOCK
DAIWA HOUSE INDUSTRY CO LTD
COMMON STOCK
DAIWA HOUSE REIT INVESTMENT
REIT
DAIWA INDUSTRIES LTD
COMMON STOCK
DAIWA OFFICE INVESTMENT CORP
REIT
DAIWA SECURITIES GROUP INC
COMMON STOCK
DAIWA SECURITIES LIVING INVE
REIT
DAIWABO HOLDINGS CO LTD
COMMON STOCK
DALATA HOTEL GROUP PLC
COMMON STOCK EUR.01
DALI FOODS GROUP CO LTD
COMMON STOCK HKD.01
DALLAH HEALTHCARE CO
COMMON STOCK SAR10.0
DANIELI + CO
COMMON STOCK EUR1.
DANIELI + CO RSP
PREFERRED STOCK
DANISH KRONE
FOREIGN CURRENCY
DANONE
COMMON STOCK EUR.25
DANSKE BANK A/S
COMMON STOCK DKK10.
DAQO NEW ENERGY CORP ADR
ADR
DAR AL ARKAN REAL ESTATE DEV
COMMON STOCK SAR10.0
DASSAULT AVIATION SA
COMMON STOCK EUR.8
DASSAULT SYSTEMES
COMMON STOCK EUR.1
DATA 3 LTD
COMMON STOCK
DATAGROUP SE
COMMON STOCK
DATALOGIC SPA
COMMON STOCK EUR.52
DATATEC LTD
COMMON STOCK ZAR.01
DAVIDE CAMPARI MILANO NV
COMMON STOCK EUR.01
DB HITEK CO LTD
COMMON STOCK KRW5000.0
DB INSURANCE CO LTD
COMMON STOCK KRW500.0
DBS GROUP HOLDINGS LTD
COMMON STOCK
DCC PLC
COMMON STOCK EUR.25
DCM HOLDINGS CO LTD
COMMON STOCK
DE GREY MINING LTD
COMMON STOCK
DE LONGHI SPA
COMMON STOCK EUR1.5
DECHRA PHARMACEUTICALS PLC
COMMON STOCK GBP.01
DELEK GROUP LTD
COMMON STOCK ILS1.
DELIVEROO PLC
COMMON STOCK GBP.005
DELIVERY HERO SE
COMMON STOCK
DELTA ELECTRONICS INC
COMMON STOCK TWD10.
DELTA ELECTRONICS THAI FORGN
FOREIGN SH. THB1.0 A
DEMAE CAN CO LTD
COMMON STOCK
DEMANT A/S
COMMON STOCK DKK.2
DENA CO LTD
COMMON STOCK
DENISON MINES CORP
COMMON STOCK
DENKA CO LTD
COMMON STOCK
DENSO CORP
COMMON STOCK
DENTALCORP HOLDINGS LTD
COMMON STOCK
DENTSU GROUP INC
COMMON STOCK
DERICHEBOURG
COMMON STOCK EUR.25
DERMAPHARM HOLDING SE
COMMON STOCK
DERWENT LONDON PLC
REIT GBP.05
DESCARTES SYSTEMS GRP/THE
COMMON STOCK
DESCENTE LTD
COMMON STOCK
DETERRA ROYALTIES LTD
COMMON STOCK
DEUTSCHE BANK AG REGISTERED
COMMON STOCK
DEUTSCHE BETEILIGUNGS AG
COMMON STOCK
DEUTSCHE BOERSE AG
COMMON STOCK
DEUTSCHE EUROSHOP AG
COMMON STOCK
DEUTSCHE LUFTHANSA REG
COMMON STOCK
DEUTSCHE PFANDBRIEFBANK AG
COMMON STOCK
DEUTSCHE POST AG REG
COMMON STOCK
DEUTSCHE TELEKOM AG REG
COMMON STOCK
DEUTZ AG
COMMON STOCK
DEXCO SA
COMMON STOCK
DEXERIALS CORP
COMMON STOCK
DEXIN CHINA HOLDINGS CO LTD
COMMON STOCK USD.0005
DEXUS INDUSTRIA REIT
REIT
DEXUS/AU
REIT
DFDS A/S
COMMON STOCK DKK20.0
DGB FINANCIAL GROUP INC
COMMON STOCK KRW5000.
DHC SOFTWARE CO LTD A
COMMON STOCK CNY1.0
DIAGEO PLC
COMMON STOCK GBP.2893518
DIALOG GROUP BHD
COMMON STOCK
DIASORIN SPA
COMMON STOCK EUR1.0
DIC ASSET AG
COMMON STOCK
DIC CORP
COMMON STOCK
DICKER DATA LTD
COMMON STOCK
DIDI GLOBAL INC
ADR USD.00002
DIFFER GROUP HOLDING CO LTD
COMMON STOCK HKD.0025
DIGI.COM BHD
COMMON STOCK
DIGITAL ARTS INC
COMMON STOCK
DIGITAL CHINA HOLDINGS LTD
COMMON STOCK HKD.1
DIGITAL GARAGE INC
COMMON STOCK
DINO POLSKA SA
COMMON STOCK PLN.1
DIP CORP
COMMON STOCK
DIPLOMA PLC
COMMON STOCK GBP.05
DIRECT LINE INSURANCE GROUP
COMMON STOCK GBP.1090909
DIS CHEM PHARMACIES PTY LTD
COMMON STOCK
DISCO CORP
COMMON STOCK
DISCOVERY LTD
COMMON STOCK ZAR.001
DISTRIBUIDORA INTERNACIONAL
COMMON STOCK EUR.01
DIVERSIFIED ENERGY CO PLC
COMMON STOCK GBP.01
DKSH HOLDING AG
COMMON STOCK CHF.1
DL E+C CO LTD
COMMON STOCK
DL HOLDINGS CO LTD
COMMON STOCK KRW5000.0
DMG MORI CO LTD
COMMON STOCK
DNB BANK ASA
COMMON STOCK NOK12.5
DNO ASA
COMMON STOCK NOK.25
DO + CO AG
COMMON STOCK
DOCEBO INC
COMMON STOCK NPV
DOLLARAMA INC
COMMON STOCK
DOMAIN HOLDINGS AUSTRALIA LT
COMMON STOCK
DOMETIC GROUP AB
COMMON STOCK
DOMINO S PIZZA ENTERPRISES L
COMMON STOCK
DOMINO S PIZZA GROUP PLC
COMMON STOCK GBP.005208
DONG A SOCIO HOLDINGS CO LTD
COMMON STOCK KRW5000.
DONG A ST CO LTD
COMMON STOCK KRW5000.0
DONGFANG ELECTRIC CORP LTD A
COMMON STOCK CNY1.0
DONGFENG MOTOR GRP CO LTD H
COMMON STOCK CNY1.0
DONGJIN SEMICHEM CO LTD
COMMON STOCK KRW500.
DONGKOOK PHARMACEUTICAL CO L
COMMON STOCK KRW500.0
DONGKUK STEEL MILL CO LTD
COMMON STOCK KRW5000.
DONGSUH COMPANIES INC
COMMON STOCK KRW500.0
DONGWON INDUSTRIES CO.
COMMON STOCK KRW5000.
DONGYUE GROUP
COMMON STOCK HKD.1
DOOSAN BOBCAT INC
COMMON STOCK KRW500.0
DOOSAN ENERBILITY
COMMON STOCK KRW5000.0
DOOSAN FUEL CELL CO LTD
COMMON STOCK KRW100.0
DOOSAN HEAVY INDUSTRIES + CONS
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FTSE 100 IDX FUT MAR22
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COMMON STOCK CHF.1
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ADR USD.000149
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COMMON STOCK GBP.025
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ADR USD.0004
GEA GROUP AG
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COMMON STOCK CHF.1
GECINA SA
REIT EUR7.5
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COMMON STOCK HKD.02
GEK TERNA HOLDING REAL ESTAT
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GEM CO LTD A
COMMON STOCK CNY1.0
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COMMON STOCK KRW500.
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COMMON STOCK KRW1000.0
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COMMON STOCK KRW500.
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COMMON STOCK TWD10.0
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COMMON STOCK GBP.001
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COMMON STOCK EUR.5
GETAC HOLDINGS CORP
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GETLINK SE
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COMMON STOCK CNY1.0
GFL ENVIRONMENTAL INC SUB VT
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GIBSON ENERGY INC
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GIKEN LTD
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COMMON STOCK CNY1.0
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COMMON STOCK NOK2.
GLANBIA PLC
COMMON STOCK EUR.06
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COMMON STOCK GBP.25
GLENCORE PLC
COMMON STOCK USD.01
GLOBAL DOMINION ACCESS SA
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COMMON STOCK TWD10.0
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COMMON STOCK TWD10.0
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COMMON STOCK PHP50.
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GLORY LTD
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COMMON STOCK HKD.1
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COMMON STOCK HKD.05
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GMO FINANCIAL HOLDINGS INC
COMMON STOCK
GMO GLOBALSIGN HOLDINGS KK
COMMON STOCK
GMO INTERNET INC
COMMON STOCK
GMO PAYMENT GATEWAY INC
COMMON STOCK
GN STORE NORD A/S
COMMON STOCK DKK4.
GNI GROUP LTD
COMMON STOCK
GO AHEAD GROUP PLC
COMMON STOCK GBP.1
GOEASY LTD
COMMON STOCK
GOERTEK INC A
COMMON STOCK CNY1.0
GOGOLD RESOURCES INC
COMMON STOCK
GOL LINHAS AEREAS INT SA PRE
PREFERENCE
GOLD CIRCUIT ELECTRONICS LTD
COMMON STOCK TWD10.
GOLD FIELDS LTD
COMMON STOCK ZAR.5
GOLD ROAD RESOURCES LTD
COMMON STOCK
GOLDCREST CO LTD
COMMON STOCK
GOLDEN AGRI RESOURCES LTD
COMMON STOCK USD.025
GOLDEN OCEAN GROUP LTD
COMMON STOCK USD.05
GOLDSUN BUILDING MATERIALS C
COMMON STOCK TWD10.0
GOLDWIN INC
COMMON STOCK
GOME RETAIL HOLDINGS LTD
COMMON STOCK HKD.025
GOODMAN GROUP
REIT
GOODMAN PROPERTY TRUST
REIT
GOTION HIGH TECH CO LTD A
COMMON STOCK CNY1.0
GOURMET MASTER CO LTD
COMMON STOCK TWD10.
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GPT GROUP
REIT
GRAFTON GROUP PLC UTS CDI
UNIT EUR.05
GRAINCORP LTD A
COMMON STOCK
GRAINGER PLC
COMMON STOCK GBP.05
GRAND CITY PROPERTIES
COMMON STOCK EUR.1
GRAND KOREA LEISURE CO LTD
COMMON STOCK KRW500.
GRAND PACIFIC PETROCHEMICAL
COMMON STOCK TWD10.
GRAND PHARMACEUTICAL GROUP L
COMMON STOCK HKD.01
GRANGES AB
COMMON STOCK SEK1.339775
GRANITE REAL ESTATE INVESTME
REIT
GRAPE KING BIO LTD
COMMON STOCK TWD10.
GREAT PORTLAND ESTATES PLC
REIT GBP.1526316
GREAT WALL ENTERPRISES
COMMON STOCK TWD10.
GREAT WALL MOTOR CO LTD A
COMMON STOCK CNY1.0
GREAT WALL MOTOR COMPANY H
COMMON STOCK CNY1.0
GREAT WEST LIFECO INC
COMMON STOCK
GREATEK ELECTRONICS INC
COMMON STOCK TWD10.
GREATLAND GOLD PLC
COMMON STOCK GBP.001
GREE INC
COMMON STOCK
GREEN CROSS CORP
COMMON STOCK KRW5000.0
GREEN CROSS HOLDINGS CORP
COMMON STOCK KRW500.0
GREENCORE GROUP PLC
COMMON STOCK GBP.01
GREENLAND HOLDINGS CORP LT A
COMMON STOCK CNY1.0
GREENLAND HONG KONG HOLDINGS
COMMON STOCK HKD.5
GREENTOWN CHINA HOLDINGS
COMMON STOCK HKD.1
GREENTOWN SERVICE GROUP CO L
COMMON STOCK HKD.00001
GREGGS PLC
COMMON STOCK GBP.02
GRENDENE SA
COMMON STOCK
GRENKE AG
COMMON STOCK
GRG BANKING EQUIPMENT CO A
COMMON STOCK CNY1.0
GRIEG SEAFOOD ASA
COMMON STOCK NOK4.
GRIFOLS SA
COMMON STOCK EUR.25
GROUPE BRUXELLES LAMBERT SA
COMMON STOCK
GROUPE GUILLIN
COMMON STOCK EUR.62
GROWTHPOINT PROPERTIES AUSTR
REIT
GROWTHPOINT PROPERTIES LTD
REIT
GRUMA S.A.B. B
COMMON STOCK
GRUPA AZOTY SA
COMMON STOCK PLN5.
GRUPA LOTOS SA
COMMON STOCK PLN1.
GRUPO AEROPORT DEL PACIFIC B
COMMON STOCK
GRUPO AEROPORT DEL SURESTE B
COMMON STOCK
GRUPO AEROPORTUARIO DEL CENT
COMMON STOCK
GRUPO BIMBO SAB SERIES A
COMMON STOCK
GRUPO CARSO SAB DE CV SER A1
COMMON STOCK
GRUPO CATALANA OCCIDENTE SA
COMMON STOCK EUR.3
GRUPO COMERCIAL CHEDRAUI SA
COMMON STOCK
GRUPO DE MODA SOMA SA
COMMON STOCK
GRUPO FINANCIERO BANORTE O
COMMON STOCK MXN3.5
GRUPO FINANCIERO GALICIA B
COMMON STOCK ARS1.0
GRUPO FINANCIERO INBURSA O
COMMON STOCK MXN.4137108
GRUPO MEXICO SAB DE CV SER B
COMMON STOCK
GRUPO TELEVISA SAB SER CPO
UNIT
GRUPPO MUTUIONLINE SPA
COMMON STOCK
GS ENGINEERING + CONSTRUCT
COMMON STOCK KRW5000.
GS HOLDINGS
COMMON STOCK KRW5000.
GS RETAIL CO LTD
COMMON STOCK KRW1000.0
GS YUASA CORP
COMMON STOCK
GT CAPITAL HOLDINGS INC
COMMON STOCK PHP10.
GUANGDONG HAID GROUP CO A
COMMON STOCK CNY1.0
GUANGDONG INVESTMENT LTD
COMMON STOCK
GUANGDONG KINLONG HARDWARE A
COMMON STOCK CNY1.0
GUANGHUI ENERGY CO LTD A
COMMON STOCK CNY1.0
GUANGZHOU AUTOMOBILE GROUP H
COMMON STOCK CNY1.0
GUANGZHOU BAIYUNSHAN PHAR A
COMMON STOCK CNY1.0
GUANGZHOU HAIGE COMMUNICAT A
COMMON STOCK CNY1.0
GUANGZHOU KINGMED DIAGNOST A
COMMON STOCK CNY1.0
GUANGZHOU R+F PROPERTIES H
COMMON STOCK CNY1.0
GUANGZHOU SHIYUAN ELECTRON A
COMMON STOCK CNY1.0
GUANGZHOU TINCI MATERIALS A
COMMON STOCK CNY1.0
GUDANG GARAM TBK PT
COMMON STOCK IDR500.
GULF BANK
COMMON STOCK KWD.1
GULF CABLE + ELECTRICAL IND
COMMON STOCK KWD.1
GULF ENERGY DEVELOPM FOREIGN
FOREIGN SH. THB1.0 A
GUNGHO ONLINE ENTERTAINMENT
COMMON STOCK
GUNMA BANK LTD/THE
COMMON STOCK
GUNZE LTD
COMMON STOCK
GUOSEN SECURITIES CO LTD A
COMMON STOCK CNY1.0
GUOTAI JUNAN INTERNATIONAL
COMMON STOCK
GUOTAI JUNAN SECURITIES CO A
COMMON STOCK CNY1.0
GURIT HOLDING AG BR
COMMON STOCK CHF50.0
GVS SPA
COMMON STOCK
GWA GROUP LTD
COMMON STOCK
H I S CO LTD
COMMON STOCK
H LUNDBECK A/S
COMMON STOCK DKK5.
H.U. GROUP HOLDINGS INC
COMMON STOCK
H+R REAL ESTATE INV REIT UTS
REIT
H2O RETAILING CORP
COMMON STOCK
HACHIJUNI BANK LTD/THE
COMMON STOCK
HAIDILAO INTERNATIONAL HOLDI
COMMON STOCK USD.000005
HAIER SMART HOME CO LTD A
COMMON STOCK CNY1.0
HAIER SMART HOME CO LTD H
COMMON STOCK CNY1.0
HAINAN MEILAN INTERNATIONA H
COMMON STOCK CNY1.0
HAITIAN INTERNATIONAL HLDGS
COMMON STOCK HKD.1
HAITONG INTERNATIONAL SECURI
COMMON STOCK HKD.1
HAITONG SECURITIES CO LTD A
COMMON STOCK CNY1.0
HAITONG SECURITIES CO LTD H
COMMON STOCK CNY1.0
HAKUHODO DY HOLDINGS INC
COMMON STOCK
HALFORDS GROUP PLC
COMMON STOCK GBP.01
HALLA HOLDINGS CORP
COMMON STOCK KRW5000.0
HALMA PLC
COMMON STOCK GBP.1
HALOWS CO LTD
COMMON STOCK
HALWANI BROS CO
COMMON STOCK SAR10.
HAMAKYOREX CO LTD
COMMON STOCK
HAMAMATSU PHOTONICS KK
COMMON STOCK
HAMBORNER REIT AG
REIT NPV
HAMBURGER HAFEN UND LOGISTIK
COMMON STOCK
HAMMERSON PLC
REIT GBP.05
HANA FINANCIAL GROUP
COMMON STOCK KRW5000.
HANA MICROELECTRONICS FOREIG
FOREIGN SH. THB1.0 A
HANA TOUR SERVICE INC
COMMON STOCK KRW500.
HANALL BIOPHARMA CO LTD
COMMON STOCK KRW500.
HANG LUNG GROUP LTD
COMMON STOCK
HANG LUNG PROPERTIES LTD
COMMON STOCK
HANG SENG BANK LTD
COMMON STOCK
HANGZHOU FIRST APPLIED MAT A
COMMON STOCK CNY1.0
HANGZHOU SILAN MICROELECTR A
COMMON STOCK CNY1.0
HANGZHOU STEAM TURBINE CO B
COMMON STOCK CNY1.
HANGZHOU TIGERMED CONSULTI A
COMMON STOCK CNY1.0
HANGZHOU TIGERMED CONSULTI H
COMMON STOCK CNY1.0
HANKOOK + CO
COMMON STOCK KRW500.0
HANKOOK TIRE + TECHNOLOGY CO
COMMON STOCK KRW500.0
HANKYU HANSHIN HOLDINGS INC
COMMON STOCK
HANKYU REIT INC
REIT
HANMI PHARM CO LTD
COMMON STOCK KRW2500.
HANNOVER RUECK SE
COMMON STOCK
HANNSTAR DISPLAY CORP
COMMON STOCK TWD10.
HANON SYSTEMS
COMMON STOCK KRW100.0
HANSA BIOPHARMA AB
COMMON STOCK SEK1.0
HANSEN TECHNOLOGIES LTD
COMMON STOCK
HANSOH PHARMACEUTICAL GROUP
COMMON STOCK HKD.00001
HANSOL CHEMICAL CO LTD
COMMON STOCK KRW5000.
HANSSEM CO LTD
COMMON STOCK KRW1000.
HANWA CO LTD
COMMON STOCK
HANWHA AEROSPACE CO LTD
COMMON STOCK KRW5000.0
HANWHA CORPORATION
COMMON STOCK KRW5000.0
HANWHA LIFE INSURANCE CO LTD
COMMON STOCK KRW5000.0
HANWHA SOLUTIONS CORP
COMMON STOCK KRW5000.0
HAP SENG CONSOLIDATED
COMMON STOCK
HAPVIDA PARTICIPACOES E INVE
COMMON STOCK
HARBIN ELECTRIC CO LTD H
COMMON STOCK CNY1.
HARBOUR ENERGY PLC
COMMON STOCK GBP.000001
HAREL INSURANCE INVESTMENTS
COMMON STOCK ILS.1
HARGREAVES LANSDOWN PLC
COMMON STOCK GBP.004
HARMONIC DRIVE SYSTEMS INC
COMMON STOCK
HARMONY GOLD MINING CO LTD
COMMON STOCK ZAR.5
HARTALEGA HOLDINGS BHD
COMMON STOCK
HARVEY NORMAN HOLDINGS LTD
COMMON STOCK
HASEKO CORP
COMMON STOCK
HAYS PLC
COMMON STOCK GBP.01
HAZAMA ANDO CORP
COMMON STOCK
HD HYUNDAI
COMMON STOCK KRW1000.0
HDC HOLDINGS CO LTD
COMMON STOCK KRW5000.0
HDC HYUNDAI DEVELOPMENT CO E
COMMON STOCK KRW5000.0
HEADWATER EXPLORATION INC
COMMON STOCK
HEALIOS KK
COMMON STOCK
HEALIUS LTD
COMMON STOCK
HEALTH AND HAPPINESS H+H INT
COMMON STOCK HKD.01
HEFEI MEIYA OPTOELECTRONIC A
COMMON STOCK CNY1.0
HEIDELBERGCEMENT AG
COMMON STOCK
HEIDELBERGER DRUCKMASCHINEN
COMMON STOCK
HEINEKEN HOLDING NV
COMMON STOCK EUR1.6
HEINEKEN NV
COMMON STOCK EUR1.6
HEIWA CORP
COMMON STOCK
HEIWA REAL ESTATE CO LTD
COMMON STOCK
HEIWA REAL ESTATE REIT INC
REIT
HEIWADO CO LTD
COMMON STOCK
HELICAL PLC
COMMON STOCK GBP.01
HELIOPOLIS HOUSING
COMMON STOCK EGP.25
HELIOS TOWERS PLC
COMMON STOCK GBP.01
HELIXMITH CO LTD
COMMON STOCK KRW500.0
HELLENIC TELECOMMUN ORGANIZA
COMMON STOCK EUR2.83
HELLO GROUP INC SPN ADR
ADR USD.0001
HELLOFRESH SE
COMMON STOCK
HELVETIA HOLDING AG REG
COMMON STOCK CHF.02
HENAN SHUANGHUI INVESTMENT A
COMMON STOCK CNY1.0
HENDERSON LAND DEVELOPMENT
COMMON STOCK
HENGAN INTL GROUP CO LTD
COMMON STOCK HKD.1
HENGLI PETROCHEMICAL CO L A
COMMON STOCK CNY1.0
HENGYI PETROCHEMICAL CO A
COMMON STOCK CNY1.0
HENKEL AG + CO KGAA
COMMON STOCK
HENKEL AG + CO KGAA VOR PREF
PREFERENCE
HENNES + MAURITZ AB B SHS
COMMON STOCK
HENNGE KK
COMMON STOCK
HENSOLDT AG
COMMON STOCK
HERA SPA
COMMON STOCK EUR1.0
HERFY FOOD SERVICES CO
COMMON STOCK SAR10.0
HERMES INTERNATIONAL
COMMON STOCK
HEXAGON AB B SHS
COMMON STOCK EUR.22
HEXATRONIC GROUP AB
COMMON STOCK SEK.05
HEXPOL AB
COMMON STOCK SEK.2
HI SUN TECHNOLOGY CHINA LTD
COMMON STOCK HKD.0025
HIBERNIA REIT PLC
REIT EUR.1
HIDAY HIDAKA CORP
COMMON STOCK
HIGHWEALTH CONSTRUCTION CORP
COMMON STOCK TWD10.0
HIKARI TSUSHIN INC
COMMON STOCK
HIKMA PHARMACEUTICALS PLC
COMMON STOCK GBP.1
HILAN LTD
COMMON STOCK ILS1.
HILL + SMITH HOLDINGS PLC
COMMON STOCK GBP.25
HINO MOTORS LTD
COMMON STOCK
HIOKI E E CORP
COMMON STOCK
HIRATA CORP
COMMON STOCK
HIROGIN HOLDINGS INC
COMMON STOCK
HIROSE ELECTRIC CO LTD
COMMON STOCK
HISAMITSU PHARMACEUTICAL CO
COMMON STOCK
HISCOX LTD
COMMON STOCK GBP.065
HITACHI CONSTRUCTION MACHINE
COMMON STOCK
HITACHI LTD
COMMON STOCK
HITACHI METALS LTD
COMMON STOCK
HITACHI TRANSPORT SYSTEM LTD
COMMON STOCK
HITACHI ZOSEN CORP
COMMON STOCK
HITE JINRO CO LTD
COMMON STOCK KRW5000.0
HITHINK ROYALFLUSH INFORMA A
COMMON STOCK CNY1.0
HIWIN TECHNOLOGIES CORP
COMMON STOCK TWD10.
HK ELECTRIC INVESTMENTS SS
STAPLED SECURITY HKD.0005
HKBN LTD
COMMON STOCK HKD.0001
HKT TRUST AND HKT LTD SS
STAPLED SECURITY HKD.0005
HLB INC
COMMON STOCK KRW500.
HLB LIFE SCIENCE CO LTD
COMMON STOCK KRW500.0
HLS THERAPEUTICS INC
COMMON STOCK
HMM CO LTD
COMMON STOCK KRW5000.0
HMS NETWORKS AB
COMMON STOCK SEK.025
HOCHSCHILD MINING PLC
COMMON STOCK GBP.25
HOCHTIEF AG
COMMON STOCK
HOGY MEDICAL CO LTD
COMMON STOCK
HOKKAIDO ELECTRIC POWER CO
COMMON STOCK
HOKKOKU FINANCIAL HOLDINGS I
COMMON STOCK
HOKUETSU CORP
COMMON STOCK
HOKUHOKU FINANCIAL GROUP INC
COMMON STOCK
HOKURIKU ELECTRIC POWER CO
COMMON STOCK
HOKUTO CORP
COMMON STOCK
HOLCIM LTD
COMMON STOCK
HOLCIM LTD
COMMON STOCK CHF2.0
HOLDING CO ADMIE IPTO SA
COMMON STOCK EUR2.12
HOLMEN AB B SHARES
COMMON STOCK SEK25.0
HOLY STONE ENTERPRISE CO LTD
COMMON STOCK TWD10.
HOME CAPITAL GROUP INC
COMMON STOCK
HOME CONSORTIUM LTD
REIT
HOME PRODUCT CENTER PCL FOR
FOREIGN SH. THB1.0 A
HOME PRODUCT CENTER PCL NVDR
NVDR THB1.0
HOME REIT PLC
REIT
HOME24 SE
COMMON STOCK
HOMECO DAILY NEEDS REIT
REIT
HOMESERVE PLC
COMMON STOCK GBP.0269231
HON HAI PRECISION INDUSTRY
COMMON STOCK TWD10.
HONDA MOTOR CO LTD
COMMON STOCK
HONG KONG + CHINA GAS
COMMON STOCK
HONG KONG DOLLAR
FOREIGN CURRENCY
HONG KONG EXCHANGES + CLEAR
COMMON STOCK
HONG KONG TECHNOLOGY VENTURE
COMMON STOCK
HONG LEONG BANK BERHAD
COMMON STOCK
HONG LEONG FINANCIAL GROUP
COMMON STOCK
HONGFA TECHNOLOGY CO LTD A
COMMON STOCK CNY1.0
HONGKONG LAND HOLDINGS LTD
COMMON STOCK USD.1
HOPE EDUCATION GROUP CO LTD
COMMON STOCK USD.00001
HOPSON DEVELOPMENT HOLDINGS
COMMON STOCK HKD.1
HORIBA LTD
COMMON STOCK
HORNBACH BAUMARKT AG
COMMON STOCK
HORNBACH HOLDING AG + CO KGA
COMMON STOCK
HOSHINE SILICON INDUSTRY C A
COMMON STOCK CNY1.0
HOSHINO RESORTS REIT INC
REIT
HOSHIZAKI CORP
COMMON STOCK
HOSIDEN CORP
COMMON STOCK
HOSOKAWA MICRON CORP
COMMON STOCK
HOTA INDUSTRIAL MFG CO LTD
COMMON STOCK TWD10.
HOTAI MOTOR COMPANY LTD
COMMON STOCK TWD10.
HOTEL CHOCOLAT GROUP PLC
COMMON STOCK GBP.001
HOTEL SHILLA CO LTD
COMMON STOCK KRW5000.0
HOUSE FOODS GROUP INC
COMMON STOCK
HOWDEN JOINERY GROUP PLC
COMMON STOCK GBP.1
HOYA CORP
COMMON STOCK
HSBC HOLDINGS PLC
COMMON STOCK USD.5
HTC CORP
COMMON STOCK TWD10.0
HUA HONG SEMICONDUCTOR LTD
COMMON STOCK
HUA NAN FINANCIAL HOLDINGS C
COMMON STOCK TWD10.
HUABAO INTERNATIONAL HOLDING
COMMON STOCK HKD.1
HUADIAN POWER INTL CORP A
COMMON STOCK CNY1.0
HUADONG MEDICINE CO LTD A
COMMON STOCK CNY1.0
HUAFON CHEMICAL CO LTD A
COMMON STOCK CNY1.0
HUAKU DEVELOPMENT CO LTD
COMMON STOCK TWD10.0
HUALAN BIOLOGICAL ENGINEER A
COMMON STOCK CNY1.0
HUANENG POWER INTL INC A
COMMON STOCK CNY1.0
HUANENG POWER INTL INC H
COMMON STOCK CNY1.0
HUANGSHAN TOURISM DEVELOP B
COMMON STOCK CNY1.
HUATAI SECURITIES CO LTD A
COMMON STOCK CNY1.0
HUATAI SECURITIES CO LTD H
COMMON STOCK CNY1.0
HUAXI SECURITIES CO LTD A
COMMON STOCK CNY1.0
HUAXIA BANK CO LTD A
COMMON STOCK CNY1.0
HUAYU AUTOMOTIVE SYSTEMS A
COMMON STOCK CNY1.0
HUAZHU GROUP LTD ADR
ADR
HUB24 LTD
COMMON STOCK
HUBEI XINGFA CHEMICALS GRP A
COMMON STOCK CNY1.0
HUBER SUHNER AG REG
COMMON STOCK CHF.25
HUDBAY MINERALS INC
COMMON STOCK
HUFVUDSTADEN AB A SHS
COMMON STOCK SEK5.0
HUGEL INC
COMMON STOCK KRW500.0
HUGO BOSS AG ORD
COMMON STOCK
HUHTAMAKI OYJ
COMMON STOCK
HUISHAN DAIRY
COMMON STOCK
HUIZHOU DESAY SV AUTOMOTIV A
COMMON STOCK CNY1.0
HULIC CO LTD
COMMON STOCK
HULIC REIT INC
REIT
HUMANSOFT HOLDING CO KSC
COMMON STOCK KWD.1
HUNDSUN TECHNOLOGIES INC A
COMMON STOCK CNY1.0
HUNGARIAN FORINT
FOREIGN CURRENCY
HUSQVARNA AB B SHS
COMMON STOCK SEK2.0
HUT 8 MINING CORP
COMMON STOCK
HUTCHISON PORT HOLDINGS TR U
UNIT
HUTCHISON TELECOMM HONG KONG
COMMON STOCK HKD.25
HUTCHMED CHINA ADR
ADR
HUYA INC ADR
ADR USD.0001
HYAKUGO BANK LTD/THE
COMMON STOCK
HYBE CO LTD
COMMON STOCK KRW500.0
HYDRO ONE LTD
COMMON STOCK
HYGEIA HEALTHCARE HOLDINGS C
COMMON STOCK USD.00001
HYOSUNG ADVANCED MATERIALS C
COMMON STOCK KRW5000.0
HYOSUNG CHEMICAL CORP
COMMON STOCK KRW5000.0
HYOSUNG CORPORATION
COMMON STOCK KRW5000.
HYOSUNG TNC CORP
COMMON STOCK KRW5000.0
HYPERA SA
COMMON STOCK
HYPOPORT SE
COMMON STOCK
HYSAN DEVELOPMENT CO
COMMON STOCK
HYUNDAI AUTOEVER CORP
COMMON STOCK KRW500.0
HYUNDAI CONSTRUCTION EQUIPME
COMMON STOCK KRW5000.0
HYUNDAI DEPT STORE CO
COMMON STOCK KRW5000.
HYUNDAI DOOSAN INFRACORE CO
COMMON STOCK KRW1000.0
HYUNDAI ELECTRIC + ENERGY SY
COMMON STOCK KRW5000.0
HYUNDAI ELEVATOR CO.
COMMON STOCK KRW5000.
HYUNDAI ENGINEERING + CONST
COMMON STOCK KRW5000.
HYUNDAI GLOVIS CO LTD
COMMON STOCK KRW500.
HYUNDAI GREENFOOD CO LTD
COMMON STOCK KRW500.0
HYUNDAI MARINE + FIRE INS CO
COMMON STOCK KRW500.
HYUNDAI MIPO DOCKYARD
COMMON STOCK KRW5000.
HYUNDAI MOBIS CO LTD
COMMON STOCK KRW5000.
HYUNDAI MOTOR CO
COMMON STOCK KRW5000.
HYUNDAI MOTOR CO LTD 2ND PRF
PREFERENCE
HYUNDAI MOTOR CO LTD PRF
PREFERENCE
HYUNDAI ROTEM COMPANY
COMMON STOCK KRW5000.0
HYUNDAI STEEL CO
COMMON STOCK KRW5000.
HYUNDAI WIA CORP
COMMON STOCK KRW5000.0
I MAB SPONSORED ADR
ADR
IA FINANCIAL CORP INC
COMMON STOCK
IAMGOLD CORP
COMMON STOCK
IBERDROLA SA
COMMON STOCK EUR.75
IBF FINANCIAL HOLDINGS CO LT
COMMON STOCK TWD10.0
IBIDEN CO LTD
COMMON STOCK
IBSTOCK PLC
COMMON STOCK GBP.01
ICADE
REIT
ICHIBANYA CO LTD
COMMON STOCK
ICHIGO INC
COMMON STOCK
ICHIGO OFFICE REIT INVESTMEN
REIT
ICL GROUP LTD
COMMON STOCK ILS1.0
ID LOGISTICS GROUP
COMMON STOCK EUR.5
IDEAGEN PLC
COMMON STOCK GBP.01
IDEC CORP
COMMON STOCK
IDEMITSU KOSAN CO LTD
COMMON STOCK
IDOM INC
COMMON STOCK
IDORSIA LTD
COMMON STOCK CHF.05
IDP EDUCATION LTD
COMMON STOCK
IFLYTEK CO LTD A
COMMON STOCK CNY1.0
IG DESIGN GROUP PLC
COMMON STOCK GBP.05
IG GROUP HOLDINGS PLC
COMMON STOCK GBP.00005
IGB REAL ESTATE INVESTMENT T
REIT
IGG INC
COMMON STOCK USD.0000025
IGM FINANCIAL INC
COMMON STOCK
IGO LTD
COMMON STOCK
IGUATEMI SA UNITS
UNIT
IHH HEALTHCARE BHD
COMMON STOCK
IHI CORP
COMMON STOCK
IIDA GROUP HOLDINGS CO LTD
COMMON STOCK
IINO KAIUN KAISHA LTD
COMMON STOCK
IJM CORP BHD
COMMON STOCK
ILJIN MATERIALS CO LTD
COMMON STOCK KRW500.
ILLIMITY BANK SPA
COMMON STOCK
ILUKA RESOURCES LTD
COMMON STOCK
ILYANG PHARMACEUTICAL CO LTD
COMMON STOCK KRW2500.
IMCD NV
COMMON STOCK EUR.16
IMDEX LTD
COMMON STOCK
IMEIK TECHNOLOGY DEVELOPME A
COMMON STOCK CNY1.0
IMERYS SA
COMMON STOCK EUR2.0
IMI PLC
COMMON STOCK GBP.2857
IMMOBILIARE GRANDE DISTRIBUZ
REIT
IMMOFINANZ AG
COMMON STOCK
IMPALA PLATINUM HOLDINGS LTD
COMMON STOCK NPV
IMPAX ASSET MANAGEMENT GROUP
COMMON STOCK GBP.01
IMPERIAL BRANDS PLC
COMMON STOCK GBP.1
IMPERIAL LOGISTICS LTD
COMMON STOCK ZAR.04
IMPERIAL OIL LTD
COMMON STOCK
IMPLENIA AG REG
COMMON STOCK CHF1.02
IMUGENE LTD
COMMON STOCK
INABA DENKI SANGYO CO LTD
COMMON STOCK
INABATA + CO LTD
COMMON STOCK
INAGEYA CO LTD
COMMON STOCK
INARI AMERTRON BHD
COMMON STOCK
INCHCAPE PLC
COMMON STOCK GBP.1
INCITEC PIVOT LTD
COMMON STOCK
IND + COMM BK OF CHINA A
COMMON STOCK CNY1.0
IND + COMM BK OF CHINA H
COMMON STOCK CNY1.0
INDAH KIAT PULP + PAPER TBK
COMMON STOCK IDR1000.
INDIVIOR PLC
COMMON STOCK USD.1
INDOCEMENT TUNGGAL PRAKARSA
COMMON STOCK IDR500.
INDOFOOD CBP SUKSES MAKMUR T
COMMON STOCK IDR50.0
INDOFOOD SUKSES MAKMUR TBK P
COMMON STOCK IDR100.
INDONESIAN RUPIAH
FOREIGN CURRENCY
INDORAMA VENTURES PCL NVDR
NVDR THB1.0
INDRA SISTEMAS SA
COMMON STOCK EUR.2
INDUS HOLDING AG
COMMON STOCK
INDUSTRIA DE DISENO TEXTIL
COMMON STOCK EUR.03
INDUSTRIAL + INFRASTRUCTURE
REIT
INDUSTRIAL BANK CO LTD A
COMMON STOCK CNY1.0
INDUSTRIAL BANK OF KOREA
COMMON STOCK KRW5000.
INDUSTRIAL SECURITIES CO A
COMMON STOCK CNY1.0
INDUSTRIAS PENOLES SAB DE CV
COMMON STOCK
INDUSTRIVARDEN AB A SHS
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INPEX CORP
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ITM POWER PLC
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JARIR MARKETING CO
COMMON STOCK SAR10.0
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JB FINANCIAL GROUP CO LTD
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JD HEALTH INTERNATIONAL INC
COMMON STOCK USD.0000005
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COMMON STOCK GBP.042857
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COMMON STOCK GBP1.109245
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KINGFISHER PLC
COMMON STOCK GBP.157143
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KINGSPAN GROUP PLC
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COMMON STOCK EUR1.5
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KONISHI CO LTD
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KONKA GROUP CO LTD B
COMMON STOCK CNY1.
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COMMON STOCK USD.00002
KOREA AEROSPACE INDUSTRIES
COMMON STOCK KRW5000.
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COMMON STOCK KRW5000.
KOREA INVESTMENT HOLDINGS CO
COMMON STOCK KRW5000.
KOREA PETRO CHEMICAL IND
COMMON STOCK KRW5000.0
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KOREA UNITED PHARM INC
COMMON STOCK KRW500.0
KOREA ZINC CO LTD
COMMON STOCK KRW5000.
KOREAN AIR LINES CO LTD
COMMON STOCK KRW5000.
KOREAN REINSURANCE CO
COMMON STOCK KRW500.
KORIAN
COMMON STOCK EUR5.0
KORNIT DIGITAL LTD
COMMON STOCK ILS.01
KOSE CORP
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KOTOBUKI SPIRITS CO LTD
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KRAFTON INC
COMMON STOCK KRW100.0
KRONES AG
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KRUK SA
COMMON STOCK PLN1.0
KRUNG THAI BANK PUB CO FOREI
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KT+G CORP
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KUAISHOU TECHNOLOGY
COMMON STOCK USD.0000053
KUALA LUMPUR KEPONG BHD
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KUANG CHI TECHNOLOGIES CO A
COMMON STOCK CNY1.0
KUBOTA CORP
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KUEHNE NAGEL INTL AG REG
COMMON STOCK CHF1.0
KUMAGAI GUMI CO LTD
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KUMBA IRON ORE LTD
COMMON STOCK ZAR.0001
KUMHO PETROCHEMICAL CO LTD
COMMON STOCK KRW5000.0
KUMHO TIRE CO INC
COMMON STOCK KRW5000.
KUMIAI CHEMICAL INDUSTRY CO
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KUNLUN ENERGY CO LTD
COMMON STOCK HKD.01
KURA SUSHI INC
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KUSURI NO AOKI HOLDINGS CO L
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KUWAIT FINANCE HOUSE
COMMON STOCK KWD.0001
KUWAIT INTERNATIONAL BANK
COMMON STOCK KWD.1
KUWAIT PROJECTS HOLDING
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KUWAITI DINAR
FOREIGN CURRENCY
KWEICHOW MOUTAI CO LTD A
COMMON STOCK CNY1.0
KWG GROUP HOLDINGS LTD
COMMON STOCK HKD.1
KWG LIVING GROUP HOLDINGS LT
COMMON STOCK HKD.01
KWS SAAT SE + CO KGAA
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KYB CORP
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KYOKUTO KAIHATSU KOGYO CO
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KYUDENKO CORP
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KYUSHU RAILWAY COMPANY
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COMMON STOCK EUR.2
L+F CO LTD
COMMON STOCK KRW500.0
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LABRADOR IRON ORE ROYALTY CO
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COMMON STOCK EUR6.1
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LANCASHIRE HOLDINGS LTD
COMMON STOCK USD.5
LAND + HOUSES PUB NVDR
NVDR THB1.0
LAND MARK OPTOELECTRONICS
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LAND SECURITIES GROUP PLC
REIT GBP.1066667
LANDIS GYR GROUP AG
COMMON STOCK CHF10.0
LANXESS AG
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LAOBAIXING PHARMACY CHAIN A
COMMON STOCK CNY1.0
LAR ESPANA REAL ESTATE SOCIM
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LARGAN PRECISION CO LTD
COMMON STOCK TWD10.
LARGO INC
COMMON STOCK
LASALLE LOGIPORT REIT
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LASERTEC CORP
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LB GROUP CO LTD A
COMMON STOCK CNY1.0
LEARNING TECHNOLOGIES GROUP
COMMON STOCK
LEE + MAN PAPER MANUFACTURIN
COMMON STOCK HKD.025
LEEJAM SPORTS CO JSC
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LEGEND BIOTECH CORP ADR
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MEGACHIPS CORP
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MEGAPORT LTD
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MIXI INC
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MOCHIDA PHARMACEUTICAL CO
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MODEC INC
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COMMON STOCK SEK5.0
MOL HUNGARIAN OIL AND GAS PL
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COMMON STOCK ZAR.000001
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MONEX GROUP INC
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COMMON STOCK CNY1.0
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MOONPIG GROUP PLC
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MORGUARD CORP
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MORGUARD NORTH AMERICAN RESI
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MORINAGA + CO LTD
COMMON STOCK
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MOTUS HOLDINGS LTD
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MOUWASAT MEDICAL SERVICES CO
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MR PRICE GROUP LTD
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MRV ENGENHARIA
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MS+AD INSURANCE GROUP HOLDIN
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MSCI EAFE MAR22
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MSCI EMGMKT MAR22
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MTN GROUP LTD
COMMON STOCK ZAR.0001
MTR CORP
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MUENCHENER RUECKVER AG REG
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MULLEN GROUP LTD
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MUYUAN FOODSTUFF CO LTD A
COMMON STOCK CNY1.0
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COMMON STOCK EUR.97
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COMMON STOCK GBP.075
NAMCHOW HOLDINGS CO LTD
COMMON STOCK TWD10.0
NAN KANG RUBBER TIRE CO LTD
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COMMON STOCK CNY1.0
NANKAI ELECTRIC RAILWAY CO
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NANOXPLORE INC
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NARI TECHNOLOGY CO LTD A
COMMON STOCK CNY1.0
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COMMON STOCK ZAR.02
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NATIONAL EXPRESS GROUP PLC
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COMMON STOCK GBP.1243129
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COMMON STOCK SAR10.0
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COMMON STOCK SAR10.0
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NATURECELL CO LTD
COMMON STOCK KRW500.0
NATURGY ENERGY GROUP SA
COMMON STOCK EUR1.0
NATWEST GROUP PLC
COMMON STOCK GBP1.0
NAURA TECHNOLOGY GROUP CO A
COMMON STOCK CNY1.0
NAVER CORP
COMMON STOCK KRW100.0
NAVIGATOR CO SA/THE
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COMMON STOCK SEK8.0
NCC GROUP PLC
COMMON STOCK GBP.01
NCSOFT CORP
COMMON STOCK KRW500.0
NEARMAP LTD
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NEC NETWORKS + SYSTEM INTEGR
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PAX GLOBAL TECHNOLOGY LTD
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PAZ OIL CO LTD
COMMON STOCK ILS5.
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COMMON STOCK GBP.6105
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COMMON STOCK EUR1.55
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PREFERENCE
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COMMON STOCK CNY1.0
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COMMON STOCK CNY1.0
PETROFAC LTD
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COMMON STOCK GBP.01
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PEUGEOT INVEST
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PEXA GROUP LTD
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COMMON STOCK PLN10.25
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COMMON STOCK EUR.6
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COMMON STOCK CNY1.0
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COMMON STOCK CNY1.0
PHARMICELL CO LTD
COMMON STOCK KRW500.
PHARMING GROUP NV
COMMON STOCK EUR.01
PHILIPPINE PESO
FOREIGN CURRENCY
PHISON ELECTRONICS CORP
COMMON STOCK TWD10.
PHOENIX GROUP HOLDINGS PLC
COMMON STOCK GBP.1
PHOENIX HOLDINGS LTD/THE
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PHOSAGRO PJSC GDR REG S
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PIAGGIO + C. S.P.A.
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PICC HOLDING CO A
COMMON STOCK CNY1.0
PICC PROPERTY + CASUALTY H
COMMON STOCK CNY1.0
PICK N PAY STORES LTD
COMMON STOCK ZAR.0125
PICTON PROPERTY INCOME LTD
REIT
PIGEON CORP
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PIHSIANG MACHINERY MFG CO
COMMON STOCK TWD10.0
PILBARA MINERALS LTD
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PILOT CORP
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PINDUODUO INC ADR
ADR USD.00002
PING AN BANK CO LTD A
COMMON STOCK CNY1.0
PING AN HEALTHCARE AND TECHN
COMMON STOCK USD.000005
PING AN INSURANCE GROUP CO A
COMMON STOCK CNY1.0
PING AN INSURANCE GROUP CO H
COMMON STOCK CNY1.0
PINNACLE INVESTMENT MANAGEME
COMMON STOCK
PIOLAX INC
COMMON STOCK
PIRAEUS FINANCIAL HOLDINGS S
COMMON STOCK EUR.95
PIRELLI + C SPA
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PIXART IMAGING INC
COMMON STOCK TWD10.
PKO BANK POLSKI SA
COMMON STOCK PLN1.
PKSHA TECHNOLOGY INC
COMMON STOCK
PLA ADMINISTRADORA INDUSTRIA
REIT
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COMMON STOCK
PLAN B MEDIA PCL F
FOREIGN SH. THB.1 A
PLASTIC OMNIUM
COMMON STOCK EUR.5
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PLATZER FASTIGHETER HOLD B
COMMON STOCK SEK.1
PLAYTECH PLC
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PLDT INC
COMMON STOCK PHP5.0
PLENUS CO LTD
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PLUS500 LTD
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PNE AG
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POINTSBET HOLDINGS LTD
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POLA ORBIS HOLDINGS INC
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POLAR CAPITAL HOLDINGS PLC
COMMON STOCK GBP.025
POLISH ZLOTY
FOREIGN CURRENCY
POLLARD BANKNOTE LTD
COMMON STOCK
POLSKI KONCERN NAFTOWY ORLEN
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POLY PROPERTY GROUP CO LTD
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POLYMETAL INTERNATIONAL PLC
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POLYNOVO LTD
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POLYPEPTIDE GROUP AG
COMMON STOCK CHF.01
POLYUS PJSC
COMMON STOCK RUB1.0
POONGSAN CORP
COMMON STOCK KRW5000.
PORSCHE AUTOMOBIL HLDG PRF
PREFERENCE
POSCO CHEMICAL CO LTD
COMMON STOCK KRW500.0
POSCO HOLDINGS INC
COMMON STOCK KRW5000.0
POSCO HOLDINGS INC SPON ADR
ADR
POSCO INTERNATIONAL CORP
COMMON STOCK KRW5000.0
POSTAL SAVINGS BANK OF CHI A
COMMON STOCK CNY1.0
POSTAL SAVINGS BANK OF CHI H
COMMON STOCK CNY1.0
POSTE ITALIANE SPA
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COMMON STOCK EUR.08
POU CHEN
COMMON STOCK TWD10.
POU SHENG INTL HOLDINGS LTD
COMMON STOCK HKD.01
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FOREIGN CURRENCY
POWER ASSETS HOLDINGS LTD
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POWER CONSTRUCTION CORP OF A
COMMON STOCK CNY1.0
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POWERCELL SWEDEN AB
COMMON STOCK SEK.02
POWERLONG REAL ESTATE HOLDIN
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POWERTECH TECHNOLOGY INC
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POYA INTERNATIONAL CO LTD
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PP PERSERO TBK PT
COMMON STOCK IDR100.0
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COMMON STOCK GBP.9789
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COMMON STOCK CNY1.0
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COMMON STOCK CNY1.
SHANGHAI INDUSTRIAL HLDG LTD
COMMON STOCK
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COMMON STOCK HKD.04
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SHAPIR ENGINEERING AND INDUS
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COMMON STOCK EUR.07
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COMMON STOCK CNY1.0
SHENWAN HONGYUAN GROUP CO A
COMMON STOCK CNY1.0
SHENZHEN CAPCHEM TECHNOLOG A
COMMON STOCK CNY1.0
SHENZHEN ENERGY GROUP CO L A
COMMON STOCK CNY1.0
SHENZHEN GOODIX TECHNOLOGY A
COMMON STOCK CNY1.0
SHENZHEN INOVANCE TECHNOLO A
COMMON STOCK CNY1.0
SHENZHEN INTL HOLDINGS
COMMON STOCK HKD1.0
SHENZHEN INVESTMENT LTD
COMMON STOCK
SHENZHEN KANGTAI BIOLOGICA A
COMMON STOCK CNY1.0
SHENZHEN MINDRAY BIO MEDIC A
COMMON STOCK CNY1.0
SHENZHEN OVERSEAS CHINESE A
COMMON STOCK CNY1.0
SHENZHEN SALUBRIS PHARM A
COMMON STOCK CNY1.0
SHENZHEN SC NEW ENERGY TEC A
COMMON STOCK CNY1.0
SHENZHEN SUNWAY COMMUNICAT A
COMMON STOCK CNY1.0
SHENZHEN TRANSSION HOLDING A
COMMON STOCK CNY1.0
SHENZHOU INTERNATIONAL GROUP
COMMON STOCK HKD.1
SHIBAURA MACHINE CO LTD
COMMON STOCK
SHIBUYA CORPORATION
COMMON STOCK
SHIFT INC
COMMON STOCK
SHIGA BANK LTD/THE
COMMON STOCK
SHIJIAZHUANG YILING PHARMA A
COMMON STOCK CNY1.0
SHIKOKU CHEMICALS CORP
COMMON STOCK
SHIKOKU ELECTRIC POWER CO
COMMON STOCK
SHIKUN + BINUI LTD
COMMON STOCK ILS1.0
SHIMA SEIKI MFG LTD
COMMON STOCK
SHIMADZU CORP
COMMON STOCK
SHIMAMURA CO LTD
COMMON STOCK
SHIMANO INC
COMMON STOCK
SHIMAO GROUP HOLDINGS LTD
COMMON STOCK HKD.1
SHIMAO SERVICES HOLDINGS LTD
COMMON STOCK HKD.01
SHIMIZU CORP
COMMON STOCK
SHIN ETSU CHEMICAL CO LTD
COMMON STOCK
SHIN ETSU POLYMER CO LTD
COMMON STOCK
SHIN KONG FINANCIAL HOLDING
COMMON STOCK TWD10.
SHIN POONG PHARMACEUTICAL CO
COMMON STOCK KRW500.
SHIN ZU SHING CO LTD
COMMON STOCK TWD10.0
SHINHAN FINANCIAL GROUP LTD
COMMON STOCK KRW5000.
SHINKO ELECTRIC INDUSTRIES
COMMON STOCK
SHINKONG SYNTHETIC FIBERS
COMMON STOCK TWD10.
SHINMAYWA INDUSTRIES LTD
COMMON STOCK
SHINSEGAE INC
COMMON STOCK KRW5000.0
SHINSEI BANK LTD
COMMON STOCK
SHIONOGI + CO LTD
COMMON STOCK
SHIP HEALTHCARE HOLDINGS INC
COMMON STOCK
SHISEIDO CO LTD
COMMON STOCK
SHIZUOKA BANK LTD/THE
COMMON STOCK
SHIZUOKA GAS CO LTD
COMMON STOCK
SHO BOND HOLDINGS CO LTD
COMMON STOCK
SHOCHIKU CO LTD
COMMON STOCK
SHOEI CO LTD
COMMON STOCK
SHOEI FOODS CORP
COMMON STOCK
SHOP APOTHEKE EUROPE NV
COMMON STOCK EUR.02
SHOPIFY INC CLASS A
COMMON STOCK
SHOPPING CENTRES AUSTRALASIA
REIT
SHOPRITE HOLDINGS LTD
COMMON STOCK ZAR1.134
SHOUCHENG HOLDINGS LTD
COMMON STOCK
SHOUGANG FUSHAN RESOURCES GR
COMMON STOCK
SHOWA DENKO K K
COMMON STOCK
SHOWA SANGYO CO LTD
COMMON STOCK
SHUFERSAL LTD
COMMON STOCK ILS.1
SHUI ON LAND LTD
COMMON STOCK USD.0025
SHUN TAK HOLDINGS LTD
COMMON STOCK
SIA ENGINEERING CO LTD
COMMON STOCK
SIAM CEMENT PCL NVDR
NVDR THB1.0
SIAM CEMENT PUB CO FOR REG
FOREIGN SH. THB1.0 A
SIAM COMMERCIAL BANK FOREIGN
FOREIGN SH. THB10.0 A
SIAMGAS + PETROCHEMICALS FOR
FOREIGN SH. THB.5 A
SIBANYE STILLWATER LTD
COMMON STOCK
SICHUAN CHUANTOU ENERGY CO A
COMMON STOCK CNY1.0
SICHUAN KELUN PHARMACEUTIC A
COMMON STOCK CNY1.0
SICHUAN ROAD+BRIDGE CO LT A
COMMON STOCK CNY1.0
SICHUAN SWELLFUN CO LTD A
COMMON STOCK CNY1.0
SIEGFRIED HOLDING AG REG
COMMON STOCK
SIEMENS AG REG
COMMON STOCK NPV
SIEMENS ENERGY AG
COMMON STOCK
SIEMENS GAMESA RENEWABLE ENE
COMMON STOCK EUR.17
SIEMENS HEALTHINEERS AG
COMMON STOCK
SIENNA SENIOR LIVING INC
COMMON STOCK
SIERRA WIRELESS INC
COMMON STOCK
SIG GROUP AG
COMMON STOCK CHF.01
SIG PLC
COMMON STOCK GBP.1
SIGMA HEALTHCARE LTD
COMMON STOCK
SIGNIFY NV
COMMON STOCK
SIGURD MICROELECTRONICS CORP
COMMON STOCK TWD10.
SIHUAN PHARMACEUTICAL HLDGS
COMMON STOCK HKD.01
SIIX CORP
COMMON STOCK
SIKA AG REG
COMMON STOCK CHF.01
SILERGY CORP
COMMON STOCK TWD10.0
SILLAJEN INC
COMMON STOCK KRW500.0
SILTRONIC AG TEND
COMMON STOCK
SILVER LAKE RESOURCES LTD
COMMON STOCK
SILVERCORP METALS INC
COMMON STOCK
SILVERCREST METALS INC
COMMON STOCK
SILVERLAKE AXIS LTD
COMMON STOCK USD.02
SIMCORP A/S
COMMON STOCK DKK1.
SIME DARBY BERHAD
COMMON STOCK
SIME DARBY PLANTATION BHD
COMMON STOCK
SIME DARBY PROPERTY BHD
COMMON STOCK
SIMPLO TECHNOLOGY CO LTD
COMMON STOCK TWD10.0
SIMS LTD
COMMON STOCK
SINBON ELECTRONICS CO LTD
COMMON STOCK TWD10.0
SINCH AB
COMMON STOCK SEK.1
SINGAPORE AIRLINES LTD
COMMON STOCK
SINGAPORE DOLLAR
FOREIGN CURRENCY
SINGAPORE EXCHANGE LTD
COMMON STOCK
SINGAPORE POST LTD
COMMON STOCK
SINGAPORE PRESS HOLDINGS LTD
COMMON STOCK
SINGAPORE TECH ENGINEERING
COMMON STOCK
SINGAPORE TELECOMMUNICATIONS
COMMON STOCK
SINKO INDUSTRIES LTD
COMMON STOCK
SINO AMERICAN SILICON PRODUC
COMMON STOCK TWD10.0
SINO BIOPHARMACEUTICAL
COMMON STOCK HKD.025
SINO LAND CO
COMMON STOCK
SINO OCEAN GROUP HOLDING LTD
COMMON STOCK
SINOFERT HOLDINGS LTD
COMMON STOCK HKD.1
SINOLINK SECURITIES CO LTD A
COMMON STOCK CNY1.0
SINOMA SCIENCE+TECHNOLOGY A
COMMON STOCK CNY1.0
SINOPAC FINANCIAL HOLDINGS
COMMON STOCK TWD10.
SINOPEC ENGINEERING GROUP H
COMMON STOCK CNY1.0
SINOPEC KANTONS HOLDINGS
COMMON STOCK HKD.1
SINOPEC SHANGHAI PETROCHE A
COMMON STOCK CNY1.0
SINOPHARM GROUP CO H
COMMON STOCK CNY1.0
SINOTRANS LIMITED A
COMMON STOCK CNY1.0
SINOTRUK HONG KONG LTD
COMMON STOCK
SIRIUS REAL ESTATE LTD
COMMON STOCK
SISTEMA PJSC REG S SPONS GDR
GDR
SITC INTERNATIONAL HOLDINGS
COMMON STOCK HKD.1
SITRONIX TECHNOLOGY CORP
COMMON STOCK TWD10.
SIXT SE
COMMON STOCK
SIXT SE PRFD
PREFERENCE
SJM HOLDINGS LTD
COMMON STOCK
SK BIOPHARMACEUTICALS CO LTD
COMMON STOCK KRW500.0
SK BIOSCIENCE CO LTD
COMMON STOCK KRW500.0
SK CHEMICALS CO LTD/NEW
COMMON STOCK KRW5000.0
SK DISCOVERY CO LTD
COMMON STOCK KRW5000.0
SK HYNIX INC
COMMON STOCK KRW5000.
SK INC
COMMON STOCK KRW200.0
SK INNOVATION CO LTD
COMMON STOCK KRW5000.
SK NETWORKS CO LTD
COMMON STOCK KRW2500.0
SK SQUARE CO LTD
COMMON STOCK KRW500.0
SK TELECOM
COMMON STOCK KRW100.0
SK TELECOM CO LTD SPON ADR
ADR
SKANDINAVISKA ENSKILDA BAN A
COMMON STOCK SEK10.0
SKANSKA AB B SHS
COMMON STOCK
SKC CO LTD
COMMON STOCK KRW5000.
SKF AB B SHARES
COMMON STOCK SEK2.5
SKISTAR AB
COMMON STOCK SEK.5
SKSHU PAINT CO LTD A
COMMON STOCK CNY1.0
SKY PERFECT JSAT HOLDINGS
COMMON STOCK
SKYCITY ENTERTAINMENT GROUP
COMMON STOCK
SKYFAME REALTY HOLDINGS LTD
COMMON STOCK HKD.0033
SKYLARK HOLDINGS CO LTD
COMMON STOCK
SKYWORTH GROUP LTD
COMMON STOCK HKD.1
SLATE GROCERY REIT CL U
REIT
SLC AGRICOLA SA
COMMON STOCK
SLEEP COUNTRY CANADA HOLDING
COMMON STOCK
SM ENTERTAINMENT CO LTD
COMMON STOCK KRW500.0
SM INVESTMENTS CORP
COMMON STOCK PHP10.
SM PRIME HOLDINGS INC
COMMON STOCK PHP1.0
SMA SOLAR TECHNOLOGY AG
COMMON STOCK
SMART METERING SYSTEMS PLC
COMMON STOCK GBP.01
SMARTCENTRES REAL ESTATE INV
REIT
SMARTGROUP CORP LTD
COMMON STOCK
SMARTONE TELECOMMUNICATIONS
COMMON STOCK HKD.1
SMC CORP
COMMON STOCK
SMITH + NEPHEW PLC
COMMON STOCK USD.2
SMITHS GROUP PLC
COMMON STOCK GBP.375
SMOORE INTERNATIONAL HOLDING
COMMON STOCK USD.01
SMS CO LTD
COMMON STOCK
SMURFIT KAPPA GROUP PLC
COMMON STOCK EUR.001
SNAM SPA
COMMON STOCK
SNC LAVALIN GROUP INC
COMMON STOCK
SNOW PEAK INC
COMMON STOCK
SOCIETE BIC SA
COMMON STOCK EUR3.82
SOCIETE GENERALE SA
COMMON STOCK EUR1.25
SODEXO SA
COMMON STOCK EUR4.0
SODICK CO LTD
COMMON STOCK
SOFINA
COMMON STOCK
SOFTBANK CORP
COMMON STOCK
SOFTBANK GROUP CORP
COMMON STOCK
SOFTCAT PLC
COMMON STOCK GBP.0005
SOFTCHOICE CORP
COMMON STOCK
SOFTWARE AG
COMMON STOCK
SOFTWAREONE HOLDING AG
COMMON STOCK CHF.01
SOHGO SECURITY SERVICES CO
COMMON STOCK
SOHO CHINA LTD
COMMON STOCK HKD.02
SOHU.COM LTD ADR
ADR
SOJITZ CORP
COMMON STOCK
SOL
FOREIGN CURRENCY
SOLARIA ENERGIA Y MEDIO AMBI
COMMON STOCK EUR.01
SOLARIS RESOURCES INC
COMMON STOCK
SOLASTO CORP
COMMON STOCK
SOLGOLD PLC
COMMON STOCK GBP.01
SOLUS ADVANCED MATERIALS CO
COMMON STOCK KRW100.0
SOLUTIONS 30 SE
COMMON STOCK EUR.1275
SOLVAY SA
COMMON STOCK EUR15.0
SOMPO HOLDINGS INC
COMMON STOCK
SONAE
COMMON STOCK EUR1.0
SONGCHENG PERFORMANCE DEVE A
COMMON STOCK CNY1.0
SONIC HEALTHCARE LTD
COMMON STOCK
SONOVA HOLDING AG REG
COMMON STOCK CHF.05
SONY GROUP CORP
COMMON STOCK
SOPRA STERIA GROUP
COMMON STOCK EUR1.0
SOSEI GROUP CORP
COMMON STOCK
SOSILA LOGISTICS REIT INC
REIT
SOTETSU HOLDINGS INC
COMMON STOCK
SOULBRAIN CO LTD/NEW
COMMON STOCK KRW500.0
SOUTH AFRICAN RAND
FOREIGN CURRENCY
SOUTH KOREAN WON
FOREIGN CURRENCY
SOUTH32 LTD DI
COMMON STOCK
SOUTH32 LTD DI
COMMON STOCK
SOUTHERN COPPER CORP
COMMON STOCK USD.01
SOUTHERN CROSS MEDIA GROUP L
COMMON STOCK
SOUTHERN PROVINCE CEMENT CO
COMMON STOCK SAR10.
SP SETIA BHD
COMMON STOCK
SPAR GROUP LIMITED/THE
COMMON STOCK
SPAR NORD BANK A/S
COMMON STOCK DKK10.
SPAREBANK 1 NORD NORGE
COMMON STOCK NOK18.
SPAREBANK 1 OESTLANDET
COMMON STOCK NOK50.0
SPAREBANK 1 SMN
COMMON STOCK NOK20.0
SPAREBANK 1 SR BANK ASA
COMMON STOCK NOK25.0
SPARK NEW ZEALAND LTD
COMMON STOCK
SPARX GROUP CO LTD
COMMON STOCK
SPCG PCL
FOREIGN SH. THB1.0 A
SPECTRIS PLC
COMMON STOCK GBP.05
SPH REIT
REIT
SPI 200 FUTURES MAR22
XSFE 20220317
SPIE SA
COMMON STOCK EUR.47
SPIN MASTER CORP SUB VTG SHR
COMMON STOCK
SPIRAX SARCO ENGINEERING PLC
COMMON STOCK GBP.269231
SPIRE HEALTHCARE GROUP PLC
COMMON STOCK GBP.01
SPIRENT COMMUNICATIONS PLC
COMMON STOCK GBP.03333333
SPORTON INTERNATIONAL INC
COMMON STOCK TWD10.
SPORTS TOTO BHD
COMMON STOCK
SPROTT INC
COMMON STOCK
SQUARE ENIX HOLDINGS CO LTD
COMMON STOCK
SRE HOLDINGS CORP
COMMON STOCK
SRI LANKA RUPEE
FOREIGN CURRENCY
SRI TRANG AGRO INDS PCL NVDR
NVDR THB1.0
SRISAWADCORP PCL FOREIGN
FOREIGN SH. THB1.0 A
SSAB AB B SHARES
COMMON STOCK
SSAB AB A SHARES
COMMON STOCK
SSE PLC
COMMON STOCK GBP.5
SSP GROUP PLC
COMMON STOCK GBP.01085
SSR MINING INC
COMMON STOCK
SSY GROUP LTD
COMMON STOCK HKD.02
ST BARBARA LTD
COMMON STOCK
ST GALLER KANTONALBANK A REG
COMMON STOCK CHF80.0
ST JAMES S PLACE PLC
COMMON STOCK GBP.15
ST SHINE OPTICAL CO LTD
COMMON STOCK TWD10.
STABILUS SE
COMMON STOCK EUR.01
STADLER RAIL AG
COMMON STOCK CHF.2
STAGECOACH GROUP PLC
COMMON STOCK GBP.005482
STANDARD BANK GROUP LTD
COMMON STOCK ZAR.1
STANDARD CHARTERED PLC
COMMON STOCK USD.5
STANDARD FOODS CORP
COMMON STOCK TWD10.
STANLEY ELECTRIC CO LTD
COMMON STOCK
STANTEC INC
COMMON STOCK
STAR ASIA INVESTMENT CORPORA
REIT
STAR ENTERTAINMENT GRP LTD/T
COMMON STOCK
STAR MICRONICS CO LTD
COMMON STOCK
STARHILL GLOBAL REIT
REIT
STARHUB LTD
COMMON STOCK
STARPOWER SEMICONDUCTOR LT A
COMMON STOCK CNY1.0
STARTS CORP INC
COMMON STOCK
STARTS PROCEED INVESTMENT CO
REIT
STATE BANK OF INDI GDR REG S
GDR
STEADFAST GROUP LTD
COMMON STOCK
STEICO SE
COMMON STOCK
STEINHOFF INTERNATIONAL H NV
COMMON STOCK EUR.5
STELCO HOLDINGS INC
COMMON STOCK
STELLA INTERNATIONAL
COMMON STOCK HKD.1
STELLA JONES INC
COMMON STOCK
STELLANTIS NV
COMMON STOCK EUR.01
STELLANTIS NV
COMMON STOCK EUR.01
STHREE PLC
COMMON STOCK GBP.01
STILLFRONT GROUP AB
COMMON STOCK SEK.07
STMICROELECTRONICS NV
COMMON STOCK EUR1.04
STO SE + CO. KGAA PREF SHRS
PREFERENCE
STOCKLAND
REIT NPV
STOLT NIELSEN LTD
COMMON STOCK USD1.
STORA ENSO OYJ R SHS
COMMON STOCK EUR1.7
STOREBRAND ASA
COMMON STOCK NOK5.
STORYTEL AB
COMMON STOCK SEK.5
STRATEC SE
COMMON STOCK
STRAUMANN HOLDING AG REG
COMMON STOCK CHF.1
STRAUSS GROUP LTD
COMMON STOCK ILS1.
STRIKE CO LTD
COMMON STOCK
STRIX GROUP PLC
COMMON STOCK GBP.01
STROEER SE + CO KGAA
COMMON STOCK
SUBARU CORP
COMMON STOCK
SUBSEA 7 SA
COMMON STOCK USD2.
SUEDZUCKER AG
COMMON STOCK
SUEZ
COMMON STOCK EUR4.0
SUGI HOLDINGS CO LTD
COMMON STOCK
SUL AMERICA SA UNITS
UNIT
SULZER AG REG
COMMON STOCK CHF.01
SUMCO CORP
COMMON STOCK
SUMITOMO BAKELITE CO LTD
COMMON STOCK
SUMITOMO CHEMICAL CO LTD
COMMON STOCK
SUMITOMO CORP
COMMON STOCK
SUMITOMO DENSETSU CO LTD
COMMON STOCK
SUMITOMO ELECTRIC INDUSTRIES
COMMON STOCK
SUMITOMO FORESTRY CO LTD
COMMON STOCK
SUMITOMO HEAVY INDUSTRIES
COMMON STOCK
SUMITOMO METAL MINING CO LTD
COMMON STOCK
SUMITOMO MITSUI CONSTRUCTION
COMMON STOCK
SUMITOMO MITSUI FINANCIAL GR
COMMON STOCK
SUMITOMO MITSUI TRUST HOLDIN
COMMON STOCK
SUMITOMO OSAKA CEMENT CO LTD
COMMON STOCK
SUMITOMO PHARMA CO LTD
COMMON STOCK
SUMITOMO REALTY + DEVELOPMEN
COMMON STOCK
SUMITOMO RUBBER INDUSTRIES
COMMON STOCK
SUMITOMO WAREHOUSE CO LTD
COMMON STOCK
SUMMARECON AGUNG TBK PT
COMMON STOCK IDR100.0
SUMMERSET GROUP HOLDINGS LTD
COMMON STOCK
SUMMIT INDUSTRIAL INCOME REI
REIT
SUMMIT REAL ESTATE HOLDING
REIT ILS1.0
SUMO GROUP PLC
COMMON STOCK GBP.01
SUN ART RETAIL GROUP LTD
COMMON STOCK
SUN HUNG KAI PROPERTIES
COMMON STOCK
SUN KING TECHNOLOGY GROUP LT
COMMON STOCK HKD.1
SUN LIFE FINANCIAL INC
COMMON STOCK
SUNAC CHINA HOLDINGS LTD
COMMON STOCK HKD.1
SUNAC SERVICES HOLDINGS LTD
COMMON STOCK HKD.01
SUNCOR ENERGY INC
COMMON STOCK
SUNCORP GROUP LTD
COMMON STOCK
SUNDRUG CO LTD
COMMON STOCK
SUNEVISION HOLDINGS
COMMON STOCK HKD.1
SUNGROW POWER SUPPLY CO LT A
COMMON STOCK CNY1.0
SUNING.COM CO LTD A
COMMON STOCK CNY1.0
SUNLIGHT REAL ESTATE INVEST
REIT
SUNNY OPTICAL TECH
COMMON STOCK HKD.1
SUNOPTA INC
COMMON STOCK
SUNTEC REIT
REIT
SUNTORY BEVERAGE + FOOD LTD
COMMON STOCK
SUNWODA ELECTRONIC CO LTD A
COMMON STOCK CNY1.0
SUPALAI PCL NVDR
NVDR THB1.0
SUPER ENERGY CORP PCL NVDR
NVDR THB.1
SUPER GROUP LTD
COMMON STOCK ZAR1.0
SUPER RETAIL GROUP LTD
COMMON STOCK
SUPERIOR PLUS CORP
COMMON STOCK
SURGUTNEFTEGAS PREFERENCE
PREFERENCE
SURGUTNEFTEGAS SP ADR
ADR
SURGUTNEFTEGAZ SP ADR PREF
ADR
SURUGA BANK LTD
COMMON STOCK
SURYA CITRA MEDIA PT TBK
COMMON STOCK IDR10.0
SUZANO SA
COMMON STOCK NPV
SUZANO SA SPON ADR
ADR
SUZHOU DONGSHAN PRECISION A
COMMON STOCK CNY1.0
SUZHOU MAXWELL TECHNOLOGIE A
COMMON STOCK CNY1.0
SUZHOU TA+A ULTRA CLEAN TE A
COMMON STOCK CNY1.0
SUZUKEN CO LTD
COMMON STOCK
SUZUKI MOTOR CORP
COMMON STOCK
SVENSKA CELLULOSA AB SCA B
COMMON STOCK NPV
SVENSKA HANDELSBANKEN A SHS
COMMON STOCK SEK1.55
SWATCH GROUP AG/THE BR
COMMON STOCK CHF2.25
SWATCH GROUP AG/THE REG
COMMON STOCK CHF.45
SWECO AB B SHS
COMMON STOCK SEK1.0
SWEDBANK AB A SHARES
COMMON STOCK NPV
SWEDENCARE AB
COMMON STOCK SEK.05
SWEDISH KRONA
FOREIGN CURRENCY
SWEDISH MATCH AB
COMMON STOCK SEK1.9823
SWIRE PACIFIC LTD CL A
COMMON STOCK
SWIRE PROPERTIES LTD
COMMON STOCK
SWISS FRANC
FOREIGN CURRENCY
SWISS LIFE HOLDING AG REG
COMMON STOCK CHF.1
SWISS PRIME SITE REG
COMMON STOCK
SWISS RE AG
COMMON STOCK CHF.1
SWISSCOM AG REG
COMMON STOCK CHF1.0
SWISSQUOTE GROUP HOLDING REG
COMMON STOCK CHF.2
SY HOLDINGS GROUP LTD
COMMON STOCK HKD.01
SYDBANK A/S
COMMON STOCK DKK10.
SYDNEY AIRPORT
STAPLED SECURITY
SYMRISE AG
COMMON STOCK
SYNLAB AG
COMMON STOCK
SYNLAIT MILK LTD
COMMON STOCK
SYNNEX TECHNOLOGY INTL CORP
COMMON STOCK TWD10.
SYNTHOMER PLC
COMMON STOCK GBP.1
SYSMEX CORP
COMMON STOCK
SYSTENA CORP
COMMON STOCK
T GAIA CORP
COMMON STOCK
T HASEGAWA CO LTD
COMMON STOCK
T+D HOLDINGS INC
COMMON STOCK
TA CHEN STAINLESS PIPE CO
COMMON STOCK TWD10.
TABCORP HOLDINGS LTD
COMMON STOCK
TADANO LTD
COMMON STOCK
TAG IMMOBILIEN AG
COMMON STOCK
TAICHUNG COMMERCIAL BANK
COMMON STOCK TWD10.
TAIHEI DENGYO KAISHA LTD
COMMON STOCK
TAIHEIYO CEMENT CORP
COMMON STOCK
TAIKISHA LTD
COMMON STOCK
TAIMED BIOLOGICS INC
COMMON STOCK TWD10.
TAINAN SPINNING
COMMON STOCK TWD10.
TAISEI CORP
COMMON STOCK
TAISHIN FINANCIAL HOLDING
COMMON STOCK TWD10.
TAISHO PHARMACEUTICAL HOLDIN
COMMON STOCK
TAIWAN BUSINESS BANK
COMMON STOCK TWD10.
TAIWAN CEMENT
COMMON STOCK TWD10.
TAIWAN COOPERATIVE FINANCIAL
COMMON STOCK TWD10.0
TAIWAN FERTILIZER CO LTD
COMMON STOCK TWD10.
TAIWAN GLASS IND CORP
COMMON STOCK TWD10.
TAIWAN HIGH SPEED RAIL CORP
COMMON STOCK TWD10.
TAIWAN MOBILE CO LTD
COMMON STOCK TWD10.
TAIWAN PAIHO LTD
COMMON STOCK TWD10.
TAIWAN SECOM
COMMON STOCK TWD10.0
TAIWAN SEMICONDUCTOR MANUFAC
COMMON STOCK TWD10.
TAIWAN SURFACE MOUNTING TECH
COMMON STOCK TWD10.
TAIWAN TEA CORP
COMMON STOCK TWD10.
TAIWAN UNION TECHNOLOGY CORP
COMMON STOCK TWD10.
TAIYO HOLDINGS CO LTD
COMMON STOCK
TAIYO YUDEN CO LTD
COMMON STOCK
TAKARA BIO INC
COMMON STOCK
TAKARA HOLDINGS INC
COMMON STOCK
TAKARA LEBEN REAL ESTATE INV
REIT
TAKARA STANDARD CO LTD
COMMON STOCK
TAKASAGO INTERNATIONAL CORP
COMMON STOCK
TAKASAGO THERMAL ENGINEERING
COMMON STOCK
TAKASHIMAYA CO LTD
COMMON STOCK
TAKEDA PHARMACEUTICAL CO LTD
COMMON STOCK
TAKEUCHI MFG CO LTD
COMMON STOCK
TAKI CHEMICAL CO LTD
COMMON STOCK
TAKKT AG
COMMON STOCK
TAKUMA CO LTD
COMMON STOCK
TAL EDUCATION GROUP ADR
ADR
TALGO SA
COMMON STOCK EUR.301
TAMA HOME CO LTD
COMMON STOCK
TAMARACK VALLEY ENERGY LTD
COMMON STOCK
TAMBURI INVESTMENT PARTNERS
COMMON STOCK NPV
TAMRON CO LTD
COMMON STOCK
TAMURA CORP
COMMON STOCK
TANVEX BIOPHARMA INC
COMMON STOCK TWD10.0
TARGET HEALTHCARE REIT PLC
REIT GBP.01
TASSAL GROUP LTD
COMMON STOCK
TATE + LYLE PLC
COMMON STOCK GBP.25
TATNEFT PAO SPONSORED ADR
ADR
TATNEFT PJSC
COMMON STOCK RUB1.0
TATUNG CO LTD
COMMON STOCK TWD10.
TAURON POLSKA ENERGIA SA
COMMON STOCK PLN5.
TAYLOR WIMPEY PLC
COMMON STOCK GBP.01
TBC BANK GROUP PLC
COMMON STOCK GBP.01
TBEA CO LTD A
COMMON STOCK CNY1.0
TBS HOLDINGS INC
COMMON STOCK
TC ENERGY CORP
COMMON STOCK
TCI CO LTD
COMMON STOCK TWD10.0
TCL ELECTRONICS HOLDINGS LTD
COMMON STOCK HKD1.0
TCL TECHNOLOGY GROUP CORP A
COMMON STOCK CNY1.0
TCS GROUP HOLDING GDR REG S
GDR USD.01
TDK CORP
COMMON STOCK
TEAM17 GROUP PLC
COMMON STOCK GBP.01
TEAMVIEWER AG
COMMON STOCK
TECAN GROUP AG REG
COMMON STOCK CHF.1
TECHMATRIX CORPORATION
COMMON STOCK
TECHNICOLOR REGR
COMMON STOCK EUR.01
TECHNIP ENERGIES NV
COMMON STOCK EUR.01
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WILMAR INTERNATIONAL LTD
COMMON STOCK
WILSON BAYLY HOLMES OVCON
COMMON STOCK ZAR.01
WIN SEMICONDUCTORS CORP
COMMON STOCK TWD10.0
WINBOND ELECTRONICS CORP
COMMON STOCK TWD10.
WINGTECH TECHNOLOGY CO LTD A
COMMON STOCK CNY1.0
WINNING HEALTH TECHNOLOGY A
COMMON STOCK CNY1.0
WINPAK LTD
COMMON STOCK
WISETECH GLOBAL LTD
COMMON STOCK
WISTRON CORP
COMMON STOCK TWD10.
WISTRON NEWEB CORP
COMMON STOCK TWD10.
WITHSECURE OYJ
COMMON STOCK
WIWYNN CORP
COMMON STOCK TWD10.0
WIX.COM LTD
COMMON STOCK ILS.01
WOLTERS KLUWER
COMMON STOCK EUR.12
WONIK IPS CO LTD
COMMON STOCK KRW500.0
WOODSIDE PETROLEUM LTD
COMMON STOCK
WOOLWORTHS GROUP LTD
COMMON STOCK
WOOLWORTHS HOLDINGS LTD
COMMON STOCK
WOORI FINANCIAL GROUP INC
COMMON STOCK KRW5000.0
WORKSPACE GROUP PLC
REIT GBP1.0
WORLDLINE SA
COMMON STOCK EUR.68
WORLEY LTD
COMMON STOCK
WPG HOLDINGS LTD
COMMON STOCK TWD10.
WPP PLC
COMMON STOCK GBP.1
WSP GLOBAL INC
COMMON STOCK
WT MICROELECTRONICS CO LTD
COMMON STOCK TWD10.
WUESTENROT + WUERTTEMBERG
COMMON STOCK
WUHAN GUIDE INFRARED CO LT A
COMMON STOCK CNY1.0
WULIANGYE YIBIN CO LTD A
COMMON STOCK CNY1.0
WUS PRINTED CIRCUIT KUNSHA A
COMMON STOCK CNY1.0
WUXI APPTEC CO LTD A
COMMON STOCK CNY1.0
WUXI APPTEC CO LTD H
COMMON STOCK CNY1.0
WUXI BIOLOGICS CAYMAN INC
COMMON STOCK USD.00001
WUXI LEAD INTELLIGENT EQUI A
COMMON STOCK CNY1.0
WUXI SHANGJI AUTOMATION CO A
COMMON STOCK CNY1.0
WYNN MACAU LTD
COMMON STOCK HKD.001
X 5 RETAIL GROUP NV REGS GDR
GDR EUR1.0
X FAB SILICON FOUNDRIES SE
COMMON STOCK
XCMG CONSTRUCTION MACHIN A
COMMON STOCK CNY1.0
XD INC
COMMON STOCK USD.0001
XERO LTD
COMMON STOCK
XIABUXIABU CATERING MANAGEME
COMMON STOCK USD.000025
XIAMEN FARATRONIC CO LTD A
COMMON STOCK CNY1.0
XIAOMI CORP CLASS B
COMMON STOCK USD.0000025
XINJIANG GOLDWIND SCI+TEC H
COMMON STOCK CNY1.0
XINJIANG GOLDWIND SCI+TECH A
COMMON STOCK CNY1.0
XINTEC INC
COMMON STOCK TWD10.0
XINYI GLASS HOLDINGS LTD
COMMON STOCK HKD.1
XINYI SOLAR HOLDINGS LTD
COMMON STOCK HKD.1
XPENG INC ADR
ADR USD.00001
XTEP INTERNATIONAL HOLDINGS
COMMON STOCK HKD.01
XVIVO PERFUSION AB
COMMON STOCK
YA MAN LTD
COMMON STOCK
YADEA GROUP HOLDINGS LTD
COMMON STOCK USD.00001
YAGEO CORPORATION
COMMON STOCK TWD10.
YAKULT HONSHA CO LTD
COMMON STOCK
YAMABIKO CORP
COMMON STOCK
YAMADA HOLDINGS CO LTD
COMMON STOCK
YAMAGUCHI FINANCIAL GROUP IN
COMMON STOCK
YAMAHA CORP
COMMON STOCK
YAMAHA MOTOR CO LTD
COMMON STOCK
YAMAMA CEMENT CO
COMMON STOCK SAR10.0
YAMANA GOLD INC
COMMON STOCK
YAMATO HOLDINGS CO LTD
COMMON STOCK
YAMATO KOGYO CO LTD
COMMON STOCK
YAMAZAKI BAKING CO LTD
COMMON STOCK
YAMAZEN CORP
COMMON STOCK
YANBU CEMENT CO
COMMON STOCK SAR10.0
YANBU NATIONAL PETROCHEMICAL
COMMON STOCK SAR10.
YANDEX NV A
COMMON STOCK EUR.01
YANG MING MARINE TRANSPORT
COMMON STOCK TWD10.
YANGZIJIANG SHIPBUILDING
COMMON STOCK
YANKUANG ENERGY GROUP CO A
COMMON STOCK CNY1.0
YANKUANG ENERGY GROUP CO H
COMMON STOCK CNY1.0
YANLORD LAND GROUP LTD
COMMON STOCK
YAOKO CO LTD
COMMON STOCK
YARA INTERNATIONAL ASA
COMMON STOCK NOK1.7
YASKAWA ELECTRIC CORP
COMMON STOCK
YDUQS PARTICIPACOES SA
COMMON STOCK
YEAHKA LTD
COMMON STOCK USD.00003
YEALINK NETWORK TECHNOLOGY A
COMMON STOCK CNY1.0
YELLOW HAT LTD
COMMON STOCK
YFY INC
COMMON STOCK TWD10.
YIFENG PHARMACY CHAIN CO L A
COMMON STOCK CNY1.0
YIHAI INTERNATIONAL HOLDING
COMMON STOCK USD.00001
YIHAI KERRY ARAWANA HOLDIN A
COMMON STOCK CNY1.0
YINSON HOLDINGS BHD
COMMON STOCK
YIT OYJ
COMMON STOCK
YODOGAWA STEEL WORKS LTD
COMMON STOCK
YOKOGAWA BRIDGE HOLDINGS COR
COMMON STOCK
YOKOGAWA ELECTRIC CORP
COMMON STOCK
YOKOHAMA RUBBER CO LTD
COMMON STOCK
YOKOREI CO LTD
COMMON STOCK
YOKOWO CO LTD
COMMON STOCK
YONEX CO LTD
COMMON STOCK
YONGHUI SUPERSTORES CO LTD A
COMMON STOCK CNY1.0
YONGXING SPECIAL MATERIALS A
COMMON STOCK CNY1.0
YONYOU NETWORK TECHNOLOGY A
COMMON STOCK CNY1.0
YOSHINOYA HOLDINGS CO LTD
COMMON STOCK
YOUGOV PLC
COMMON STOCK GBP.002
YOUNG + CO S BREWERY PLC A
COMMON STOCK GBP.125
YOUNGONE CORP
COMMON STOCK KRW500.0
YPSOMED HOLDING AG REG
COMMON STOCK CHF14.15
YTO EXPRESS GROUP CO LTD A
COMMON STOCK CNY1.0
YUAN RENMINBI
FOREIGN CURRENCY
YUANTA FINANCIAL HOLDING CO
COMMON STOCK TWD10.
YUANTA SECURITIES KOREA
COMMON STOCK KRW5000.0
YUASA TRADING CO LTD
COMMON STOCK
YUE YUEN INDUSTRIAL HLDG
COMMON STOCK HKD.25
YUEXIU PROPERTY CO LTD
COMMON STOCK
YUEXIU REAL ESTATE INVESTMEN
REIT
YUEXIU REAL ESTATE INVESTMENT
RIGHTS
YUEXIU TRANSPORT INFRASTRUCT
COMMON STOCK HKD.1
YUHAN CORP
COMMON STOCK KRW1000.0
YULON MOTOR COMPANY
COMMON STOCK TWD10.
YUM CHINA HOLDINGS INC
COMMON STOCK USD.01
YUNDA HOLDING CO LTD A
COMMON STOCK CNY1.0
YUNGJIN PHARMACEUTICAL CO
COMMON STOCK KRW500.
YUNGTAY ENGINEERING CO LTD
COMMON STOCK TWD10.0
YUNNAN BAIYAO GROUP CO LTD A
COMMON STOCK CNY1.0
YUNNAN ENERGY NEW MATERIAL A
COMMON STOCK CNY1.0
YURTEC CORP
COMMON STOCK
YUZHOU GROUP HOLDINGS CO LTD
COMMON STOCK HKD.1
Z ENERGY LTD
COMMON STOCK
Z HOLDINGS CORP
COMMON STOCK
ZAI LAB LTD ADR
ADR USD.00006
ZALANDO SE
COMMON STOCK
ZARDOYA OTIS SA
COMMON STOCK EUR.1
ZEAL NETWORK SE
COMMON STOCK
ZEALAND PHARMA A/S
COMMON STOCK DKK1.
ZEHNDER GROUP AG RG
COMMON STOCK CHF.05
ZENKOKU HOSHO CO LTD
COMMON STOCK
ZENRIN CO LTD
COMMON STOCK
ZENSHO HOLDINGS CO LTD
COMMON STOCK
ZEON CORP
COMMON STOCK
ZEPP HEALTH CORP ADR
ADR USD.0001
ZERIA PHARMACEUTICAL CO LTD
COMMON STOCK
ZHANGZHOU PIENTZEHUANG PHA A
COMMON STOCK CNY1.0
ZHAOJIN MINING INDUSTRY H
COMMON STOCK CNY1.0
ZHEJIANG CENTURY HUATONG A
COMMON STOCK CNY1.0
ZHEJIANG CHINT ELECTRICS A
COMMON STOCK CNY1.0
ZHEJIANG DAHUA TECHNOLOGY A
COMMON STOCK CNY1.0
ZHEJIANG DINGLI MACHINERY A
COMMON STOCK CNY1.0
ZHEJIANG EXPRESSWAY CO H
COMMON STOCK CNY1.0
ZHEJIANG HANGKE TECHNOLOGY A
COMMON STOCK CNY1.0
ZHEJIANG HUAYOU COBALT CO A
COMMON STOCK CNY1.0
ZHEJIANG JINGSHENG MECHANI A
COMMON STOCK CNY1.0
ZHEJIANG JIUZHOU PHARMACEU A
COMMON STOCK CNY1.0
ZHEJIANG JUHUA CO A
COMMON STOCK CNY1.0
ZHEJIANG LONGSHENG GROUP C A
COMMON STOCK CNY1.0
ZHEJIANG NHU CO LTD A
COMMON STOCK CNY1.0
ZHEJIANG SANHUA INTELLIGEN A
COMMON STOCK CNY1.0
ZHEJIANG SEMIR GARMENT CO A
COMMON STOCK CNY1.0
ZHEJIANG SUPOR CO LTD A
COMMON STOCK CNY1.0
ZHEJIANG WEIMING ENVIRONME A
COMMON STOCK CNY1.0
ZHEJIANG WOLWO BIO PHARMAC A
COMMON STOCK CNY1.0
ZHEJIANG YONGTAI TECH A
COMMON STOCK CNY1.0
ZHEN DING TECHNOLOGY HOLDING
COMMON STOCK TWD10.
ZHENRO PROPERTIES GROUP LTD
COMMON STOCK USD.00001
ZHESHANG SECURITIES CO LTD A
COMMON STOCK CNY1.0
ZHONGAN ONLINE P+C INSURAN H
COMMON STOCK CNY1.0
ZHONGJI INNOLIGHT CO LTD A
COMMON STOCK CNY1.0
ZHONGSHENG GROUP HOLDINGS
COMMON STOCK HKD.0001
ZHONGTAI SECURITIES CO LTD A
COMMON STOCK CNY1.0
ZHOU HEI YA INTERNATIONAL HO
COMMON STOCK USD.000001
ZHUZHOU CRRC TIMES ELECTRIC
COMMON STOCK CNY1.0
ZHUZHOU KIBING GROUP CO LT A
COMMON STOCK CNY1.0
ZIGNAGO VETRO SPA
COMMON STOCK EUR.1
ZIJIN MINING GROUP CO LTD A
COMMON STOCK CNY.1
ZIJIN MINING GROUP CO LTD H
COMMON STOCK CNY.1
ZIM INTEGRATED SHIPPING SERV
COMMON STOCK
ZINUS INC
KRW5000
ZIP CO LTD
COMMON STOCK
ZOJIRUSHI CORP
COMMON STOCK
ZOOMLION HEAVY INDUSTRY H
COMMON STOCK CNY1.0
ZOOMLION HEAVY INDUSTRY S A
COMMON STOCK CNY1.0
ZOZO INC
COMMON STOCK
ZTE CORP A
COMMON STOCK CNY1.0
ZTE CORP H
COMMON STOCK CNY1.0
ZTO EXPRESS CAYMAN INC ADR
ADR USD.0001
ZUKEN INC
COMMON STOCK
ZUR ROSE GROUP AG
COMMON STOCK CHF5.75
ZURICH INSURANCE GROUP AG
COMMON STOCK CHF.1
Total: EXHIBIT B - Total International Stock Market Index Fund
n / a - Cost is not applicable
EXHIBIT C - Small/Mid-Cap Stock Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
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
10X GENOMICS INC CLASS A
COMMON STOCK
1LIFE HEALTHCARE INC
COMMON STOCK USD.001
1ST SOURCE CORP
COMMON STOCK
22ND CENTURY GROUP INC
COMMON STOCK USD.00001
2SEVENTY BIO INC
COMMON STOCK USD.0001
2U INC
COMMON STOCK USD.001
3D SYSTEMS CORP
COMMON STOCK USD.001
4D MOLECULAR THERAPEUTICS IN
COMMON STOCK USD.0001
89BIO INC
COMMON STOCK USD.001
8X8 INC
COMMON STOCK USD.001
9 METERS BIOPHARMA INC
COMMON STOCK USD.0001
908 DEVICES INC
COMMON STOCK
A MARK PRECIOUS METALS INC
COMMON STOCK USD.01
A10 NETWORKS INC
COMMON STOCK USD.00001
AAON INC
COMMON STOCK USD.004
AAR CORP
COMMON STOCK USD1.0
AARON S CO INC/THE
COMMON STOCK USD.5
ABERCROMBIE + FITCH CO CL A
COMMON STOCK USD.01
ABM INDUSTRIES INC
COMMON STOCK USD.01
ACACIA RESEARCH CORP
COMMON STOCK USD.001
ACADEMY SPORTS + OUTDOORS IN
COMMON STOCK USD.01
ACADIA HEALTHCARE CO INC
COMMON STOCK USD.01
ACADIA PHARMACEUTICALS INC
COMMON STOCK USD.0001
ACADIA REALTY TRUST
REIT USD.001
ACCEL ENTERTAINMENT INC
COMMON STOCK USD.0001
ACCELERATE DIAGNOSTICS INC
COMMON STOCK
ACCO BRANDS CORP
COMMON STOCK USD.01
ACCOLADE INC
COMMON STOCK
ACCURAY INC
COMMON STOCK USD.001
ACI WORLDWIDE INC
COMMON STOCK USD.005
ACLARIS THERAPEUTICS INC
COMMON STOCK USD.00001
ACUITY BRANDS INC
COMMON STOCK USD.01
ACUSHNET HOLDINGS CORP
COMMON STOCK USD.001
ACUTUS MEDICAL INC
COMMON STOCK USD.001
ADAGIO THERAPEUTICS INC
COMMON STOCK USD.0001
ADAPTHEALTH CORP
COMMON STOCK
ADAPTIVE BIOTECHNOLOGIES
COMMON STOCK USD.0001
ADDUS HOMECARE CORP
COMMON STOCK USD.001
ADICET BIO INC
COMMON STOCK USD.0001
ADIENT PLC
COMMON STOCK USD.001
ADT INC
COMMON STOCK USD.01
ADTALEM GLOBAL EDUCATION INC
COMMON STOCK USD.01
ADTRAN INC
COMMON STOCK USD.01
ADVANCED DRAINAGE SYSTEMS IN
COMMON STOCK USD.01
ADVANCED ENERGY INDUSTRIES
COMMON STOCK USD.001
ADVANSIX INC
COMMON STOCK USD.01
ADVANTAGE SOLUTIONS INC
COMMON STOCK USD.0001
ADVERUM BIOTECHNOLOGIES INC
COMMON STOCK USD.0001
AECOM
COMMON STOCK USD.01
AEGLEA BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
AEMETIS INC
COMMON STOCK USD.001
AERIE PHARMACEUTICALS INC
COMMON STOCK USD.001
AEROJET ROCKETDYNE HOLDINGS
COMMON STOCK USD.1
AEROVIRONMENT INC
COMMON STOCK USD.0001
AEVA TECHNOLOGIES INC
COMMON STOCK USD.0001
AFC GAMMA INC
REIT USD.01
AFFILIATED MANAGERS GROUP
COMMON STOCK USD.01
AFFIMED NV
COMMON STOCK EUR.01
AGCO CORP
COMMON STOCK USD.01
AGEAGLE AERIAL SYSTEMS INC
COMMON STOCK USD.001
AGENUS INC
COMMON STOCK USD.01
AGILITI INC
COMMON STOCK USD.0001
AGILON HEALTH INC
COMMON STOCK USD.01
AGILYSYS INC
COMMON STOCK USD.3
AGIOS PHARMACEUTICALS INC
COMMON STOCK USD.001
AGNC INVESTMENT CORP
REIT USD.01
AGREE REALTY CORP
REIT USD.0001
AIR LEASE CORP
COMMON STOCK USD.01
AIR TRANSPORT SERVICES GROUP
COMMON STOCK USD.01
AKEBIA THERAPEUTICS INC
COMMON STOCK USD.0001
AKERO THERAPEUTICS INC
COMMON STOCK USD.0001
AKOUOS INC
COMMON STOCK
AKOUSTIS TECHNOLOGIES INC
COMMON STOCK USD.001
ALAMO GROUP INC
COMMON STOCK USD.1
ALARM.COM HOLDINGS INC
COMMON STOCK
ALAUNOS THERAPEUTICS INC
COMMON STOCK USD.001
ALBANY INTL CORP CL A
COMMON STOCK USD.001
ALBERTSONS COS INC CLASS A
COMMON STOCK USD.01
ALBIREO PHARMA INC
COMMON STOCK USD.01
ALCOA CORP
COMMON STOCK USD.01
ALDEYRA THERAPEUTICS INC
COMMON STOCK USD.001
ALECTOR INC
COMMON STOCK USD.0001
ALERUS FINANCIAL CORP
COMMON STOCK USD1.0
ALEXANDER + BALDWIN INC
REIT
ALEXANDER S INC
REIT USD1.0
ALIGNMENT HEALTHCARE INC
COMMON STOCK USD.001
ALIGOS THERAPEUTICS INC
COMMON STOCK USD.0001
ALKAMI TECHNOLOGY INC
COMMON STOCK USD.001
ALKERMES PLC
COMMON STOCK USD.01
ALLAKOS INC
COMMON STOCK USD.001
ALLEGHANY CORP
COMMON STOCK USD1.0
ALLEGHENY TECHNOLOGIES INC
COMMON STOCK USD.1
ALLEGIANCE BANCSHARES INC
COMMON STOCK USD1.0
ALLEGIANT TRAVEL CO
COMMON STOCK USD.001
ALLEGRO MICROSYSTEMS INC
COMMON STOCK USD.01
ALLETE INC
COMMON STOCK
ALLIED MOTION TECHNOLOGIES
COMMON STOCK
ALLISON TRANSMISSION HOLDING
COMMON STOCK USD.01
ALLOGENE THERAPEUTICS INC
COMMON STOCK USD.001
ALLOVIR INC
COMMON STOCK
ALLSCRIPTS HEALTHCARE SOLUTI
COMMON STOCK USD.01
ALLY FINANCIAL INC
COMMON STOCK USD.01
ALNYLAM PHARMACEUTICALS INC
COMMON STOCK USD.01
ALPHA + OMEGA SEMICONDUCTOR
COMMON STOCK
ALPHATEC HOLDINGS INC
COMMON STOCK USD.0001
ALTA EQUIPMENT GROUP INC
COMMON STOCK USD.0001
ALTAIR ENGINEERING INC A
COMMON STOCK
ALTERYX INC CLASS A
COMMON STOCK
ALTICE USA INC A
COMMON STOCK USD.01
ALTIMMUNE INC
COMMON STOCK USD.0001
ALTO INGREDIENTS INC
COMMON STOCK USD.001
ALTRA INDUSTRIAL MOTION CORP
COMMON STOCK USD.001
ALX ONCOLOGY HOLDINGS INC
COMMON STOCK USD.001
AMALGAMATED FINANCIAL CORP
COMMON STOCK USD.01
AMBAC FINANCIAL GROUP INC
COMMON STOCK USD.01
AMBARELLA INC
COMMON STOCK USD.00045
AMC ENTERTAINMENT HLDS CL A
COMMON STOCK USD.01
AMC NETWORKS INC A
COMMON STOCK
AMDOCS LTD
COMMON STOCK GBP.0001
AMEDISYS INC
COMMON STOCK USD.001
AMER NATL BNKSHS/DANVILLE VA
COMMON STOCK USD1.0
AMERANT BANCORP INC
COMMON STOCK USD.1
AMERCO
COMMON STOCK USD.25
AMERESCO INC CL A
COMMON STOCK USD.0001
AMERICA S CAR MART INC
COMMON STOCK USD.01
AMERICAN ASSETS TRUST INC
REIT USD.01
AMERICAN AXLE + MFG HOLDINGS
COMMON STOCK USD.01
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
AMERICAN EAGLE OUTFITTERS
COMMON STOCK USD.01
AMERICAN EQUITY INVT LIFE HL
COMMON STOCK USD1.0
AMERICAN FINANCIAL GROUP INC
COMMON STOCK
AMERICAN HOMES 4 RENT A
REIT USD.01
AMERICAN NATIONAL GROUP INC
COMMON STOCK USD.01
AMERICAN OUTDOOR BRANDS INC
COMMON STOCK
AMERICAN PUBLIC EDUCATION
COMMON STOCK USD.01
AMERICAN SOFTWARE INC CL A
COMMON STOCK USD.1
AMERICAN STATES WATER CO
COMMON STOCK
AMERICAN SUPERCONDUCTOR CORP
COMMON STOCK USD.01
AMERICAN VANGUARD CORP
COMMON STOCK USD.1
AMERICAN WELL CORP CLASS A
COMMON STOCK USD.01
AMERICAN WOODMARK CORP
COMMON STOCK
AMERICOLD REALTY TRUST
REIT USD.01
AMERIS BANCORP
COMMON STOCK USD1.0
AMERISAFE INC
COMMON STOCK USD.01
AMICUS THERAPEUTICS INC
COMMON STOCK USD.01
AMKOR TECHNOLOGY INC
COMMON STOCK USD.001
AMMO INC
COMMON STOCK
AMN HEALTHCARE SERVICES INC
COMMON STOCK USD.01
AMNEAL PHARMACEUTICALS INC
COMMON STOCK USD.01
AMPHASTAR PHARMACEUTICALS IN
COMMON STOCK USD.0001
AMPIO PHARMACEUTICALS INC
COMMON STOCK USD.0001
AMYRIS INC
COMMON STOCK
ANAPLAN INC
COMMON STOCK USD.0001
ANAPTYSBIO INC
COMMON STOCK USD.001
ANAVEX LIFE SCIENCES CORP
COMMON STOCK USD.001
ANDERSONS INC/THE
COMMON STOCK
ANGIODYNAMICS INC
COMMON STOCK USD.01
ANI PHARMACEUTICALS INC
COMMON STOCK USD.0001
ANIKA THERAPEUTICS INC
COMMON STOCK USD.01
ANNALY CAPITAL MANAGEMENT IN
REIT USD.01
ANNEXON INC
COMMON STOCK
ANTARES PHARMA INC
COMMON STOCK USD.01
ANTERIX INC
COMMON STOCK USD.0001
ANTERO MIDSTREAM CORP
COMMON STOCK
ANTERO RESOURCES CORP
COMMON STOCK USD.01
APARTMENT INCOME REIT CO
REIT USD.01
APARTMENT INVT + MGMT CO A
REIT USD.01
APELLIS PHARMACEUTICALS INC
COMMON STOCK USD.0001
API GROUP CORP
COMMON STOCK USD.0001
APOGEE ENTERPRISES INC
COMMON STOCK USD.333
APOLLO ASSET MANAGEMENT INC
COMMON STOCK
APOLLO COMMERCIAL REAL ESTAT
REIT USD.01
APOLLO MEDICAL HOLDINGS INC
COMMON STOCK USD.001
APPFOLIO INC A
COMMON STOCK USD.0001
APPHARVEST INC
COMMON STOCK USD.0001
APPIAN CORP
COMMON STOCK USD.0001
APPLE HOSPITALITY REIT INC
REIT NPV
APPLIED INDUSTRIAL TECH INC
COMMON STOCK
APPLIED MOLECULAR TRANSPORT
COMMON STOCK USD.0001
APPLIED THERAPEUTICS INC
COMMON STOCK USD.0001
APRIA INC
COMMON STOCK USD.01
APTARGROUP INC
COMMON STOCK USD.01
APYX MEDICAL CORP
COMMON STOCK USD.001
ARAMARK
COMMON STOCK USD.01
ARBOR REALTY TRUST INC
REIT USD.01
ARBUTUS BIOPHARMA CORP
COMMON STOCK
ARCBEST CORP
COMMON STOCK USD.01
ARCH CAPITAL GROUP LTD
COMMON STOCK USD.01
ARCH RESOURCES INC
COMMON STOCK USD.01
ARCHROCK INC
COMMON STOCK USD.01
ARCIMOTO INC
COMMON STOCK
ARCONIC CORP
COMMON STOCK USD.01
ARCOSA INC
COMMON STOCK USD.01
ARCTURUS THERAPEUTICS HOLDIN
COMMON STOCK USD.001
ARCUS BIOSCIENCES INC
COMMON STOCK USD.0001
ARCUTIS BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
ARDAGH GROUP SA
COMMON STOCK EUR.01
ARDAGH METAL PACKAGING SA
COMMON STOCK USD.01
ARDELYX INC
COMMON STOCK USD.000001
ARENA PHARMACEUTICALS INC
COMMON STOCK USD.0001
ARES COMMERCIAL REAL ESTATE
REIT USD.01
ARES MANAGEMENT CORP A
COMMON STOCK
ARGAN INC
COMMON STOCK USD.15
ARGO GROUP INTERNATIONAL
COMMON STOCK USD1.0
ARKO CORP
COMMON STOCK USD.0001
ARLO TECHNOLOGIES INC
COMMON STOCK USD.001
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
ARMOUR RESIDENTIAL REIT INC
REIT USD.0001
ARMSTRONG WORLD INDUSTRIES
COMMON STOCK USD.01
ARRAY TECHNOLOGIES INC
COMMON STOCK USD.001
ARROW ELECTRONICS INC
COMMON STOCK USD1.0
ARROW FINANCIAL CORP
COMMON STOCK USD1.0
ARROWHEAD PHARMACEUTICALS IN
COMMON STOCK USD.001
ARTESIAN RESOURCES CORP CL A
COMMON STOCK USD1.0
ARTISAN PARTNERS ASSET MA A
COMMON STOCK USD.01
ARTIVION INC
COMMON STOCK USD.01
ARVINAS INC
COMMON STOCK USD.001
ASANA INC CL A
COMMON STOCK USD.00001
ASBURY AUTOMOTIVE GROUP
COMMON STOCK USD.01
ASENSUS SURGICAL INC
COMMON STOCK USD.001
ASGN INC
COMMON STOCK USD.01
ASHFORD HOSPITALITY TRUST
REIT USD.01
ASHLAND GLOBAL HOLDINGS INC
COMMON STOCK
ASPEN AEROGELS INC
COMMON STOCK USD.00001
ASPEN TECHNOLOGY INC
COMMON STOCK USD.1
ASPIRA WOMEN S HEALTH INC
COMMON STOCK USD.0001
ASSETMARK FINANCIAL HOLDINGS
COMMON STOCK USD.001
ASSOCIATED BANC CORP
COMMON STOCK USD.01
ASSURED GUARANTY LTD
COMMON STOCK USD.01
ASTEC INDUSTRIES INC
COMMON STOCK USD.2
ASTRONICS CORP
COMMON STOCK USD.01
ATARA BIOTHERAPEUTICS INC
COMMON STOCK USD.0001
ATEA PHARMACEUTICALS INC
COMMON STOCK USD.001
ATERIAN INC
COMMON STOCK USD.0001
ATHENE HOLDING LTD CLASS A
COMMON STOCK USD.001
ATHENEX INC
COMMON STOCK USD.001
ATHERSYS INC
COMMON STOCK USD.001
ATHIRA PHARMA INC
COMMON STOCK USD.0001
ATKORE INC
COMMON STOCK USD.01
ATLANTIC CAPITAL BANCSHARES
COMMON STOCK
ATLANTIC UNION BANKSHARES CO
COMMON STOCK USD1.33
ATLANTICUS HOLDINGS CORP
COMMON STOCK
ATLAS AIR WORLDWIDE HOLDINGS
COMMON STOCK USD.01
ATLASSIAN CORP PLC CLASS A
COMMON STOCK USD.1
ATN INTERNATIONAL INC
COMMON STOCK USD.01
ATOMERA INC
COMMON STOCK USD.001
ATOSSA THERAPEUTICS INC
COMMON STOCK USD.001
ATRECA INC A
COMMON STOCK USD.0001
ATRICURE INC
COMMON STOCK USD.001
ATRION CORPORATION
COMMON STOCK USD.1
AUDACY INC
COMMON STOCK USD.01
AUTONATION INC
COMMON STOCK USD.01
AVALARA INC
COMMON STOCK USD.0001
AVALO THERAPEUTICS INC
COMMON STOCK USD.001
AVANGRID INC
COMMON STOCK USD.01
AVANOS MEDICAL INC
COMMON STOCK USD.01
AVANTOR INC
COMMON STOCK USD.01
AVAYA HOLDINGS CORP
COMMON STOCK USD.001
AVEANNA HEALTHCARE HOLDINGS
COMMON STOCK USD.01
AVIAT NETWORKS INC
COMMON STOCK USD.01
AVID BIOSERVICES INC
COMMON STOCK USD.001
AVID TECHNOLOGY INC
COMMON STOCK USD.01
AVIDITY BIOSCIENCES INC
COMMON STOCK
AVIENT CORP
COMMON STOCK USD.01
AVIS BUDGET GROUP INC
COMMON STOCK USD.01
AVISTA CORP
COMMON STOCK
AVITA MEDICAL INC
COMMON STOCK
AVNET INC
COMMON STOCK USD1.0
AVROBIO INC
COMMON STOCK USD.0001
AXALTA COATING SYSTEMS LTD
COMMON STOCK USD1.0
AXCELIS TECHNOLOGIES INC
COMMON STOCK USD.001
AXIS CAPITAL HOLDINGS LTD
COMMON STOCK USD.0125
AXOGEN INC
COMMON STOCK USD.01
AXON ENTERPRISE INC
COMMON STOCK USD.00001
AXONICS INC
COMMON STOCK USD.0001
AXOS FINANCIAL INC
COMMON STOCK USD.01
AXSOME THERAPEUTICS INC
COMMON STOCK USD.0001
AXT INC
COMMON STOCK USD.001
AZEK CO INC/THE
COMMON STOCK
AZENTA INC
COMMON STOCK USD.01
AZZ INC
COMMON STOCK USD1.0
B. RILEY FINANCIAL INC
COMMON STOCK USD.0001
B+G FOODS INC
COMMON STOCK USD.01
BABCOCK + WILCOX ENTERPR
COMMON STOCK USD.01
BADGER METER INC
COMMON STOCK USD1.0
BALCHEM CORP
COMMON STOCK USD.0667
BALLY S CORP
COMMON STOCK USD.01
BANC OF CALIFORNIA INC
COMMON STOCK USD.01
BANCFIRST CORP
COMMON STOCK USD1.0
BANCO LATINOAMERICANO COME E
COMMON STOCK
BANCORP INC/THE
COMMON STOCK USD1.0
BANDWIDTH INC CLASS A
COMMON STOCK USD.001
BANK FIRST CORP
COMMON STOCK USD1.0
BANK OF HAWAII CORP
COMMON STOCK USD.01
BANK OF MARIN BANCORP/CA
COMMON STOCK
BANK OF N.T. BUTTERFIELD+SON
COMMON STOCK BMD1.0
BANK OZK
COMMON STOCK
BANKUNITED INC
COMMON STOCK USD.01
BANNER CORPORATION
COMMON STOCK USD.01
BAR HARBOR BANKSHARES
COMMON STOCK USD2.0
BARNES + NOBLE EDUCATION INC
COMMON STOCK USD.01
BARNES GROUP INC
COMMON STOCK USD.01
BARRETT BUSINESS SVCS INC
COMMON STOCK USD.01
BEACON ROOFING SUPPLY INC
COMMON STOCK USD.01
BEAM THERAPEUTICS INC
COMMON STOCK USD.01
BEAUTY HEALTH CO/THE
COMMON STOCK USD.0001
BEAZER HOMES USA INC
COMMON STOCK USD.001
BED BATH + BEYOND INC
COMMON STOCK USD.01
BELDEN INC
COMMON STOCK USD.01
BELLRING INTERMEDIATE HOLDIN
COMMON STOCK USD.01
BENCHMARK ELECTRONICS INC
COMMON STOCK USD.1
BENEFITFOCUS INC
COMMON STOCK USD.001
BENTLEY SYSTEMS INC CLASS B
COMMON STOCK USD.01
BERKELEY LIGHTS INC
COMMON STOCK
BERKSHIRE HILLS BANCORP INC
COMMON STOCK USD.01
BERRY CORP
COMMON STOCK USD.001
BERRY GLOBAL GROUP INC
COMMON STOCK USD.01
BEYOND MEAT INC
COMMON STOCK
BEYONDSPRING INC
COMMON STOCK USD.0001
BGC PARTNERS INC CL A
COMMON STOCK USD.01
BIG 5 SPORTING GOODS CORP
COMMON STOCK USD.01
BIG LOTS INC
COMMON STOCK USD.01
BIGCOMMERCE HOLDINGS SER 1
COMMON STOCK USD.0001
BIGLARI HOLDINGS INC B
COMMON STOCK
BILL.COM HOLDINGS INC
COMMON STOCK USD.00001
BIOATLA INC
COMMON STOCK USD.0001
BIOCRYST PHARMACEUTICALS INC
COMMON STOCK USD.01
BIODELIVERY SCIENCES INTL
COMMON STOCK USD.001
BIODESIX INC
COMMON STOCK USD.001
BIOHAVEN PHARMACEUTICAL HOLD
COMMON STOCK
BIOLIFE SOLUTIONS INC
COMMON STOCK USD.001
BIOMARIN PHARMACEUTICAL INC
COMMON STOCK USD.001
BIONANO GENOMICS INC
COMMON STOCK USD.0001
BIOVENTUS INC A
COMMON STOCK USD.001
BIOXCEL THERAPEUTICS INC
COMMON STOCK USD.001
BJ S RESTAURANTS INC
COMMON STOCK
BJ S WHOLESALE CLUB HOLDINGS
COMMON STOCK USD.01
BLACK DIAMOND THERAPEUTICS I
COMMON STOCK
BLACK HILLS CORP
COMMON STOCK USD1.0
BLACK KNIGHT INC
COMMON STOCK
BLACKBAUD INC
COMMON STOCK USD.001
BLACKLINE INC
COMMON STOCK USD.01
BLACKSTONE INC
COMMON STOCK USD.00001
BLACKSTONE MORTGAGE TRU CL A
REIT USD.01
BLINK CHARGING CO
COMMON STOCK USD.001
BLOCK INC
COMMON STOCK USD.0000001
BLOOM ENERGY CORP A
COMMON STOCK USD.0001
BLOOMIN BRANDS INC
COMMON STOCK USD.01
BLUCORA INC
COMMON STOCK USD.0001
BLUE BIRD CORP
COMMON STOCK USD.0001
BLUE FOUNDRY BANCORP
COMMON STOCK USD.01
BLUE RIDGE BANKSHARES INC
COMMON STOCK USD5.0
BLUEBIRD BIO INC
COMMON STOCK USD.01
BLUEGREEN VACATIONS HOLDING
COMMON STOCK USD.01
BLUELINX HOLDINGS INC
COMMON STOCK USD.01
BLUEPRINT MEDICINES CORP
COMMON STOCK USD.001
BOISE CASCADE CO
COMMON STOCK USD.01
BOK FINANCIAL CORPORATION
COMMON STOCK USD.00006
BOLT BIOTHERAPEUTICS INC
COMMON STOCK USD.00001
BOOT BARN HOLDINGS INC
COMMON STOCK USD.0001
BOOZ ALLEN HAMILTON HOLDINGS
COMMON STOCK USD.01
BOSTON BEER COMPANY INC A
COMMON STOCK USD.01
BOSTON OMAHA CORP CL A
COMMON STOCK
BOTTOMLINE TECHNOLOGIES (DE)
COMMON STOCK USD.001
BOX INC CLASS A
COMMON STOCK USD.0001
BOYD GAMING CORP
COMMON STOCK USD.01
BRADY CORPORATION CL A
COMMON STOCK USD.01
BRANDYWINE REALTY TRUST
REIT USD.01
BREAD FINANCIAL HOLDINGS INC
COMMON STOCK USD.01
BRIDGEBIO PHARMA INC
COMMON STOCK
BRIDGEWATER BANCSHARES INC
COMMON STOCK USD.001
BRIGHAM MINERALS INC CL A
COMMON STOCK USD.01
BRIGHT HEALTH GROUP INC
COMMON STOCK USD.0001
BRIGHT HORIZONS FAMILY SOLUT
COMMON STOCK USD.001
BRIGHTCOVE
COMMON STOCK USD.001
BRIGHTHOUSE FINANCIAL INC
COMMON STOCK USD.01
BRIGHTSPHERE INVESTMENT GROU
COMMON STOCK USD.001
BRIGHTSPIRE CAPITAL INC
REIT USD.01
BRIGHTVIEW HOLDINGS INC
COMMON STOCK USD.01
BRINK S CO/THE
COMMON STOCK USD1.0
BRINKER INTERNATIONAL INC
COMMON STOCK USD.1
BRISTOW GROUP INC
COMMON STOCK USD.01
BRIXMOR PROPERTY GROUP INC
REIT USD.01
BROADMARK REALTY CAPITAL INC
REIT
BROADSTONE NET LEASE INC
REIT USD.00025
BROOKDALE SENIOR LIVING INC
COMMON STOCK USD.01
BROOKFIELD INFRASTRUCTURE A
COMMON STOCK
BROOKFIELD RENEWABLE COR A
COMMON STOCK USD.01
BROOKLINE BANCORP INC
COMMON STOCK USD.01
BROOKLYN IMMUNOTHERAPEUTICS
COMMON STOCK USD.005
BRP GROUP INC A
COMMON STOCK USD.01
BRT APARTMENTS CORP
REIT USD3.0
BRUKER CORP
COMMON STOCK USD.01
BRUNSWICK CORP
COMMON STOCK USD.75
BRYN MAWR BANK CORP
COMMON STOCK USD1.0
BTRS HOLDINGS INC CL 1
COMMON STOCK USD.0001
BUCKLE INC/THE
COMMON STOCK USD.01
BUILDERS FIRSTSOURCE INC
COMMON STOCK USD.01
BUNGE LTD
COMMON STOCK USD.01
BURLINGTON STORES INC
COMMON STOCK USD.0001
BUSINESS FIRST BANCSHARES
COMMON STOCK USD1.0
BUTTERFLY NETWORK INC
COMMON STOCK USD.0001
BWX TECHNOLOGIES INC
COMMON STOCK USD.01
BYLINE BANCORP INC
COMMON STOCK USD.01
C3.AI INC A
COMMON STOCK USD.001
C4 THERAPEUTICS INC
COMMON STOCK
CABLE ONE INC
COMMON STOCK USD.01
CABOT CORP
COMMON STOCK USD1.0
CACI INTERNATIONAL INC CL A
COMMON STOCK USD.1
CACTUS INC A
COMMON STOCK USD.01
CADENCE BANK
COMMON STOCK USD2.5
CADIZ INC
COMMON STOCK USD.01
CAESARSTONE LTD
COMMON STOCK
CAL MAINE FOODS INC
COMMON STOCK USD.01
CALAMP CORP
COMMON STOCK USD.01
CALAVO GROWERS INC
COMMON STOCK USD.001
CALERES INC
COMMON STOCK USD.01
CALIFORNIA RESOURCES CORP
COMMON STOCK USD.01
CALIFORNIA WATER SERVICE GRP
COMMON STOCK USD.01
CALIX INC
COMMON STOCK
CALLAWAY GOLF COMPANY
COMMON STOCK USD.01
CALLON PETROLEUM CO
COMMON STOCK USD.01
CAMBIUM NETWORKS CORP
COMMON STOCK USD.0001
CAMBRIDGE BANCORP
COMMON STOCK USD1.0
CAMDEN NATIONAL CORP
COMMON STOCK
CAMDEN PROPERTY TRUST
REIT USD.01
CAMPING WORLD HOLDINGS INC A
COMMON STOCK USD.01
CANNAE HOLDINGS INC
COMMON STOCK USD.0001
CANOO INC
COMMON STOCK USD.0001
CANTALOUPE INC
COMMON STOCK
CAPITAL BANCORP INC/MD
COMMON STOCK USD.01
CAPITAL CITY BANK GROUP INC
COMMON STOCK USD.01
CAPITOL FEDERAL FINANCIAL IN
COMMON STOCK USD.01
CAPRI HOLDINGS LTD
COMMON STOCK
CAPSTAR FINANCIAL HOLDINGS I
COMMON STOCK USD1.0
CARA THERAPEUTICS INC
COMMON STOCK USD.001
CARDIFF ONCOLOGY INC
COMMON STOCK USD.0001
CARDIOVASCULAR SYSTEMS INC
COMMON STOCK
CARDLYTICS INC
COMMON STOCK
CAREDX INC
COMMON STOCK USD.001
CARETRUST REIT INC
REIT USD.01
CARGURUS INC
COMMON STOCK USD.001
CARIBOU BIOSCIENCES INC
COMMON STOCK USD.0001
CARLISLE COS INC
COMMON STOCK USD1.0
CARLYLE GROUP INC/THE
COMMON STOCK USD1.0
CARPARTS.COM INC
COMMON STOCK USD.001
CARPENTER TECHNOLOGY
COMMON STOCK USD5.0
CARRIAGE SERVICES INC
COMMON STOCK USD.01
CARROLS RESTAURANT GROUP INC
COMMON STOCK USD.01
CARS.COM INC
COMMON STOCK USD.01
CARTER BANKSHARES INC
COMMON STOCK USD1.0
CARTER S INC
COMMON STOCK USD.01
CARVANA CO
COMMON STOCK USD.001
CASA SYSTEMS INC
COMMON STOCK
CASELLA WASTE SYSTEMS INC A
COMMON STOCK USD.01
CASEY S GENERAL STORES INC
COMMON STOCK NPV
CASPER SLEEP INC
COMMON STOCK USD.000001
CASS INFORMATION SYSTEMS INC
COMMON STOCK USD.5
CASSAVA SCIENCES INC
COMMON STOCK USD.001
CASTLE BIOSCIENCES INC
COMMON STOCK USD.001
CASTLIGHT HEALTH INC B
COMMON STOCK USD.0001
CATALYST PHARMACEUTICALS INC
COMMON STOCK USD.001
CATCHMARK TIMBER TRUST INC A
REIT USD.01
CATHAY GENERAL BANCORP
COMMON STOCK USD.01
CATO CORP CLASS A
COMMON STOCK USD.033
CAVCO INDUSTRIES INC
COMMON STOCK USD.01
CBIZ INC
COMMON STOCK USD.01
CBTX INC
COMMON STOCK USD.01
CDK GLOBAL INC
COMMON STOCK USD.01
CECO ENVIRONMENTAL CORP
COMMON STOCK USD.01
CEL SCI CORP
COMMON STOCK USD.01
CELCUITY INC
COMMON STOCK USD.001
CELLDEX THERAPEUTICS INC
COMMON STOCK USD.001
CELSIUS HOLDINGS INC
COMMON STOCK USD.001
CENTENNIAL RESOURCE DEVELO A
COMMON STOCK USD.0001
CENTERSPACE
REIT
CENTRAL GARDEN + PET CO
COMMON STOCK USD.01
CENTRAL GARDEN AND PET CO A
COMMON STOCK USD.01
CENTRAL PACIFIC FINANCIAL CO
COMMON STOCK
CENTURY ALUMINUM COMPANY
COMMON STOCK USD.01
CENTURY CASINOS INC
COMMON STOCK USD.01
CENTURY COMMUNITIES INC
COMMON STOCK USD.01
CENTURY THERAPEUTICS INC
COMMON STOCK USD.0001
CERENCE INC
COMMON STOCK USD.01
CEREVEL THERAPEUTICS HOLDING
COMMON STOCK USD.0001
CERTARA INC
COMMON STOCK USD.01
CERUS CORP
COMMON STOCK USD.001
CEVA INC
COMMON STOCK USD.001
CHAMPIONX CORP
COMMON STOCK USD.01
CHANGE HEALTHCARE INC
COMMON STOCK USD.001
CHANNELADVISOR CORP
COMMON STOCK USD.001
CHARGEPOINT HOLDINGS INC
COMMON STOCK
CHART INDUSTRIES INC
COMMON STOCK USD.01
CHASE CORP
COMMON STOCK USD.1
CHATHAM LODGING TRUST
REIT USD.01
CHEESECAKE FACTORY INC/THE
COMMON STOCK USD.01
CHEFS WAREHOUSE INC/THE
COMMON STOCK USD.01
CHEGG INC
COMMON STOCK USD.001
CHEMED CORP
COMMON STOCK USD1.0
CHEMOCENTRYX INC
COMMON STOCK USD.001
CHEMOURS CO/THE
COMMON STOCK USD.01
CHENIERE ENERGY INC
COMMON STOCK USD.003
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
CHESAPEAKE UTILITIES CORP
COMMON STOCK USD.4867
CHICKEN SOUP FOR THE SOUL EN
COMMON STOCK
CHICO S FAS INC
COMMON STOCK USD.01
CHILDREN S PLACE INC/THE
COMMON STOCK USD.1
CHIMERA INVESTMENT CORP
REIT USD.01
CHIMERIX INC
COMMON STOCK USD.001
CHINOOK THERAPEUTICS INC
COMMON STOCK USD.0001
CHOICE HOTELS INTL INC
COMMON STOCK USD.01
CHROMADEX CORP
COMMON STOCK USD.001
CHURCHILL DOWNS INC
COMMON STOCK
CHUY S HOLDINGS INC
COMMON STOCK USD.01
CIENA CORP
COMMON STOCK USD.01
CIMPRESS PLC
COMMON STOCK EUR.01
CINEMARK HOLDINGS INC
COMMON STOCK USD.001
CIRCOR INTERNATIONAL INC
COMMON STOCK USD.01
CIRRUS LOGIC INC
COMMON STOCK USD.001
CIT GROUP INC
COMMON STOCK USD.01
CITI TRENDS INC
COMMON STOCK USD.01
CITIUS PHARMACEUTICALS INC
COMMON STOCK
CITIZENS + NORTHERN CORP
COMMON STOCK USD1.0
CITIZENS INC
COMMON STOCK
CITY HOLDING CO
COMMON STOCK USD2.5
CITY OFFICE REIT INC
REIT USD.01
CIVISTA BANCSHARES INC
COMMON STOCK
CIVITAS RESOURCES INC
COMMON STOCK
CLARIVATE PLC
COMMON STOCK USD.01
CLARUS CORP
COMMON STOCK USD.0001
CLEAN ENERGY FUELS CORP
COMMON STOCK USD.0001
CLEAN HARBORS INC
COMMON STOCK USD.01
CLEANSPARK INC
COMMON STOCK
CLEAR CHANNEL OUTDOOR HOLDIN
COMMON STOCK
CLEARFIELD INC
COMMON STOCK USD.01
CLEARPOINT NEURO INC
COMMON STOCK USD.01
CLEARWATER PAPER CORP
COMMON STOCK USD.0001
CLEARWAY ENERGY INC A
COMMON STOCK USD.01
CLEARWAY ENERGY INC C
COMMON STOCK
CLENE INC
COMMON STOCK USD.0001
CLEVELAND CLIFFS INC
COMMON STOCK USD.125
CLIPPER REALTY INC
REIT USD.01
CLOUDFLARE INC CLASS A
COMMON STOCK USD.001
CLOVIS ONCOLOGY INC
COMMON STOCK USD.001
CMC MATERIALS INC
COMMON STOCK USD.001
CNA FINANCIAL CORP
COMMON STOCK USD2.5
CNB FINANCIAL CORP/PA
COMMON STOCK
CNO FINANCIAL GROUP INC
COMMON STOCK USD.01
CNX RESOURCES CORP
COMMON STOCK USD.01
COASTAL FINANCIAL CORP/WA
COMMON STOCK
COCA COLA CONSOLIDATED INC
COMMON STOCK USD1.0
CODEXIS INC
COMMON STOCK USD.0001
CODIAK BIOSCIENCES INC
COMMON STOCK USD.0001
COEUR MINING INC
COMMON STOCK USD.01
COGENT BIOSCIENCES INC
COMMON STOCK USD.001
COGENT COMMUNICATIONS HOLDIN
COMMON STOCK USD.001
COGNEX CORP
COMMON STOCK USD.002
COHEN + STEERS INC
COMMON STOCK USD.01
COHERENT INC
COMMON STOCK USD.01
COHERUS BIOSCIENCES INC
COMMON STOCK USD.0001
COHU INC
COMMON STOCK USD1.0
COLLEGIUM PHARMACEUTICAL INC
COMMON STOCK USD.001
COLUMBIA BANKING SYSTEM INC
COMMON STOCK
COLUMBIA FINANCIAL INC
COMMON STOCK USD.01
COLUMBIA SPORTSWEAR CO
COMMON STOCK
COLUMBUS MCKINNON CORP/NY
COMMON STOCK USD.01
COMFORT SYSTEMS USA INC
COMMON STOCK USD.01
COMMERCE BANCSHARES INC
COMMON STOCK USD5.0
COMMERCIAL METALS CO
COMMON STOCK USD.01
COMMERCIAL VEHICLE GROUP INC
COMMON STOCK USD.01
COMMSCOPE HOLDING CO INC
COMMON STOCK USD.01
COMMUNITY BANK SYSTEM INC
COMMON STOCK USD1.0
COMMUNITY HEALTH SYSTEMS INC
COMMON STOCK USD.01
COMMUNITY HEALTHCARE TRUST I
REIT USD.01
COMMUNITY TRUST BANCORP INC
COMMON STOCK USD5.0
COMMVAULT SYSTEMS INC
COMMON STOCK USD.01
COMPASS MINERALS INTERNATION
COMMON STOCK USD.01
COMPUTER PROGRAMS + SYSTEMS
COMMON STOCK USD.001
COMSCORE INC
COMMON STOCK USD.001
COMSTOCK RESOURCES INC
COMMON STOCK USD.5
COMTECH TELECOMMUNICATIONS
COMMON STOCK USD.1
CONCENTRIX CORP
COMMON STOCK
CONCRETE PUMPING HOLDINGS IN
COMMON STOCK USD.0001
CONDUENT INC
COMMON STOCK USD.01
CONMED CORP
COMMON STOCK USD.01
CONN S INC
COMMON STOCK USD.01
CONNECTONE BANCORP INC
COMMON STOCK
CONSENSUS CLOUD SOLUTION
COMMON STOCK USD.01
CONSOL ENERGY INC
COMMON STOCK USD.01
CONSOLIDATED COMMUNICATIONS
COMMON STOCK USD.01
CONSTELLIUM SE
COMMON STOCK EUR.02
CONSTRUCTION PARTNERS INC A
COMMON STOCK USD.001
CONTAINER STORE GROUP INC/TH
COMMON STOCK USD.01
CONTINENTAL RESOURCES INC/OK
COMMON STOCK USD.01
COOPER STANDARD HOLDING
COMMON STOCK USD.001
COPA HOLDINGS SA CLASS A
COMMON STOCK
CORCEPT THERAPEUTICS INC
COMMON STOCK USD.001
CORE + MAIN INC CLASS A
COMMON STOCK USD.01
CORECARD CORP
COMMON STOCK USD.01
CORECIVIC INC
COMMON STOCK USD.01
COREPOINT LODGING INC
REIT USD.01
CORMEDIX INC
COMMON STOCK USD.001
CORNERSTONE BUILDING BRANDS
COMMON STOCK USD.01
CORPORATE OFFICE PROPERTIES
REIT USD.01
CORSAIR GAMING INC
COMMON STOCK
CORTEXYME INC
COMMON STOCK USD.001
CORVEL CORP
COMMON STOCK USD.0001
COSTAMARE INC
COMMON STOCK USD.0001
COSTAR GROUP INC
COMMON STOCK USD.01
COTY INC CL A
COMMON STOCK USD.01
COUPA SOFTWARE INC
COMMON STOCK USD.0001
COURSERA INC
COMMON STOCK USD.00001
COUSINS PROPERTIES INC
REIT USD1.0
COVENANT LOGISTICS GROUP INC
COMMON STOCK USD.01
COVETRUS INC
COMMON STOCK
COWEN INC A
COMMON STOCK USD.01
CRA INTERNATIONAL INC
COMMON STOCK
CRACKER BARREL OLD COUNTRY
COMMON STOCK USD.01
CRANE CO
COMMON STOCK USD1.0
CRAWFORD + COMPANY CL A
COMMON STOCK USD1.0
CREDIT ACCEPTANCE CORP
COMMON STOCK USD.01
CRESCENT ENERGY INC A
COMMON STOCK USD.0001
CRINETICS PHARMACEUTICALS IN
COMMON STOCK USD.001
CROCS INC
COMMON STOCK USD.001
CROSS COUNTRY HEALTHCARE INC
COMMON STOCK USD.0001
CROSSFIRST BANKSHARES INC
COMMON STOCK USD.01
CROWDSTRIKE HOLDINGS INC A
COMMON STOCK
CROWN HOLDINGS INC
COMMON STOCK USD5.0
CRYOPORT INC
COMMON STOCK USD.001
CS DISCO INC
COMMON STOCK USD.005
CSG SYSTEMS INTL INC
COMMON STOCK USD.01
CSW INDUSTRIALS INC
COMMON STOCK USD.01
CTO REALTY GROWTH INC
REIT USD.01
CTS CORP
COMMON STOCK
CUBESMART
REIT USD.01
CUE BIOPHARMA INC
COMMON STOCK USD.001
CULLEN/FROST BANKERS INC
COMMON STOCK USD.01
CULLINAN ONCOLOGY INC
COMMON STOCK USD.0001
CUREVAC NV
COMMON STOCK EUR.12
CURIOSITYSTREAM INC
COMMON STOCK
CURIS INC
COMMON STOCK USD.01
CURO GROUP HOLDINGS CORP
COMMON STOCK
CURTISS WRIGHT CORP
COMMON STOCK USD1.0
CUSHMAN + WAKEFIELD PLC
COMMON STOCK USD.01
CUSTOM TRUCK ONE SOURCE INC
COMMON STOCK USD.0001
CUSTOMERS BANCORP INC
COMMON STOCK USD1.0
CUTERA INC
COMMON STOCK USD.001
CVB FINANCIAL CORP
COMMON STOCK
CVR ENERGY INC
COMMON STOCK USD.01
CYMABAY THERAPEUTICS INC
COMMON STOCK USD.0001
CYRUSONE INC
REIT USD.01
CYTEK BIOSCIENCES INC
COMMON STOCK USD.001
CYTOKINETICS INC
COMMON STOCK USD.001
CYTOMX THERAPEUTICS INC
COMMON STOCK USD.00001
CYTOSORBENTS CORP
COMMON STOCK USD.001
DAILY JOURNAL CORP
COMMON STOCK USD.01
DAKTRONICS INC
COMMON STOCK
DANA INC
COMMON STOCK USD.01
DANIMER SCIENTIFIC INC
COMMON STOCK USD.0001
DARIOHEALTH CORP
COMMON STOCK
DARLING INGREDIENTS INC
COMMON STOCK USD.01
DASEKE INC
COMMON STOCK
DATADOG INC CLASS A
COMMON STOCK USD.00001
DATTO HOLDING CORP
COMMON STOCK USD.001
DAVE + BUSTER S ENTERTAINMEN
COMMON STOCK USD.01
DAY ONE BIOPHARMACEUTICALS I
COMMON STOCK USD.0001
DECIPHERA PHARMACEUTICALS IN
COMMON STOCK USD.01
DECKERS OUTDOOR CORP
COMMON STOCK USD.01
DEL TACO RESTAURANTS INC
COMMON STOCK
DELEK US HOLDINGS INC
COMMON STOCK USD.01
DELL TECHNOLOGIES C
COMMON STOCK
DELUXE CORP
COMMON STOCK USD1.0
DENALI THERAPEUTICS INC
COMMON STOCK USD.01
DENBURY INC
COMMON STOCK USD.001
DENNY S CORP
COMMON STOCK USD.01
DERMTECH INC
COMMON STOCK USD.0001
DESIGN THERAPEUTICS INC
COMMON STOCK USD.0001
DESIGNER BRANDS INC CLASS A
COMMON STOCK
DESKTOP METAL INC A
COMMON STOCK USD.0001
DHT HOLDINGS INC
COMMON STOCK USD.01
DIAMOND HILL INVESTMENT GRP
COMMON STOCK
DIAMONDROCK HOSPITALITY CO
REIT USD.01
DICK S SPORTING GOODS INC
COMMON STOCK USD.01
DIEBOLD NIXDORF INC
COMMON STOCK USD1.25
DIGI INTERNATIONAL INC
COMMON STOCK USD.01
DIGIMARC CORP
COMMON STOCK USD.001
DIGITAL TURBINE INC
COMMON STOCK USD.0001
DIGITALBRIDGE GROUP INC
REIT USD.01
DIGITALOCEAN HOLDINGS INC
COMMON STOCK USD.000025
DILLARDS INC CL A
COMMON STOCK
DIME COMMUNITY BANCSHARES IN
COMMON STOCK USD.01
DINE BRANDS GLOBAL INC
COMMON STOCK USD.01
DIODES INC
COMMON STOCK USD.667
DIVERSEY HOLDINGS LTD
COMMON STOCK USD.0001
DIVERSIFIED HEALTHCARE TRUST
REIT USD.01
DMC GLOBAL INC
COMMON STOCK USD.05
DOCUSIGN INC
COMMON STOCK USD.0001
DOLBY LABORATORIES INC CL A
COMMON STOCK USD.001
DOMO INC CLASS B
COMMON STOCK USD.001
DONALDSON CO INC
COMMON STOCK USD5.0
DONEGAL GROUP INC CL A
COMMON STOCK USD.01
DONNELLEY FINANCIAL SOLUTION
COMMON STOCK USD.01
DOORDASH INC A
COMMON STOCK USD.00001
DORIAN LPG LTD
COMMON STOCK USD.01
DORMAN PRODUCTS INC
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DOUBLEVERIFY HOLDINGS INC
COMMON STOCK USD.001
DOUGLAS DYNAMICS INC
COMMON STOCK USD.01
DOUGLAS ELLIMAN INC
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REIT USD.01
DRAFTKINGS INC CL A
COMMON STOCK USD.0001
DRIL QUIP INC
COMMON STOCK USD.01
DRIVEN BRANDS HOLDINGS INC
COMMON STOCK USD.01
DROPBOX INC CLASS A
COMMON STOCK USD.00001
DTE MIDSTREAM LLC W/I
COMMON STOCK
DUCK CREEK TECHNOLOGIES INC
COMMON STOCK USD.01
DUCKHORN PORTFOLIO INC/THE
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DUCOMMUN INC
COMMON STOCK USD.01
DULUTH HOLDINGS INC CL B
COMMON STOCK
DUN + BRADSTREET HOLDINGS IN
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DURECT CORPORATION
COMMON STOCK USD.0001
DXP ENTERPRISES INC
COMMON STOCK USD.01
DYCOM INDUSTRIES INC
COMMON STOCK USD.3333333
DYNATRACE INC
COMMON STOCK USD.001
DYNAVAX TECHNOLOGIES CORP
COMMON STOCK USD.001
DYNE THERAPEUTICS INC
COMMON STOCK
DYNEX CAPITAL INC
REIT USD.01
DZS INC
COMMON STOCK USD.001
E MINI RUSS 2000 MAR22
XCME 20220318
E2OPEN PARENT HOLDINGS INC
COMMON STOCK USD.0001
EAGLE BANCORP INC
COMMON STOCK USD.01
EAGLE BULK SHIPPING INC
COMMON STOCK USD.01
EAGLE MATERIALS INC
COMMON STOCK USD.01
EAGLE PHARMACEUTICALS INC
COMMON STOCK USD.001
EARGO INC
COMMON STOCK USD.0001
EARTHSTONE ENERGY INC A
COMMON STOCK USD.001
EAST WEST BANCORP INC
COMMON STOCK USD.001
EASTERLY GOVERNMENT PROPERTI
REIT USD.01
EASTERN BANKSHARES INC
COMMON STOCK USD.01
EASTGROUP PROPERTIES INC
REIT
EASTMAN KODAK CO
COMMON STOCK USD.01
EBIX INC
COMMON STOCK USD.1
ECHOSTAR CORP A
COMMON STOCK USD.001
ECOVYST INC
COMMON STOCK
EDGEWELL PERSONAL CARE CO
COMMON STOCK USD.01
EDGEWISE THERAPEUTICS INC
COMMON STOCK USD.0001
EDITAS MEDICINE INC
COMMON STOCK USD.0001
EGAIN CORP
COMMON STOCK USD.001
EHEALTH INC
COMMON STOCK USD.001
EIGER BIOPHARMACEUTICALS INC
COMMON STOCK USD.0001
EL POLLO LOCO HOLDINGS INC
COMMON STOCK USD.01
ELANCO ANIMAL HEALTH INC
COMMON STOCK
ELASTIC NV
COMMON STOCK EUR.01
ELEMENT SOLUTIONS INC
COMMON STOCK USD.01
ELF BEAUTY INC
COMMON STOCK USD.01
ELLINGTON FINANCIAL INC
REIT
EMCOR GROUP INC
COMMON STOCK USD.01
EMCORE CORP
COMMON STOCK
EMERALD HOLDING INC
COMMON STOCK USD.01
EMERGENT BIOSOLUTIONS INC
COMMON STOCK USD.001
EMPIRE STATE REALTY TRUST A
REIT USD.01
EMPLOYERS HOLDINGS INC
COMMON STOCK USD.01
ENANTA PHARMACEUTICALS INC
COMMON STOCK USD.01
ENCOMPASS HEALTH CORP
COMMON STOCK USD.01
ENCORE CAPITAL GROUP INC
COMMON STOCK USD.01
ENCORE WIRE CORP
COMMON STOCK USD.01
ENDO INTERNATIONAL PLC
COMMON STOCK USD.0001
ENERGIZER HOLDINGS INC
COMMON STOCK
ENERGY FUELS INC
COMMON STOCK
ENERGY RECOVERY INC
COMMON STOCK USD.001
ENERPAC TOOL GROUP CORP
COMMON STOCK USD.2
ENERSYS
COMMON STOCK USD.01
ENFUSION INC CLASS A
COMMON STOCK USD.001
ENNIS INC
COMMON STOCK USD2.5
ENOVA INTERNATIONAL INC
COMMON STOCK USD.00001
ENOVIS CORP
COMMON STOCK USD.001
ENPRO INDUSTRIES INC
COMMON STOCK USD.01
ENSIGN GROUP INC/THE
COMMON STOCK USD.001
ENSTAR GROUP LTD
COMMON STOCK USD1.0
ENTEGRIS INC
COMMON STOCK USD.01
ENTERPRISE BANCORP INC
COMMON STOCK USD.01
ENTERPRISE FINANCIAL SERVICE
COMMON STOCK USD.01
ENTRAVISION COMMUNICATIONS A
COMMON STOCK USD.0001
ENVESTNET INC
COMMON STOCK
ENVISTA HOLDINGS CORP
COMMON STOCK USD.01
EOS ENERGY ENTERPRISES INC
COMMON STOCK USD.0001
EPIZYME INC
COMMON STOCK USD.0001
EPLUS INC
COMMON STOCK USD.01
EPR PROPERTIES
REIT USD.01
EQT CORP
COMMON STOCK
EQUITABLE HOLDINGS INC
COMMON STOCK USD.01
EQUITRANS MIDSTREAM CORP
COMMON STOCK
EQUITY BANCSHARES INC CL A
COMMON STOCK USD.01
EQUITY COMMONWEALTH
REIT USD.01
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
ERASCA INC
COMMON STOCK USD.0001
ERIE INDEMNITY COMPANY CL A
COMMON STOCK
EROS STX GLOBAL CORP
COMMON STOCK GBP.3
ESCALADE INC
COMMON STOCK
ESCO TECHNOLOGIES INC
COMMON STOCK USD.01
ESPERION THERAPEUTICS INC
COMMON STOCK USD.001
ESPORTS TECHNOLOGIES INC
COMMON STOCK USD.001
ESSENT GROUP LTD
COMMON STOCK USD.015
ESSENTIAL PROPERTIES REALTY
REIT USD.01
ESSENTIAL UTILITIES INC
COMMON STOCK USD.5
ETHAN ALLEN INTERIORS INC
COMMON STOCK USD.01
EURONET WORLDWIDE INC
COMMON STOCK USD.02
EVELO BIOSCIENCES INC
COMMON STOCK USD.001
EVENTBRITE INC CLASS A
COMMON STOCK USD.00001
EVERBRIDGE INC
COMMON STOCK USD.001
EVERCORE INC A
COMMON STOCK USD.01
EVERI HOLDINGS INC
COMMON STOCK USD.001
EVERQUOTE INC CLASS A
COMMON STOCK USD.001
EVERTEC INC
COMMON STOCK USD.01
EVI INDUSTRIES INC
COMMON STOCK USD.025
EVO PAYMENTS INC CLASS A
COMMON STOCK USD.0001
EVOLENT HEALTH INC A
COMMON STOCK USD.01
EVOLUS INC
COMMON STOCK USD.00001
EVOQUA WATER TECHNOLOGIES CO
COMMON STOCK USD.01
EW SCRIPPS CO/THE A
COMMON STOCK USD.01
EXACT SCIENCES CORP
COMMON STOCK USD.01
EXAGEN INC
COMMON STOCK USD.001
EXELIXIS INC
COMMON STOCK USD.001
EXLSERVICE HOLDINGS INC
COMMON STOCK USD.001
EXP WORLD HOLDINGS INC
COMMON STOCK USD.00001
EXPONENT INC
COMMON STOCK USD.001
EXPRO GROUP HOLDINGS NV
COMMON STOCK EUR.01
EXTREME NETWORKS INC
COMMON STOCK USD.001
EYEPOINT PHARMACEUTICALS INC
COMMON STOCK USD.01
EZCORP INC CL A
COMMON STOCK USD.01
FABRINET
COMMON STOCK USD.01
FAIR ISAAC CORP
COMMON STOCK USD.01
FALCON MINERALS CORP
COMMON STOCK USD.0001
FARMERS NATL BANC CORP
COMMON STOCK
FARMLAND PARTNERS INC
REIT USD.01
FARO TECHNOLOGIES INC
COMMON STOCK USD.001
FASTLY INC CLASS A
COMMON STOCK USD.00002
FATE THERAPEUTICS INC
COMMON STOCK USD.001
FATHOM HOLDINGS INC
COMMON STOCK
FB FINANCIAL CORP
COMMON STOCK USD1.0
FEDERAL AGRIC MTG CORP CL C
COMMON STOCK USD1.0
FEDERAL SIGNAL CORP
COMMON STOCK USD1.0
FEDERATED HERMES INC
COMMON STOCK
FERRO CORP
COMMON STOCK USD1.0
FERROGLOBE REP + WRNTY INS TRU
NON TRANSFERABLE BENE INT UNIT
FIBROGEN INC
COMMON STOCK USD.01
FIDELITY D+D BANCORP INC
COMMON STOCK
FIDELITY NATIONAL FINANCIAL
COMMON STOCK USD.0001
FIESTA RESTAURANT GROUP
COMMON STOCK USD.01
FIGS INC CLASS A
COMMON STOCK USD.0001
FINANCE OF AMERICA COS INC A
COMMON STOCK USD.0001
FINANCIAL INSTITUTIONS INC
COMMON STOCK USD.01
FIRST ADVANTAGE CORP
COMMON STOCK USD.001
FIRST AMERICAN FINANCIAL
COMMON STOCK USD.00001
FIRST BANCORP INC/ME
COMMON STOCK USD.01
FIRST BANCORP PUERTO RICO
COMMON STOCK USD.1
FIRST BANCORP/NC
COMMON STOCK
FIRST BANCSHARES INC/MS
COMMON STOCK USD1.0
FIRST BANK/HAMILTON NJ
COMMON STOCK USD.01
FIRST BUSEY CORP
COMMON STOCK USD.001
FIRST CITIZENS BCSHS CL A
COMMON STOCK USD1.0
FIRST COMMONWEALTH FINL CORP
COMMON STOCK USD1.0
FIRST COMMUNITY BANKSHARES
COMMON STOCK USD1.0
FIRST FINANCIAL BANCORP
COMMON STOCK
FIRST FINANCIAL CORP/INDIANA
COMMON STOCK
FIRST FINL BANKSHARES INC
COMMON STOCK USD.01
FIRST FOUNDATION INC
COMMON STOCK USD.001
FIRST HAWAIIAN INC
COMMON STOCK USD.01
FIRST HORIZON CORP
COMMON STOCK USD.625
FIRST INDUSTRIAL REALTY TR
REIT USD.01
FIRST INTERNET BANCORP
COMMON STOCK
FIRST INTERSTATE BANCSYS A
COMMON STOCK
FIRST MERCHANTS CORP
COMMON STOCK
FIRST MID BANCSHARES INC
COMMON STOCK USD4.0
FIRST MIDWEST BANCORP INC/IL
COMMON STOCK USD.01
FIRST OF LONG ISLAND CORP
COMMON STOCK USD.1
FIRST SOLAR INC
COMMON STOCK USD.001
FIRSTCASH HOLDINGS INC
COMMON STOCK USD.01
FISKER INC
COMMON STOCK USD.00001
FIVE BELOW
COMMON STOCK USD.01
FIVE STAR BANCORP
COMMON STOCK
FIVE9 INC
COMMON STOCK USD.001
FLAGSTAR BANCORP INC
COMMON STOCK USD.01
FLOOR + DECOR HOLDINGS INC A
COMMON STOCK USD.001
FLOWERS FOODS INC
COMMON STOCK USD.01
FLOWSERVE CORP
COMMON STOCK USD1.25
FLUENCE ENERGY INC
COMMON STOCK USD.00001
FLUENT INC
COMMON STOCK
FLUOR CORP
COMMON STOCK USD.01
FLUSHING FINANCIAL CORP
COMMON STOCK USD.01
FLYWIRE CORP VOTING
COMMON STOCK USD.0001
FNB CORP
COMMON STOCK USD.01
FOCUS FINANCIAL PARTNERS A
COMMON STOCK USD.01
FOGHORN THERAPEUTICS INC
COMMON STOCK USD.0001
FOOT LOCKER INC
COMMON STOCK USD.01
FORESTAR GROUP INC
COMMON STOCK USD1.0
FORIAN INC
COMMON STOCK USD.001
FORMA THERAPEUTICS HOLDINGS
COMMON STOCK
FORMFACTOR INC
COMMON STOCK USD.001
FORRESTER RESEARCH INC
COMMON STOCK USD.01
FORTE BIOSCIENCES INC
COMMON STOCK USD.001
FORTERRA INC
COMMON STOCK USD.001
FORTRESS BIOTECH INC
COMMON STOCK USD.001
FORWARD AIR CORP
COMMON STOCK USD.01
FOSSIL GROUP INC
COMMON STOCK USD.01
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
FOX FACTORY HOLDING CORP
COMMON STOCK USD.001
FRANCHISE GROUP INC
COMMON STOCK USD.01
FRANKLIN BSP REALTY TRUST IN
REIT USD.01
FRANKLIN COVEY CO
COMMON STOCK USD.05
FRANKLIN ELECTRIC CO INC
COMMON STOCK USD.1
FRANKLIN STREET PROPERTIES C
REIT USD.0001
FREQUENCY THERAPEUTICS INC
COMMON STOCK USD.001
FRESH DEL MONTE PRODUCE INC
COMMON STOCK USD.01
FRESHPET INC
COMMON STOCK USD.001
FRONTDOOR INC
COMMON STOCK USD.01
FRONTIER GROUP HOLDINGS INC
COMMON STOCK USD.001
FRONTLINE LTD
COMMON STOCK USD1.0
FRP HOLDINGS INC
COMMON STOCK USD.1
FS BANCORP INC
COMMON STOCK USD.01
FTI CONSULTING INC
COMMON STOCK USD.01
FUBOTV INC
COMMON STOCK
FUELCELL ENERGY INC
COMMON STOCK USD.0001
FULCRUM THERAPEUTICS INC
COMMON STOCK USD.001
FULGENT GENETICS INC
COMMON STOCK USD.0001
FULTON FINANCIAL CORP
COMMON STOCK USD2.5
FUNKO INC CLASS A
COMMON STOCK USD.0001
FUTUREFUEL CORP
COMMON STOCK USD.0001
G III APPAREL GROUP LTD
COMMON STOCK USD.01
G1 THERAPEUTICS INC
COMMON STOCK
GAMCO INVESTORS INC A
COMMON STOCK USD.001
GAMESTOP CORP CLASS A
COMMON STOCK USD.001
GAMING AND LEISURE PROPERTIE
REIT
GAN LTD
COMMON STOCK USD.01
GANNETT CO INC
COMMON STOCK USD.01
GATES INDUSTRIAL CORP PLC
COMMON STOCK USD.01
GATOS SILVER INC
COMMON STOCK USD.001
GATX CORP
COMMON STOCK USD.625
GCM GROSVENOR INC CLASS A
COMMON STOCK USD.0001
GCP APPLIED TECHNOLOGIES
COMMON STOCK USD.01
GENCO SHIPPING + TRADING LTD
COMMON STOCK USD.01
GENERATION BIO CO
COMMON STOCK USD.0001
GENESCO INC
COMMON STOCK USD1.0
GENIUS BRANDS INTERNATIONAL
COMMON STOCK USD.001
GENPACT LTD
COMMON STOCK USD.01
GENTEX CORP
COMMON STOCK USD.06
GENTHERM INC
COMMON STOCK
GENWORTH FINANCIAL INC CL A
COMMON STOCK USD.001
GEO GROUP INC/THE
REIT USD.01
GERMAN AMERICAN BANCORP
COMMON STOCK
GERON CORP
COMMON STOCK USD.001
GETTY REALTY CORP
REIT USD.01
GEVO INC
COMMON STOCK
GIBRALTAR INDUSTRIES INC
COMMON STOCK USD.01
GLACIER BANCORP INC
COMMON STOCK USD.01
GLADSTONE COMMERCIAL CORP
REIT USD.001
GLADSTONE LAND CORP
REIT USD.001
GLATFELTER CORP
COMMON STOCK USD.01
GLAUKOS CORP
COMMON STOCK USD.001
GLOBAL BLOOD THERAPEUTICS IN
COMMON STOCK USD.001
GLOBAL INDUSTRIAL CO
COMMON STOCK USD.01
GLOBAL MEDICAL REIT INC
REIT
GLOBAL NET LEASE INC
REIT USD.01
GLOBAL WATER RESOURCES INC
COMMON STOCK USD.01
GLOBALFOUNDRIES INC
COMMON STOCK USD.02
GLOBALSTAR INC
COMMON STOCK USD.0001
GLOBANT SA
COMMON STOCK USD1.2
GLOBUS MEDICAL INC A
COMMON STOCK USD.001
GMS INC
COMMON STOCK USD.01
GODADDY INC CLASS A
COMMON STOCK USD.001
GOGO INC
COMMON STOCK USD.0001
GOHEALTH INC CLASS A
COMMON STOCK
GOLAR LNG LTD
COMMON STOCK USD1.0
GOLDEN ENTERTAINMENT INC
COMMON STOCK USD.01
GOLDEN NUGGET ONLINE GAMING
COMMON STOCK USD.0001
GOODYEAR TIRE + RUBBER CO
COMMON STOCK
GOOSEHEAD INSURANCE INC A
COMMON STOCK USD.01
GOPRO INC CLASS A
COMMON STOCK USD.0001
GORMAN RUPP CO
COMMON STOCK
GOSSAMER BIO INC
COMMON STOCK USD.0001
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GRACO INC
COMMON STOCK USD1.0
GRAFTECH INTERNATIONAL LTD
COMMON STOCK USD.01
GRAHAM HOLDINGS CO CLASS B
COMMON STOCK USD1.0
GRAND CANYON EDUCATION INC
COMMON STOCK USD.01
GRANITE CONSTRUCTION INC
COMMON STOCK USD.01
GRANITE POINT MORTGAGE TRUST
REIT USD.01
GRAPHIC PACKAGING HOLDING CO
COMMON STOCK USD.01
GRAPHITE BIO INC
COMMON STOCK USD.00001
GRAY TELEVISION INC
COMMON STOCK
GREAT AJAX CORP
REIT USD.01
GREAT LAKES DREDGE + DOCK CO
COMMON STOCK USD.0001
GREAT SOUTHERN BANCORP INC
COMMON STOCK USD.01
GREAT WESTERN BANCORP INC
COMMON STOCK USD.01
GREEN BRICK PARTNERS INC
COMMON STOCK USD.01
GREEN DOT CORP CLASS A
COMMON STOCK USD.001
GREEN PLAINS INC
COMMON STOCK USD.001
GREENBOX POS
COMMON STOCK USD.001
GREENBRIER COMPANIES INC
COMMON STOCK
GREENHILL + CO INC
COMMON STOCK USD.01
GREENLANE HOLDINGS INC A
COMMON STOCK USD.01
GREENLIGHT CAPITAL RE LTD A
COMMON STOCK USD.01
GREIF INC CL A
COMMON STOCK
GREIF INC CL B
COMMON STOCK
GRID DYNAMICS HOLDINGS INC
COMMON STOCK USD.0001
GRIFFON CORP
COMMON STOCK USD.25
GRITSTONE BIO INC
COMMON STOCK USD.0001
GROCERY OUTLET HOLDING CORP
COMMON STOCK USD.001
GROUP 1 AUTOMOTIVE INC
COMMON STOCK USD.01
GROUPON INC
COMMON STOCK USD.0001
GROWGENERATION CORP
COMMON STOCK USD.001
GT BIOPHARMA INC
COMMON STOCK USD.001
GTY TECHNOLOGY HOLDINGS INC
COMMON STOCK USD.0001
GUARANTY BANCSHARES INC
COMMON STOCK USD1.0
GUARDANT HEALTH INC
COMMON STOCK USD.00001
GUESS? INC
COMMON STOCK USD.01
GUIDEWIRE SOFTWARE INC
COMMON STOCK USD.0001
GXO LOGISTICS INC
COMMON STOCK USD.01
H.B. FULLER CO.
COMMON STOCK USD1.0
H+E EQUIPMENT SERVICES INC
COMMON STOCK USD.01
H+R BLOCK INC
COMMON STOCK
HACKETT GROUP INC/THE
COMMON STOCK USD.001
HAEMONETICS CORP/MASS
COMMON STOCK USD.01
HAIN CELESTIAL GROUP INC
COMMON STOCK USD.01
HALL OF FAME RESORT + ENTERT
COMMON STOCK USD.0001
HALOZYME THERAPEUTICS INC
COMMON STOCK USD.001
HAMILTON BEACH BRAND A
COMMON STOCK
HAMILTON LANE INC CLASS A
COMMON STOCK
HANCOCK WHITNEY CORP
COMMON STOCK USD3.33
HANESBRANDS INC
COMMON STOCK USD.01
HANGER INC
COMMON STOCK USD.01
HANMI FINANCIAL CORPORATION
COMMON STOCK USD.001
HANNON ARMSTRONG SUSTAINABLE
REIT USD.01
HANOVER INSURANCE GROUP INC/
COMMON STOCK USD.01
HARBORONE BANCORP INC
COMMON STOCK USD.01
HARLEY DAVIDSON INC
COMMON STOCK USD.01
HARMONIC INC
COMMON STOCK USD.001
HARMONY BIOSCIENCES HOLDINGS
COMMON STOCK USD.00001
HARPOON THERAPEUTICS INC
COMMON STOCK USD.0001
HARSCO CORP
COMMON STOCK USD1.25
HARVARD BIOSCIENCE INC
COMMON STOCK USD.01
HAVERTY FURNITURE
COMMON STOCK USD1.0
HAWAIIAN ELECTRIC INDS
COMMON STOCK
HAWAIIAN HOLDINGS INC
COMMON STOCK USD.01
HAWKINS INC
COMMON STOCK USD.01
HAYNES INTERNATIONAL INC
COMMON STOCK USD.001
HAYWARD HOLDINGS INC
COMMON STOCK USD.001
HBT FINANCIAL INC/DE
COMMON STOCK USD.01
HCI GROUP INC
COMMON STOCK
HEALTH CATALYST INC
COMMON STOCK USD.001
HEALTHCARE REALTY TRUST INC
REIT USD.01
HEALTHCARE SERVICES GROUP
COMMON STOCK USD.01
HEALTHCARE TRUST OF AME CL A
REIT USD.01
HEALTHEQUITY INC
COMMON STOCK USD.0001
HEALTHSTREAM INC
COMMON STOCK
HEARTLAND EXPRESS INC
COMMON STOCK USD.01
HEARTLAND FINANCIAL USA INC
COMMON STOCK USD1.0
HECLA MINING CO
COMMON STOCK USD.25
HEICO CORP
COMMON STOCK USD.01
HEICO CORP CLASS A
COMMON STOCK USD.01
HEIDRICK + STRUGGLES INTL
COMMON STOCK USD.01
HELEN OF TROY LTD
COMMON STOCK USD.1
HELIOS TECHNOLOGIES INC
COMMON STOCK USD.001
HELIX ENERGY SOLUTIONS GROUP
COMMON STOCK
HELMERICH + PAYNE
COMMON STOCK USD.1
HEMISPHERE MEDIA GROUP INC
COMMON STOCK USD.0001
HERBALIFE NUTRITION LTD
COMMON STOCK USD.002
HERC HOLDINGS INC
COMMON STOCK USD.01
HERITAGE COMMERCE CORP
COMMON STOCK
HERITAGE CRYSTAL CLEAN INC
COMMON STOCK USD.01
HERITAGE FINANCIAL CORP
COMMON STOCK
HERITAGE INSURANCE HOLDINGS
COMMON STOCK USD.0001
HERON THERAPEUTICS INC
COMMON STOCK USD.01
HERSHA HOSPITALITY TRUST
REIT USD.01
HESKA CORP
COMMON STOCK USD.001
HEXCEL CORP
COMMON STOCK USD.01
HF FOODS GROUP INC
COMMON STOCK
HIBBETT INC
COMMON STOCK USD.01
HIGHWOODS PROPERTIES INC
REIT USD.01
HILLENBRAND INC
COMMON STOCK
HILLTOP HOLDINGS INC
COMMON STOCK USD.01
HILTON GRAND VACATIONS INC
COMMON STOCK USD.01
HINGHAM INSTITUTION FOR SVGS
COMMON STOCK USD1.0
HNI CORP
COMMON STOCK USD1.0
HOLLYFRONTIER CORP
COMMON STOCK USD.01
HOME BANCORP INC
COMMON STOCK USD.01
HOME BANCSHARES INC
COMMON STOCK USD.01
HOMESTREET INC
COMMON STOCK
HOMETRUST BANCSHARES INC
COMMON STOCK
HOMOLOGY MEDICINES INC
COMMON STOCK USD.0001
HONEST CO INC/THE
COMMON STOCK USD.001
HOOKER FURNISHINGS CORP
COMMON STOCK
HOOKIPA PHARMA INC
COMMON STOCK
HOPE BANCORP INC
COMMON STOCK USD.001
HORACE MANN EDUCATORS
COMMON STOCK USD.001
HORIZON BANCORP INC/IN
COMMON STOCK
HORIZON THERAPEUTICS PLC
COMMON STOCK USD.0001
HOSTESS BRANDS INC
COMMON STOCK USD.0001
HOUGHTON MIFFLIN HARCOURT CO
COMMON STOCK USD.01
HOULIHAN LOKEY INC
COMMON STOCK USD.001
HOVNANIAN ENTERPRISES A
COMMON STOCK USD.01
HOWARD BANCORP INC
COMMON STOCK USD.01
HOWARD HUGHES CORP/THE
COMMON STOCK
HUB GROUP INC CL A
COMMON STOCK USD.01
HUBBELL INC
COMMON STOCK USD.01
HUBSPOT INC
COMMON STOCK USD.001
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
HUMANIGEN INC
COMMON STOCK USD.001
HUNTSMAN CORP
COMMON STOCK USD.01
HURON CONSULTING GROUP INC
COMMON STOCK USD.01
HYATT HOTELS CORP CL A
COMMON STOCK USD.01
HYDROFARM HOLDINGS GROUP INC
COMMON STOCK USD.0001
HYLIION HOLDINGS CORP
COMMON STOCK USD.0001
HYRECAR INC
COMMON STOCK
HYSTER YALE MATERIALS
COMMON STOCK USD.01
I3 VERTICALS INC CLASS A
COMMON STOCK USD.0001
IAA INC
COMMON STOCK USD.01
IAC/INTERACTIVECORP
COMMON STOCK USD.0001
IBEX LTD
COMMON STOCK USD.0001
IBIO INC
COMMON STOCK USD.001
ICAD INC
COMMON STOCK USD.01
ICF INTERNATIONAL INC
COMMON STOCK USD.001
ICHOR HOLDINGS LTD
COMMON STOCK USD.0001
ICOSAVAX INC
COMMON STOCK USD.0001
ICU MEDICAL INC
COMMON STOCK USD.1
IDACORP INC
COMMON STOCK
IDEANOMICS INC
COMMON STOCK USD.001
IDEAYA BIOSCIENCES INC
COMMON STOCK
IDENTIV INC
COMMON STOCK USD.001
IDT CORP CLASS B
COMMON STOCK USD.01
IES HOLDINGS INC
COMMON STOCK USD.01
IGM BIOSCIENCES INC
COMMON STOCK USD.01
IHEARTMEDIA INC CLASS A
COMMON STOCK
II VI INC
COMMON STOCK
IKENA ONCOLOGY INC
COMMON STOCK USD.001
IMAGO BIOSCIENCES INC
COMMON STOCK USD.0001
IMAX CORP
COMMON STOCK
IMMUNEERING CORP CLASS A
COMMON STOCK USD.001
IMMUNIC INC
COMMON STOCK USD.0001
IMMUNITYBIO INC
COMMON STOCK USD.0001
IMMUNOGEN INC
COMMON STOCK USD.01
IMMUNOVANT INC
COMMON STOCK USD.0001
IMPEL PHARMACEUTICALS INC
COMMON STOCK USD.001
IMPINJ INC
COMMON STOCK USD.001
INARI MEDICAL INC
COMMON STOCK USD.001
INDEPENDENCE HOLDING CO
COMMON STOCK USD1.0
INDEPENDENCE REALTY TRUST IN
REIT USD.01
INDEPENDENT BANK CORP MICH
COMMON STOCK USD1.0
INDEPENDENT BANK CORP/MA
COMMON STOCK USD.01
INDEPENDENT BANK GROUP INC
COMMON STOCK USD.01
INDUS REALTY TRUST INC
REIT USD.01
INDUSTRIAL LOGISTICS PROPERT
REIT USD.01
INFINERA CORP
COMMON STOCK USD.001
INFINITY PHARMACEUTICALS INC
COMMON STOCK USD.001
INFORMATICA INC CLASS A
COMMON STOCK USD.01
INFUSYSTEM HOLDINGS INC
COMMON STOCK USD.0001
INGEVITY CORP
COMMON STOCK USD.01
INGLES MARKETS INC CLASS A
COMMON STOCK USD.05
INGREDION INC
COMMON STOCK USD.01
INHIBRX INC
COMMON STOCK USD.0001
INNOSPEC INC
COMMON STOCK USD.01
INNOVAGE HOLDING CORP
COMMON STOCK USD.001
INNOVATE CORP
COMMON STOCK USD.001
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
INNOVIVA INC
COMMON STOCK USD.01
INOGEN INC
COMMON STOCK USD.001
INOTIV INC
COMMON STOCK
INOVIO PHARMACEUTICALS INC
COMMON STOCK USD.001
INOZYME PHARMA INC
COMMON STOCK USD.0001
INSEEGO CORP
COMMON STOCK
INSIGHT ENTERPRISES INC
COMMON STOCK USD.01
INSMED INC
COMMON STOCK USD.01
INSPERITY INC
COMMON STOCK USD.01
INSPIRE MEDICAL SYSTEMS INC
COMMON STOCK USD.001
INSTALLED BUILDING PRODUCTS
COMMON STOCK USD.01
INSTEEL INDUSTRIES INC
COMMON STOCK
INSTIL BIO INC
COMMON STOCK USD.000001
INSULET CORP
COMMON STOCK USD.001
INTEGER HOLDINGS CORP
COMMON STOCK USD.001
INTEGRA LIFESCIENCES HOLDING
COMMON STOCK USD.01
INTELLIA THERAPEUTICS INC
COMMON STOCK USD.0001
INTER PARFUMS INC
COMMON STOCK USD.001
INTERACTIVE BROKERS GRO CL A
COMMON STOCK USD.01
INTERCEPT PHARMACEUTICALS IN
COMMON STOCK USD.001
INTERDIGITAL INC
COMMON STOCK USD.01
INTERFACE INC
COMMON STOCK USD.1
INTERNATIONAL BANCSHARES CRP
COMMON STOCK USD1.0
INTERNATIONAL GAME TECHNOLOG
COMMON STOCK USD.1
INTERNATIONAL MONEY EXPRESS
COMMON STOCK
INTERNATIONAL SEAWAYS INC
COMMON STOCK
INTERSECT ENT INC
COMMON STOCK USD.001
INTRA CELLULAR THERAPIES INC
COMMON STOCK USD.0001
INTREPID POTASH INC
COMMON STOCK USD.001
INVACARE CORP
COMMON STOCK USD.25
INVESCO MORTGAGE CAPITAL
REIT USD.01
INVESTORS BANCORP INC
COMMON STOCK USD.01
INVESTORS TITLE CO
COMMON STOCK
INVITAE CORP
COMMON STOCK USD.0001
INVITATION HOMES INC
REIT USD.01
IONIS PHARMACEUTICALS INC
COMMON STOCK USD.001
IOVANCE BIOTHERAPEUTICS INC
COMMON STOCK USD.000041666
IRADIMED CORP
COMMON STOCK USD.0001
IRHYTHM TECHNOLOGIES INC
COMMON STOCK USD.001
IRIDIUM COMMUNICATIONS INC
COMMON STOCK USD.001
IROBOT CORP
COMMON STOCK USD.01
IRONWOOD PHARMACEUTICALS INC
COMMON STOCK USD.001
ISTAR INC
REIT USD.001
ITEOS THERAPEUTICS INC
COMMON STOCK USD.001
ITERIS INC
COMMON STOCK USD.1
ITRON INC
COMMON STOCK
ITT INC
COMMON STOCK USD1.0
IVERIC BIO INC
COMMON STOCK USD.001
J + J SNACK FOODS CORP
COMMON STOCK
JABIL INC
COMMON STOCK USD.001
JACK IN THE BOX INC
COMMON STOCK USD.01
JAMES RIVER GROUP HOLDINGS L
COMMON STOCK USD.0002
JAMF HOLDING CORP
COMMON STOCK
JANUS HENDERSON GROUP PLC
COMMON STOCK USD1.5
JANUX THERAPEUTICS INC
COMMON STOCK USD.001
JAZZ PHARMACEUTICALS PLC
COMMON STOCK USD.0001
JBG SMITH PROPERTIES
REIT USD.01
JEFFERIES FINANCIAL GROUP IN
COMMON STOCK USD1.0
JELD WEN HOLDING INC
COMMON STOCK USD.01
JETBLUE AIRWAYS CORP
COMMON STOCK USD.01
JFROG LTD
COMMON STOCK
JOHN B. SANFILIPPO + SON INC
COMMON STOCK USD.01
JOHN BEAN TECHNOLOGIES CORP
COMMON STOCK USD.01
JOHNSON OUTDOORS INC A
COMMON STOCK USD.05
JOINT CORP/THE
COMMON STOCK USD.001
JONES LANG LASALLE INC
COMMON STOCK USD.01
JOUNCE THERAPEUTICS INC
COMMON STOCK USD.001
KADANT INC
COMMON STOCK USD.01
KAISER ALUMINUM CORP
COMMON STOCK USD.01
KALA PHARMACEUTICALS INC
COMMON STOCK USD.001
KALEIDO BIOSCIENCES INC
COMMON STOCK USD.001
KALVISTA PHARMACEUTICALS INC
COMMON STOCK USD.001
KAMAN CORP
COMMON STOCK USD1.0
KAR AUCTION SERVICES INC
COMMON STOCK USD.01
KARUNA THERAPEUTICS INC
COMMON STOCK USD.00001
KARYOPHARM THERAPEUTICS INC
COMMON STOCK USD.0001
KB HOME
COMMON STOCK USD1.0
KBR INC
COMMON STOCK USD.001
KEARNY FINANCIAL CORP/MD
COMMON STOCK USD.01
KELLY SERVICES INC A
COMMON STOCK USD1.0
KEMPER CORP
COMMON STOCK USD.1
KEMPHARM INC
COMMON STOCK USD.0001
KENNAMETAL INC
COMMON STOCK USD1.25
KENNEDY WILSON HOLDINGS INC
COMMON STOCK USD.0001
KEROS THERAPEUTICS INC
COMMON STOCK USD.0001
KEURIG DR PEPPER INC
COMMON STOCK USD.01
KEZAR LIFE SCIENCES INC
COMMON STOCK USD.001
KFORCE INC
COMMON STOCK USD.01
KILROY REALTY CORP
REIT USD.01
KIMBALL ELECTRONICS INC
COMMON STOCK
KIMBALL INTERNATIONAL B
COMMON STOCK USD.05
KINIKSA PHARMACEUTICALS A
COMMON STOCK USD.000273
KINNATE BIOPHARMA INC
COMMON STOCK USD.0001
KINSALE CAPITAL GROUP INC
COMMON STOCK USD.01
KIRBY CORP
COMMON STOCK USD.1
KITE REALTY GROUP TRUST
REIT USD.01
KKR + CO INC
COMMON STOCK USD.01
KKR REAL ESTATE FINANCE TRUS
REIT USD.01
KNIGHT SWIFT TRANSPORTATION
COMMON STOCK USD.01
KNOWLES CORP
COMMON STOCK USD.01
KODIAK SCIENCES INC
COMMON STOCK USD.0001
KOHLS CORP
COMMON STOCK USD.01
KONTOOR BRANDS INC
COMMON STOCK
KOPIN CORP
COMMON STOCK USD.01
KOPPERS HOLDINGS INC
COMMON STOCK USD.01
KORN FERRY
COMMON STOCK USD.01
KOSMOS ENERGY LTD
COMMON STOCK USD.01
KRATON CORP
COMMON STOCK USD.01
KRATOS DEFENSE + SECURITY
COMMON STOCK USD.001
KRONOS BIO INC
COMMON STOCK
KRONOS WORLDWIDE INC
COMMON STOCK USD.01
KRYSTAL BIOTECH INC
COMMON STOCK USD.00001
KULICKE + SOFFA INDUSTRIES
COMMON STOCK
KURA ONCOLOGY INC
COMMON STOCK USD.0001
KURA SUSHI USA INC CLASS A
COMMON STOCK USD.001
KVH INDUSTRIES INC
COMMON STOCK USD.01
KYMERA THERAPEUTICS INC
COMMON STOCK
KYNDRYL HOLDINGS INC
COMMON STOCK USD.01
LA Z BOY INC
COMMON STOCK USD1.0
LADDER CAPITAL CORP REIT
REIT USD.001
LAIRD SUPERFOOD INC
COMMON STOCK USD.001
LAKELAND BANCORP INC
COMMON STOCK
LAKELAND FINANCIAL CORP
COMMON STOCK
LAMAR ADVERTISING CO A
REIT USD.001
LANCASTER COLONY CORP
COMMON STOCK
LANDEC CORP
COMMON STOCK USD.001
LANDS END INC
COMMON STOCK USD.01
LANDSTAR SYSTEM INC
COMMON STOCK USD.01
LANTHEUS HOLDINGS INC
COMMON STOCK USD.01
LAREDO PETROLEUM INC
COMMON STOCK USD.01
LATHAM GROUP INC
COMMON STOCK USD.0001
LATTICE SEMICONDUCTOR CORP
COMMON STOCK USD.01
LAUREATE EDUCATION INC
COMMON STOCK USD.001
LAWSON PRODUCTS INC
COMMON STOCK USD1.0
LAZARD LTD CL A
COMMON STOCK USD.01
LCI INDUSTRIES
COMMON STOCK USD.01
LEAR CORP
COMMON STOCK USD.01
LEGACY HOUSING CORP
COMMON STOCK USD.001
LEGALZOOMCOM INC
COMMON STOCK USD.001
LEGGETT + PLATT INC
COMMON STOCK USD.01
LEMAITRE VASCULAR INC
COMMON STOCK USD.01
LEMONADE INC
COMMON STOCK USD.00001
LENDINGCLUB CORP
COMMON STOCK USD.01
LENDINGTREE INC
COMMON STOCK USD.01
LENNOX INTERNATIONAL INC
COMMON STOCK USD.01
LESLIE S INC
COMMON STOCK USD.001
LEXICON PHARMACEUTICALS INC
COMMON STOCK USD.001
LGI HOMES INC
COMMON STOCK USD.01
LHC GROUP INC
COMMON STOCK USD.01
LIBERTY BROADBAND A
COMMON STOCK USD.01
LIBERTY BROADBAND C
COMMON STOCK USD.01
LIBERTY ENERGY INC
COMMON STOCK
LIBERTY LATIN AMERIC CL A
COMMON STOCK USD.01
LIBERTY LATIN AMERIC CL C
COMMON STOCK USD.01
LIBERTY MEDIA COR SIRIUSXM A
TRACKING STK USD.01
LIBERTY MEDIA COR SIRIUSXM C
TRACKING STK USD.01
LIBERTY MEDIA CORP BRAVES A
TRACKING STK
LIBERTY MEDIA CORP BRAVES C
TRACKING STK
LIBERTY MEDIA CORP LIBERTY A
TRACKING STK USD.01
LIBERTY MEDIA CORP LIBERTY C
TRACKING STK USD.01
LIBERTY TRIPADVISOR HDG A
COMMON STOCK
LIFE STORAGE INC
REIT USD.01
LIFE TIME GROUP HOLDINGS INC
COMMON STOCK USD.01
LIFESTANCE HEALTH GROUP INC
COMMON STOCK USD.01
LIFETIME BRANDS INC
COMMON STOCK USD.01
LIGAND PHARMACEUTICALS
COMMON STOCK USD.001
LIGHT + WONDER INC
COMMON STOCK USD.01
LIMELIGHT NETWORKS INC
COMMON STOCK USD.001
LIMONEIRA CO
COMMON STOCK USD.01
LINCOLN ELECTRIC HOLDINGS
COMMON STOCK
LINDBLAD EXPEDITIONS HOLDING
COMMON STOCK USD.0001
LINDSAY CORP
COMMON STOCK USD1.0
LINEAGE CELL THERAPEUTICS IN
COMMON STOCK
LIONS GATE ENTERTAINMENT A
COMMON STOCK NPV
LIONS GATE ENTERTAINMENT B
COMMON STOCK
LIQUIDITY SERVICES INC
COMMON STOCK USD.001
LITHIA MOTORS INC
COMMON STOCK
LITTELFUSE INC
COMMON STOCK USD.01
LIVANOVA PLC
COMMON STOCK GBP1.0
LIVE OAK BANCSHARES INC
COMMON STOCK NPV
LIVENT CORP
COMMON STOCK USD.001
LIVEONE INC
COMMON STOCK USD.001
LIVEPERSON INC
COMMON STOCK USD.001
LIVERAMP HOLDINGS INC
COMMON STOCK USD.1
LL FLOORING HOLDINGS INC
COMMON STOCK USD.001
LORDSTOWN MOTORS CORP CL A
COMMON STOCK USD.0001
LOUISIANA PACIFIC CORP
COMMON STOCK USD1.0
LOVESAC CO/THE
COMMON STOCK USD.00001
LOYALTY VENTURES INC
COMMON STOCK USD.01
LPL FINANCIAL HOLDINGS INC
COMMON STOCK
LTC PROPERTIES INC
REIT USD.01
LULULEMON ATHLETICA INC
COMMON STOCK USD.005
LUMENTUM HOLDINGS INC
COMMON STOCK USD.001
LUNA INNOVATIONS INC
COMMON STOCK USD.001
LUTHER BURBANK CORP
COMMON STOCK
LUXFER HOLDINGS PLC
COMMON STOCK USD.5
LXP INDUSTRIAL TRUST
REIT USD.0001
LYELL IMMUNOPHARMA INC
COMMON STOCK USD.0001
LYFT INC A
COMMON STOCK USD.00001
M/I HOMES INC
COMMON STOCK USD.01
MACATAWA BANK CORP
COMMON STOCK
MACERICH CO/THE
REIT USD.01
MACOM TECHNOLOGY SOLUTIONS H
COMMON STOCK USD.001
MACROGENICS INC
COMMON STOCK USD.01
MACY S INC
COMMON STOCK USD.01
MADISON SQUARE GARDEN ENTERT
COMMON STOCK USD.01
MADISON SQUARE GARDEN SPORTS
COMMON STOCK USD.01
MADRIGAL PHARMACEUTICALS INC
COMMON STOCK USD.0001
MAGELLAN HEALTH INC
COMMON STOCK USD.01
MAGENTA THERAPEUTICS INC
COMMON STOCK USD.001
MAGNITE INC
COMMON STOCK USD.00001
MAGNOLIA OIL + GAS CORP A
COMMON STOCK USD.0001
MAIDEN HOLDINGS LTD
COMMON STOCK USD.01
MALIBU BOATS INC A
COMMON STOCK USD.01
MANDIANT INC
COMMON STOCK USD.0001
MANHATTAN ASSOCIATES INC
COMMON STOCK USD.01
MANITOWOC COMPANY INC
COMMON STOCK USD.01
MANNKIND CORP
COMMON STOCK USD.01
MANPOWERGROUP INC
COMMON STOCK USD.01
MANTECH INTERNATIONAL CORP A
COMMON STOCK USD.01
MARATHON DIGITAL HOLDINGS IN
COMMON STOCK USD.001
MARAVAI LIFESCIENCES HLDGS A
COMMON STOCK USD.01
MARCUS + MILLICHAP INC
COMMON STOCK USD.0001
MARCUS CORPORATION
COMMON STOCK USD1.0
MARINE PRODUCTS CORP
COMMON STOCK USD.1
MARINEMAX INC
COMMON STOCK USD.001
MARINUS PHARMACEUTICALS INC
COMMON STOCK USD.001
MARKEL CORP
COMMON STOCK
MARLIN BUSINESS SERVICES INC
COMMON STOCK USD.01
MARRIOTT VACATIONS WORLD
COMMON STOCK USD.01
MARRONE BIO INNOVATIONS INC
COMMON STOCK USD.00001
MARTEN TRANSPORT LTD
COMMON STOCK USD.01
MARVELL TECHNOLOGY INC
COMMON STOCK USD.002
MASIMO CORP
COMMON STOCK USD.001
MASONITE INTERNATIONAL CORP
COMMON STOCK
MASTEC INC
COMMON STOCK USD.1
MASTERCRAFT BOAT HOLDINGS IN
COMMON STOCK USD.01
MATADOR RESOURCES CO
COMMON STOCK USD.01
MATERION CORP
COMMON STOCK
MATRIX SERVICE CO
COMMON STOCK USD.01
MATSON INC
COMMON STOCK
MATTEL INC
COMMON STOCK USD1.0
MATTHEWS INTL CORP CLASS A
COMMON STOCK USD1.0
MAXAR TECHNOLOGIES INC
COMMON STOCK
MAXCYTE INC
COMMON STOCK NPV
MAXIMUS INC
COMMON STOCK
MAXLINEAR INC
COMMON STOCK
MAYVILLE ENGINEERING CO INC
COMMON STOCK
MBIA INC
COMMON STOCK USD1.0
MCAFEE CORP CLASS A
COMMON STOCK USD.001
MCGRATH RENTCORP
COMMON STOCK
MDC HOLDINGS INC
COMMON STOCK USD.01
MDU RESOURCES GROUP INC
COMMON STOCK USD1.0
MEDIA GEN INC CVR
COMMON STOCK
MEDIAALPHA INC CLASS A
COMMON STOCK USD.01
MEDICAL PROPERTIES TRUST INC
REIT USD.001
MEDIFAST INC
COMMON STOCK USD.001
MEDNAX INC
COMMON STOCK USD.01
MEDPACE HOLDINGS INC
COMMON STOCK USD.01
MEI PHARMA INC
COMMON STOCK USD.00000002
MEIRAGTX HOLDINGS PLC
COMMON STOCK USD.00001
MERCANTILE BANK CORP
COMMON STOCK
MERCHANTS BANCORP/IN
COMMON STOCK
MERCURY GENERAL CORP
COMMON STOCK
MERCURY SYSTEMS INC
COMMON STOCK USD.01
MERIDIAN BIOSCIENCE INC
COMMON STOCK
MERIT MEDICAL SYSTEMS INC
COMMON STOCK
MERITAGE HOMES CORP
COMMON STOCK USD.01
MERITOR INC
COMMON STOCK USD1.0
MERSANA THERAPEUTICS INC
COMMON STOCK USD.0001
MESA AIR GROUP INC
COMMON STOCK
MESA LABORATORIES INC
COMMON STOCK
META FINANCIAL GROUP INC
COMMON STOCK USD.01
META MATERIALS INC
COMMON STOCK USD.001
METHODE ELECTRONICS INC
COMMON STOCK USD.5
METROCITY BANKSHARES INC
COMMON STOCK
METROPOLITAN BANK HOLDING CO
COMMON STOCK
MFA FINANCIAL INC
REIT USD.01
MGE ENERGY INC
COMMON STOCK USD1.0
MGIC INVESTMENT CORP
COMMON STOCK USD1.0
MGP INGREDIENTS INC
COMMON STOCK
MICROSTRATEGY INC CL A
COMMON STOCK USD.001
MICROVISION INC
COMMON STOCK USD.001
MID PENN BANCORP INC
COMMON STOCK USD1.0
MIDDLEBY CORP
COMMON STOCK USD.01
MIDDLESEX WATER CO
COMMON STOCK
MIDLAND STATES BANCORP INC
COMMON STOCK USD.01
MIDWESTONE FINANCIAL GROUP I
COMMON STOCK USD.01
MILLER INDUSTRIES INC/TENN
COMMON STOCK USD.01
MILLERKNOLL INC
COMMON STOCK USD.2
MIMECAST LTD
COMMON STOCK USD.01
MIMEDX GROUP INC
COMMON STOCK USD.001
MIND MEDICINE MINDMED INC
COMMON STOCK
MINERALS TECHNOLOGIES INC
COMMON STOCK USD.1
MIRATI THERAPEUTICS INC
COMMON STOCK
MIRUM PHARMACEUTICALS INC
COMMON STOCK
MISSION PRODUCE INC
COMMON STOCK USD.001
MISTER CAR WASH INC
COMMON STOCK USD.01
MISTRAS GROUP INC
COMMON STOCK USD.01
MITEK SYSTEMS INC
COMMON STOCK USD.001
MKS INSTRUMENTS INC
COMMON STOCK
MODEL N INC
COMMON STOCK USD.00015
MODINE MANUFACTURING CO
COMMON STOCK USD.625
MODIVCARE INC
COMMON STOCK USD.001
MOELIS + CO CLASS A
COMMON STOCK USD.01
MOLECULAR TEMPLATES INC
COMMON STOCK USD.001
MOLINA HEALTHCARE INC
COMMON STOCK USD.001
MOMENTIVE GLOBAL INC
COMMON STOCK USD.00001
MONARCH CASINO + RESORT INC
COMMON STOCK USD.01
MONEYGRAM INTERNATIONAL INC
COMMON STOCK USD.01
MONGODB INC
COMMON STOCK USD.001
MONMOUTH REAL ESTATE INV COR
REIT USD.01
MONRO INC
COMMON STOCK USD.01
MONTE ROSA THERAPEUTICS INC
COMMON STOCK USD.0001
MONTROSE ENVIRONMENTAL GROUP
COMMON STOCK
MOOG INC CLASS A
COMMON STOCK USD1.0
MORNINGSTAR INC
COMMON STOCK
MORPHIC HOLDING INC
COMMON STOCK USD.0001
MOTORCAR PARTS OF AMERICA IN
COMMON STOCK USD.01
MOVADO GROUP INC
COMMON STOCK USD.01
MP MATERIALS CORP
COMMON STOCK USD.0001
MR COOPER GROUP INC
COMMON STOCK USD.01
MRC GLOBAL INC
COMMON STOCK USD.01
MSA SAFETY INC
COMMON STOCK
MSC INDUSTRIAL DIRECT CO A
COMMON STOCK USD.001
MUELLER INDUSTRIES INC
COMMON STOCK USD.01
MUELLER WATER PRODUCTS INC A
COMMON STOCK USD.01
MULTIPLAN CORP
COMMON STOCK
MURPHY OIL CORP
COMMON STOCK USD1.0
MURPHY USA INC
COMMON STOCK
MUSTANG BIO INC
COMMON STOCK USD.0001
MVB FINANCIAL CORP
COMMON STOCK USD1.0
MYERS INDUSTRIES INC
COMMON STOCK
MYR GROUP INC/DELAWARE
COMMON STOCK USD.01
MYRIAD GENETICS INC
COMMON STOCK USD.01
N ABLE INC
COMMON STOCK USD.001
N B T BANCORP INC
COMMON STOCK USD.01
NABORS INDUSTRIES LTD
COMMON STOCK USD.001
NANOSTRING TECHNOLOGIES INC
COMMON STOCK USD.0001
NANTHEALTH INC
COMMON STOCK USD.0001
NAPCO SECURITY TECHNOLOGIES
COMMON STOCK USD.01
NATERA INC
COMMON STOCK USD.0001
NATHAN S FAMOUS INC
COMMON STOCK USD.01
NATIONAL BANK HOLD CL A
COMMON STOCK
NATIONAL BEVERAGE CORP
COMMON STOCK USD.01
NATIONAL CINEMEDIA INC
COMMON STOCK USD.01
NATIONAL ENERGY SERVICES REU
COMMON STOCK
NATIONAL FUEL GAS CO
COMMON STOCK USD1.0
NATIONAL HEALTHCARE CORP
COMMON STOCK USD.01
NATIONAL INSTRUMENTS CORP
COMMON STOCK USD.01
NATIONAL PRESTO INDS INC
COMMON STOCK USD1.0
NATIONAL RESEARCH CORP
COMMON STOCK USD.001
NATIONAL RETAIL PROPERTIES
REIT USD.01
NATIONAL STORAGE AFFILIATES
REIT USD.01
NATIONAL VISION HOLDINGS INC
COMMON STOCK USD.01
NATIONAL WESTERN LIFE GROU A
COMMON STOCK USD.01
NATL HEALTH INVESTORS INC
REIT USD.01
NATURAL GROCERS BY VITAMIN C
COMMON STOCK USD.001
NATURES SUNSHINE PRODS INC
COMMON STOCK
NATUS MEDICAL INC
COMMON STOCK USD.001
NAUTILUS INC
COMMON STOCK
NAVIENT CORP
COMMON STOCK USD.01
NCINO OPCO INC
COMMON STOCK USD.0005
NCR CORPORATION
COMMON STOCK USD.01
NECESSITY RETAIL REIT INC/TH
REIT
NEENAH INC
COMMON STOCK USD.01
NEKTAR THERAPEUTICS
COMMON STOCK USD.0001
NELNET INC CL A
COMMON STOCK USD.01
NEOGAMES SA
COMMON STOCK
NEOGEN CORP
COMMON STOCK USD.16
NEOGENOMICS INC
COMMON STOCK USD.001
NEOLEUKIN THERAPEUTICS INC
COMMON STOCK USD.000001
NEOPHOTONICS CORP
COMMON STOCK USD.0025
NETGEAR INC
COMMON STOCK USD.001
NETSCOUT SYSTEMS INC
COMMON STOCK USD.001
NETSTREIT CORP
REIT USD.01
NEUROCRINE BIOSCIENCES INC
COMMON STOCK USD.001
NEURONETICS INC
COMMON STOCK USD.01
NEVRO CORP
COMMON STOCK USD.001
NEW FORTRESS ENERGY INC
COMMON STOCK
NEW JERSEY RESOURCES CORP
COMMON STOCK USD2.5
NEW RELIC INC
COMMON STOCK USD.001
NEW RESIDENTIAL INVESTMENT
REIT USD.01
NEW YORK COMMUNITY BANCORP
COMMON STOCK USD.01
NEW YORK MORTGAGE TRUST INC
REIT USD.02
NEW YORK TIMES CO A
COMMON STOCK USD.1
NEWAGE INC
COMMON STOCK USD.001
NEWMARK GROUP INC CLASS A
COMMON STOCK USD.01
NEWMARKET CORP
COMMON STOCK
NEWPARK RESOURCES INC
COMMON STOCK USD.01
NEXIMMUNE INC
COMMON STOCK USD.0001
NEXPOINT RESIDENTIAL
REIT USD.01
NEXSTAR MEDIA GROUP INC CL A
COMMON STOCK USD.01
NEXTGEN HEALTHCARE INC
COMMON STOCK USD.01
NEXTIER OILFIELD SOLUTIONS I
COMMON STOCK USD.01
NGM BIOPHARMACEUTICALS INC
COMMON STOCK USD.001
NI HOLDINGS INC
COMMON STOCK USD.01
NICOLET BANKSHARES INC
COMMON STOCK
NIKOLA CORP
COMMON STOCK USD.0001
NKARTA INC
COMMON STOCK
NL INDUSTRIES
COMMON STOCK USD.125
NLIGHT INC
COMMON STOCK
NMI HOLDINGS INC CLASS A
COMMON STOCK USD.01
NN INC
COMMON STOCK USD.01
NOODLES + CO
COMMON STOCK USD.01
NORDIC AMERICAN TANKERS LTD
COMMON STOCK USD.01
NORDSON CORP
COMMON STOCK
NORDSTROM INC
COMMON STOCK
NORTHERN OIL AND GAS INC
COMMON STOCK USD.001
NORTHFIELD BANCORP INC
COMMON STOCK USD.01
NORTHRIM BANCORP INC
COMMON STOCK USD1.0
NORTHWEST BANCSHARES INC
COMMON STOCK USD.01
NORTHWEST NATURAL HOLDING CO
COMMON STOCK
NORTHWEST PIPE CO
COMMON STOCK USD.01
NORTHWESTERN CORP
COMMON STOCK USD.01
NOV INC
COMMON STOCK USD.01
NOVAGOLD RESOURCES INC
COMMON STOCK
NOVANTA INC
COMMON STOCK
NOVAVAX INC
COMMON STOCK USD.01
NOVOCURE LTD
COMMON STOCK
NOW INC
COMMON STOCK USD.01
NU SKIN ENTERPRISES INC A
COMMON STOCK USD.001
NUANCE COMMUNICATIONS INC
COMMON STOCK USD.001
NURIX THERAPEUTICS INC
COMMON STOCK
NUTANIX INC A
COMMON STOCK USD.000025
NUVALENT INC A
COMMON STOCK USD.0001
NUVASIVE INC
COMMON STOCK USD.001
NUVATION BIO INC
COMMON STOCK USD.0001
NV5 GLOBAL INC
COMMON STOCK USD.01
NVE CORP
COMMON STOCK USD.01
NVENT ELECTRIC PLC
COMMON STOCK USD.01
O I GLASS INC
COMMON STOCK
OAK STREET HEALTH INC
COMMON STOCK USD.001
OASIS PETROLEUM INC
COMMON STOCK
OCEANEERING INTL INC
COMMON STOCK USD.25
OCEANFIRST FINANCIAL CORP
COMMON STOCK USD.01
OCUGEN INC
COMMON STOCK USD.001
OCULAR THERAPEUTIX INC
COMMON STOCK USD.0001
OCWEN FINANCIAL CORP
COMMON STOCK USD.01
ODP CORP/THE
COMMON STOCK USD.01
OFFICE PROPERTIES INCOME TRU
REIT USD.01
OFG BANCORP
COMMON STOCK USD1.0
OGE ENERGY CORP
COMMON STOCK USD.01
OIL DRI CORP OF AMERICA
COMMON STOCK USD.1
OIL STATES INTERNATIONAL INC
COMMON STOCK USD.01
OKTA INC
COMMON STOCK
OLAPLEX HOLDINGS INC
COMMON STOCK USD.001
OLD NATIONAL BANCORP
COMMON STOCK
OLD REPUBLIC INTL CORP
COMMON STOCK USD1.0
OLD SECOND BANCORP INC
COMMON STOCK USD1.0
OLEMA PHARMACEUTICALS INC
COMMON STOCK USD.0001
OLIN CORP
COMMON STOCK USD1.0
OLLIE S BARGAIN OUTLET HOLDI
COMMON STOCK USD.001
OLYMPIC STEEL INC
COMMON STOCK
OMEGA FLEX INC
COMMON STOCK USD.01
OMEGA HEALTHCARE INVESTORS
REIT USD.1
OMEROS CORP
COMMON STOCK USD.01
OMNICELL INC
COMMON STOCK USD.001
ON SEMICONDUCTOR
COMMON STOCK USD.01
ON24 INC
COMMON STOCK USD.0001
ONCOCYTE CORP
COMMON STOCK
ONCORUS INC
COMMON STOCK
ONE GAS INC
COMMON STOCK
ONE LIBERTY PROPERTIES INC
REIT USD1.0
ONEMAIN HOLDINGS INC
COMMON STOCK USD.01
ONESPAN INC
COMMON STOCK USD.001
ONESPAWORLD HOLDINGS LTD
COMMON STOCK USD.0001
ONEWATER MARINE INC CL A
COMMON STOCK USD.01
ONTO INNOVATION INC
COMMON STOCK
ONTRAK INC
COMMON STOCK USD.0001
OOMA INC
COMMON STOCK USD.0001
OPEN LENDING CORP CL A
COMMON STOCK
OPENDOOR TECHNOLOGIES INC
COMMON STOCK USD.0001
OPKO HEALTH INC
COMMON STOCK USD.01
OPORTUN FINANCIAL CORP
COMMON STOCK USD.0001
OPPENHEIMER HOLDINGS CL A
COMMON STOCK USD.001
OPTIMIZERX CORP
COMMON STOCK USD.001
OPTION CARE HEALTH INC
COMMON STOCK USD.0001
ORAMED PHARMACEUTICALS INC
COMMON STOCK USD.001
ORASURE TECHNOLOGIES INC
COMMON STOCK USD.000001
ORCHID ISLAND CAPITAL INC
REIT USD.01
ORGANOGENESIS HOLDINGS INC
COMMON STOCK
ORIC PHARMACEUTICALS INC
COMMON STOCK USD.0001
ORIGIN BANCORP INC
COMMON STOCK
ORION ENGINEERED CARBONS SA
COMMON STOCK
ORION OFFICE REIT INC
REIT USD.01
ORMAT TECHNOLOGIES INC
COMMON STOCK USD.001
ORRSTOWN FINL SERVICES INC
COMMON STOCK
ORTHO CLINICAL DIAGNOSTICS H
COMMON STOCK USD.00001
ORTHOFIX MEDICAL INC
COMMON STOCK USD.1
ORTHOPEDIATRICS CORP
COMMON STOCK USD.00025
OSHKOSH CORP
COMMON STOCK USD.01
OSI SYSTEMS INC
COMMON STOCK
OTTER TAIL CORP
COMMON STOCK USD5.0
OUSTER INC
COMMON STOCK USD.0001
OUTFRONT MEDIA INC
REIT USD.01
OUTSET MEDICAL INC
COMMON STOCK USD.001
OVERSTOCK.COM INC
COMMON STOCK USD.0001
OVINTIV INC
COMMON STOCK
OWENS + MINOR INC
COMMON STOCK USD2.0
OWENS CORNING
COMMON STOCK USD.001
OXFORD INDUSTRIES INC
COMMON STOCK USD1.0
OYSTER POINT PHARMA INC
COMMON STOCK USD.001
P G + E CORP
COMMON STOCK
PACIFIC BIOSCIENCES OF CALIF
COMMON STOCK USD.0001
PACIFIC PREMIER BANCORP INC
COMMON STOCK USD.01
PACIRA BIOSCIENCES INC
COMMON STOCK USD.001
PACTIV EVERGREEN INC
COMMON STOCK
PACWEST BANCORP
COMMON STOCK
PAE INC
COMMON STOCK USD.0001
PAGERDUTY INC
COMMON STOCK USD.000005
PALANTIR TECHNOLOGIES INC A
COMMON STOCK USD.001
PALO ALTO NETWORKS INC
COMMON STOCK USD.0001
PALOMAR HOLDINGS INC
COMMON STOCK USD.0001
PAPA JOHN S INTL INC
COMMON STOCK USD.01
PAR PACIFIC HOLDINGS INC
COMMON STOCK USD.01
PAR TECHNOLOGY CORP/DEL
COMMON STOCK USD.02
PARAMOUNT GROUP INC
REIT USD.01
PARATEK PHARMACEUTICALS INC
COMMON STOCK USD.001
PARK AEROSPACE CORP
COMMON STOCK USD.1
PARK HOTELS + RESORTS INC
REIT USD.01
PARK NATIONAL CORP
COMMON STOCK
PARK OHIO HOLDINGS CORP
COMMON STOCK USD1.0
PARSONS CORP
COMMON STOCK USD1.0
PARTY CITY HOLDCO INC
COMMON STOCK USD.01
PASSAGE BIO INC
COMMON STOCK USD.0001
PATRICK INDUSTRIES INC
COMMON STOCK
PATTERSON COS INC
COMMON STOCK USD.01
PATTERSON UTI ENERGY INC
COMMON STOCK USD.01
PAVMED INC
COMMON STOCK USD.001
PAYA HOLDINGS INC
COMMON STOCK USD.0001
PAYCOR HCM INC
COMMON STOCK USD.001
PAYLOCITY HOLDING CORP
COMMON STOCK USD.001
PAYSAFE LTD
COMMON STOCK USD.0001
PBF ENERGY INC CLASS A
COMMON STOCK USD.001
PC CONNECTION INC
COMMON STOCK USD.01
PCSB FINANCIAL CORP
COMMON STOCK USD.01
PDC ENERGY INC
COMMON STOCK USD.01
PDF SOLUTIONS INC
COMMON STOCK USD.00015
PEABODY ENERGY CORP
COMMON STOCK
PEAPACK GLADSTONE FINL CORP
COMMON STOCK
PEBBLEBROOK HOTEL TRUST
REIT USD.01
PEGASYSTEMS INC
COMMON STOCK USD.01
PELOTON INTERACTIVE INC A
COMMON STOCK USD.000025
PENNANT GROUP INC/THE
COMMON STOCK USD.001
PENNYMAC FINANCIAL SERVICES
COMMON STOCK USD.0001
PENNYMAC MORTGAGE INVESTMENT
REIT USD.01
PENSKE AUTOMOTIVE GROUP INC
COMMON STOCK USD.0001
PENUMBRA INC
COMMON STOCK USD.001
PEOPLES BANCORP INC
COMMON STOCK
PEOPLES FINANCIAL SERVICES
COMMON STOCK USD2.0
PERDOCEO EDUCATION CORP
COMMON STOCK USD.01
PERFICIENT INC
COMMON STOCK USD.001
PERFORMANCE FOOD GROUP CO
COMMON STOCK USD.01
PERRIGO CO PLC
COMMON STOCK EUR.001
PERSONALIS INC
COMMON STOCK
PETCO HEALTH AND WELLNESS CO
COMMON STOCK USD.001
PETIQ INC
COMMON STOCK USD.001
PETMED EXPRESS INC
COMMON STOCK USD.001
PGT INNOVATIONS INC
COMMON STOCK USD.01
PHATHOM PHARMACEUTICALS INC
COMMON STOCK USD.0001
PHIBRO ANIMAL HEALTH CORP A
COMMON STOCK USD.001
PHILLIPS EDISON + COMPANY IN
REIT USD.01
PHOTRONICS INC
COMMON STOCK USD.01
PHREESIA INC
COMMON STOCK USD.01
PHYSICIANS REALTY TRUST
REIT USD.01
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
PILGRIM S PRIDE CORP
COMMON STOCK USD.01
PING IDENTITY HOLDING CORP
COMMON STOCK USD.001
PINNACLE FINANCIAL PARTNERS
COMMON STOCK USD1.0
PINTEREST INC CLASS A
COMMON STOCK USD.00001
PIONEER BANCORP INC/NY
COMMON STOCK USD.01
PIPER SANDLER COS
COMMON STOCK USD.01
PITNEY BOWES INC
COMMON STOCK USD1.0
PJT PARTNERS INC A
COMMON STOCK
PLANET FITNESS INC CL A
COMMON STOCK USD.0001
PLANTRONICS INC
COMMON STOCK USD.01
PLAYAGS INC
COMMON STOCK USD.01
PLAYTIKA HOLDING CORP
COMMON STOCK USD.01
PLBY GROUP INC
COMMON STOCK USD.0001
PLEXUS CORP
COMMON STOCK USD.01
PLIANT THERAPEUTICS INC
COMMON STOCK
PLUG POWER INC
COMMON STOCK USD.01
PLYMOUTH INDUSTRIAL REIT INC
REIT USD.01
PMV PHARMACEUTICALS INC
COMMON STOCK
PNM RESOURCES INC
COMMON STOCK
POLARIS INC
COMMON STOCK USD.01
POPULAR INC
COMMON STOCK USD.01
PORCH GROUP INC
COMMON STOCK USD.0001
PORTAGE BIOTECH INC
COMMON STOCK
PORTILLO S INC CL A
COMMON STOCK USD.01
PORTLAND GENERAL ELECTRIC CO
COMMON STOCK
POSEIDA THERAPEUTICS INC
COMMON STOCK
POST HOLDINGS INC
COMMON STOCK USD.01
POTLATCHDELTIC CORP
REIT USD1.0
POWELL INDUSTRIES INC
COMMON STOCK USD.01
POWER INTEGRATIONS INC
COMMON STOCK USD.001
POWERSCHOOL HOLDINGS INC A
COMMON STOCK USD.0001
PRA GROUP INC
COMMON STOCK USD.01
PRAXIS PRECISION MEDICINES I
COMMON STOCK USD.0001
PRECIGEN INC
COMMON STOCK
PRECISION BIOSCIENCES INC
COMMON STOCK
PREFERRED APARTMENT COMMUNIT
REIT USD.01
PREFERRED BANK/LOS ANGELES
COMMON STOCK
PREFORMED LINE PRODUCTS CO
COMMON STOCK USD2.0
PRELUDE THERAPEUTICS INC
COMMON STOCK USD.0001
PREMIER FINANCIAL CORP
COMMON STOCK USD.01
PREMIER INC CLASS A
COMMON STOCK USD.01
PRESTIGE CONSUMER HEALTHCARE
COMMON STOCK USD.01
PRICESMART INC
COMMON STOCK USD.0001
PRIMERICA INC
COMMON STOCK
PRIMIS FINANCIAL CORP
COMMON STOCK USD.01
PRIMO WATER CORP
COMMON STOCK
PRIMORIS SERVICES CORP
COMMON STOCK USD.0001
PRIORITY TECHNOLOGY HOLDINGS
COMMON STOCK USD.001
PRIVIA HEALTH GROUP INC
COMMON STOCK USD.01
PROASSURANCE CORP
COMMON STOCK USD.01
PROCORE TECHNOLOGIES INC
COMMON STOCK USD.0001
PROG HOLDINGS INC
COMMON STOCK USD.5
PROGENIC PHARMACEUTICALS INC.
COMMON STOCK
PROGRESS SOFTWARE CORP
COMMON STOCK USD.01
PROGYNY INC
COMMON STOCK USD.0001
PROMETHEUS BIOSCIENCES INC
COMMON STOCK USD.0001
PROPETRO HOLDING CORP
COMMON STOCK
PROS HOLDINGS INC
COMMON STOCK USD.001
PROSPERITY BANCSHARES INC
COMMON STOCK USD1.0
PROTAGONIST THERAPEUTICS INC
COMMON STOCK USD.00001
PROTHENA CORP PLC
COMMON STOCK USD.01
PROTO LABS INC
COMMON STOCK USD.001
PROVENTION BIO INC
COMMON STOCK
PROVIDENT BANCORP INC
COMMON STOCK USD.01
PROVIDENT FINANCIAL SERVICES
COMMON STOCK USD.01
PS BUSINESS PARKS INC/MD
REIT USD.01
PTC THERAPEUTICS INC
COMMON STOCK USD.001
PULMONX CORP
COMMON STOCK
PULSE BIOSCIENCES INC
COMMON STOCK USD.001
PUMA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
PURE CYCLE CORP
COMMON STOCK USD.0033
PURE STORAGE INC CLASS A
COMMON STOCK USD.0001
PURECYCLE TECHNOLOGIES INC
COMMON STOCK USD.0001
PURPLE INNOVATION INC
COMMON STOCK
PZENA INVESTMENT MANAGM CL A
COMMON STOCK USD.01
Q2 HOLDINGS INC
COMMON STOCK USD.0001
QCR HOLDINGS INC
COMMON STOCK USD1.0
QIAGEN N.V.
COMMON STOCK EUR.01
QUAKER CHEMICAL CORPORATION
COMMON STOCK USD1.0
QUALYS INC
COMMON STOCK USD.001
QUANEX BUILDING PRODUCTS
COMMON STOCK USD.01
QUANTERIX CORP
COMMON STOCK USD.001
QUANTUM CORP
COMMON STOCK USD.01
QUANTUMSCAPE CORP
COMMON STOCK USD.0001
QUIDEL CORP
COMMON STOCK USD.001
QUINSTREET INC
COMMON STOCK USD.001
QUOTIENT LTD
COMMON STOCK
QUOTIENT TECHNOLOGY INC
COMMON STOCK USD.00001
QURATE RETAIL INC
COMMON STOCK USD.01
R1 RCM INC
COMMON STOCK USD.01
RACKSPACE TECHNOLOGY INC
COMMON STOCK USD.01
RADIAN GROUP INC
COMMON STOCK USD.001
RADIANT LOGISTICS INC
COMMON STOCK USD.001
RADIUS GLOBAL INFRASTRUCTU A
COMMON STOCK
RADIUS HEALTH INC
COMMON STOCK USD.0001
RADNET INC
COMMON STOCK USD.0001
RAFAEL HOLDINGS INC CLASS B
COMMON STOCK USD.01
RAMBUS INC
COMMON STOCK USD.001
RANGE RESOURCES CORP
COMMON STOCK USD.01
RANGER OIL CORP A
COMMON STOCK
RANPAK HOLDINGS CORP
COMMON STOCK USD.0001
RAPID7 INC
COMMON STOCK USD.01
RAPT THERAPEUTICS INC
COMMON STOCK
RAYONIER ADVANCED MATERIALS
COMMON STOCK USD.01
RAYONIER INC
REIT
RBB BANCORP
COMMON STOCK
RBC BEARINGS INC
COMMON STOCK USD.01
RCI HOSPITALITY HOLDINGS INC
COMMON STOCK USD.01
RE/MAX HOLDINGS INC CL A
COMMON STOCK USD.0001
READY CAPITAL CORP
REIT USD.0001
REALOGY HOLDINGS CORP
COMMON STOCK USD.01
REALREAL INC/THE
COMMON STOCK USD.00001
REATA PHARMACEUTICALS INC A
COMMON STOCK USD.001
RECURSION PHARMACEUTICALS A
COMMON STOCK USD.00001
RED RIVER BANCSHARES INC
COMMON STOCK
RED ROBIN GOURMET BURGERS
COMMON STOCK USD.001
RED ROCK RESORTS INC CLASS A
COMMON STOCK USD.01
REDFIN CORP
COMMON STOCK
REDWOOD TRUST INC
REIT USD.01
REGAL REXNORD CORP
COMMON STOCK USD.01
REGENXBIO INC
COMMON STOCK USD.0001
REGIONAL MANAGEMENT CORP
COMMON STOCK USD.1
REGIS CORP
COMMON STOCK USD.05
REINSURANCE GROUP OF AMERICA
COMMON STOCK USD.01
REKOR SYSTEMS INC
COMMON STOCK USD.0001
RELAY THERAPEUTICS INC
COMMON STOCK
RELIANCE STEEL + ALUMINUM
COMMON STOCK
RELIANT BANCORP INC
COMMON STOCK USD.001
RELMADA THERAPEUTICS INC
COMMON STOCK
RENAISSANCERE HOLDINGS LTD
COMMON STOCK USD1.0
RENASANT CORP
COMMON STOCK USD5.0
RENEWABLE ENERGY GROUP INC
COMMON STOCK USD.0001
RENT A CENTER INC
COMMON STOCK USD.01
REPAY HOLDINGS CORP
COMMON STOCK USD.0001
REPLIGEN CORP
COMMON STOCK USD.01
REPLIMUNE GROUP INC
COMMON STOCK USD.001
REPUBLIC BANCORP INC CLASS A
COMMON STOCK
REPUBLIC FIRST BANCORP INC
COMMON STOCK USD.01
RESIDEO TECHNOLOGIES INC
COMMON STOCK USD.001
RESOURCES CONNECTION INC
COMMON STOCK USD.01
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
RETAIL VALUE INC
REIT USD.1
RETRACTABLE TECHNOLOGIES INC
COMMON STOCK
REV GROUP INC
COMMON STOCK USD.001
REVANCE THERAPEUTICS INC
COMMON STOCK USD.001
REVLON INC CLASS A
COMMON STOCK USD.01
REVOLUTION MEDICINES INC
COMMON STOCK
REVOLVE GROUP INC
COMMON STOCK USD.001
REX AMERICAN RESOURCES CORP
COMMON STOCK USD.01
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
REYNOLDS CONSUMER PRODUCTS I
COMMON STOCK USD.001
RH
COMMON STOCK USD.0001
RHYTHM PHARMACEUTICALS INC
COMMON STOCK
RIBBON COMMUNICATIONS INC
COMMON STOCK USD.001
RIGEL PHARMACEUTICALS INC
COMMON STOCK USD.001
RIMINI STREET INC
COMMON STOCK
RINGCENTRAL INC CLASS A
COMMON STOCK USD.0001
RIOT BLOCKCHAIN INC
COMMON STOCK
RITE AID CORP
COMMON STOCK USD1.0
RIVIAN AUTOMOTIVE INC A
COMMON STOCK USD.001
RLI CORP
COMMON STOCK USD1.0
RLJ LODGING TRUST
REIT
RMR GROUP INC/THE A
COMMON STOCK
ROCKET COS INC CLASS A
COMMON STOCK USD.00001
ROCKET PHARMACEUTICALS INC
COMMON STOCK USD.01
ROCKY BRANDS INC
COMMON STOCK
ROGERS CORP
COMMON STOCK USD1.0
ROKU INC
COMMON STOCK USD.0001
ROMEO POWER INC
COMMON STOCK USD.0001
ROYAL GOLD INC
COMMON STOCK USD.01
ROYALTY PHARMA PLC CL A
COMMON STOCK
RPC INC
COMMON STOCK USD.1
RPM INTERNATIONAL INC
COMMON STOCK USD.01
RPT REALTY
REIT USD.01
RR DONNELLEY + SONS CO
COMMON STOCK USD1.25
RUBIUS THERAPEUTICS INC
COMMON STOCK
RUSH ENTERPRISES INC CL B
COMMON STOCK USD.01
RUSH ENTERPRISES INC CL A
COMMON STOCK USD.01
RUSH STREET INTERACTIVE INC
COMMON STOCK USD.0001
RUTH S HOSPITALITY GROUP INC
COMMON STOCK USD.01
RYDER SYSTEM INC
COMMON STOCK USD.5
RYERSON HOLDING CORP
COMMON STOCK USD.01
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
S + T BANCORP INC
COMMON STOCK USD2.5
S+P MID 400 EMINI MAR22
XCME 20220318
SABRA HEALTH CARE REIT INC
REIT USD.01
SABRE CORP
COMMON STOCK USD.01
SAFE BULKERS INC
COMMON STOCK USD.001
SAFEHOLD INC
REIT USD.01
SAFETY INSURANCE GROUP INC
COMMON STOCK USD.01
SAGE THERAPEUTICS INC
COMMON STOCK USD.0001
SAIA INC
COMMON STOCK USD.001
SAILPOINT TECHNOLOGIES HOLDI
COMMON STOCK USD.0001
SALLY BEAUTY HOLDINGS INC
COMMON STOCK USD.01
SANA BIOTECHNOLOGY INC
COMMON STOCK USD.0001
SANDERSON FARMS INC
COMMON STOCK USD1.0
SANDY SPRING BANCORP INC
COMMON STOCK USD1.0
SANGAMO THERAPEUTICS INC
COMMON STOCK USD.01
SANMINA CORP
COMMON STOCK USD.01
SANTANDER CONSUMER USA HOLDI
COMMON STOCK USD.01
SAPIENS INTERNATIONAL CORP
COMMON STOCK EUR.01
SAREPTA THERAPEUTICS INC
COMMON STOCK USD.0001
SAUL CENTERS INC
REIT USD.01
SCANSOURCE INC
COMMON STOCK
SCHNEIDER NATIONAL INC CL B
COMMON STOCK
SCHNITZER STEEL INDS INC A
COMMON STOCK USD1.0
SCHOLAR ROCK HOLDING CORP
COMMON STOCK USD.001
SCHOLASTIC CORP
COMMON STOCK USD.01
SCHRODINGER INC
COMMON STOCK USD.01
SCHWEITZER MAUDUIT INTL INC
COMMON STOCK USD.1
SCIENCE APPLICATIONS INTE
COMMON STOCK USD.0001
SCORPIO TANKERS INC
COMMON STOCK USD.01
SCOTTS MIRACLE GRO CO
COMMON STOCK USD.01
SCULPTOR CAPITAL MANAGEMENT
COMMON STOCK
SEABOARD CORP
COMMON STOCK USD1.0
SEACOAST BANKING CORP/FL
COMMON STOCK USD.1
SEAGEN INC
COMMON STOCK USD.001
SEASPINE HOLDINGS CORP
COMMON STOCK USD.01
SEAWORLD ENTERTAINMENT INC
COMMON STOCK USD.01
SECUREWORKS CORP A
COMMON STOCK USD.01
SEELOS THERAPEUTICS INC
COMMON STOCK USD.001
SEER INC
COMMON STOCK USD.00001
SEI INVESTMENTS COMPANY
COMMON STOCK USD.01
SELECT ENERGY SERVICES INC A
COMMON STOCK USD.01
SELECT MEDICAL HOLDINGS CORP
COMMON STOCK USD.001
SELECTA BIOSCIENCES INC
COMMON STOCK USD.0001
SELECTIVE INSURANCE GROUP
COMMON STOCK USD2.0
SELECTQUOTE INC
COMMON STOCK USD.01
SEMTECH CORP
COMMON STOCK USD.01
SENECA FOODS CORP CL A
COMMON STOCK USD.25
SENSATA TECHNOLOGIES HOLDING
COMMON STOCK EUR.01
SENSEONICS HOLDINGS INC
COMMON STOCK USD.001
SENSIENT TECHNOLOGIES CORP
COMMON STOCK USD.1
SERES THERAPEUTICS INC
COMMON STOCK USD.001
SERITAGE GROWTH PROP A REIT
REIT USD.01
SERVICE CORP INTERNATIONAL
COMMON STOCK USD1.0
SERVICE PROPERTIES TRUST
REIT USD.01
SERVISFIRST BANCSHARES INC
COMMON STOCK USD.001
SESEN BIO INC
COMMON STOCK USD.001
SFL CORP LTD
COMMON STOCK USD.01
SHAKE SHACK INC CLASS A
COMMON STOCK USD.01
SHARPS COMPLIANCE CORP
COMMON STOCK USD.01
SHATTUCK LABS INC
COMMON STOCK
SHENANDOAH TELECOMMUNICATION
COMMON STOCK
SHIFT TECHNOLOGIES INC
COMMON STOCK USD.0001
SHIFT4 PAYMENTS INC CLASS A
COMMON STOCK
SHOALS TECHNOLOGIES GROUP A
COMMON STOCK USD.00001
SHOCKWAVE MEDICAL INC
COMMON STOCK USD.001
SHOE CARNIVAL INC
COMMON STOCK USD.01
SHOTSPOTTER INC
COMMON STOCK
SHUTTERSTOCK INC
COMMON STOCK USD.01
SHYFT GROUP INC/THE
COMMON STOCK USD.01
SI BONE INC
COMMON STOCK USD.0001
SIENTRA INC
COMMON STOCK USD.01
SIERRA BANCORP
COMMON STOCK
SIGA TECHNOLOGIES INC
COMMON STOCK USD.0001
SIGHT SCIENCES INC
COMMON STOCK USD.001
SIGILON THERAPEUTICS INC
COMMON STOCK USD.001
SIGNET JEWELERS LTD
COMMON STOCK USD.18
SIGNIFY HEALTH INC CLASS A
COMMON STOCK USD.01
SILGAN HOLDINGS INC
COMMON STOCK USD.01
SILICON LABORATORIES INC
COMMON STOCK USD.0001
SILK ROAD MEDICAL INC
COMMON STOCK USD.001
SILVERBACK THERAPEUTICS INC
COMMON STOCK USD.0001
SILVERGATE CAPITAL CORP CL A
COMMON STOCK
SIMMONS FIRST NATL CORP CL A
COMMON STOCK USD.01
SIMPLY GOOD FOODS CO/THE
COMMON STOCK USD.0001
SIMPSON MANUFACTURING CO INC
COMMON STOCK USD.01
SIMULATIONS PLUS INC
COMMON STOCK USD.001
SINCLAIR BROADCAST GROUP A
COMMON STOCK USD.01
SINGULAR GENOMICS SYSTEMS IN
COMMON STOCK USD.0001
SIRIUS XM HOLDINGS INC
COMMON STOCK USD.001
SIRIUSPOINT LTD
COMMON STOCK USD.1
SITE CENTERS CORP
REIT USD.1
SITEONE LANDSCAPE SUPPLY INC
COMMON STOCK USD.01
SITIME CORP
COMMON STOCK USD.0001
SIX FLAGS ENTERTAINMENT CORP
COMMON STOCK
SJW GROUP
COMMON STOCK USD.001
SKECHERS USA INC CL A
COMMON STOCK USD.001
SKILLZ INC
COMMON STOCK USD.0001
SKYLINE CHAMPION CORP
COMMON STOCK USD.028
SKYWATER TECHNOLOGY INC
COMMON STOCK USD.01
SKYWEST INC
COMMON STOCK
SL GREEN REALTY CORP
REIT USD.01
SLEEP NUMBER CORP
COMMON STOCK USD.01
SLM CORP
COMMON STOCK USD.2
SM ENERGY CO
COMMON STOCK USD.01
SMART GLOBAL HOLDINGS INC
COMMON STOCK USD.01
SMARTFINANCIAL INC
COMMON STOCK USD1.0
SMARTSHEET INC CLASS A
COMMON STOCK
SMITH + WESSON BRANDS INC
COMMON STOCK USD.001
SMITH MICRO SOFTWARE INC
COMMON STOCK USD.001
SNOWFLAKE INC CLASS A
COMMON STOCK
SOLARIS OILFIELD INFRAST A
COMMON STOCK USD.01
SOLARWINDS CORP
COMMON STOCK USD.001
SOLID BIOSCIENCES INC
COMMON STOCK USD.001
SONIC AUTOMOTIVE INC CLASS A
COMMON STOCK USD.01
SONOCO PRODUCTS CO
COMMON STOCK
SONOS INC
COMMON STOCK USD.001
SORRENTO THERAPEUTICS INC
COMMON STOCK USD.0001
SOTERA HEALTH CO
COMMON STOCK USD.01
SOUTH JERSEY INDUSTRIES
COMMON STOCK USD1.25
SOUTH PLAINS FINANCIAL INC
COMMON STOCK USD1.0
SOUTHERN COPPER CORP
COMMON STOCK USD.01
SOUTHERN FIRST BANCSHARES
COMMON STOCK USD.01
SOUTHERN MISSOURI BANCORP
COMMON STOCK USD.01
SOUTHSIDE BANCSHARES INC
COMMON STOCK USD1.25
SOUTHSTATE CORP
COMMON STOCK USD2.5
SOUTHWEST GAS HOLDINGS INC
COMMON STOCK USD1.0
SOUTHWESTERN ENERGY CO
COMMON STOCK USD.01
SP PLUS CORP
COMMON STOCK USD.001
SPARTANNASH CO
COMMON STOCK
SPECTRUM BRANDS HOLDINGS INC
COMMON STOCK USD.01
SPECTRUM PHARMACEUTICALS INC
COMMON STOCK USD.001
SPERO THERAPEUTICS INC
COMMON STOCK USD.001
SPIRE INC
COMMON STOCK USD1.0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON STOCK USD.01
SPIRIT AIRLINES INC
COMMON STOCK USD.0001
SPIRIT OF TEXAS BANCSHARES I
COMMON STOCK NPV
SPIRIT REALTY CAPITAL INC
REIT USD.05
SPLUNK INC
COMMON STOCK USD.001
SPORTSMAN S WAREHOUSE HOLDIN
COMMON STOCK USD.01
SPOTIFY TECHNOLOGY SA
COMMON STOCK EUR.000625
SPRINGWORKS THERAPEUTICS INC
COMMON STOCK USD.0001
SPROUT SOCIAL INC CLASS A
COMMON STOCK USD.0001
SPROUTS FARMERS MARKET INC
COMMON STOCK USD.001
SPRUCE BIOSCIENCES INC
COMMON STOCK
SPS COMMERCE INC
COMMON STOCK USD.001
SPX CORP
COMMON STOCK USD.01
SPX FLOW INC
COMMON STOCK USD.01
SQZ BIOTECHNOLOGIES CO
COMMON STOCK USD.001
SS+C TECHNOLOGIES HOLDINGS
COMMON STOCK USD.01
ST JOE CO/THE
COMMON STOCK
STAAR SURGICAL CO
COMMON STOCK USD.01
STAG INDUSTRIAL INC
REIT USD.01
STAGWELL INC
COMMON STOCK USD.00001
STANDARD BIOTOOLS INC
COMMON STOCK USD.001
STANDARD MOTOR PRODS
COMMON STOCK USD2.0
STANDEX INTERNATIONAL CORP
COMMON STOCK USD1.5
STARTEK INC
COMMON STOCK USD.01
STARWOOD PROPERTY TRUST INC
REIT USD.01
STATE AUTO FINANCIAL CORP
COMMON STOCK
STEEL DYNAMICS INC
COMMON STOCK USD.005
STEELCASE INC CL A
COMMON STOCK
STEM INC
COMMON STOCK USD.0001
STEPAN CO
COMMON STOCK USD1.0
STEPSTONE GROUP INC CLASS A
COMMON STOCK USD.001
STEREOTAXIS INC
COMMON STOCK USD.001
STERICYCLE INC
COMMON STOCK USD.01
STERLING BANCORP/DE
COMMON STOCK USD.01
STERLING CONSTRUCTION CO
COMMON STOCK USD.01
STEVEN MADDEN LTD
COMMON STOCK USD.0001
STEWART INFORMATION SERVICES
COMMON STOCK USD1.0
STIFEL FINANCIAL CORP
COMMON STOCK USD.15
STITCH FIX INC CLASS A
COMMON STOCK USD.00002
STOCK YARDS BANCORP INC
COMMON STOCK
STOKE THERAPEUTICS INC
COMMON STOCK
STONECO LTD A
COMMON STOCK USD.000079365
STONERIDGE INC
COMMON STOCK
STONEX GROUP INC
COMMON STOCK USD.01
STORE CAPITAL CORP
REIT USD.01
STRATEGIC EDUCATION INC
COMMON STOCK USD.01
STRIDE INC
COMMON STOCK USD.0001
STURM RUGER + CO INC
COMMON STOCK USD1.0
SUMMIT FINANCIAL GROUP INC
COMMON STOCK USD2.5
SUMMIT HOTEL PROPERTIES INC
REIT
SUMMIT MATERIALS INC CL A
COMMON STOCK USD.01
SUMO LOGIC INC
COMMON STOCK USD.0001
SUN COMMUNITIES INC
REIT USD.01
SUN COUNTRY AIRLINES HOLDING
COMMON STOCK USD.001
SUNCOKE ENERGY INC
COMMON STOCK USD.01
SUNNOVA ENERGY INTERNATIONAL
COMMON STOCK USD.001
SUNPOWER CORP
COMMON STOCK USD.001
SUNRUN INC
COMMON STOCK USD.0001
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
SUPER MICRO COMPUTER INC
COMMON STOCK USD.001
SUPERIOR GROUP OF COS INC
COMMON STOCK
SUPERNUS PHARMACEUTICALS INC
COMMON STOCK USD.001
SURFACE ONCOLOGY INC
COMMON STOCK USD.0001
SURGERY PARTNERS INC
COMMON STOCK USD.01
SURMODICS INC
COMMON STOCK USD.05
SUTRO BIOPHARMA INC
COMMON STOCK USD.001
SWITCH INC A
COMMON STOCK USD.001
SYLVAMO CORP
COMMON STOCK USD1.0
SYNAPTICS INC
COMMON STOCK USD.001
SYNDAX PHARMACEUTICALS INC
COMMON STOCK USD.0001
SYNEOS HEALTH INC
COMMON STOCK USD.01
SYNOVUS FINANCIAL CORP
COMMON STOCK USD1.0
SYROS PHARMACEUTICALS INC
COMMON STOCK USD.001
TABULA RASA HEALTHCARE INC
COMMON STOCK USD.0001
TACTILE SYSTEMS TECHNOLOGY I
COMMON STOCK USD.001
TALIS BIOMEDICAL CORP
COMMON STOCK USD.0001
TALOS ENERGY INC
COMMON STOCK
TANDEM DIABETES CARE INC
COMMON STOCK
TANGER FACTORY OUTLET CENTER
REIT USD.01
TARGA RESOURCES CORP
COMMON STOCK USD.001
TARGET HOSPITALITY CORP
COMMON STOCK USD.0001
TARSUS PHARMACEUTICALS INC
COMMON STOCK USD.0001
TATTOOED CHEF INC
COMMON STOCK USD.0001
TAYLOR MORRISON HOME CORP
COMMON STOCK USD.00001
TAYSHA GENE THERAPIES INC
COMMON STOCK
TCR2 THERAPEUTICS INC
COMMON STOCK USD.0001
TD SYNNEX CORP
COMMON STOCK USD.001
TEAM INC
COMMON STOCK USD.3
TECHTARGET
COMMON STOCK USD.001
TEEKAY TANKERS LTD CLASS A
COMMON STOCK USD.01
TEGNA INC
COMMON STOCK USD1.0
TEJON RANCH CO
COMMON STOCK USD.5
TELADOC HEALTH INC
COMMON STOCK USD.001
TELEPHONE AND DATA SYSTEMS
COMMON STOCK USD.01
TELESAT CORP
COMMON STOCK
TELLURIAN INC
COMMON STOCK USD.01
TELOS CORPORATION
COMMON STOCK USD.001
TEMPUR SEALY INTERNATIONAL I
COMMON STOCK USD.01
TENABLE HOLDINGS INC
COMMON STOCK USD.01
TENAYA THERAPEUTICS INC
COMMON STOCK USD.0001
TENET HEALTHCARE CORP
COMMON STOCK USD.05
TENNANT CO
COMMON STOCK USD.375
TENNECO INC CLASS A
COMMON STOCK USD.01
TERADATA CORP
COMMON STOCK USD.01
TEREX CORP
COMMON STOCK USD.01
TERMINIX GLOBAL HOLDINGS INC
COMMON STOCK USD.01
TERNS PHARMACEUTICALS INC
COMMON STOCK USD.0001
TERRENO REALTY CORP
REIT USD.01
TETRA TECH INC
COMMON STOCK USD.01
TETRA TECHNOLOGIES INC
COMMON STOCK USD.01
TEXAS CAPITAL BANCSHARES INC
COMMON STOCK USD.01
TEXAS PACIFIC LAND CORP
COMMON STOCK USD.01
TEXAS ROADHOUSE INC
COMMON STOCK USD.001
TEXTAINER GROUP HOLDINGS LTD
COMMON STOCK USD.01
TFS FINANCIAL CORP
COMMON STOCK USD.01
TG THERAPEUTICS INC
COMMON STOCK USD.001
THERAPEUTICSMD INC
COMMON STOCK USD.001
THERAVANCE BIOPHARMA INC
COMMON STOCK USD.00001
THERMON GROUP HOLDINGS INC
COMMON STOCK USD.001
THOR INDUSTRIES INC
COMMON STOCK USD.1
THOUGHTWORKS HOLDING INC
COMMON STOCK USD.001
TIDEWATER INC
COMMON STOCK
TILLY S INC CLASS A SHRS
COMMON STOCK USD.001
TIMKEN CO
COMMON STOCK
TIMKENSTEEL CORP
COMMON STOCK
TIPTREE INC
COMMON STOCK USD.001
TITAN INTERNATIONAL INC
COMMON STOCK
TITAN MACHINERY INC
COMMON STOCK USD.00001
TIVITY HEALTH INC
COMMON STOCK USD.001
TOBIRA THERAPEUTICS IN
COMMON STOCK
TOLL BROTHERS INC
COMMON STOCK USD.01
TOMPKINS FINANCIAL CORP
COMMON STOCK USD.1
TONIX PHARMACEUTICALS HOLDIN
COMMON STOCK USD.001
TOOTSIE ROLL INDS
COMMON STOCK USD.694
TOPBUILD CORP
COMMON STOCK
TORO CO
COMMON STOCK USD1.0
TOWNE BANK
COMMON STOCK USD1.667
TPG RE FINANCE TRUST INC
REIT USD.001
TPI COMPOSITES INC
COMMON STOCK USD.01
TRADE DESK INC/THE CLASS A
COMMON STOCK USD.000001
TRADEWEB MARKETS INC CLASS A
COMMON STOCK USD.01
TRANSCAT INC
COMMON STOCK USD.5
TRANSMEDICS GROUP INC
COMMON STOCK
TRANSUNION
COMMON STOCK USD.01
TRAVEL LEISURE CO
COMMON STOCK USD.01
TRAVELCENTERS OF AMERICA INC
COMMON STOCK USD.00001
TRAVERE THERAPEUTICS INC
COMMON STOCK USD.0001
TREACE MEDICAL CONCEPTS INC
COMMON STOCK USD.001
TREAN INSURANCE GROUP INC
COMMON STOCK
TREDEGAR CORP
COMMON STOCK
TREEHOUSE FOODS INC
COMMON STOCK USD.01
TREX COMPANY INC
COMMON STOCK USD.01
TRI POINTE HOMES INC
COMMON STOCK USD.01
TRICO BANCSHARES
COMMON STOCK
TRIMAS CORP
COMMON STOCK USD.01
TRINET GROUP INC
COMMON STOCK USD.000025
TRINITY INDUSTRIES INC
COMMON STOCK USD.01
TRINSEO PLC
COMMON STOCK
TRIPADVISOR INC
COMMON STOCK USD.001
TRIPLE S MANAGEMENT CORP
COMMON STOCK USD1.0
TRISTATE CAPITAL HLDGS INC
COMMON STOCK
TRITON INTERNATIONAL LTD
COMMON STOCK USD.01
TRIUMPH BANCORP INC
COMMON STOCK USD.01
TRIUMPH GROUP INC
COMMON STOCK USD.001
TRONOX HOLDINGS PLC A
COMMON STOCK USD.01
TRUEBLUE INC
COMMON STOCK
TRUECAR INC
COMMON STOCK USD.0001
TRUPANION INC
COMMON STOCK USD.00001
TRUSTCO BANK CORP NY
COMMON STOCK USD1.0
TRUSTMARK CORP
COMMON STOCK
TTEC HOLDINGS INC
COMMON STOCK USD.01
TTM TECHNOLOGIES
COMMON STOCK USD.001
TUCOWS INC CLASS A
COMMON STOCK
TUPPERWARE BRANDS CORP
COMMON STOCK USD.01
TURNING POINT BRANDS INC
COMMON STOCK USD.01
TURNING POINT THERAPEUTICS I
COMMON STOCK USD.0001
TURTLE BEACH CORP
COMMON STOCK
TUSIMPLE HOLDINGS INC A
COMMON STOCK USD.0001
TUTOR PERINI CORP
COMMON STOCK USD1.0
TWILIO INC A
COMMON STOCK USD.001
TWIST BIOSCIENCE CORP
COMMON STOCK USD.00001
TWO HARBORS INVESTMENT CORP
REIT CNY1.0
U.S. PHYSICAL THERAPY INC
COMMON STOCK USD.01
UBER TECHNOLOGIES INC
COMMON STOCK USD.00001
UBIQUITI INC
COMMON STOCK USD.001
UFP INDUSTRIES INC
COMMON STOCK
UFP TECHNOLOGIES INC
COMMON STOCK USD.01
UGI CORP
COMMON STOCK
ULTRA CLEAN HOLDINGS INC
COMMON STOCK USD.001
ULTRAGENYX PHARMACEUTICAL IN
COMMON STOCK USD.001
UMB FINANCIAL CORP
COMMON STOCK USD1.0
UMH PROPERTIES INC
REIT USD.1
UMPQUA HOLDINGS CORP
COMMON STOCK
UNIFI INC
COMMON STOCK USD.1
UNIFIRST CORP/MA
COMMON STOCK USD.1
UNISYS CORP
COMMON STOCK USD.01
UNITED BANKSHARES INC
COMMON STOCK USD2.5
UNITED COMMUNITY BANKS/GA
COMMON STOCK USD1.0
UNITED FIRE GROUP INC
COMMON STOCK USD.001
UNITED INSURANCE HOLDINGS CO
COMMON STOCK USD.0001
UNITED NATURAL FOODS INC
COMMON STOCK USD.01
UNITED STATES LIME + MINERAL
COMMON STOCK USD.1
UNITED STATES STEEL CORP
COMMON STOCK USD1.0
UNITED THERAPEUTICS CORP
COMMON STOCK USD.01
UNITI GROUP INC
REIT USD.0001
UNITIL CORP
COMMON STOCK
UNITY SOFTWARE INC
COMMON STOCK USD.000005
UNIVAR SOLUTIONS INC
COMMON STOCK USD.01
UNIVERSAL CORP/VA
COMMON STOCK
UNIVERSAL DISPLAY CORP
COMMON STOCK USD.01
UNIVERSAL ELECTRONICS INC
COMMON STOCK USD.01
UNIVERSAL HEALTH RLTY INCOME
REIT USD.01
UNIVERSAL INSURANCE HOLDINGS
COMMON STOCK USD.01
UNIVERSAL LOGISTICS HOLDINGS
COMMON STOCK
UNIVEST FINANCIAL CORP
COMMON STOCK USD5.0
UNUM GROUP
COMMON STOCK USD.1
UPLAND SOFTWARE INC
COMMON STOCK USD.0001
UPSTART HOLDINGS INC
COMMON STOCK USD.0001
UPWORK INC
COMMON STOCK USD.0001
URANIUM ENERGY CORP
COMMON STOCK USD.001
URBAN EDGE PROPERTIES
REIT USD.01
URBAN OUTFITTERS INC
COMMON STOCK USD.0001
UROGEN PHARMA LTD
COMMON STOCK USD.01
URSTADT BIDDLE CLASS A
REIT USD.01
US CELLULAR CORP
COMMON STOCK USD1.0
US DOLLAR
US ECOLOGY INC
COMMON STOCK USD.01
US FOODS HOLDING CORP
COMMON STOCK USD.01
US SILICA HOLDINGS INC
COMMON STOCK USD.01
US XPRESS ENTERPRISES INC A
COMMON STOCK USD.01
USANA HEALTH SCIENCES INC
COMMON STOCK USD.001
UTAH MEDICAL PRODUCTS INC
COMMON STOCK USD.01
UTZ BRANDS INC
COMMON STOCK USD.0001
UWM HOLDINGS CORP
COMMON STOCK USD.0001
VAIL RESORTS INC
COMMON STOCK USD.01
VALLEY NATIONAL BANCORP
COMMON STOCK
VALMONT INDUSTRIES
COMMON STOCK USD1.0
VALVOLINE INC
COMMON STOCK USD.01
VANDA PHARMACEUTICALS INC
COMMON STOCK USD.001
VAPOTHERM INC
COMMON STOCK USD.001
VAREX IMAGING CORP
COMMON STOCK USD.01
VARONIS SYSTEMS INC
COMMON STOCK USD.001
VAXART INC
COMMON STOCK USD.0001
VAXCYTE INC
COMMON STOCK USD.001
VBI VACCINES INC
COMMON STOCK
VECTOR GROUP LTD
COMMON STOCK USD.1
VECTRUS INC
COMMON STOCK USD.01
VEECO INSTRUMENTS INC
COMMON STOCK USD.01
VEEVA SYSTEMS INC CLASS A
COMMON STOCK USD.00001
VELODYNE LIDAR INC
COMMON STOCK USD.0001
VERA BRADLEY INC
COMMON STOCK
VERA THERAPEUTICS INC
COMMON STOCK USD.001
VERACYTE INC
COMMON STOCK USD.001
VERASTEM INC
COMMON STOCK USD.0001
VERICEL CORP
COMMON STOCK
VERINT SYSTEMS INC
COMMON STOCK USD.001
VERIS RESIDENTIAL INC
REIT USD.01
VERITEX HOLDINGS INC
COMMON STOCK USD.01
VERITIV CORP
COMMON STOCK USD.01
VERITONE INC
COMMON STOCK USD.001
VERRA MOBILITY CORP
COMMON STOCK USD.0001
VERRICA PHARMACEUTICALS INC
COMMON STOCK USD.0001
VERSO CORP A
COMMON STOCK
VERTIV HOLDINGS CO
COMMON STOCK USD.0001
VERU INC
COMMON STOCK USD.01
VERVE THERAPEUTICS INC
COMMON STOCK USD.001
VIA RENEWABLES INC
COMMON STOCK USD.01
VIAD CORP
COMMON STOCK USD1.5
VIANT TECHNOLOGY INC A
COMMON STOCK USD.001
VIASAT INC
COMMON STOCK USD.0001
VIAVI SOLUTIONS INC
COMMON STOCK USD.001
VICI PROPERTIES INC
REIT USD.01
VICOR CORP
COMMON STOCK USD.01
VICTORIA S SECRET + CO
COMMON STOCK USD.01
VIEMED HEALTHCARE INC
COMMON STOCK
VIEW INC
COMMON STOCK USD.0001
VIEWRAY INC
COMMON STOCK USD.001
VIKING THERAPEUTICS INC
COMMON STOCK USD.00001
VILLAGE SUPER MARKET CLASS A
COMMON STOCK
VIMEO INC
COMMON STOCK USD.01
VIR BIOTECHNOLOGY INC
COMMON STOCK
VIRACTA THERAPEUTICS INC
COMMON STOCK USD.0001
VIRGIN GALACTIC HOLDINGS INC
COMMON STOCK USD.0001
VIRNETX HOLDING CORP
COMMON STOCK USD.0001
VIRTU FINANCIAL INC CLASS A
COMMON STOCK USD.00001
VIRTUS INVESTMENT PARTNERS
COMMON STOCK USD.01
VISHAY INTERTECHNOLOGY INC
COMMON STOCK USD.1
VISHAY PRECISION GROUP
COMMON STOCK
VISTA OUTDOOR INC
COMMON STOCK USD.01
VISTAGEN THERAPEUTICS INC
COMMON STOCK USD.001
VISTEON CORP
COMMON STOCK
VISTRA CORP
COMMON STOCK USD.01
VITAL FARMS INC
COMMON STOCK USD.0001
VIVINT SMART HOME INC
COMMON STOCK
VMWARE INC CLASS A
COMMON STOCK USD.01
VOCERA COMMUNICATIONS INC
COMMON STOCK USD.0003
VONAGE HOLDINGS CORP
COMMON STOCK USD.001
VONTIER CORP
COMMON STOCK USD.0001
VOR BIOPHARMA INC
COMMON STOCK USD.0001
VOXX INTERNATIONAL CORP
COMMON STOCK USD.01
VOYA FINANCIAL INC
COMMON STOCK USD.01
VROOM INC
COMMON STOCK
VSE CORP
COMMON STOCK USD.05
VUZIX CORP
COMMON STOCK
W+T OFFSHORE INC
COMMON STOCK USD.00001
WABASH NATIONAL CORP
COMMON STOCK USD.01
WALKER + DUNLOP INC
COMMON STOCK
WARRIOR MET COAL INC
COMMON STOCK USD.01
WASHINGTON FEDERAL INC
COMMON STOCK USD1.0
WASHINGTON REIT
REIT USD.01
WASHINGTON TRUST BANCORP
COMMON STOCK USD.0625
WATERSTONE FINANCIAL INC
COMMON STOCK USD.01
WATSCO INC
COMMON STOCK USD.5
WATTS WATER TECHNOLOGIES A
COMMON STOCK USD.1
WAVE LIFE SCIENCES LTD
COMMON STOCK
WAYFAIR INC CLASS A
COMMON STOCK USD.001
WD 40 CO
COMMON STOCK USD.001
WEBSTER FINANCIAL CORP
COMMON STOCK USD.01
WEIS MARKETS INC
COMMON STOCK
WELBILT INC
COMMON STOCK USD.01
WENDY S CO/THE
COMMON STOCK USD.1
WERNER ENTERPRISES INC
COMMON STOCK USD.01
WESBANCO INC
COMMON STOCK USD2.0833
WESCO INTERNATIONAL INC
COMMON STOCK USD.01
WEST BANCORPORATION
COMMON STOCK
WESTAMERICA BANCORPORATION
COMMON STOCK
WESTERN ALLIANCE BANCORP
COMMON STOCK USD.0001
WESTERN UNION CO
COMMON STOCK USD.01
WESTLAKE CORP
COMMON STOCK USD.01
WEX INC
COMMON STOCK USD.01
WHITE MOUNTAINS INSURANCE GP
COMMON STOCK USD1.0
WHITESTONE REIT
REIT USD.001
WHITING PETROLEUM CORP
COMMON STOCK
WHOLE EARTH BRANDS INC
COMMON STOCK USD.0001
WIDEOPENWEST INC
COMMON STOCK USD.01
WILEY (JOHN) + SONS CLASS A
COMMON STOCK USD1.0
WILLDAN GROUP INC
COMMON STOCK USD.01
WILLIAMS SONOMA INC
COMMON STOCK USD.01
WILLIS LEASE FINANCE CORP
COMMON STOCK USD.01
WILLSCOT MOBILE MINI HOLDING
COMMON STOCK USD.0001
WINGSTOP INC
COMMON STOCK USD.01
WINMARK CORP
COMMON STOCK
WINNEBAGO INDUSTRIES
COMMON STOCK USD.5
WINTRUST FINANCIAL CORP
COMMON STOCK
WISDOMTREE INVESTMENTS INC
COMMON STOCK USD.01
WIX.COM LTD
COMMON STOCK ILS.01
WOLFSPEED INC
COMMON STOCK USD.00125
WOLVERINE WORLD WIDE INC
COMMON STOCK USD1.0
WOODWARD INC
COMMON STOCK USD.00292
WORKDAY INC CLASS A
COMMON STOCK USD.001
WORKHORSE GROUP INC
COMMON STOCK USD.001
WORKIVA INC
COMMON STOCK USD.001
WORLD ACCEPTANCE CORP
COMMON STOCK
WORLD FUEL SERVICES CORP
COMMON STOCK USD.01
WORLD WRESTLING ENTERTAIN A
COMMON STOCK USD.01
WORTHINGTON INDUSTRIES
COMMON STOCK
WP CAREY INC
REIT USD.001
WSFS FINANCIAL CORP
COMMON STOCK USD.01
WW INTERNATIONAL INC
COMMON STOCK
WYNDHAM HOTELS + RESORTS INC
COMMON STOCK USD.01
XBIOTECH INC
COMMON STOCK
XENCOR INC
COMMON STOCK USD.01
XENIA HOTELS + RESORTS INC
REIT USD.01
XEROX HOLDINGS CORP
COMMON STOCK USD1.0
XOMA CORP
COMMON STOCK USD.0005
XOMETRY INC A
COMMON STOCK USD.000001
XPEL INC
COMMON STOCK
XPERI HOLDING CORP
COMMON STOCK
XPO LOGISTICS INC
COMMON STOCK USD.001
Y MABS THERAPEUTICS INC
COMMON STOCK USD.0001
YELP INC
COMMON STOCK USD.000001
YETI HOLDINGS INC
COMMON STOCK USD.01
YEXT INC
COMMON STOCK USD.001
YORK WATER CO
COMMON STOCK
YUM CHINA HOLDINGS INC
COMMON STOCK USD.01
ZENDESK INC
COMMON STOCK USD.01
ZENTALIS PHARMACEUTICALS INC
COMMON STOCK USD.001
ZIFF DAVIS INC
COMMON STOCK USD.01
ZILLOW GROUP INC A
COMMON STOCK USD.0001
ZILLOW GROUP INC C
COMMON STOCK USD.0001
ZOGENIX INC
COMMON STOCK USD.001
ZOOM VIDEO COMMUNICATIONS A
COMMON STOCK USD.001
ZSCALER INC
COMMON STOCK USD.001
ZUMIEZ INC
COMMON STOCK
ZUORA INC CLASS A
COMMON STOCK
ZURN WATER SOLUTIONS CORP
COMMON STOCK USD.01
ZYMERGEN INC
COMMON STOCK USD.001
ZYNEX INC
COMMON STOCK USD.001
ZYNGA INC CL A
COMMON STOCK USD.00000625
Total: EXHIBIT C - Small/Mid-Cap Stock Index Fund
n / a - Cost is not applicable
EXHIBIT D - Inflation Protected Bond Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
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
TSY INFL IX N/B
0.125% 15 Apr 2025
TSY INFL IX N/B
0.125% 15 Apr 2026
TSY INFL IX N/B
0.125% 15 Feb 2051
TSY INFL IX N/B
0.125% 15 Jan 2023
TSY INFL IX N/B
0.125% 15 Jan 2030
TSY INFL IX N/B
0.125% 15 Jan 2031
TSY INFL IX N/B
0.125% 15 Jul 2024
TSY INFL IX N/B
0.125% 15 Jul 2026
TSY INFL IX N/B
0.125% 15 Jul 2030
TSY INFL IX N/B
0.125% 15 Jul 2031
TSY INFL IX N/B
0.125% 15 Oct 2024
TSY INFL IX N/B
0.125% 15 Oct 2025
TSY INFL IX N/B
0.125% 15 Oct 2026
TSY INFL IX N/B
0.25% 15 Feb 2050
TSY INFL IX N/B
0.25% 15 Jan 2025
TSY INFL IX N/B
0.25% 15 Jul 2029
TSY INFL IX N/B
0.375% 15 Jan 2027
TSY INFL IX N/B
0.375% 15 Jul 2023
TSY INFL IX N/B
0.375% 15 Jul 2025
TSY INFL IX N/B
0.375% 15 Jul 2027
TSY INFL IX N/B
0.5% 15 Apr 2024
TSY INFL IX N/B
0.5% 15 Jan 2028
TSY INFL IX N/B
0.625% 15 Apr 2023
TSY INFL IX N/B
0.625% 15 Feb 2043
TSY INFL IX N/B
0.625% 15 Jan 2024
TSY INFL IX N/B
0.625% 15 Jan 2026
TSY INFL IX N/B
0.75% 15 Feb 2042
TSY INFL IX N/B
0.75% 15 Feb 2045
TSY INFL IX N/B
0.75% 15 Jul 2028
TSY INFL IX N/B
0.875% 15 Feb 2047
TSY INFL IX N/B
0.875% 15 Jan 2029
TSY INFL IX N/B
1% 15 Feb 2046
TSY INFL IX N/B
1% 15 Feb 2048
TSY INFL IX N/B
1% 15 Feb 2049
TSY INFL IX N/B
1.375% 15 Feb 2044
TSY INFL IX N/B
1.75% 15 Jan 2028
TSY INFL IX N/B
2% 15 Jan 2026
TSY INFL IX N/B
2.125% 15 Feb 2040
TSY INFL IX N/B
2.125% 15 Feb 2041
TSY INFL IX N/B
2.375% 15 Jan 2025
TSY INFL IX N/B
2.375% 15 Jan 2027
TSY INFL IX N/B
2.5% 15 Jan 2029
TSY INFL IX N/B
3.375% 15 Apr 2032
TSY INFL IX N/B
3.625% 15 Apr 2028
TSY INFL IX N/B
3.875% 15 Apr 2029
Total: EXHIBIT D - Inflation Protected Bond Fund
n / a - Cost is not applicable
EXHIBIT E - Total Bond Market Fund
(Managed by Neuberger Berman)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
3M COMPANY
4% 14 Sep 2048
ABBOTT LABORATORIES
4.9% 30 Nov 2046
ABBVIE INC
2.6% 21 Nov 2024
ABBVIE INC
3.8% 15 Mar 2025
ABBVIE INC
4.7% 14 May 2045
ACUITY BRANDS LIGHTING
2.15% 15 Dec 2030
AEP TEXAS INC
3.45% 15 Jan 2050
AERCAP IRELAND CAP/GLOBA
1.65% 29 Oct 2024
AERCAP IRELAND CAP/GLOBA
2.875% 14 Aug 2024
AERCAP IRELAND CAP/GLOBA
3.4% 29 Oct 2033
AIR LEASE CORP
2.875% 15 Jan 2026
AIR PRODUCTS + CHEMICALS
1.5% 15 Oct 2025
AIRCASTLE LTD
5% 01 Apr 2023
ALEXANDRIA REAL ESTATE E
3% 18 May 2051
ALIBABA GROUP HOLDING
2.7% 09 Feb 2041
ALIBABA GROUP HOLDING
4% 06 Dec 2037
ALLSTATE CORP
3.28% 15 Dec 2026
ALPHABET INC
2.05% 15 Aug 2050
ALPHABET INC
2.25% 15 Aug 2060
ALTRIA GROUP INC
3.4% 04 Feb 2041
ALTRIA GROUP INC
5.375% 31 Jan 2044
AMAZON.COM INC
0.8% 03 Jun 2025
AMAZON.COM INC
1.5% 03 Jun 2030
AMAZON.COM INC
3.1% 12 May 2051
AMAZON.COM INC
4.8% 05 Dec 2034
AMEREN CORP
3.5% 15 Jan 2031
AMERICA MOVIL SAB DE CV
6.125% 30 Mar 2040
AMERICAN CAMPUS CMNTYS
3.875% 30 Jan 2031
AMERICAN EXPRESS CO
3.4% 22 Feb 2024
AMERICAN INTL GROUP
3.75% 10 Jul 2025
AMERICAN INTL GROUP
4.7% 10 Jul 2035
AMERICAN MUNI PWR OHIO INC OH
7.834% 15 Feb 2041
AMERICAN TOWER CORP
3.1% 15 Jun 2050
AMERICAN TOWER CORP
3.5% 31 Jan 2023
AMERICAN WATER CAPITAL C
4.15% 01 Jun 2049
AMGEN INC
3% 15 Jan 2052
AMGEN INC
3.15% 21 Feb 2040
AMGEN INC
3.2% 02 Nov 2027
AMGEN INC
4.4% 01 May 2045
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
ANTHEM INC
3.65% 01 Dec 2027
APPLE INC
2.375% 08 Feb 2041
APPLE INC
2.55% 20 Aug 2060
APPLE INC
2.65% 08 Feb 2051
APPLE INC
3.2% 11 May 2027
APPLE INC
3.75% 13 Nov 2047
APPLE INC
4.5% 23 Feb 2036
ARES CAPITAL CORP
3.875% 15 Jan 2026
ASIAN DEVELOPMENT BANK
0.25% 14 Jul 2023
ASIAN DEVELOPMENT BANK
1.875% 24 Jan 2030
ASIAN DEVELOPMENT BANK
2.75% 19 Jan 2028
ASTRAZENECA PLC
6.45% 15 Sep 2037
AT+T INC
2.55% 01 Dec 2033
AT+T INC
3.1% 01 Feb 2043
AT+T INC
3.5% 15 Sep 2053
AT+T INC
3.55% 15 Sep 2055
AT+T INC
4.35% 01 Mar 2029
AT+T INC
4.5% 09 Mar 2048
ATHENE HOLDING LTD
3.5% 15 Jan 2031
AUTODESK INC
2.85% 15 Jan 2030
BANCO SANTANDER SA
2.749% 03 Dec 2030
BANCO SANTANDER SA
3.8% 23 Feb 2028
BANK OF AMERICA CORP
1% 15 Mar 2050
BANK OF AMERICA CORP
1% 20 Dec 2028
BANK OF AMERICA CORP
1% 21 Jul 2052
BANK OF AMERICA CORP
1% 22 Oct 2030
BANK OF AMERICA CORP
1% 23 Apr 2040
BANK OF AMERICA CORP
1% 24 Apr 2038
BANK OF AMERICA CORP
3.875% 01 Aug 2025
BANK OF AMERICA NA
6% 15 Oct 2036
BANK OF NOVA SCOTIA
1.625% 01 May 2023
BANK OF NY MELLON CORP
2.1% 24 Oct 2024
BARCLAYS PLC
4.337% 10 Jan 2028
BARRICK PD AU FIN PTY LT
5.95% 15 Oct 2039
BAT CAPITAL CORP
2.726% 25 Mar 2031
BAT CAPITAL CORP
3.222% 15 Aug 2024
BAT CAPITAL CORP
4.54% 15 Aug 2047
BAY AREA CA TOLL AUTH TOLL BRI
7.043% 01 Apr 2050
BECTON DICKINSON AND CO
3.734% 15 Dec 2024
BERKSHIRE HATHAWAY ENERG
2.85% 15 May 2051
BERKSHIRE HATHAWAY ENERG
6.125% 01 Apr 2036
BERKSHIRE HATHAWAY FIN
1.45% 15 Oct 2030
BERKSHIRE HATHAWAY FIN
5.75% 15 Jan 2040
BERRY GLOBAL INC
0.95% 15 Feb 2024
BIOGEN INC
2.25% 01 May 2030
BLACKROCK INC
2.4% 30 Apr 2030
BOEING CO
3.25% 01 Mar 2028
BOEING CO
3.55% 01 Mar 2038
BOEING CO
5.15% 01 May 2030
BOEING CO
5.93% 01 May 2060
BOSTON PROPERTIES LP
3.4% 21 Jun 2029
BP CAP MARKETS AMERICA
3.41% 11 Feb 2026
BP CAP MARKETS AMERICA
3.79% 06 Feb 2024
BRIGHTHOUSE FINANCIAL IN
4.7% 22 Jun 2047
BRISTOL MYERS SQUIBB CO
3.4% 26 Jul 2029
BRISTOL MYERS SQUIBB CO
5% 15 Aug 2045
BRITISH TELECOMMUNICATIO
9.625% 15 Dec 2030
BROADCOM CRP / CAYMN FI
3.875% 15 Jan 2027
BROADCOM INC
3.75% 15 Feb 2051
BROADCOM INC
5% 15 Apr 2030
BROOKFIELD FINANCE INC
3.9% 25 Jan 2028
BURLINGTN NORTH SANTA FE
4.375% 01 Sep 2042
BURLINGTN NORTH SANTA FE
4.9% 01 Apr 2044
CALIFORNIA ST
7.55% 01 Apr 2039
CAPITAL ONE FINANCIAL CO
3.9% 29 Jan 2024
CARDINAL HEALTH INC
3.5% 15 Nov 2024
CARRIER GLOBAL CORP
2.242% 15 Feb 2025
CARRINGTON MORTGAGE LOAN TRUST
1% 25 Jun 2036
CATERPILLAR INC
2.6% 09 Apr 2030
CATERPILLAR INC
3.25% 19 Sep 2049
CENTERPOINT ENER HOUSTON
3.95% 01 Mar 2048
CHARLES SCHWAB CORP
0.75% 18 Mar 2024
CHARTER COMM OPT LLC/CAP
3.5% 01 Jun 2041
CHARTER COMM OPT LLC/CAP
3.7% 01 Apr 2051
CHARTER COMM OPT LLC/CAP
3.95% 30 Jun 2062
CHARTER COMM OPT LLC/CAP
4.908% 23 Jul 2025
CHARTER COMM OPT LLC/CAP
6.484% 23 Oct 2045
CHENIERE CORP CHRISTI HD
5.125% 30 Jun 2027
CHEVRON CORP
1.141% 11 May 2023
CHEVRON USA INC
3.9% 15 Nov 2024
CIGNA CORP
4.375% 15 Oct 2028
CIGNA CORP
4.9% 15 Dec 2048
CISCO SYSTEMS INC
2.6% 28 Feb 2023
CITIGROUP COMMERCIAL MORTGAGE
3.371% 10 Oct 2047
CITIGROUP COMMERCIAL MORTGAGE
3.717% 15 Sep 2048
CITIGROUP COMMERCIAL MORTGAGE
4.023% 10 Mar 2047
CITIGROUP INC
1% 26 Mar 2041
CITIGROUP INC
3.875% 25 Oct 2023
CITIGROUP INC
4.3% 20 Nov 2026
CITIGROUP INC
4.4% 10 Jun 2025
CITIGROUP INC
4.65% 30 Jul 2045
CMS ENERGY CORP
1% 01 Dec 2050
COCA COLA CO/THE
2.5% 01 Jun 2040
COMCAST CORP
1.5% 15 Feb 2031
COMCAST CORP
2.45% 15 Aug 2052
COMCAST CORP
2.65% 15 Aug 2062
COMCAST CORP
3.375% 15 Aug 2025
COMCAST CORP
3.75% 01 Apr 2040
COMCAST CORP
3.95% 15 Oct 2025
COMCAST CORP
4% 15 Aug 2047
COMCAST CORP
4.65% 15 Jul 2042
COMM MORTGAGE TRUST
3.63% 10 Oct 2048
COMMONSPIRIT HEALTH
3.91% 01 Oct 2050
CON EDISON CO OF NY INC
3.95% 01 Mar 2043
CON EDISON CO OF NY INC
4.125% 15 May 2049
CONAGRA BRANDS INC
4.85% 01 Nov 2028
CONNECTICUT ST
5.85% 15 Mar 2032
CONOCOPHILLIPS
3.75% 01 Oct 2027
CONOCOPHILLIPS COMPANY
4.3% 15 Nov 2044
CONSTELLATION BRANDS INC
2.875% 01 May 2030
COSTCO WHOLESALE CORP
1.6% 20 Apr 2030
CREDIT SUISSE GROUP AG
3.75% 26 Mar 2025
CROWN CASTLE INTL CORP
4.3% 15 Feb 2029
CSAIL COMMERCIAL MORTGAGE TRUS
3.016% 15 Sep 2052
CSAIL COMMERCIAL MORTGAGE TRUS
3.502% 15 Nov 2049
CSAIL COMMERCIAL MORTGAGE TRUS
3.779% 15 Mar 2052
CSAIL COMMERCIAL MORTGAGE TRUS
4.052% 15 Mar 2052
CSX CORP
3.35% 15 Sep 2049
CSX CORP
4.75% 30 May 2042
CUMMINS INC
1.5% 01 Sep 2030
CVS HEALTH CORP
4.3% 25 Mar 2028
CVS HEALTH CORP
5.05% 25 Mar 2048
CVS HEALTH CORP
5.125% 20 Jul 2045
DEUTSCHE BANK COMMERCIAL MORTG
2.89% 10 Aug 2049
DEUTSCHE BANK COMMERCIAL MORTG
3.276% 10 May 2049
DEUTSCHE BANK NY
1% 24 Nov 2026
DEVON ENERGY CORPORATION
7.875% 30 Sep 2031
DISCOVER FINANCIAL SVS
4.1% 09 Feb 2027
DISCOVERY COMMUNICATIONS
5.2% 20 Sep 2047
DOW CHEMICAL CO/THE
4.8% 30 Nov 2028
DTE ELECTRIC CO
3.95% 01 Mar 2049
DUKE ENERGY CAROLINAS
3.875% 15 Mar 2046
DUKE ENERGY CORP
2.65% 01 Sep 2026
DUKE ENERGY INDIANA LLC
3.25% 01 Oct 2049
DUPONT DE NEMOURS INC
5.419% 15 Nov 2048
ECOLAB INC
2.75% 18 Aug 2055
ELI LILLY + CO
3.375% 15 Mar 2029
EMERSON ELECTRIC CO
1.95% 15 Oct 2030
ENBRIDGE INC
2.5% 15 Jan 2025
ENERGY TRANSFER LP
4.5% 15 Apr 2024
ENERGY TRANSFER LP
6.5% 01 Feb 2042
ENTERGY TEXAS INC
4% 30 Mar 2029
ENTERPRISE PRODUCTS OPER
3.2% 15 Feb 2052
ENTERPRISE PRODUCTS OPER
3.35% 15 Mar 2023
ENTERPRISE PRODUCTS OPER
4.25% 15 Feb 2048
ENTERPRISE PRODUCTS OPER
7.55% 15 Apr 2038
EQUINOR ASA
3.7% 06 Apr 2050
EQUINOR ASA
5.1% 17 Aug 2040
EUROPEAN INVESTMENT BANK
0.25% 15 Sep 2023
EUROPEAN INVESTMENT BANK
1.875% 10 Feb 2025
EVERSOURCE ENERGY
1.65% 15 Aug 2030
EXELON CORP
4.45% 15 Apr 2046
EXTRA SPACE STORAGE LP
2.55% 01 Jun 2031
EXXON MOBIL CORPORATION
2.726% 01 Mar 2023
EXXON MOBIL CORPORATION
3.452% 15 Apr 2051
EXXON MOBIL CORPORATION
4.114% 01 Mar 2046
FAIRFAX FINL HLDGS LTD
4.85% 17 Apr 2028
FANNIE MAE
0.25% 27 Nov 2023
FANNIE MAE
0.5% 07 Nov 2025
FANNIE MAE
0.75% 08 Oct 2027
FANNIE MAE
0.875% 05 Aug 2030
FANNIE MAE
2.125% 24 Apr 2026
FANNIE MAE
6.625% 15 Nov 2030
FANNIE MAE
7.125% 15 Jan 2030
FANNIE MAE
7.25% 15 May 2030
FED HM LN PC POOL A17554
5.5% 01 Jan 2034
FED HM LN PC POOL A39272
5.5% 01 Oct 2035
FED HM LN PC POOL A48972
5.5% 01 May 2036
FED HM LN PC POOL A51249
6% 01 Aug 2036
FED HM LN PC POOL A54174
6% 01 Nov 2036
FED HM LN PC POOL A55275
5.5% 01 Dec 2036
FED HM LN PC POOL A56733
6% 01 Jan 2037
FED HM LN PC POOL A56988
5.5% 01 Feb 2037
FED HM LN PC POOL A61985
6% 01 Jun 2037
FED HM LN PC POOL A63820
6% 01 Aug 2037
FED HM LN PC POOL A65647
5.5% 01 Sep 2037
FED HM LN PC POOL A65895
6% 01 Sep 2037
FED HM LN PC POOL A66380
6% 01 Sep 2037
FED HM LN PC POOL A66777
6% 01 Oct 2037
FED HM LN PC POOL A68547
5.5% 01 Nov 2037
FED HM LN PC POOL A71925
5% 01 Jan 2038
FED HM LN PC POOL A72047
5% 01 Jan 2038
FED HM LN PC POOL A74128
5.5% 01 Feb 2038
FED HM LN PC POOL A74793
5% 01 Mar 2038
FED HM LN PC POOL A75230
5% 01 Apr 2038
FED HM LN PC POOL A76467
6% 01 Apr 2038
FED HM LN PC POOL A77766
6% 01 Jun 2038
FED HM LN PC POOL A77961
5.5% 01 Jun 2038
FED HM LN PC POOL A78147
5.5% 01 Jun 2038
FED HM LN PC POOL A80388
6% 01 Dec 2036
FED HM LN PC POOL A80970
5.5% 01 Aug 2038
FED HM LN PC POOL A81569
6% 01 Aug 2038
FED HM LN PC POOL A82880
5.5% 01 Nov 2038
FED HM LN PC POOL A83435
6% 01 Dec 2038
FED HM LN PC POOL A84660
5.5% 01 Feb 2039
FED HM LN PC POOL A86521
4.5% 01 May 2039
FED HM LN PC POOL A87250
5% 01 Jun 2039
FED HM LN PC POOL A90575
5.5% 01 Jan 2040
FED HM LN PC POOL A92458
5% 01 Jun 2040
FED HM LN PC POOL A97759
5% 01 Mar 2041
FED HM LN PC POOL C02551
6% 01 Jun 2036
FED HM LN PC POOL C03479
5% 01 Jun 2040
FED HM LN PC POOL C09035
3% 01 Apr 2043
FED HM LN PC POOL C90689
4.5% 01 Jul 2023
FED HM LN PC POOL C90982
5.5% 01 Jul 2026
FED HM LN PC POOL C91011
5.5% 01 Jan 2027
FED HM LN PC POOL C91249
4.5% 01 May 2029
FED HM LN PC POOL G01781
6.5% 01 Dec 2034
FED HM LN PC POOL G01879
4.5% 01 Aug 2035
FED HM LN PC POOL G02391
6% 01 Nov 2036
FED HM LN PC POOL G02469
5.5% 01 Dec 2036
FED HM LN PC POOL G02478
5.5% 01 Dec 2036
FED HM LN PC POOL G02680
6% 01 Mar 2037
FED HM LN PC POOL G02939
5.5% 01 May 2037
FED HM LN PC POOL G03238
6% 01 Aug 2037
FED HM LN PC POOL G03350
5.5% 01 Sep 2037
FED HM LN PC POOL G03432
5.5% 01 Nov 2037
FED HM LN PC POOL G03698
6% 01 Dec 2037
FED HM LN PC POOL G03776
6% 01 Jan 2038
FED HM LN PC POOL G03781
6% 01 Jan 2038
FED HM LN PC POOL G03819
6% 01 Jan 2038
FED HM LN PC POOL G04316
6% 01 May 2038
FED HM LN PC POOL G04776
5.5% 01 Jul 2038
FED HM LN PC POOL G04891
5.5% 01 Jan 2038
FED HM LN PC POOL G04920
6% 01 Nov 2038
FED HM LN PC POOL G04924
6% 01 Nov 2038
FED HM LN PC POOL G04986
5.5% 01 Nov 2037
FED HM LN PC POOL G05120
5.5% 01 Dec 2038
FED HM LN PC POOL G05132
5% 01 Dec 2038
FED HM LN PC POOL G05179
5.5% 01 Jan 2039
FED HM LN PC POOL G05299
4.5% 01 Jun 2038
FED HM LN PC POOL G05397
4.5% 01 Apr 2039
FED HM LN PC POOL G05432
6% 01 Apr 2039
FED HM LN PC POOL G05666
6% 01 Apr 2038
FED HM LN PC POOL G05816
5.5% 01 Nov 2038
FED HM LN PC POOL G05922
5.5% 01 Jul 2039
FED HM LN PC POOL G05958
5% 01 Aug 2040
FED HM LN PC POOL G06021
5.5% 01 Jan 2040
FED HM LN PC POOL G06193
5.5% 01 May 2040
FED HM LN PC POOL G07068
5% 01 Jul 2041
FED HM LN PC POOL G07083
4% 01 Jul 2042
FED HM LN PC POOL G07216
4% 01 Jul 2042
FED HM LN PC POOL G07266
4% 01 Dec 2042
FED HM LN PC POOL G07519
5.5% 01 Apr 2039
FED HM LN PC POOL G07574
6% 01 May 2040
FED HM LN PC POOL G07642
5% 01 Oct 2041
FED HM LN PC POOL G07842
4.5% 01 Jul 2044
FED HM LN PC POOL G07924
3.5% 01 Jan 2045
FED HM LN PC POOL G08160
5.5% 01 Nov 2036
FED HM LN PC POOL G08210
6% 01 Jul 2037
FED HM LN PC POOL G08255
5% 01 Mar 2038
FED HM LN PC POOL G08256
5.5% 01 Mar 2038
FED HM LN PC POOL G08271
6% 01 May 2038
FED HM LN PC POOL G08273
5.5% 01 Jun 2038
FED HM LN PC POOL G08323
5% 01 Feb 2039
FED HM LN PC POOL G08368
4.5% 01 Oct 2039
FED HM LN PC POOL G08524
3% 01 Mar 2043
FED HM LN PC POOL G08525
3% 01 May 2043
FED HM LN PC POOL G08528
3% 01 Apr 2043
FED HM LN PC POOL G08534
3% 01 Jun 2043
FED HM LN PC POOL G08537
3% 01 Jul 2043
FED HM LN PC POOL G08540
3% 01 Aug 2043
FED HM LN PC POOL G08549
4.5% 01 Sep 2043
FED HM LN PC POOL G08558
4% 01 Nov 2043
FED HM LN PC POOL G08559
4.5% 01 Nov 2043
FED HM LN PC POOL G08578
4.5% 01 Mar 2044
FED HM LN PC POOL G08599
3.5% 01 Aug 2044
FED HM LN PC POOL G08626
3% 01 Feb 2045
FED HM LN PC POOL G08635
3% 01 Apr 2045
FED HM LN PC POOL G08636
3.5% 01 Apr 2045
FED HM LN PC POOL G08641
3.5% 01 May 2045
FED HM LN PC POOL G08653
3% 01 Jul 2045
FED HM LN PC POOL G08654
3.5% 01 Jul 2045
FED HM LN PC POOL G08658
3% 01 Aug 2045
FED HM LN PC POOL G08659
3.5% 01 Aug 2045
FED HM LN PC POOL G08666
3% 01 Sep 2045
FED HM LN PC POOL G08671
3.5% 01 Oct 2045
FED HM LN PC POOL G08676
3.5% 01 Nov 2045
FED HM LN PC POOL G08681
3.5% 01 Dec 2045
FED HM LN PC POOL G08686
3% 01 Jan 2046
FED HM LN PC POOL G08693
3.5% 01 Mar 2046
FED HM LN PC POOL G08698
3.5% 01 Mar 2046
FED HM LN PC POOL G08699
4% 01 Mar 2046
FED HM LN PC POOL G08701
3% 01 Apr 2046
FED HM LN PC POOL G08706
3.5% 01 May 2046
FED HM LN PC POOL G08708
4.5% 01 May 2046
FED HM LN PC POOL G08711
3.5% 01 Jun 2046
FED HM LN PC POOL G08722
3.5% 01 Sep 2046
FED HM LN PC POOL G08729
4.5% 01 Sep 2046
FED HM LN PC POOL G08730
4.5% 01 Oct 2046
FED HM LN PC POOL G08735
4.5% 01 Oct 2046
FED HM LN PC POOL G08743
4% 01 Jan 2047
FED HM LN PC POOL G08745
4.5% 01 Jan 2047
FED HM LN PC POOL G08785
4% 01 Oct 2047
FED HM LN PC POOL G08788
3.5% 01 Nov 2047
FED HM LN PC POOL G08789
4% 01 Nov 2047
FED HM LN PC POOL G08838
5% 01 Sep 2048
FED HM LN PC POOL G08874
5% 01 Apr 2049
FED HM LN PC POOL G14047
5.5% 01 Dec 2024
FED HM LN PC POOL G16093
3% 01 Feb 2032
FED HM LN PC POOL G16122
2.5% 01 Feb 2032
FED HM LN PC POOL G18188
4.5% 01 Apr 2022
FED HM LN PC POOL G18622
2.5% 01 Dec 2031
FED HM LN PC POOL G18631
2.5% 01 Feb 2032
FED HM LN PC POOL G18643
2.5% 01 May 2032
FED HM LN PC POOL G18648
3.5% 01 Jun 2032
FED HM LN PC POOL G18655
3% 01 Aug 2032
FED HM LN PC POOL G18659
3% 01 Sep 2032
FED HM LN PC POOL G18670
3% 01 Dec 2032
FED HM LN PC POOL G18673
3% 01 Jan 2033
FED HM LN PC POOL G18710
3.5% 01 Oct 2033
FED HM LN PC POOL G30406
5.5% 01 Jul 2028
FED HM LN PC POOL G60069
3% 01 Apr 2045
FED HM LN PC POOL G60174
4% 01 Oct 2043
FED HM LN PC POOL G60187
3% 01 Aug 2045
FED HM LN PC POOL G60412
4% 01 Dec 2045
FED HM LN PC POOL G60480
4.5% 01 Nov 2045
FED HM LN PC POOL G60703
4% 01 Sep 2046
FED HM LN PC POOL G60855
4.5% 01 Dec 2045
FED HM LN PC POOL G60919
4.5% 01 Sep 2046
FED HM LN PC POOL G61281
3.5% 01 Jan 2048
FED HM LN PC POOL G61464
4% 01 Oct 2046
FED HM LN PC POOL G61623
3% 01 Apr 2047
FED HM LN PC POOL G61658
5% 01 Aug 2048
FED HM LN PC POOL G62022
3% 01 Apr 2048
FED HM LN PC POOL J05098
4.5% 01 Jun 2022
FED HM LN PC POOL J35797
2.5% 01 Dec 2031
FED HM LN PC POOL J36173
2.5% 01 Jan 2032
FED HM LN PC POOL J36214
2.5% 01 Feb 2032
FED HM LN PC POOL J38057
3% 01 Dec 2032
FED HM LN PC POOL Q00291
5% 01 Apr 2041
FED HM LN PC POOL Q00876
4.5% 01 May 2041
FED HM LN PC POOL Q00927
5% 01 May 2041
FED HM LN PC POOL Q01348
4.5% 01 Jun 2041
FED HM LN PC POOL Q01443
4.5% 01 Jun 2041
FED HM LN PC POOL Q01798
4.5% 01 Jul 2041
FED HM LN PC POOL Q06344
4% 01 Feb 2042
FED HM LN PC POOL Q12544
3% 01 Oct 2042
FED HM LN PC POOL Q13765
4% 01 Dec 2042
FED HM LN PC POOL Q15885
3% 01 Feb 2043
FED HM LN PC POOL Q16084
3% 01 Mar 2043
FED HM LN PC POOL Q19909
3% 01 Jul 2043
FED HM LN PC POOL Q20172
3% 01 Jul 2043
FED HM LN PC POOL Q20542
3% 01 Jul 2043
FED HM LN PC POOL Q20570
3.5% 01 Aug 2043
FED HM LN PC POOL Q20780
3.5% 01 Aug 2043
FED HM LN PC POOL Q22402
4.5% 01 Oct 2043
FED HM LN PC POOL Q22915
4.5% 01 Nov 2043
FED HM LN PC POOL Q23677
4.5% 01 Dec 2043
FED HM LN PC POOL Q23891
4% 01 Dec 2043
FED HM LN PC POOL Q25083
4.5% 01 Mar 2044
FED HM LN PC POOL Q25625
4% 01 Apr 2044
FED HM LN PC POOL Q26367
4% 01 May 2044
FED HM LN PC POOL Q26423
4.5% 01 May 2044
FED HM LN PC POOL Q27903
4% 01 Aug 2044
FED HM LN PC POOL Q28759
4.5% 01 Oct 2044
FED HM LN PC POOL Q29182
3.5% 01 Oct 2044
FED HM LN PC POOL Q29187
4.5% 01 Oct 2044
FED HM LN PC POOL Q29863
3.5% 01 Nov 2044
FED HM LN PC POOL Q31285
3.5% 01 Feb 2045
FED HM LN PC POOL Q32857
3% 01 Apr 2045
FED HM LN PC POOL Q33869
4% 01 Jun 2045
FED HM LN PC POOL Q34590
3% 01 Jul 2045
FED HM LN PC POOL Q34661
3% 01 Jul 2045
FED HM LN PC POOL Q34967
4% 01 Jul 2045
FED HM LN PC POOL Q35225
3.5% 01 Aug 2045
FED HM LN PC POOL Q35614
3.5% 01 Aug 2045
FED HM LN PC POOL Q36238
4% 01 Sep 2045
FED HM LN PC POOL Q37234
3.5% 01 Nov 2045
FED HM LN PC POOL Q37359
3% 01 Nov 2045
FED HM LN PC POOL Q37646
3% 01 Dec 2045
FED HM LN PC POOL Q37812
3% 01 Dec 2045
FED HM LN PC POOL Q38470
4% 01 Jan 2046
FED HM LN PC POOL Q39438
4% 01 Mar 2046
FED HM LN PC POOL Q40375
3.5% 01 May 2046
FED HM LN PC POOL Q45097
3.5% 01 Dec 2046
FED HM LN PC POOL Q45219
3.5% 01 Jan 2045
FED HM LN PC POOL Q45695
3.5% 01 Jan 2047
FED HM LN PC POOL Q45744
3.5% 01 Jan 2047
FED HM LN PC POOL Q46539
4.5% 01 Mar 2047
FED HM LN PC POOL Q46883
5% 01 Mar 2047
FED HM LN PC POOL Q47602
4.5% 01 Apr 2047
FED HM LN PC POOL Q47884
4% 01 May 2047
FED HM LN PC POOL Q48093
4.5% 01 May 2047
FED HM LN PC POOL Q49552
3.5% 01 Jul 2047
FED HM LN PC POOL Q51268
3.5% 01 Oct 2047
FED HM LN PC POOL Q51334
4% 01 Oct 2047
FED HM LN PC POOL Q51878
4% 01 Nov 2047
FED HM LN PC POOL Q52104
4% 01 Nov 2047
FED HM LN PC POOL Q53535
3.5% 01 Jan 2048
FED HM LN PC POOL Q57957
4.5% 01 Aug 2048
FED HM LN PC POOL Q58588
4.5% 01 Sep 2048
FED HM LN PC POOL QA5381
3% 01 Dec 2049
FED HM LN PC POOL QA7267
4.5% 01 Feb 2050
FED HM LN PC POOL QB7061
2% 01 Dec 2050
FED HM LN PC POOL QC1333
2% 01 May 2051
FED HM LN PC POOL QC2565
2% 01 Jun 2051
FED HM LN PC POOL QC3695
2% 01 Jul 2051
FED HM LN PC POOL QC4235
2.5% 01 Jul 2051
FED HM LN PC POOL RA4527
2.5% 01 Feb 2051
FED HM LN PC POOL RA5524
2% 01 Jul 2051
FED HM LN PC POOL RC1727
2% 01 Dec 2035
FED HM LN PC POOL RC1914
2% 01 Jun 2036
FED HM LN PC POOL SB0525
2% 01 May 2036
FED HM LN PC POOL SB8098
2% 01 Apr 2036
FED HM LN PC POOL SB8111
2% 01 Jul 2036
FED HM LN PC POOL SD0093
5% 01 Oct 2049
FED HM LN PC POOL SD0127
3% 01 Dec 2048
FED HM LN PC POOL SD0645
2% 01 Jun 2051
FED HM LN PC POOL SD8141
2.5% 01 Apr 2051
FED HM LN PC POOL SD8146
2% 01 May 2051
FED HM LN PC POOL SI2009
3% 01 Oct 2049
FED HM LN PC POOL V61427
2.5% 01 Dec 2031
FED HM LN PC POOL V80509
4% 01 Oct 2043
FED HM LN PC POOL V80589
4.5% 01 Oct 2043
FED HM LN PC POOL V80597
4.5% 01 Oct 2043
FED HM LN PC POOL V81992
4% 01 Oct 2045
FED HM LN PC POOL V82605
3% 01 Sep 2046
FED HM LN PC POOL V82781
3% 01 Dec 2046
FED HM LN PC POOL ZM0037
3.5% 01 Aug 2045
FED HM LN PC POOL ZM0060
3.5% 01 Aug 2045
FED HM LN PC POOL ZS8598
3% 01 Feb 2031
FEDERAL HOME LOAN BANK
5.5% 15 Jul 2036
FEDERAL REALTY INVESTMEN
1.25% 15 Feb 2026
FEDEX CORP
4.1% 01 Feb 2045
FEDEX CORP
4.95% 17 Oct 2048
FIFTH THIRD BANCORP
3.65% 25 Jan 2024
FISERV INC
2.75% 01 Jul 2024
FLORIDA POWER + LIGHT CO
3.95% 01 Mar 2048
FLOWERS FOODS INC
2.4% 15 Mar 2031
FMC CORP
3.45% 01 Oct 2029
FNMA POOL 190391
1% 01 Sep 2038
FNMA POOL 190396
1% 01 Jun 2039
FNMA POOL 256476
6% 01 Nov 2036
FNMA POOL 310185
1% 01 Jul 2026
FNMA POOL 506482
6.5% 01 Jul 2029
FNMA POOL 745932
1% 01 Nov 2036
FNMA POOL 831017
6% 01 Sep 2035
FNMA POOL 831832
6% 01 Sep 2036
FNMA POOL 886090
6.5% 01 Jul 2036
FNMA POOL 886958
6% 01 Jun 2036
FNMA POOL 888204
1% 01 Apr 2026
FNMA POOL 889190
1% 01 Mar 2038
FNMA POOL 889450
1% 01 Mar 2038
FNMA POOL 889529
1% 01 Mar 2038
FNMA POOL 889574
1% 01 Aug 2037
FNMA POOL 891436
6% 01 Mar 2036
FNMA POOL 892537
6.5% 01 Sep 2036
FNMA POOL 893511
6% 01 Sep 2036
FNMA POOL 893533
6.5% 01 Sep 2036
FNMA POOL 893885
6% 01 Oct 2036
FNMA POOL 897100
6.5% 01 Jul 2036
FNMA POOL 897909
6% 01 Jan 2037
FNMA POOL 899671
6.5% 01 Aug 2037
FNMA POOL 901666
6% 01 Oct 2036
FNMA POOL 903677
6.5% 01 Oct 2036
FNMA POOL 920079
6% 01 Dec 2036
FNMA POOL 931507
4.5% 01 Jul 2039
FNMA POOL 931974
5% 01 Sep 2039
FNMA POOL 932091
6.5% 01 Sep 2039
FNMA POOL 933008
6% 01 Sep 2037
FNMA POOL 934084
6.5% 01 Jun 2038
FNMA POOL 948711
6% 01 Aug 2037
FNMA POOL 949298
6.5% 01 Oct 2037
FNMA POOL 952459
6% 01 Sep 2037
FNMA POOL 952656
6% 01 Aug 2037
FNMA POOL 955724
6.5% 01 Nov 2037
FNMA POOL 955803
6.5% 01 Oct 2037
FNMA POOL 956078
6.5% 01 Dec 2037
FNMA POOL 961118
6% 01 Apr 2038
FNMA POOL 967691
6% 01 Jan 2038
FNMA POOL 972541
6% 01 Feb 2038
FNMA POOL 973241
5% 01 Mar 2038
FNMA POOL 974965
5% 01 Apr 2038
FNMA POOL 979919
6% 01 May 2038
FNMA POOL 992144
6% 01 Oct 2038
FNMA POOL 995011
1% 01 Oct 2038
FNMA POOL 995231
1% 01 Jan 2039
FNMA POOL 995245
1% 01 Jan 2039
FNMA POOL 995251
1% 01 Nov 2038
FNMA POOL AA0264
5% 01 Feb 2039
FNMA POOL AA8487
4.5% 01 Jul 2039
FNMA POOL AA9357
4.5% 01 Aug 2039
FNMA POOL AB0299
6% 01 Feb 2037
FNMA POOL AB3193
4.5% 01 Jun 2041
FNMA POOL AB5192
4% 01 May 2042
FNMA POOL AB7436
3% 01 Dec 2042
FNMA POOL AB7848
3% 01 Feb 2043
FNMA POOL AB8855
3.5% 01 Mar 2043
FNMA POOL AB8881
3% 01 Apr 2043
FNMA POOL AB8897
3% 01 Apr 2043
FNMA POOL AB8899
3% 01 Apr 2043
FNMA POOL AB9177
3.5% 01 Apr 2043
FNMA POOL AB9187
3% 01 Apr 2043
FNMA POOL AB9362
3.5% 01 May 2043
FNMA POOL AB9863
3% 01 Jul 2043
FNMA POOL AC5302
6.5% 01 Nov 2039
FNMA POOL AD0207
1% 01 Oct 2038
FNMA POOL AD0220
1% 01 Oct 2038
FNMA POOL AD0255
1% 01 Jun 2039
FNMA POOL AD0447
1% 01 Jun 2039
FNMA POOL AD4296
5% 01 Apr 2040
FNMA POOL AD7371
5% 01 Jul 2040
FNMA POOL AD8950
5% 01 Jul 2040
FNMA POOL AD9810
5% 01 Jul 2040
FNMA POOL AE0271
1% 01 Aug 2040
FNMA POOL AE0481
1% 01 Sep 2040
FNMA POOL AE0880
1% 01 May 2040
FNMA POOL AE5745
5% 01 Feb 2034
FNMA POOL AH4696
5% 01 Mar 2041
FNMA POOL AI3661
5% 01 May 2041
FNMA POOL AI4815
4.5% 01 Jun 2041
FNMA POOL AJ7686
4% 01 Dec 2041
FNMA POOL AK2415
4% 01 Feb 2042
FNMA POOL AL1176
1% 01 Oct 2039
FNMA POOL AL1547
1% 01 Nov 2041
FNMA POOL AL2374
1% 01 Dec 2041
FNMA POOL AL3315
1% 01 Mar 2043
FNMA POOL AL3352
1% 01 Jun 2040
FNMA POOL AL3498
1% 01 May 2043
FNMA POOL AL3650
1% 01 Feb 2041
FNMA POOL AL3652
1% 01 Oct 2040
FNMA POOL AL4608
1% 01 Dec 2043
FNMA POOL AL5218
1% 01 Mar 2044
FNMA POOL AL5229
1% 01 Jan 2044
FNMA POOL AL5315
1% 01 Jun 2042
FNMA POOL AL5783
1% 01 Jul 2041
FNMA POOL AL6004
1% 01 Dec 2043
FNMA POOL AL6325
1% 01 Oct 2044
FNMA POOL AL6432
1% 01 Jan 2045
FNMA POOL AL7121
1% 01 Jan 2044
FNMA POOL AL7204
1% 01 Oct 2043
FNMA POOL AL7924
1% 01 Dec 2028
FNMA POOL AL8083
1% 01 Mar 2029
FNMA POOL AL8340
1% 01 Feb 2045
FNMA POOL AL8776
1% 01 Jul 2046
FNMA POOL AL9105
1% 01 Oct 2046
FNMA POOL AL9282
1% 01 Jun 2046
FNMA POOL AL9563
1% 01 Nov 2046
FNMA POOL AL9994
1% 01 Apr 2032
FNMA POOL AO4144
4% 01 Jun 2042
FNMA POOL AR6445
4.5% 01 Oct 2043
FNMA POOL AR7435
3.5% 01 Jul 2043
FNMA POOL AR9197
3% 01 Mar 2043
FNMA POOL AS0016
3% 01 Jul 2043
FNMA POOL AS0037
3.5% 01 Jul 2043
FNMA POOL AS0080
3.5% 01 Aug 2043
FNMA POOL AS0128
3% 01 Aug 2043
FNMA POOL AS0210
3.5% 01 Aug 2043
FNMA POOL AS0263
5% 01 Aug 2043
FNMA POOL AS0302
3% 01 Aug 2043
FNMA POOL AS0331
3% 01 Aug 2043
FNMA POOL AS0358
4% 01 Sep 2043
FNMA POOL AS0516
3% 01 Sep 2043
FNMA POOL AS0563
4.5% 01 Sep 2043
FNMA POOL AS0830
4.5% 01 Oct 2043
FNMA POOL AS0837
5% 01 Oct 2043
FNMA POOL AS0860
4.5% 01 Oct 2043
FNMA POOL AS1338
5% 01 Dec 2043
FNMA POOL AS1380
4.5% 01 Dec 2043
FNMA POOL AS1586
4.5% 01 Jan 2044
FNMA POOL AS1587
4.5% 01 Jan 2044
FNMA POOL AS1588
4.5% 01 Jan 2044
FNMA POOL AS1764
4% 01 Feb 2044
FNMA POOL AS2555
4% 01 Jun 2044
FNMA POOL AS2919
5% 01 Jul 2044
FNMA POOL AS3467
4% 01 Oct 2044
FNMA POOL AS4306
3% 01 Jan 2045
FNMA POOL AS4333
3% 01 Jan 2045
FNMA POOL AS4797
3.5% 01 Apr 2045
FNMA POOL AS5175
3.5% 01 Jun 2045
FNMA POOL AS5444
3% 01 Jul 2045
FNMA POOL AS5594
3.5% 01 Aug 2045
FNMA POOL AS6311
3.5% 01 Dec 2045
FNMA POOL AS6386
3% 01 Dec 2045
FNMA POOL AS6520
3.5% 01 Jan 2046
FNMA POOL AS6534
3.5% 01 Jan 2046
FNMA POOL AS6536
3.5% 01 Jan 2046
FNMA POOL AS6573
3.5% 01 Jan 2046
FNMA POOL AS6627
4.5% 01 Feb 2046
FNMA POOL AS6677
4% 01 Feb 2046
FNMA POOL AS6763
3.5% 01 Mar 2046
FNMA POOL AS6795
4% 01 Mar 2046
FNMA POOL AS6947
3.5% 01 Apr 2046
FNMA POOL AS7016
3.5% 01 Apr 2046
FNMA POOL AS7245
3.5% 01 May 2046
FNMA POOL AS7376
3% 01 Jun 2046
FNMA POOL AS7401
4% 01 Jun 2046
FNMA POOL AS7492
4% 01 Jul 2046
FNMA POOL AS7558
4% 01 Jul 2046
FNMA POOL AS7601
4% 01 Jul 2046
FNMA POOL AS7712
3% 01 Aug 2031
FNMA POOL AS7844
3% 01 Sep 2046
FNMA POOL AS8012
2.5% 01 Sep 2031
FNMA POOL AS8144
4% 01 Oct 2046
FNMA POOL AS8384
2.5% 01 Nov 2031
FNMA POOL AS8572
3.5% 01 Dec 2046
FNMA POOL AS8714
2.5% 01 Feb 2032
FNMA POOL AS9394
4.5% 01 Apr 2047
FNMA POOL AS9505
3% 01 Apr 2032
FNMA POOL AS9615
4.5% 01 May 2047
FNMA POOL AS9760
4.5% 01 Jun 2047
FNMA POOL AS9884
4% 01 Jul 2047
FNMA POOL AS9988
4.5% 01 Jul 2047
FNMA POOL AT2016
3% 01 Apr 2043
FNMA POOL AT2725
3% 01 May 2043
FNMA POOL AT5830
4.5% 01 Jun 2043
FNMA POOL AT5900
3% 01 Jun 2043
FNMA POOL AT9221
3% 01 Jul 2043
FNMA POOL AU0949
3.5% 01 Aug 2043
FNMA POOL AU1632
3% 01 Jul 2043
FNMA POOL AU3195
3% 01 Aug 2043
FNMA POOL AU3735
3% 01 Aug 2043
FNMA POOL AU3742
3.5% 01 Aug 2043
FNMA POOL AU3751
4% 01 Aug 2043
FNMA POOL AU4229
4.5% 01 Sep 2043
FNMA POOL AU7309
3.5% 01 Aug 2043
FNMA POOL AV0663
4.5% 01 Dec 2043
FNMA POOL AV0691
4% 01 Dec 2043
FNMA POOL AV2301
4.5% 01 Dec 2043
FNMA POOL AV6103
4% 01 Jan 2044
FNMA POOL AV6366
4.5% 01 Jan 2044
FNMA POOL AX3613
3% 01 Jan 2045
FNMA POOL AY4205
3% 01 May 2045
FNMA POOL AZ0814
3.5% 01 Jul 2045
FNMA POOL AZ0862
3.5% 01 Jul 2045
FNMA POOL AZ7108
3.5% 01 Jul 2045
FNMA POOL AZ7821
3.5% 01 Aug 2045
FNMA POOL BA0041
3% 01 Feb 2046
FNMA POOL BA2907
4% 01 Nov 2045
FNMA POOL BC0305
4% 01 Mar 2046
FNMA POOL BC0822
3.5% 01 Apr 2046
FNMA POOL BD2440
3.5% 01 Jan 2047
FNMA POOL BD2471
2.5% 01 Jan 2032
FNMA POOL BE0579
4% 01 Oct 2046
FNMA POOL BE1906
3% 01 Dec 2031
FNMA POOL BE3619
4% 01 May 2047
FNMA POOL BE5041
3.5% 01 Nov 2046
FNMA POOL BH9303
3.5% 01 Feb 2033
FNMA POOL BJ0258
4.5% 01 Oct 2047
FNMA POOL BJ4572
4.5% 01 Jan 2048
FNMA POOL BJ4751
4% 01 Jan 2048
FNMA POOL BK2013
4% 01 Apr 2048
FNMA POOL BK7114
5% 01 Jul 2048
FNMA POOL BK8918
5% 01 Aug 2048
FNMA POOL BM1177
1% 01 Dec 2031
FNMA POOL BM1567
1% 01 Feb 2047
FNMA POOL BM2005
1% 01 Dec 2047
FNMA POOL BM3392
1% 01 Jan 2048
FNMA POOL BM3688
1% 01 Feb 2047
FNMA POOL BM3803
1% 01 Nov 2046
FNMA POOL BM3824
1% 01 Feb 2047
FNMA POOL BM4137
1% 01 Jun 2047
FNMA POOL BM4657
1% 01 Jun 2046
FNMA POOL BM5024
1% 01 Nov 2048
FNMA POOL BM5526
1% 01 Feb 2048
FNMA POOL BO7838
2.5% 01 Apr 2050
FNMA POOL BP3054
3% 01 Mar 2050
FNMA POOL BP3082
3% 01 Mar 2050
FNMA POOL BP9581
2.5% 01 Aug 2050
FNMA POOL BQ4495
2% 01 Feb 2051
FNMA POOL BQ6312
2.5% 01 Nov 2050
FNMA POOL BR1269
2.5% 01 Jan 2051
FNMA POOL BR4029
2% 01 Feb 2051
FNMA POOL BR4051
2% 01 Feb 2051
FNMA POOL BR4113
2.5% 01 Jan 2051
FNMA POOL BR4515
2% 01 Feb 2051
FNMA POOL BT0417
2.5% 01 Jun 2051
FNMA POOL BT1825
2% 01 Jun 2036
FNMA POOL BT3273
2.5% 01 Aug 2051
FNMA POOL CA0770
3.5% 01 Nov 2047
FNMA POOL CA1535
3.5% 01 Feb 2048
FNMA POOL CA2652
5% 01 Nov 2048
FNMA POOL CA2653
5% 01 Aug 2048
FNMA POOL CA4015
3% 01 Jan 2048
FNMA POOL CA4155
3.5% 01 Feb 2048
FNMA POOL CA4648
3% 01 Apr 2048
FNMA POOL CB0502
2% 01 May 2051
FNMA POOL CB1027
2.5% 01 Jul 2051
FNMA POOL CB1038
2.5% 01 Jul 2051
FNMA POOL FM1139
1% 01 Sep 2033
FNMA POOL FM2165
1% 01 Nov 2048
FNMA POOL FM4316
1% 01 Nov 2046
FNMA POOL FM5037
1% 01 Dec 2035
FNMA POOL FM5316
1% 01 Dec 2050
FNMA POOL FM5326
1% 01 Dec 2035
FNMA POOL FM5497
1% 01 Dec 2035
FNMA POOL FM5848
1% 01 Feb 2051
FNMA POOL FM6384
1% 01 Mar 2051
FNMA POOL FM6853
1% 01 Apr 2051
FNMA POOL FM6928
1% 01 Apr 2051
FNMA POOL FM7151
1% 01 May 2051
FNMA POOL FM7189
1% 01 May 2051
FNMA POOL FM7497
1% 01 Jun 2051
FNMA POOL FM8178
1% 01 Jul 2051
FNMA POOL FM8301
1% 01 Jul 2036
FNMA POOL FM8360
1% 01 Aug 2051
FNMA POOL MA0537
4.5% 01 Oct 2040
FNMA POOL MA1524
3% 01 Aug 2043
FNMA POOL MA2145
4% 01 Jan 2045
FNMA POOL MA2405
4% 01 Sep 2045
FNMA POOL MA2495
3.5% 01 Jan 2046
FNMA POOL MA2522
3.5% 01 Feb 2046
FNMA POOL MA2542
3% 01 Feb 2046
FNMA POOL MA2803
2.5% 01 Nov 2031
FNMA POOL MA2868
2.5% 01 Jan 2032
FNMA POOL MA2879
4% 01 Jan 2047
FNMA POOL MA2895
3% 01 Feb 2047
FNMA POOL MA2898
2.5% 01 Feb 2032
FNMA POOL MA3008
4.5% 01 May 2047
FNMA POOL MA3057
3.5% 01 Jul 2047
FNMA POOL MA3058
4% 01 Jul 2047
FNMA POOL MA3088
4% 01 Aug 2047
FNMA POOL MA3101
4.5% 01 Aug 2047
FNMA POOL MA3149
4% 01 Oct 2047
FNMA POOL MA3155
3% 01 Oct 2032
FNMA POOL MA3210
3.5% 01 Dec 2047
FNMA POOL MA3238
3.5% 01 Jan 2048
FNMA POOL MA3422
5% 01 Jul 2048
FNMA POOL MA3460
3.5% 01 Sep 2028
FNMA POOL MA3589
4% 01 Feb 2034
FNMA POOL MA3645
6% 01 Feb 2049
FNMA POOL MA3896
2.5% 01 Jan 2035
FNMA POOL MA4124
2.5% 01 Sep 2035
FNMA POOL MA4306
2.5% 01 Apr 2051
FNMA POOL MA4360
2% 01 Jun 2036
FNMA POOL MA4399
2.5% 01 Aug 2051
FNMA POOL MA4403
2% 01 Aug 2036
FNMA TBA 15 YR 2
2% 18 Jan 2037
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FOMENTO ECONOMICO MEX
2.875% 10 May 2023
FOX CORP
4.03% 25 Jan 2024
FREDDIE MAC
0.25% 08 Sep 2023
FREDDIE MAC
0.25% 24 Aug 2023
FREDDIE MAC
0.375% 23 Sep 2025
FREDDIE MAC
1.5% 12 Feb 2025
FREDDIE MAC
6.25% 15 Jul 2032
FREDDIE MAC
6.75% 15 Mar 2031
GATX CORP
3.1% 01 Jun 2051
GE CAPITAL INTL FUNDING
4.418% 15 Nov 2035
GENERAL MILLS INC
2.875% 15 Apr 2030
GENERAL MOTORS CO
5.4% 02 Oct 2023
GENERAL MOTORS CO
6.75% 01 Apr 2046
GENUINE PARTS CO
1.875% 01 Nov 2030
GEORGIA POWER CO
2.65% 15 Sep 2029
GILEAD SCIENCES INC
4.75% 01 Mar 2046
GLOBAL PAYMENTS INC
1.2% 01 Mar 2026
GNMA II POOL 004923
4.5% 20 Jan 2041
GNMA II POOL 004978
4.5% 20 Mar 2041
GNMA II POOL 005017
4.5% 20 Apr 2041
GNMA II POOL 005055
4.5% 20 May 2041
GNMA II POOL 005082
4.5% 20 Jun 2041
GNMA II POOL 005115
4.5% 20 Jul 2041
GNMA II POOL 005140
4.5% 20 Aug 2041
GNMA II POOL 005204
4.5% 20 Oct 2041
GNMA II POOL 005260
4.5% 20 Dec 2041
GNMA II POOL 005281
4.5% 20 Jan 2042
GNMA II POOL 782909
5.5% 20 Sep 2039
GNMA II POOL 783755
3% 20 Apr 2043
GNMA II POOL 783976
3.5% 20 Apr 2043
GNMA II POOL MA0088
3.5% 20 May 2042
GNMA II POOL MA0090
4.5% 20 May 2042
GNMA II POOL MA0154
3.5% 20 Jun 2042
GNMA II POOL MA0317
3% 20 Aug 2042
GNMA II POOL MA0391
3% 20 Sep 2042
GNMA II POOL MA0392
3.5% 20 Sep 2042
GNMA II POOL MA0461
3% 20 Oct 2042
GNMA II POOL MA0534
3.5% 20 Nov 2042
GNMA II POOL MA0698
3% 20 Jan 2043
GNMA II POOL MA0699
3.5% 20 Jan 2043
GNMA II POOL MA0782
3% 20 Feb 2043
GNMA II POOL MA0783
3.5% 20 Feb 2043
GNMA II POOL MA0852
3.5% 20 Mar 2043
GNMA II POOL MA0933
3% 20 Apr 2043
GNMA II POOL MA0934
3.5% 20 Apr 2043
GNMA II POOL MA1012
3.5% 20 May 2043
GNMA II POOL MA1156
3% 20 Jul 2043
GNMA II POOL MA1157
3.5% 20 Jul 2043
GNMA II POOL MA1223
3% 20 Aug 2043
GNMA II POOL MA1224
3.5% 20 Aug 2043
GNMA II POOL MA1374
3% 20 Oct 2043
GNMA II POOL MA1375
3.5% 20 Oct 2043
GNMA II POOL MA1377
4.5% 20 Oct 2043
GNMA II POOL MA1602
4.5% 20 Jan 2044
GNMA II POOL MA1677
3.5% 20 Feb 2044
GNMA II POOL MA1679
4.5% 20 Feb 2044
GNMA II POOL MA1760
3.5% 20 Mar 2044
GNMA II POOL MA1840
4.5% 20 Apr 2044
GNMA II POOL MA1995
3.5% 20 Jun 2044
GNMA II POOL MA1997
4.5% 20 Jun 2044
GNMA II POOL MA2073
3.5% 20 Jul 2044
GNMA II POOL MA2148
3.5% 20 Aug 2044
GNMA II POOL MA2225
4.5% 20 Sep 2044
GNMA II POOL MA2303
3.5% 20 Oct 2044
GNMA II POOL MA2305
4.5% 20 Oct 2044
GNMA II POOL MA2445
3.5% 20 Dec 2044
GNMA II POOL MA2521
3.5% 20 Jan 2045
GNMA II POOL MA2601
3.5% 20 Feb 2045
GNMA II POOL MA2678
3.5% 20 Mar 2045
GNMA II POOL MA2680
4.5% 20 Mar 2045
GNMA II POOL MA2754
3.5% 20 Apr 2045
GNMA II POOL MA2756
4.5% 20 Apr 2045
GNMA II POOL MA2826
3.5% 20 May 2045
GNMA II POOL MA2827
4% 20 May 2045
GNMA II POOL MA2892
3.5% 20 Jun 2045
GNMA II POOL MA2960
3% 20 Jul 2045
GNMA II POOL MA2961
3.5% 20 Jul 2045
GNMA II POOL MA2962
4% 20 Jul 2045
GNMA II POOL MA3035
4% 20 Aug 2045
GNMA II POOL MA3036
4.5% 20 Aug 2045
GNMA II POOL MA3105
3.5% 20 Sep 2045
GNMA II POOL MA3106
4% 20 Sep 2045
GNMA II POOL MA3107
4.5% 20 Sep 2045
GNMA II POOL MA3172
3% 20 Oct 2045
GNMA II POOL MA3174
4% 20 Oct 2045
GNMA II POOL MA3244
3.5% 20 Nov 2045
GNMA II POOL MA3245
4% 20 Nov 2045
GNMA II POOL MA3246
4.5% 20 Nov 2045
GNMA II POOL MA3309
3% 20 Dec 2045
GNMA II POOL MA3310
3.5% 20 Dec 2045
GNMA II POOL MA3311
4% 20 Dec 2045
GNMA II POOL MA3375
3% 20 Jan 2046
GNMA II POOL MA3376
3.5% 20 Jan 2046
GNMA II POOL MA3596
3% 20 Apr 2046
GNMA II POOL MA3599
4.5% 20 Apr 2046
GNMA II POOL MA3662
3% 20 May 2046
GNMA II POOL MA3663
3.5% 20 May 2046
GNMA II POOL MA3735
3% 20 Jun 2046
GNMA II POOL MA3804
4% 20 Jul 2046
GNMA II POOL MA3873
3% 20 Aug 2046
GNMA II POOL MA3939
4.5% 20 Sep 2046
GNMA II POOL MA4004
3.5% 20 Oct 2046
GNMA II POOL MA4261
3% 20 Feb 2047
GNMA II POOL MA4263
4% 20 Feb 2047
GNMA II POOL MA4320
3% 20 Mar 2047
GNMA II POOL MA4381
3% 20 Apr 2047
GNMA II POOL MA4450
3% 20 May 2047
GNMA II POOL MA4452
4% 20 May 2047
GNMA II POOL MA4509
3% 20 Jun 2047
GNMA II POOL MA4585
3% 20 Jul 2047
GNMA II POOL MA4587
4% 20 Jul 2047
GNMA II POOL MA4588
4.5% 20 Jul 2047
GNMA II POOL MA4651
3% 20 Aug 2047
GNMA II POOL MA4653
4% 20 Aug 2047
GNMA II POOL MA4779
4% 20 Oct 2047
GNMA II POOL MA4836
3% 20 Nov 2047
GNMA II POOL MA4899
3% 20 Dec 2047
GNMA II POOL MA5078
4% 20 Mar 2048
GNMA II POOL MA5190
3% 20 May 2048
GNMA II POOL MA5529
4.5% 20 Oct 2048
GNMA II POOL MA5623
3.5% 20 Dec 2033
GNMA II POOL MA6038
3% 20 Jul 2049
GNMA II POOL MA6153
3% 20 Sep 2049
GNMA II POOL MA7052
2.5% 20 Dec 2050
GNMA II POOL MA7311
2% 20 Apr 2051
GNMA II POOL MA7312
2.5% 20 Apr 2051
GNMA II POOL MA7366
2% 20 May 2051
GNMA II POOL MA7367
2.5% 20 May 2051
GNMA II POOL MA7417
2% 20 Jun 2051
GNMA II POOL MA7418
2.5% 20 Jun 2051
GNMA II POOL MA7471
2% 20 Jul 2051
GNMA II POOL MA7472
2.5% 20 Jul 2051
GNMA II POOL MA7534
2.5% 20 Aug 2051
GNMA II TBA 30 YR 2
2% 21 Jan 2052
GNMA II TBA 30 YR 2.5
2.5% 21 Jan 2052
GOLDMAN SACHS GROUP INC
1% 22 Apr 2032
GOLDMAN SACHS GROUP INC
1% 31 Oct 2038
GOLDMAN SACHS GROUP INC
3.75% 22 May 2025
GOLDMAN SACHS GROUP INC
3.85% 08 Jul 2024
GOLDMAN SACHS GROUP INC
3.85% 26 Jan 2027
GOLDMAN SACHS GROUP INC
6.25% 01 Feb 2041
GOLDMAN SACHS GROUP INC
6.75% 01 Oct 2037
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
HALLIBURTON CO
5% 15 Nov 2045
HARTFORD FINL SVCS GRP
6.1% 01 Oct 2041
HCA INC
2.375% 15 Jul 2031
HCA INC
5.25% 15 Jun 2026
HIGHWOODS REALTY LP
2.6% 01 Feb 2031
HOME DEPOT INC
4.25% 01 Apr 2046
HOME DEPOT INC
4.5% 06 Dec 2048
HORMEL FOODS CORP
1.8% 11 Jun 2030
HSBC HOLDINGS PLC
1% 19 Jun 2029
HSBC HOLDINGS PLC
3.6% 25 May 2023
HSBC HOLDINGS PLC
3.9% 25 May 2026
HSBC HOLDINGS PLC
6.5% 15 Sep 2037
HUMANA INC
4.625% 01 Dec 2042
HUNTSMAN INTERNATIONAL L
4.5% 01 May 2029
ILLINOIS ST
5.1% 01 Jun 2033
ILLUMINA INC
2.55% 23 Mar 2031
INTEL CORP
3.1% 15 Feb 2060
INTEL CORP
3.25% 15 Nov 2049
INTER AMERICAN DEVEL BK
0.25% 15 Nov 2023
INTER AMERICAN DEVEL BK
3% 21 Feb 2024
INTERCONTINENTALEXCHANGE
1.85% 15 Sep 2032
INTERCONTINENTALEXCHANGE
3% 15 Sep 2060
INTERNATIONAL PAPER CO
7.3% 15 Nov 2039
INTERSTATE POWER + LIGHT
3.5% 30 Sep 2049
INTL BK RECON + DEVELOP
0.625% 22 Apr 2025
INTL BK RECON + DEVELOP
0.75% 24 Nov 2027
INTL BK RECON + DEVELOP
0.75% 26 Aug 2030
INTL BK RECON + DEVELOP
2.5% 25 Nov 2024
INTL BK RECON + DEVELOP
4.75% 15 Feb 2035
ITALY GOV T INT BOND
3.875% 06 May 2051
JACKSON FINANCIAL INC
4% 23 Nov 2051
JOHN DEERE CAPITAL CORP
2.8% 06 Mar 2023
JOHNSON + JOHNSON
2.25% 01 Sep 2050
JOHNSON + JOHNSON
2.45% 01 Mar 2026
JOHNSON + JOHNSON
5.85% 15 Jul 2038
JPMORGAN CHASE + CO
1% 15 Oct 2030
JPMORGAN CHASE + CO
1% 22 Apr 2026
JPMORGAN CHASE + CO
1% 22 Apr 2041
JPMORGAN CHASE + CO
1% 22 Apr 2052
JPMORGAN CHASE + CO
1% 23 Jan 2049
JPMORGAN CHASE + CO
3.3% 01 Apr 2026
JPMORGAN CHASE + CO
4.125% 15 Dec 2026
JPMORGAN CHASE + CO
5.5% 15 Oct 2040
KENTUCKY UTILITIES CO
5.125% 01 Nov 2040
KEURIG DR PEPPER INC
3.2% 01 May 2030
KEURIG DR PEPPER INC
4.42% 15 Dec 2046
KEY BANK NA
3.375% 07 Mar 2023
KINDER MORGAN ENER PART
5.5% 01 Mar 2044
KINDER MORGAN ENER PART
6.95% 15 Jan 2038
KINDER MORGAN INC
5.3% 01 Dec 2034
KROGER CO
4.45% 01 Feb 2047
LINCOLN NATIONAL CORP
4% 01 Sep 2023
LLOYDS BANKING GROUP PLC
4.344% 09 Jan 2048
LOCKHEED MARTIN CORP
3.8% 01 Mar 2045
LOWE S COS INC
1.7% 15 Oct 2030
LOWE S COS INC
3.5% 01 Apr 2051
LYB INT FINANCE III
3.375% 01 Oct 2040
MAGELLAN MIDSTREAM PARTN
3.95% 01 Mar 2050
MARATHON OIL CORP
4.4% 15 Jul 2027
MARATHON PETROLEUM CORP
6.5% 01 Mar 2041
MARRIOTT INTERNATIONAL
3.5% 15 Oct 2032
MARSH + MCLENNAN COS INC
3.875% 15 Mar 2024
MASTERCARD INC
3.5% 26 Feb 2028
MCDONALD S CORP
3.35% 01 Apr 2023
MCDONALD S CORP
4.6% 26 May 2045
MEDTRONIC INC
4.625% 15 Mar 2045
MERCK + CO INC
2.35% 24 Jun 2040
MERCK + CO INC
4% 07 Mar 2049
MET TRANSPRTN AUTH NY REVENUE
6.814% 15 Nov 2040
METLIFE INC
3.6% 10 Apr 2024
METLIFE INC
6.375% 15 Jun 2034
MICRON TECHNOLOGY INC
3.477% 01 Nov 2051
MICROSOFT CORP
2.4% 08 Aug 2026
MICROSOFT CORP
2.525% 01 Jun 2050
MICROSOFT CORP
2.921% 17 Mar 2052
MID AMERICA APARTMENTS
3.95% 15 Mar 2029
MITSUBISHI UFJ FIN GRP
3.455% 02 Mar 2023
MIZUHO FINANCIAL GROUP
4.018% 05 Mar 2028
MORGAN STANLEY
1% 22 Jul 2038
MORGAN STANLEY
1% 25 Jan 2052
MORGAN STANLEY
1% 28 Apr 2026
MORGAN STANLEY
1% 28 Apr 2032
MORGAN STANLEY
3.875% 29 Apr 2024
MORGAN STANLEY BAML TRUST
3.741% 15 Aug 2047
MORGAN STANLEY CAPITAL I TRUST
4.177% 15 Jul 2051
MPLX LP
4.125% 01 Mar 2027
MPLX LP
4.5% 15 Apr 2038
NASDAQ INC
3.25% 28 Apr 2050
NATWEST GROUP PLC
1% 27 Jan 2030
NEW JERSEY ST TURNPIKE AUTH TU
7.102% 01 Jan 2041
NEWMONT CORP
6.25% 01 Oct 2039
NIKE INC
3.375% 27 Mar 2050
NISOURCE INC
4.375% 15 May 2047
NORFOLK SOUTHERN CORP
4.15% 28 Feb 2048
NORTHERN TRUST CORP
1.95% 01 May 2030
NORTHROP GRUMMAN CORP
3.25% 15 Jan 2028
NOVARTIS CAPITAL CORP
1.75% 14 Feb 2025
NVIDIA CORP
3.7% 01 Apr 2060
ONCOR ELECTRIC DELIVERY
2.75% 15 May 2030
ONEOK INC
4.45% 01 Sep 2049
ONTARIO (PROVINCE OF)
3.2% 16 May 2024
ORACLE CORP
2.875% 25 Mar 2031
ORACLE CORP
2.95% 15 May 2025
ORACLE CORP
3.9% 15 May 2035
ORACLE CORP
4% 15 Jul 2046
ORACLE CORP
5.375% 15 Jul 2040
ORANGE SA
5.375% 13 Jan 2042
OTIS WORLDWIDE CORP
3.362% 15 Feb 2050
PACIFIC GAS + ELECTRIC
2.1% 01 Aug 2027
PACIFIC GAS + ELECTRIC
3.3% 01 Aug 2040
PACIFIC GAS + ELECTRIC
3.5% 01 Aug 2050
PACIFIC GAS + ELECTRIC
4.5% 01 Jul 2040
PARAMOUNT GLOBAL
2.9% 15 Jan 2027
PARAMOUNT GLOBAL
4.95% 19 May 2050
PAYPAL HOLDINGS INC
1.65% 01 Jun 2025
PFIZER INC
2.55% 28 May 2040
PFIZER INC
2.75% 03 Jun 2026
PFIZER INC
4% 15 Dec 2036
PHILIP MORRIS INTL INC
3.125% 17 Aug 2027
PHILLIPS 66
1.3% 15 Feb 2026
PHILLIPS 66
4.875% 15 Nov 2044
PIONEER NATURAL RESOURCE
0.75% 15 Jan 2024
PLAINS ALL AMER PIPELINE
4.7% 15 Jun 2044
PNC BANK NA
2.95% 30 Jan 2023
PORT AUTH OF NEW YORK NEW JE
4.926% 01 Oct 2051
PROLOGIS LP
3% 15 Apr 2050
PROVINCE OF QUEBEC
2.5% 20 Apr 2026
PRUDENTIAL FINANCIAL INC
3.935% 07 Dec 2049
PUBLIC SERVICE ELECTRIC
3.85% 01 May 2049
QUALCOMM INC
1.3% 20 May 2028
RALPH LAUREN CORP
2.95% 15 Jun 2030
RAYTHEON TECH CORP
3.125% 04 May 2027
RAYTHEON TECH CORP
3.5% 15 Mar 2027
RAYTHEON TECH CORP
4.5% 01 Jun 2042
REALTY INCOME CORP
3.4% 15 Jan 2028
REPUBLIC OF CHILE
3.1% 22 Jan 2061
REPUBLIC OF CHILE
3.24% 06 Feb 2028
REPUBLIC OF INDONESIA
4.45% 15 Apr 2070
REPUBLIC OF PANAMA
3.87% 23 Jul 2060
REPUBLIC OF PANAMA
4.5% 16 Apr 2050
REPUBLIC OF PERU
1.862% 01 Dec 2032
REPUBLIC OF PERU
6.55% 14 Mar 2037
REPUBLIC OF PHILIPPINES
3.7% 02 Feb 2042
REPUBLIC OF PHILIPPINES
3.95% 20 Jan 2040
REPUBLICA ORIENT URUGUAY
4.375% 23 Jan 2031
REXFORD INDUSTRIAL REALT
2.125% 01 Dec 2030
ROGERS COMMUNICATIONS IN
4.35% 01 May 2049
ROSS STORES INC
1.875% 15 Apr 2031
ROYAL BANK OF CANADA
2.55% 16 Jul 2024
SABINE PASS LIQUEFACTION
5.625% 15 Apr 2023
SALESFORCE INC
2.9% 15 Jul 2051
SANTANDER UK GROUP HLDGS
1% 15 Mar 2032
SEMPRA ENERGY
4% 01 Feb 2048
SHELL INTERNATIONAL FIN
2.875% 10 May 2026
SHELL INTERNATIONAL FIN
3.25% 06 Apr 2050
SHELL INTERNATIONAL FIN
4.375% 11 May 2045
SHIRE ACQ INV IRELAND DA
3.2% 23 Sep 2026
SIMON PROPERTY GROUP LP
3.25% 13 Sep 2049
SOUTHERN CAL EDISON
2.95% 01 Feb 2051
SOUTHERN CAL EDISON
3.65% 01 Mar 2028
SOUTHERN CALIF GAS CO
5.125% 15 Nov 2040
SOUTHERN CO
4.25% 01 Jul 2036
SOUTHERN COPPER CORP
6.75% 16 Apr 2040
SOUTHWEST AIRLINES CO
2.625% 10 Feb 2030
STANLEY BLACK + DECKER I
3.4% 01 Mar 2026
STARBUCKS CORP
4% 15 Nov 2028
STATE OF ISRAEL
3.875% 03 Jul 2050
STEEL DYNAMICS INC
3.25% 15 Oct 2050
STORE CAPITAL CORP
2.75% 18 Nov 2030
SUMITOMO MITSUI FINL GRP
0.948% 12 Jan 2026
SUMITOMO MITSUI FINL GRP
2.696% 16 Jul 2024
SUNCOR ENERGY INC
2.8% 15 May 2023
SUNCOR ENERGY INC
6.5% 15 Jun 2038
SYSCO CORPORATION
6.6% 01 Apr 2050
T MOBILE USA INC
3.5% 15 Apr 2025
T MOBILE USA INC
4.5% 15 Apr 2050
TARGET CORP
2.35% 15 Feb 2030
TECK RESOURCES LIMITED
6.25% 15 Jul 2041
TELEFONICA EMISIONES SAU
4.665% 06 Mar 2038
TELEFONICA EMISIONES SAU
5.213% 08 Mar 2047
TENN VALLEY AUTHORITY
2.875% 01 Feb 2027
TENN VALLEY AUTHORITY
4.65% 15 Jun 2035
TENN VALLEY AUTHORITY
5.375% 01 Apr 2056
TENN VALLEY AUTHORITY
6.15% 15 Jan 2038
THERMO FISHER SCIENTIFIC
1.75% 15 Oct 2028
THOMSON REUTERS CORP
5.65% 23 Nov 2043
TIME WARNER ENTERTAINMEN
8.375% 15 Jul 2033
TORONTO DOMINION BANK
2.65% 12 Jun 2024
TOTALENERGIES CAP INTL
2.986% 29 Jun 2041
TOYOTA MOTOR CREDIT CORP
3.2% 11 Jan 2027
TRACTOR SUPPLY CO
1.75% 01 Nov 2030
TRANSCANADA PIPELINES
4.875% 15 May 2048
TRAVELERS COS INC
2.55% 27 Apr 2050
TRUIST BANK
3% 02 Feb 2023
TYSON FOODS INC
4.35% 01 Mar 2029
UDR INC
2.1% 15 Jun 2033
UNILEVER CAPITAL CORP
0.375% 14 Sep 2023
UNION PACIFIC CORP
2.75% 01 Mar 2026
UNION PACIFIC CORP
3.799% 01 Oct 2051
UNITED AIR 2020 1 A PTT
5.875% 15 Apr 2029
UNITED MEXICAN STATES
4% 02 Oct 2023
UNITED MEXICAN STATES
4.75% 08 Mar 2044
UNITED MEXICAN STATES
4.75% 27 Apr 2032
UNITED MEXICAN STATES
5% 27 Apr 2051
UNITED MEXICAN STATES
6.75% 27 Sep 2034
UNITED PARCEL SERVICE
3.75% 15 Nov 2047
UNITED PARCEL SERVICE
4.875% 15 Nov 2040
UNITEDHEALTH GROUP INC
1.25% 15 Jan 2026
UNITEDHEALTH GROUP INC
3.875% 15 Dec 2028
UNITEDHEALTH GROUP INC
4.25% 15 Mar 2043
UNIV SOUTHERN CALIFORIA
3.028% 01 Oct 2039
US DOLLAR
US TREASURY N/B
0.125% 15 May 2023
US TREASURY N/B
0.25% 31 Jul 2025
US TREASURY N/B
0.375% 31 Dec 2025
US TREASURY N/B
0.375% 31 Jan 2026
US TREASURY N/B
0.5% 30 Jun 2027
US TREASURY N/B
0.5% 31 May 2027
US TREASURY N/B
0.5% 31 Oct 2027
US TREASURY N/B
0.625% 15 Aug 2030
US TREASURY N/B
0.625% 31 Mar 2027
US TREASURY N/B
0.75% 30 Apr 2026
US TREASURY N/B
1% 15 Dec 2024
US TREASURY N/B
1.125% 28 Feb 2027
US TREASURY N/B
1.125% 31 Oct 2026
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.25% 31 Jul 2023
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
1.375% 30 Jun 2023
US TREASURY N/B
1.375% 31 Aug 2023
US TREASURY N/B
1.625% 15 Feb 2026
US TREASURY N/B
1.625% 15 May 2026
US TREASURY N/B
1.625% 15 Nov 2050
US TREASURY N/B
1.875% 15 Feb 2051
US TREASURY N/B
2% 15 Feb 2025
US TREASURY N/B
2% 15 Nov 2026
US TREASURY N/B
2.125% 29 Feb 2024
US TREASURY N/B
2.25% 15 Aug 2046
US TREASURY N/B
2.25% 15 May 2041
US TREASURY N/B
2.25% 15 Nov 2024
US TREASURY N/B
2.25% 15 Nov 2025
US TREASURY N/B
2.25% 15 Nov 2027
US TREASURY N/B
2.25% 30 Apr 2024
US TREASURY N/B
2.25% 31 Dec 2023
US TREASURY N/B
2.25% 31 Jan 2024
US TREASURY N/B
2.25% 31 Oct 2024
US TREASURY N/B
2.375% 15 Aug 2024
US TREASURY N/B
2.375% 15 May 2027
US TREASURY N/B
2.375% 15 May 2051
US TREASURY N/B
2.625% 15 Feb 2029
US TREASURY N/B
2.75% 15 Aug 2047
US TREASURY N/B
2.75% 15 Feb 2028
US TREASURY N/B
2.875% 15 Aug 2028
US TREASURY N/B
2.875% 15 Aug 2045
US TREASURY N/B
3% 15 Feb 2047
US TREASURY N/B
3% 15 Feb 2048
US TREASURY N/B
3% 15 May 2047
US TREASURY N/B
3% 15 Nov 2044
US TREASURY N/B
3.125% 15 Aug 2044
US TREASURY N/B
3.125% 15 Feb 2042
US TREASURY N/B
3.125% 15 Feb 2043
US TREASURY N/B
3.125% 15 Nov 2028
US TREASURY N/B
3.125% 15 Nov 2041
US TREASURY N/B
3.375% 15 May 2044
US TREASURY N/B
3.5% 15 Feb 2039
US TREASURY N/B
3.625% 15 Aug 2043
US TREASURY N/B
3.75% 15 Aug 2041
US TREASURY N/B
4.25% 15 May 2039
US TREASURY N/B
4.5% 15 Aug 2039
US TREASURY N/B
5.5% 15 Aug 2028
UTAH ACQUISITION SUB
3.95% 15 Jun 2026
VALE OVERSEAS LIMITED
6.875% 10 Nov 2039
VALERO ENERGY CORP
6.625% 15 Jun 2037
VENTAS REALTY LP
4.125% 15 Jan 2026
VERIZON COMMUNICATIONS
0.75% 22 Mar 2024
VERIZON COMMUNICATIONS
1.45% 20 Mar 2026
VERIZON COMMUNICATIONS
2.355% 15 Mar 2032
VERIZON COMMUNICATIONS
2.65% 20 Nov 2040
VERIZON COMMUNICATIONS
2.875% 20 Nov 2050
VERIZON COMMUNICATIONS
2.987% 30 Oct 2056
VERIZON COMMUNICATIONS
3% 20 Nov 2060
VERIZON COMMUNICATIONS
4.125% 15 Aug 2046
VERIZON COMMUNICATIONS
4.329% 21 Sep 2028
VIATRIS INC
2.7% 22 Jun 2030
VIATRIS INC
4% 22 Jun 2050
VIRGINIA ELEC + POWER CO
3.3% 01 Dec 2049
VIRGINIA ELEC + POWER CO
3.8% 01 Apr 2028
VISA INC
2.7% 15 Apr 2040
VISA INC
3.15% 14 Dec 2025
VISA INC
4.15% 14 Dec 2035
VODAFONE GROUP PLC
5% 30 May 2038
VODAFONE GROUP PLC
5.25% 30 May 2048
VONTIER CORP
1.8% 01 Apr 2026
VOYA FINANCIAL INC
5.7% 15 Jul 2043
WACHOVIA CORP
5.5% 01 Aug 2035
WALGREENS BOOTS ALLIANCE
4.1% 15 Apr 2050
WALMART INC
2.5% 22 Sep 2041
WALMART INC
2.65% 22 Sep 2051
WALMART INC
3.3% 22 Apr 2024
WALT DISNEY COMPANY/THE
2% 01 Sep 2029
WALT DISNEY COMPANY/THE
2.75% 01 Sep 2049
WALT DISNEY COMPANY/THE
3.5% 13 May 2040
WASHINGTON ST
5.14% 01 Aug 2040
WEC ENERGY GROUP INC
0.8% 15 Mar 2024
WELLS FARGO + COMPANY
1% 30 Apr 2026
WELLS FARGO + COMPANY
1% 30 Apr 2041
WELLS FARGO + COMPANY
1% 30 Oct 2030
WELLS FARGO + COMPANY
4.3% 22 Jul 2027
WELLS FARGO + COMPANY
5.375% 02 Nov 2043
WELLS FARGO COMMERCIAL MORTGAG
2.942% 15 Oct 2049
WELLS FARGO COMMERCIAL MORTGAG
3.418% 15 Sep 2050
WELLS FARGO COMMERCIAL MORTGAG
3.64% 15 Dec 2059
WESTPAC BANKING CORP
2.963% 16 Nov 2040
WESTPAC BANKING CORP
3.65% 15 May 2023
WF RBS COMMERCIAL MORTGAGE TRU
2.87% 15 Nov 2045
WILLIAMS COMPANIES INC
4% 15 Sep 2025
WRKCO INC
4.9% 15 Mar 2029
XCEL ENERGY INC
3.5% 01 Dec 2049
ZOETIS INC
4.7% 01 Feb 2043
Total: EXHIBIT E - Total Bond Market Fund
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, 2021
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
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
AGREE REALTY CORP
REIT USD.0001
ALEXANDER + BALDWIN INC
REIT
ALEXANDER S INC
REIT USD1.0
ALEXANDRIA REAL ESTATE EQUIT
REIT USD.01
AMERICAN ASSETS TRUST INC
REIT USD.01
AMERICAN CAMPUS COMMUNITIES
REIT USD.01
AMERICAN HOMES 4 RENT A
REIT USD.01
AMERICOLD REALTY TRUST
REIT USD.01
APARTMENT INCOME REIT CO
REIT USD.01
APARTMENT INVT + MGMT CO A
REIT USD.01
APPLE HOSPITALITY REIT INC
REIT NPV
ARMADA HOFFLER PROPERTIES IN
REIT USD.01
AVALONBAY COMMUNITIES INC
REIT USD.01
BOSTON PROPERTIES INC
REIT USD.01
BRANDYWINE REALTY TRUST
REIT USD.01
BRIXMOR PROPERTY GROUP INC
REIT USD.01
BROADSTONE NET LEASE INC
REIT USD.00025
CAMDEN PROPERTY TRUST
REIT USD.01
CARETRUST REIT INC
REIT USD.01
CENTERSPACE
REIT
CHATHAM LODGING TRUST
REIT USD.01
CITY OFFICE REIT INC
REIT USD.01
COMMUNITY HEALTHCARE TRUST I
REIT USD.01
COREPOINT LODGING INC
REIT USD.01
CORPORATE OFFICE PROPERTIES
REIT USD.01
COUSINS PROPERTIES INC
REIT USD1.0
CUBESMART
REIT USD.01
CYRUSONE INC
REIT USD.01
DIAMONDROCK HOSPITALITY CO
REIT USD.01
DIGITAL REALTY TRUST INC
REIT USD.01
DIGITALBRIDGE GROUP INC
REIT USD.01
DIVERSIFIED HEALTHCARE TRUST
REIT USD.01
DJ US REAL ESTATE MAR22
XCBT 20220318
DOUGLAS EMMETT INC
REIT USD.01
DUKE REALTY CORP
REIT USD.01
EASTERLY GOVERNMENT PROPERTI
REIT USD.01
EASTGROUP PROPERTIES INC
REIT
EMPIRE STATE REALTY TRUST A
REIT USD.01
EPR PROPERTIES
REIT USD.01
EQUINIX INC
REIT USD.001
EQUITY COMMONWEALTH
REIT USD.01
EQUITY LIFESTYLE PROPERTIES
REIT USD.01
EQUITY RESIDENTIAL
REIT USD.01
ESSENTIAL PROPERTIES REALTY
REIT USD.01
ESSEX PROPERTY TRUST INC
REIT USD.0001
EXTRA SPACE STORAGE INC
REIT USD.01
FEDERAL REALTY INVS TRUST
REIT USD.01
FIRST INDUSTRIAL REALTY TR
REIT USD.01
FOUR CORNERS PROPERTY TRUST
REIT USD.0001
FRANKLIN STREET PROPERTIES C
REIT USD.0001
GAMING AND LEISURE PROPERTIE
REIT
GEO GROUP INC/THE
REIT USD.01
GETTY REALTY CORP
REIT USD.01
GLADSTONE COMMERCIAL CORP
REIT USD.001
GLADSTONE LAND CORP
REIT USD.001
GLOBAL MEDICAL REIT INC
REIT
GLOBAL NET LEASE INC
REIT USD.01
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
HEALTHCARE REALTY TRUST INC
REIT USD.01
HEALTHCARE TRUST OF AME CL A
REIT USD.01
HEALTHPEAK PROPERTIES INC
REIT USD1.0
HIGHWOODS PROPERTIES INC
REIT USD.01
HOST HOTELS + RESORTS INC
REIT USD.01
HUDSON PACIFIC PROPERTIES IN
REIT USD.01
INDEPENDENCE REALTY TRUST IN
REIT USD.01
INDUSTRIAL LOGISTICS PROPERT
REIT USD.01
INNOVATIVE INDUSTRIAL PROPER
REIT USD.001
INVITATION HOMES INC
REIT USD.01
IRON MOUNTAIN INC
REIT USD.01
ISTAR INC
REIT USD.001
JBG SMITH PROPERTIES
REIT USD.01
KILROY REALTY CORP
REIT USD.01
KIMCO REALTY CORP
REIT USD.01
KITE REALTY GROUP TRUST
REIT USD.01
LIFE STORAGE INC
REIT USD.01
LTC PROPERTIES INC
REIT USD.01
LXP INDUSTRIAL TRUST
REIT USD.0001
MACERICH CO/THE
REIT USD.01
MEDICAL PROPERTIES TRUST INC
REIT USD.001
MGM GROWTH PROPERTIES LLC A
REIT
MID AMERICA APARTMENT COMM
REIT USD.01
MONMOUTH REAL ESTATE INV COR
REIT USD.01
NATIONAL RETAIL PROPERTIES
REIT USD.01
NATIONAL STORAGE AFFILIATES
REIT USD.01
NATL HEALTH INVESTORS INC
REIT USD.01
NECESSITY RETAIL REIT INC/TH
REIT
NETSTREIT CORP
REIT USD.01
NEXPOINT RESIDENTIAL
REIT USD.01
OFFICE PROPERTIES INCOME TRU
REIT USD.01
OMEGA HEALTHCARE INVESTORS
REIT USD.1
ONE LIBERTY PROPERTIES INC
REIT USD1.0
ORION OFFICE REIT INC
REIT USD.01
PARAMOUNT GROUP INC
REIT USD.01
PARK HOTELS + RESORTS INC
REIT USD.01
PEBBLEBROOK HOTEL TRUST
REIT USD.01
PHILLIPS EDISON + COMPANY IN
REIT USD.01
PHYSICIANS REALTY TRUST
REIT USD.01
PIEDMONT OFFICE REALTY TRU A
REIT USD.01
PLYMOUTH INDUSTRIAL REIT INC
REIT USD.01
PROLOGIS INC
REIT USD.01
PS BUSINESS PARKS INC/MD
REIT USD.01
PUBLIC STORAGE
REIT USD.1
REALTY INCOME CORP
REIT USD1.0
REGENCY CENTERS CORP
REIT USD.01
RETAIL OPPORTUNITY INVESTMEN
REIT USD.0001
REXFORD INDUSTRIAL REALTY IN
REIT USD.01
RLJ LODGING TRUST
REIT
RPT REALTY
REIT USD.01
RYMAN HOSPITALITY PROPERTIES
REIT USD.01
SABRA HEALTH CARE REIT INC
REIT USD.01
SAFEHOLD INC
REIT USD.01
SAUL CENTERS INC
REIT USD.01
SERITAGE GROWTH PROP A REIT
REIT USD.01
SERVICE PROPERTIES TRUST
REIT USD.01
SIMON PROPERTY GROUP INC
REIT USD.0001
SITE CENTERS CORP
REIT USD.1
SL GREEN REALTY CORP
REIT USD.01
SPIRIT REALTY CAPITAL INC
REIT USD.05
STAG INDUSTRIAL INC
REIT USD.01
STORE CAPITAL CORP
REIT USD.01
SUMMIT HOTEL PROPERTIES INC
REIT
SUN COMMUNITIES INC
REIT USD.01
SUNSTONE HOTEL INVESTORS INC
REIT USD.01
TANGER FACTORY OUTLET CENTER
REIT USD.01
TERRENO REALTY CORP
REIT USD.01
UDR INC
REIT USD.01
UMH PROPERTIES INC
REIT USD.1
UNIVERSAL HEALTH RLTY INCOME
REIT USD.01
URBAN EDGE PROPERTIES
REIT USD.01
URSTADT BIDDLE CLASS A
REIT USD.01
US DOLLAR
VENTAS INC
REIT USD.25
VERIS RESIDENTIAL INC
REIT USD.01
VICI PROPERTIES INC
REIT USD.01
VORNADO REALTY TRUST
REIT USD.04
WASHINGTON REIT
REIT USD.01
WELLTOWER INC
REIT USD1.0
WP CAREY INC
REIT USD.001
XENIA HOTELS + RESORTS INC
REIT USD.01
Total: EXHIBIT F - Real Estate Investment Trust Fund
n / a - Cost is not applicable
EXHIBIT G - Total Bond Market Fund
(Managed by Loomis, Sayles and Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
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
ABBVIE INC
4.05% 21 Nov 2039
ABU DHABI CRUDE OIL
4.6% 02 Nov 2047
AEP TRANSMISSION CO LLC
2.75% 15 Aug 2051
AERCAP IRELAND CAP/GLOBA
3% 29 Oct 2028
AMAZON.COM INC
3.25% 12 May 2061
AMEREN CORP
2.5% 15 Sep 2024
AMERICA MOVIL SAB DE CV
3.625% 22 Apr 2029
AMERICAN ELECTRIC POWER
0.75% 01 Nov 2023
AMERICAN EXPRESS CREDIT ACCOUN
0.9% 15 Nov 2026
AMERICAN INTL GROUP
4.5% 16 Jul 2044
AMERICREDIT AUTOMOBILE RECEIVA
0.76% 18 Aug 2026
AMGEN INC
1.65% 15 Aug 2028
AMGEN INC
3% 15 Jan 2052
ANALOG DEVICES INC
2.95% 01 Oct 2051
ANGLO AMERICAN CAPITAL
2.875% 17 Mar 2031
ANHEUSER BUSCH CO/INBEV
4.7% 01 Feb 2036
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
AON CORP/AON GLOBAL HOLD
2.6% 02 Dec 2031
APPLE INC
2.7% 05 Aug 2051
AT+T INC
2.55% 01 Dec 2033
AT+T INC
3.5% 15 Sep 2053
AT+T INC
5.15% 15 Mar 2042
AT+T INC
5.45% 01 Mar 2047
ATHENE GLOBAL FUNDING
1.73% 02 Oct 2026
ATHENE GLOBAL FUNDING
2.673% 07 Jun 2031
BANK
1.844% 15 Mar 2063
BANK
2.438% 15 Jun 2063
BANK
2.47% 15 Sep 2064
BANK
2.851% 17 Oct 2052
BANK OF AMERICA CORP
1% 06 Dec 2025
BANK OF AMERICA CORP
1% 19 Jun 2041
BANK OF AMERICA CORP
1% 20 Jan 2028
BANK OF AMERICA CORP
1% 21 Jul 2032
BANK OF AMERICA CORP
1% 23 Jul 2024
BANK OF AMERICA CORP
1% 29 Apr 2031
BAXTER INTERNATIONAL INC
2.272% 01 Dec 2028
BENCHMARK MORTGAGE TRUST
1.85% 15 Sep 2053
BENCHMARK MORTGAGE TRUST
1.973% 15 Jan 2054
BENCHMARK MORTGAGE TRUST
2.223% 15 Aug 2054
BENCHMARK MORTGAGE TRUST
2.289% 15 Mar 2053
BENCHMARK MORTGAGE TRUST
2.387% 15 Sep 2054
BENCHMARK MORTGAGE TRUST
2.39% 15 Jul 2054
BENCHMARK MORTGAGE TRUST
2.669% 15 Dec 2054
BENCHMARK MORTGAGE TRUST
2.732% 15 Feb 2053
BERKSHIRE HATHAWAY FIN
2.5% 15 Jan 2051
BERKSHIRE HATHAWAY FIN
2.85% 15 Oct 2050
BLACKROCK INC
2.1% 25 Feb 2032
BOEING CO
5.15% 01 May 2030
BOEING CO
5.805% 01 May 2050
BRISTOL MYERS SQUIBB CO
2.35% 13 Nov 2040
BRISTOL MYERS SQUIBB CO
2.55% 13 Nov 2050
BROADCOM INC
3.15% 15 Nov 2025
BROADCOM INC
4.15% 15 Nov 2030
BURLINGTN NORTH SANTA FE
3.3% 15 Sep 2051
CALIFORNIA ST
7.3% 01 Oct 2039
CANADIAN PACIFIC RAILWAY
3% 02 Dec 2041
CANADIAN PACIFIC RAILWAY
3.1% 02 Dec 2051
CAPITAL ONE MULTI ASSET EXECUT
1.72% 15 Aug 2024
CAPITAL ONE PRIME AUTO RECEIVA
0.77% 15 Sep 2026
CARMAX AUTO OWNER TRUST
0.56% 15 Sep 2026
CARVANA AUTO RECEIVABLES TRUST
0.7% 10 Nov 2026
CARVANA AUTO RECEIVABLES TRUST
1.03% 10 Jun 2027
CENOVUS ENERGY INC
5.375% 15 Jul 2025
CENOVUS ENERGY INC
5.4% 15 Jun 2047
CENTENE CORP
2.45% 15 Jul 2028
CHARTER COMM OPT LLC/CAP
2.8% 01 Apr 2031
CHARTER COMM OPT LLC/CAP
3.85% 01 Apr 2061
CHARTER COMM OPT LLC/CAP
4.908% 23 Jul 2025
CHARTER COMM OPT LLC/CAP
5.05% 30 Mar 2029
CITIGROUP COMMERCIAL MORTGAGE
1% 10 Dec 2049
CITIGROUP COMMERCIAL MORTGAGE
3.102% 15 Dec 2072
CITIGROUP COMMERCIAL MORTGAGE
3.154% 15 Nov 2049
CITIGROUP INC
1% 03 Jun 2031
CITIGROUP INC
1% 10 Jan 2028
CITIGROUP INC
1% 24 Jan 2023
CITIGROUP INC
4.45% 29 Sep 2027
CK HUTCHISON INTNTL 21
3.125% 15 Apr 2041
COLBUN SA
3.15% 19 Jan 2032
COMCAST CORP
2.887% 01 Nov 2051
COMCAST CORP
2.937% 01 Nov 2056
COMM MORTGAGE TRUST
3.774% 10 Oct 2048
CON EDISON CO OF NY INC
3.2% 01 Dec 2051
CONSOLIDATED EDISON INC
0.65% 01 Dec 2023
CONTINENTAL RESOURCES
4.375% 15 Jan 2028
CONTINENTAL RESOURCES
4.5% 15 Apr 2023
CONTINENTAL RESOURCES
4.9% 01 Jun 2044
CREDIT ACCEPTANCE AUTO LOAN TR
1.26% 15 Oct 2030
CREDIT AGRICOLE SA
1% 26 Jan 2027
CSAIL COMMERCIAL MORTGAGE TRUS
3.329% 15 Jun 2052
CVS HEALTH CORP
4.78% 25 Mar 2038
DAIMLER TRUCKS FINAN NA
2% 14 Dec 2026
DAIMLER TRUCKS FINAN NA
2.375% 14 Dec 2028
DANAHER CORP
2.8% 10 Dec 2051
DELL INT LLC / EMC CORP
3.375% 15 Dec 2041
DELL INT LLC / EMC CORP
3.45% 15 Dec 2051
DELL INT LLC / EMC CORP
8.35% 15 Jul 2046
DEUTSCHE BANK NY
0.898% 28 May 2024
DEUTSCHE BANK NY
0.962% 08 Nov 2023
DISCOVER CARD EXECUTION NOTE T
0.58% 15 Sep 2026
DISCOVER CARD EXECUTION NOTE T
1.03% 15 Sep 2028
DNB BANK ASA
1% 30 Sep 2025
DOMINION ENERGY INC
2.45% 15 Jan 2023
DOMINION ENERGY INC
3.3% 15 Apr 2041
DPL INC
4.125% 01 Jul 2025
DRIVE AUTO RECEIVABLES TRUST
0.79% 15 Oct 2025
DT AUTO OWNER TRUST
0.56% 15 Sep 2025
DTE ENERGY CO
1.05% 01 Jun 2025
DTE ENERGY CO
2.529% 01 Oct 2024
DUKE ENERGY CAROLINAS
3.7% 01 Dec 2047
DUKE ENERGY CORP
3.95% 15 Aug 2047
DUKE ENERGY FLORIDA LLC
3% 15 Dec 2051
DUKE ENERGY FLORIDA LLC
4.2% 15 Jul 2048
EDISON INTERNATIONAL
3.125% 15 Nov 2022
EDISON INTERNATIONAL
5.75% 15 Jun 2027
EMERSON ELECTRIC CO
2% 21 Dec 2028
EMERSON ELECTRIC CO
2.8% 21 Dec 2051
ENERGY TRANSFER LP
6.25% 15 Apr 2049
ENTERPRISE PRODUCTS OPER
3.3% 15 Feb 2053
EQUITABLE FINANCIAL LIFE
1.7% 12 Nov 2026
EXETER AUTOMOBILE RECEIVABLES
0.68% 15 Jul 2025
EXETER AUTOMOBILE RECEIVABLES
1.05% 15 May 2026
EXTRA SPACE STORAGE LP
2.35% 15 Mar 2032
EXXON MOBIL CORPORATION
3.452% 15 Apr 2051
FANNIE MAE
4% 25 Apr 2041
FED HM LN PC POOL QA7075
3% 01 Feb 2050
FED HM LN PC POOL QC8493
2.5% 01 Oct 2051
FED HM LN PC POOL RA6333
2% 01 Nov 2051
FED HM LN PC POOL SD0651
3% 01 Sep 2050
FED HM LN PC POOL SD7501
4% 01 Jul 2049
FED HM LN PC POOL SD7523
2.5% 01 Aug 2050
FED HM LN PC POOL ZS4577
3.5% 01 Aug 2044
FED HM LN PC POOL ZS8673
3% 01 Oct 2032
FHLMC MULTIFAMILY STRUCTURED P
3.505% 25 Mar 2029
FIRSTENERGY CORP
4.75% 15 Mar 2023
FIRSTENERGY TRANSMISSION
2.866% 15 Sep 2028
FIRSTENERGY TRANSMISSION
4.35% 15 Jan 2025
FIRSTENERGY TRANSMISSION
4.55% 01 Apr 2049
FIRSTENERGY TRANSMISSION
5.45% 15 Jul 2044
FLORIDA POWER + LIGHT CO
2.875% 04 Dec 2051
FNMA POOL BF0278
3.5% 01 May 2042
FNMA POOL BM1761
1% 01 Aug 2044
FNMA POOL BM4748
1% 01 Mar 2046
FNMA POOL BM6785
1% 01 Aug 2043
FNMA POOL BT1335
2.5% 01 Jul 2051
FNMA POOL CA7144
2.5% 01 Sep 2035
FNMA POOL CA7497
2.5% 01 Oct 2035
FNMA POOL CB1620
2% 01 Sep 2051
FNMA POOL CB1782
2% 01 Oct 2051
FNMA POOL FM1336
1% 01 Jun 2031
FNMA POOL FM2743
1% 01 Feb 2034
FNMA POOL FM3884
1% 01 Jul 2050
FNMA POOL FM4719
1% 01 Nov 2050
FNMA POOL FM6471
1% 01 Feb 2051
FNMA POOL FM7411
1% 01 May 2051
FNMA POOL FM9089
1% 01 Feb 2047
FNMA TBA 15 YR 2
2% 18 Jan 2037
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FNMA TBA 30 YR 3.5
3.5% 25 Feb 2049
FNMA TBA 30 YR 4
4% 14 Jan 2052
FNMA TBA 30 YR 4.5
4.5% 14 Jan 2052
FORD CREDIT AUTO OWNER TRUST
1.04% 15 Aug 2024
FORD CREDIT AUTO OWNER TRUST/F
1.53% 15 May 2034
FORD FOUNDATION/THE
2.815% 01 Jun 2070
GE CAPITAL INTL FUNDING
4.418% 15 Nov 2035
GENERAL MOTORS CO
5.95% 01 Apr 2049
GENERAL MOTORS FINL CO
2.4% 15 Oct 2028
GENERAL MOTORS FINL CO
4% 15 Jan 2025
GM FINANCIAL CONSUMER AUTOMOBI
1.49% 16 Dec 2024
GM FINANCIAL REVOLVING RECEIVA
1.17% 12 Jun 2034
GM FINANCIAL SECURITIZED TERM
1.84% 16 Sep 2024
GNMA II POOL MA3174
4% 20 Oct 2045
GNMA II POOL MA3311
4% 20 Dec 2045
GNMA II POOL MA3377
4% 20 Jan 2046
GNMA II POOL MA3521
3.5% 20 Mar 2046
GNMA II POOL MA3597
3.5% 20 Apr 2046
GNMA II POOL MA3663
3.5% 20 May 2046
GNMA II POOL MA4005
4% 20 Oct 2046
GNMA II POOL MA4069
3.5% 20 Nov 2046
GNMA II POOL MA4196
3.5% 20 Jan 2047
GNMA II POOL MA4262
3.5% 20 Feb 2047
GNMA II POOL MA4321
3.5% 20 Mar 2047
GNMA II POOL MA4382
3.5% 20 Apr 2047
GNMA II POOL MA4451
3.5% 20 May 2047
GNMA II POOL MA4511
4% 20 Jun 2047
GNMA II POOL MA4587
4% 20 Jul 2047
GNMA II POOL MA4652
3.5% 20 Aug 2047
GNMA II POOL MA4837
3.5% 20 Nov 2047
GNMA II POOL MA4900
3.5% 20 Dec 2047
GNMA II POOL MA4963
4% 20 Jan 2048
GNMA II TBA 30 YR 2.5
2.5% 21 Jan 2052
GNMA II TBA 30 YR 3
3% 20 Jul 2049
GOLDMAN SACHS GROUP INC
1% 21 Oct 2032
GOLDMAN SACHS GROUP INC
1% 23 Apr 2039
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
2.91% 13 Feb 2053
HEALTHPEAK PROPERTIES
1.35% 01 Feb 2027
HONDA AUTO RECEIVABLES OWNER T
0.88% 21 Jan 2026
HSBC HOLDINGS PLC
1% 11 Mar 2025
HSBC HOLDINGS PLC
1% 17 Aug 2029
HSBC HOLDINGS PLC
1% 22 Nov 2027
HYUNDAI AUTO RECEIVABLES TRUST
0.74% 15 May 2026
HYUNDAI AUTO RECEIVABLES TRUST
1.03% 15 Dec 2027
HYUNDAI CAPITAL AMERICA
1.15% 10 Nov 2022
HYUNDAI CAPITAL AMERICA
1.5% 15 Jun 2026
ILLINOIS ST
5.1% 01 Jun 2033
INDONESIA ASAHAN ALUMINI
4.75% 15 May 2025
INDONESIA ASAHAN ALUMINI
6.757% 15 Nov 2048
INTEL CORP
3.05% 12 Aug 2051
ISRAEL ELECTRIC CORP LTD
4.25% 14 Aug 2028
ISRAEL ELECTRIC CORP LTD
6.875% 21 Jun 2023
ITC HOLDINGS CORP
2.7% 15 Nov 2022
JPMORGAN CHASE + CO
1% 01 Jun 2029
JPMORGAN CHASE + CO
1% 22 Apr 2051
KKR GROUP FIN CO X LLC
3.25% 15 Dec 2051
LOWE S COS INC
2.8% 15 Sep 2041
LXP INDUSTRIAL TRUST
2.375% 01 Oct 2031
MARATHON PETROLEUM CORP
4.7% 01 May 2025
MARATHON PETROLEUM CORP
5.125% 15 Dec 2026
MERCK + CO INC
1.7% 10 Jun 2027
MERCK + CO INC
2.75% 10 Dec 2051
METLIFE INC
6.4% 15 Dec 2066
MICROCHIP TECHNOLOGY INC
0.972% 15 Feb 2024
MICRON TECHNOLOGY INC
3.366% 01 Nov 2041
MICRON TECHNOLOGY INC
3.477% 01 Nov 2051
MICROSOFT CORP
2.525% 01 Jun 2050
MITSUBISHI UFJ FIN GRP
1% 15 Sep 2024
MORGAN STANLEY
1% 20 Jul 2027
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY BAML TRUST
3.732% 15 May 2048
MORGAN STANLEY CAPITAL I TRUST
2.728% 15 May 2054
MORGAN STANLEY CAPITAL I TRUST
4.31% 15 Dec 2051
NBN CO LTD
1.625% 08 Jan 2027
NETFLIX INC
3.625% 15 Jun 2025
NETFLIX INC
4.875% 15 Apr 2028
NEW YORK ST DORM AUTH ST PERSO
2.202% 15 Mar 2034
NEWELL BRANDS INC
5.75% 01 Apr 2046
NEXTERA ENERGY CAPITAL
0.65% 01 Mar 2023
NISSAN AUTO RECEIVABLES OWNER
1.38% 16 Dec 2024
NVIDIA CORP
2% 15 Jun 2031
NXP BV/NXP FDG/NXP USA
2.7% 01 May 2025
NXP BV/NXP FDG/NXP USA
3.25% 11 May 2041
ONEOK INC
2.75% 01 Sep 2024
ORACLE CORP
2.95% 01 Apr 2030
ORACLE CORP
3.6% 01 Apr 2050
OVINTIV EXPLORATION INC
5.375% 01 Jan 2026
PACIFIC GAS + ELECTRIC
1.75% 16 Jun 2022
PACIFIC GAS + ELECTRIC
3.75% 15 Feb 2024
PACIFIC GAS + ELECTRIC
4% 01 Dec 2046
PACIFIC GAS + ELECTRIC
4.25% 01 Aug 2023
PACIFIC GAS + ELECTRIC
4.5% 01 Jul 2040
PECO ENERGY CO
2.85% 15 Sep 2051
PERUSAHAAN LISTRIK NEGAR
4.125% 15 May 2027
PLAINS ALL AMER PIPELINE
4.65% 15 Oct 2025
PLAINS ALL AMER PIPELINE
4.7% 15 Jun 2044
PRESTIGE AUTO RECEIVABLES TRUS
0.55% 16 Sep 2024
PROSUS NV
3.061% 13 Jul 2031
PUBLIC SERVICE ENTERPRIS
2.45% 15 Nov 2031
PUBLIC STORAGE
1.95% 09 Nov 2028
QATAR ENERGY
1.375% 12 Sep 2026
RAYTHEON TECH CORP
1.9% 01 Sep 2031
RAYTHEON TECH CORP
2.82% 01 Sep 2051
REPUBLIC OF CHILE
3.1% 07 May 2041
REPUBLIC OF COLOMBIA
3% 30 Jan 2030
REPUBLIC OF PERU
3% 15 Jan 2034
ROCHE HOLDINGS INC
1.93% 13 Dec 2028
ROCHE HOLDINGS INC
2.607% 13 Dec 2051
ROYAL BANK OF CANADA
2.3% 03 Nov 2031
SALESFORCE INC
2.7% 15 Jul 2041
SALESFORCE INC
2.9% 15 Jul 2051
SAN DIEGO G + E
3.75% 01 Jun 2047
SAN DIEGO G + E
4.15% 15 May 2048
SAUDI INTERNATIONAL BOND
3.25% 17 Nov 2051
SEMPRA ENERGY
6% 15 Oct 2039
SIMON PROPERTY GROUP LP
2.25% 15 Jan 2032
SLG OFFICE TRUST
2.585% 15 Jul 2041
SOCIEDAD QUIMICA Y MINER
3.5% 10 Sep 2051
SOCIETE GENERALE
2.625% 22 Jan 2025
SOUTHERN POWER CO
4.95% 15 Dec 2046
STANDARD CHARTERED PLC
1% 23 Mar 2025
STANDARD CHARTERED PLC
1% 23 Nov 2025
STATE OF QATAR
4.4% 16 Apr 2050
SYSCO CORPORATION
3.15% 14 Dec 2051
T MOBILE USA INC
3.5% 15 Apr 2025
TEMASEK FINANCIAL I LTD
2.375% 02 Aug 2041
TIME WARNER CABLE LLC
7.3% 01 Jul 2038
TOYOTA AUTO RECEIVABLES OWNER
1.02% 15 Mar 2027
UNITED MEXICAN STATES
4.28% 14 Aug 2041
US DOLLAR
US TREASURY N/B
0.125% 31 Aug 2023
US TREASURY N/B
0.25% 30 Sep 2023
US TREASURY N/B
0.375% 31 Oct 2023
US TREASURY N/B
0.5% 30 Nov 2023
US TREASURY N/B
0.625% 31 Jul 2026
US TREASURY N/B
0.75% 31 Aug 2026
US TREASURY N/B
0.875% 30 Jun 2026
US TREASURY N/B
0.875% 30 Sep 2026
US TREASURY N/B
1% 15 Dec 2024
US TREASURY N/B
1.125% 31 Oct 2026
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.25% 30 Nov 2026
US TREASURY N/B
1.25% 31 Dec 2026
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
1.375% 31 Oct 2028
US TREASURY N/B
1.5% 30 Nov 2028
US TREASURY N/B
1.75% 15 Aug 2041
US TREASURY N/B
1.875% 15 Feb 2051
US TREASURY N/B
2% 15 Aug 2051
US TREASURY N/B
2% 15 Nov 2041
US TREASURY N/B
2.25% 15 May 2041
US TREASURY N/B
2.375% 15 May 2051
VALE OVERSEAS LIMITED
6.25% 10 Aug 2026
VALERO ENERGY CORP
2.8% 01 Dec 2031
VALERO ENERGY CORP
3.65% 01 Dec 2051
VERIZON COMMUNICATIONS
2.355% 15 Mar 2032
VERIZON COMMUNICATIONS
4.272% 15 Jan 2036
VISA INC
4.3% 14 Dec 2045
WELLS FARGO + COMPANY
1% 22 May 2028
WELLS FARGO + COMPANY
4.9% 17 Nov 2045
WELLS FARGO COMMERCIAL MORTGAG
2.658% 15 Nov 2054
WELLS FARGO COMMERCIAL MORTGAG
3.695% 15 Nov 2048
WESTERN DIGITAL CORP
2.85% 01 Feb 2029
WESTERN DIGITAL CORP
3.1% 01 Feb 2032
WF RBS COMMERCIAL MORTGAGE TRU
3.631% 15 Nov 2047
WORLD OMNI AUTO RECEIVABLES TR
2.59% 15 Jul 2024
WORLD OMNI SELECT AUTO TRUST
0.29% 18 Feb 2025
Total: EXHIBIT G - Total Bond Market Fund
n / a - Cost is not applicable
EXHIBIT H - Total Bond Market Fund
(Managed by Western Asset Management Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
321 HENDERSON RECEIVABLES LLC
3.99% 16 Aug 2060
3M COMPANY
3.7% 15 Apr 2050
90DAY EUR FUTR DEC22
XCME 20221219
90DAY EUR FUTR DEC23
XCME 20231218
90DAY EUR FUTR JUN23
XCME 20230619
90DAY EUR FUTR MAR22
XCME 20220314
ABBOTT LABORATORIES
4.75% 30 Nov 2036
ABBOTT LABORATORIES
4.9% 30 Nov 2046
ABBVIE INC
2.95% 21 Nov 2026
ABBVIE INC
3.2% 21 Nov 2029
ABBVIE INC
4.25% 21 Nov 2049
ABU DHABI GOVT INT L
3.125% 30 Sep 2049
AERCAP IRELAND CAP/GLOBA
2.45% 29 Oct 2026
AERCAP IRELAND CAP/GLOBA
3.3% 30 Jan 2032
ALPHABET INC
2.05% 15 Aug 2050
ALTRIA GROUP INC
2.45% 04 Feb 2032
ALTRIA GROUP INC
3.4% 04 Feb 2041
ALTRIA GROUP INC
4.4% 14 Feb 2026
ALTRIA GROUP INC
5.95% 14 Feb 2049
AMAZON.COM INC
1.2% 03 Jun 2027
AMAZON.COM INC
2.1% 12 May 2031
AMAZON.COM INC
2.5% 03 Jun 2050
AMAZON.COM INC
3.875% 22 Aug 2037
AMERICA MOVIL SAB DE CV
2.875% 07 May 2030
AMERICAN INTL GROUP
3.4% 30 Jun 2030
ANGLO AMERICAN CAPITAL
4% 11 Sep 2027
ANHEUSER BUSCH INBEV WOR
3.5% 01 Jun 2030
ANHEUSER BUSCH INBEV WOR
4.35% 01 Jun 2040
ANHEUSER BUSCH INBEV WOR
4.5% 01 Jun 2050
ANTHEM INC
3.65% 01 Dec 2027
APACHE CORP
5.1% 01 Sep 2040
APPLE INC
1.65% 11 May 2030
AT+T INC
1.65% 01 Feb 2028
AT+T INC
3.1% 01 Feb 2043
AT+T INC
3.5% 15 Sep 2053
AT+T INC
3.55% 15 Sep 2055
AT+T INC
5.55% 15 Aug 2041
AVERY POINT CLO LTD
1% 05 Aug 2027
AVIS BUDGET RENTAL CAR FUNDING
1.66% 20 Feb 2028
BALBOA BAY LOAN FUNDING LTD
1% 20 Jan 2032
BANCO SANTANDER SA
2.749% 03 Dec 2030
BANK
2.521% 15 Dec 2064
BANK OF AMERICA CORP
1% 20 Dec 2023
BANK OF AMERICA CORP
1% 20 Oct 2032
BANK OF AMERICA CORP
1% 24 Oct 2026
BANK OF AMERICA CORP
1% 24 Oct 2051
BANK OF MONTREAL
1.85% 01 May 2025
BANK OF NOVA SCOTIA
1.3% 11 Jun 2025
BARCLAYS PLC
1% 20 Jun 2030
BARRICK NA FINANCE LLC
5.7% 30 May 2041
BAT CAPITAL CORP
3.734% 25 Sep 2040
BECTON DICKINSON AND CO
3.363% 06 Jun 2024
BENCHMARK MORTGAGE TRUST
2.669% 15 Dec 2054
BERKSHIRE HATHAWAY FIN
4.25% 15 Jan 2049
BHP BILLITON FIN USA LTD
5% 30 Sep 2043
BNP PARIBAS
1% 09 Jun 2026
BNP PARIBAS
1% 19 Apr 2032
BOEING CO
3.1% 01 May 2026
BOEING CO
5.15% 01 May 2030
BOEING CO
5.705% 01 May 2040
BOEING CO
5.805% 01 May 2050
BOEING CO
5.93% 01 May 2060
BP CAP MARKETS AMERICA
3% 24 Feb 2050
BP CAP MARKETS AMERICA
3.633% 06 Apr 2030
BRISTOL MYERS SQUIBB CO
3.4% 26 Jul 2029
BRISTOL MYERS SQUIBB CO
4.25% 26 Oct 2049
BROADCOM INC
3.137% 15 Nov 2035
BX TRUST
1% 15 May 2038
CAMERON LNG LLC
3.302% 15 Jan 2035
CANADIAN IMPERIAL BANK
0.5% 14 Dec 2023
CANADIAN PACIFIC RAILWAY
3.1% 02 Dec 2051
CCO HLDGS LLC/CAP CORP
4.5% 01 Jun 2033
CHARTER COMM OPT LLC/CAP
2.8% 01 Apr 2031
CHARTER COMM OPT LLC/CAP
3.5% 01 Mar 2042
CHARTER COMM OPT LLC/CAP
4.2% 15 Mar 2028
CHARTER COMM OPT LLC/CAP
4.8% 01 Mar 2050
CHARTER COMM OPT LLC/CAP
4.908% 23 Jul 2025
CHARTER COMM OPT LLC/CAP
5.375% 01 Apr 2038
CHENIERE ENERGY PARTNERS
3.25% 31 Jan 2032
CHEVRON CORP
1.554% 11 May 2025
CHEVRON USA INC
2.343% 12 Aug 2050
CIFC FUNDING LTD
1% 17 Jan 2035
CIGNA CORP
2.375% 15 Mar 2031
CIGNA CORP
3.4% 15 Mar 2050
CIGNA CORP
4.8% 15 Aug 2038
CITIGROUP INC
1% 03 Nov 2032
CITIGROUP INC
1% 03 Nov 2042
CITIGROUP INC
1% 09 Jun 2027
CITIGROUP INC
1% 27 Oct 2028
CITIGROUP INC
4.4% 10 Jun 2025
CITIGROUP INC
4.45% 29 Sep 2027
CITIGROUP INC
4.65% 30 Jul 2045
COCA COLA CO/THE
2.5% 15 Mar 2051
COMCAST CORP
2.8% 15 Jan 2051
COMCAST CORP
3.75% 01 Apr 2040
COMCAST CORP
4.25% 15 Oct 2030
CONTINENTAL RESOURCES
2.268% 15 Nov 2026
CONTINENTAL RESOURCES
4.375% 15 Jan 2028
CONTINENTAL RESOURCES
5.75% 15 Jan 2031
COOPERATIEVE RABOBANK UA
4.375% 04 Aug 2025
COSTCO WHOLESALE CORP
1.6% 20 Apr 2030
COTERRA ENERGY INC
3.9% 15 May 2027
COTERRA ENERGY INC
4.375% 15 Mar 2029
CREDIT AGRICOLE LONDON
1% 16 Jun 2026
CREDIT SUISSE GROUP AG
1% 05 Jun 2026
CREDIT SUISSE GROUP AG
1% 14 May 2032
CREDIT SUISSE MORTGAGE TRUST
1% 25 Jul 2049
CREDIT SUISSE MORTGAGE TRUST
1% 25 Oct 2066
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
RUB/USD
CVS HEALTH CORP
1.75% 21 Aug 2030
CVS HEALTH CORP
2.125% 15 Sep 2031
CVS HEALTH CORP
4.125% 01 Apr 2040
CVS HEALTH CORP
4.25% 01 Apr 2050
DANSKE BANK A/S
1% 20 Dec 2025
DANSKE BANK A/S
5.375% 12 Jan 2024
DEERE + COMPANY
3.75% 15 Apr 2050
DELTA AIR LINES INC
7.375% 15 Jan 2026
DELTA AIR LINES/SKYMILES
4.75% 20 Oct 2028
DEVON ENERGY CORPORATION
5% 15 Jun 2045
DEVON ENERGY CORPORATION
5.6% 15 Jul 2041
DEVON ENERGY CORPORATION
5.85% 15 Dec 2025
DIAMONDBACK ENERGY INC
3.125% 24 Mar 2031
DISH DBS CORP
5.25% 01 Dec 2026
DUKE ENERGY OHIO INC
2.125% 01 Jun 2030
EATON CORP
4.15% 02 Nov 2042
ECOPETROL SA
4.625% 02 Nov 2031
ENERGY TRANSFER LP
3.75% 15 May 2030
ENERGY TRANSFER LP
6.25% 15 Apr 2049
ENTERPRISE PRODUCTS OPER
2.8% 31 Jan 2030
ENTERPRISE PRODUCTS OPER
3.7% 31 Jan 2051
ENTERPRISE PRODUCTS OPER
3.95% 31 Jan 2060
ENTERPRISE PRODUCTS OPER
5.1% 15 Feb 2045
EOG RESOURCES INC
4.375% 15 Apr 2030
EOG RESOURCES INC
4.95% 15 Apr 2050
EQT CORP
3.625% 15 May 2031
EXELON CORP
5.625% 15 Jun 2035
EXTENDED STAY AMERICA TRUST
1% 15 Jul 2038
EXXON MOBIL CORPORATION
3.452% 15 Apr 2051
EXXON MOBIL CORPORATION
3.482% 19 Mar 2030
FANNIE MAE
2.5% 25 Jan 2052
FED HM LN PC POOL 841075
1% 01 Jan 2049
FED HM LN PC POOL G08753
4.5% 01 Feb 2047
FED HM LN PC POOL QD2419
3% 01 Dec 2051
FED HM LN PC POOL ZM2669
4.5% 01 Feb 2047
FED REPUBLIC OF BRAZIL
5.625% 07 Jan 2041
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Dec 2030
FNMA POOL BF0531
2.5% 01 May 2055
FNMA POOL BM3929
1% 01 Jul 2032
FNMA POOL BN1628
4.5% 01 Nov 2048
FNMA POOL FM9264
1% 01 Oct 2041
FNMA POOL FM9444
1% 01 Oct 2041
FNMA POOL MA2773
3% 01 Oct 2036
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 11 Feb 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FNMA TBA 30 YR 3
3% 14 Feb 2052
FNMA TBA 30 YR 3.5
3.5% 14 Feb 2052
FNMA TBA 30 YR 3.5
3.5% 25 Feb 2049
FNMA TBA 30 YR 4
4% 14 Jan 2052
FORD MOTOR COMPANY
3.25% 12 Feb 2032
FORTRESS CREDIT BSL LIMITED
1% 20 Apr 2033
FREEPORT MCMORAN INC
4.625% 01 Aug 2030
GENERAL DYNAMICS CORP
4.25% 01 Apr 2050
GENERAL MOTORS CO
6.25% 02 Oct 2043
GENERAL MOTORS FINL CO
2.75% 20 Jun 2025
GLENCORE FUNDING LLC
4% 27 Mar 2027
GNMA II POOL MA4586
3.5% 20 Jul 2047
GNMA II POOL MA6476
4% 20 Feb 2050
GNMA II POOL MA7314
3.5% 20 Apr 2051
GNMA II POOL MA7316
4.5% 20 Apr 2051
GNMA II POOL MA7475
4% 20 Jul 2051
GNMA II TBA 30 YR 3
3% 20 Jul 2049
GNMA II TBA 30 YR 3.5
3.5% 21 Jan 2052
GOLDMAN SACHS GROUP INC
1% 09 Dec 2026
GOLDMAN SACHS GROUP INC
1% 21 Jul 2042
GOLDMAN SACHS GROUP INC
1% 21 Oct 2032
GOLDMAN SACHS GROUP INC
5.15% 22 May 2045
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Sep 2051
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
1% 15 Nov 2036
HCA INC
4.5% 15 Feb 2027
HOME DEPOT INC
3.3% 15 Apr 2040
HOME DEPOT INC
3.35% 15 Apr 2050
HSBC HOLDINGS PLC
1% 04 Jun 2026
HSBC HOLDINGS PLC
1% 22 Nov 2032
HUMANA INC
4.8% 15 Mar 2047
INTEL CORP
1.6% 12 Aug 2028
INTEL CORP
4.75% 25 Mar 2050
INTESA SANPAOLO SPA
3.375% 12 Jan 2023
JOHNSON + JOHNSON
2.1% 01 Sep 2040
JPMORGAN CHASE + CO
1% 01 Jun 2024
JPMORGAN CHASE + CO
1% 08 Nov 2032
JPMORGAN CHASE + CO
1% 22 Apr 2026
JPMORGAN CHASE + CO
1% 22 Apr 2027
JPMORGAN CHASE + CO
1% 22 Apr 2052
JPMORGAN CHASE + CO
4.25% 01 Oct 2027
KINDER MORGAN INC
5.2% 01 Mar 2048
KINDER MORGAN INC
5.55% 01 Jun 2045
KRAFT HEINZ FOODS CO
5.2% 15 Jul 2045
L3HARRIS TECH INC
5.054% 27 Apr 2045
LAS VEGAS SANDS CORP
2.9% 25 Jun 2025
LLOYDS BANKING GROUP PLC
4.375% 22 Mar 2028
LOWE S COS INC
4.5% 15 Apr 2030
MASTERCARD INC
3.85% 26 Mar 2050
MCDONALD S CORP
3.6% 01 Jul 2030
MCDONALD S CORP
4.2% 01 Apr 2050
MEX BONOS DESARR FIX RT
7.75% 13 Nov 2042
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MICROSOFT CORP
2.4% 08 Aug 2026
MICROSOFT CORP
2.921% 17 Mar 2052
MIDAMERICAN ENERGY CO
3.65% 15 Apr 2029
MILEAGE PLUS HLDINGS LLC
6.5% 20 Jun 2027
MORGAN STANLEY
1% 10 Dec 2026
MORGAN STANLEY
1% 20 Oct 2032
MPLX LP
4.7% 15 Apr 2048
MPLX LP
4.8% 15 Feb 2029
NATWEST GROUP PLC
1% 25 Jun 2024
NISSAN MOTOR CO
3.522% 17 Sep 2025
NORTHROP GRUMMAN CORP
3.25% 15 Jan 2028
NORTHROP GRUMMAN CORP
5.25% 01 May 2050
NVIDIA CORP
3.5% 01 Apr 2040
NVIDIA CORP
3.5% 01 Apr 2050
OCCIDENTAL PETROLEUM COR
3.5% 15 Aug 2029
OCCIDENTAL PETROLEUM COR
6.6% 15 Mar 2046
OCTAGON INVESTMENT PARTNERS 35
1% 20 Jan 2031
ORACLE CORP
1.65% 25 Mar 2026
ORACLE CORP
2.875% 25 Mar 2031
PACIFIC GAS + ELECTRIC
2.1% 01 Aug 2027
PAYPAL HOLDINGS INC
2.3% 01 Jun 2030
PETROBRAS GLOBAL FINANCE
5.75% 01 Feb 2029
PETROLEOS MEXICANOS
6.625% 15 Jun 2035
PFIZER INC
2.7% 28 May 2050
PHILIP MORRIS INTL INC
4.5% 20 Mar 2042
PIEDMONT NATURAL GAS CO
3.35% 01 Jun 2050
PIONEER NATURAL RESOURCE
2.15% 15 Jan 2031
PROSUS NV
3.061% 13 Jul 2031
QATAR ENERGY
3.125% 12 Jul 2041
RAYTHEON TECH CORP
2.25% 01 Jul 2030
RAYTHEON TECH CORP
3.125% 01 Jul 2050
REPUBLIC OF COLOMBIA
4.125% 22 Feb 2042
REPUBLIC OF INDONESIA
3.05% 12 Mar 2051
REPUBLIC OF INDONESIA
3.5% 11 Jan 2028
REPUBLIC OF NIGERIA
6.5% 28 Nov 2027
REPUBLIC OF PANAMA
2.252% 29 Sep 2032
REPUBLIC OF PERU
3.55% 10 Mar 2051
REPUBLIC SERVICES INC
2.5% 15 Aug 2024
ROCHE HOLDINGS INC
2.607% 13 Dec 2051
ROYAL BANK OF CANADA
1.15% 10 Jun 2025
RRAM
1% 15 Jan 2030
RUSSIAN FEDERATION
1% 31 Mar 2030
SALESFORCE INC
1.5% 15 Jul 2028
SHELL INTERNATIONAL FIN
2.75% 06 Apr 2030
SHELL INTERNATIONAL FIN
3.25% 06 Apr 2050
SLC STUDENT LOAN TRUST
1% 15 Mar 2055
SLC STUDENT LOAN TRUST
1% 15 May 2029
SLM STUDENT LOAN TRUST
1% 25 Oct 2034
SOUTHERN NATURAL GAS
8% 01 Mar 2032
SPRINT CAPITAL CORP
8.75% 15 Mar 2032
STATE OF QATAR
4.4% 16 Apr 2050
STRATUS CLO
1% 29 Dec 2029
SUZANO AUSTRIA G
3.125% 15 Jan 2032
SWS058420 CDS USD R F 1.00000
1% 20 Dec 2026
T MOBILE USA INC
2.25% 15 Nov 2031
T MOBILE USA INC
3% 15 Feb 2041
T MOBILE USA INC
3.3% 15 Feb 2051
T MOBILE USA INC
3.5% 15 Apr 2025
T MOBILE USA INC
3.5% 15 Apr 2031
TARGA RESOURCES PARTNERS
5.375% 01 Feb 2027
TEACHERS INSUR + ANNUITY
4.9% 15 Sep 2044
TECK RESOURCES LIMITED
3.9% 15 Jul 2030
TENCENT HOLDINGS LTD
3.84% 22 Apr 2051
TENNESSEE GAS PIPELINE
2.9% 01 Mar 2030
TEVA PHARMACEUTICALS NE
5.125% 09 May 2029
TORONTO DOMINION BANK
1.15% 12 Jun 2025
TOWD POINT MORTGAGE TRUST
1% 25 Mar 2058
TPGI TRUST
1% 15 Jun 2026
TRANSCONT GAS PIPE LINE
7.85% 01 Feb 2026
TREASURY BILL
0.01% 03 May 2022
TREASURY BILL
0.01% 16 Jun 2022
TREASURY BILL
0.01% 19 Apr 2022
TREASURY BILL
0.01% 26 Apr 2022
UBS GROUP AG
3.491% 23 May 2023
UNION PACIFIC CORP
2.891% 06 Apr 2036
UNION PACIFIC CORP
3.839% 20 Mar 2060
UNITED AIRLINES INC
4.625% 15 Apr 2029
UNITED MEXICAN STATES
4.75% 08 Mar 2044
UNITED RENTALS NORTH AM
3.875% 15 Feb 2031
UNITEDHEALTH GROUP INC
2.75% 15 May 2040
UNITEDHEALTH GROUP INC
3.125% 15 May 2060
UNITEDHEALTH GROUP INC
3.75% 15 Jul 2025
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 2YR NOTE (CBT) MAR22
XCBT 20220331
US 5YR FUTR OPTN FEB22C 121.2
EXP 01/21/2022
US 5YR FUTR OPTN FEB22C 121.5
EXP 01/21/2022
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US BANCORP
1.45% 12 May 2025
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
0.5% 30 Nov 2023
US TREASURY N/B
1.25% 30 Nov 2026
US TREASURY N/B
1.25% 31 Dec 2026
US TREASURY N/B
1.375% 31 Dec 2028
US TREASURY N/B
1.875% 15 Nov 2051
US TREASURY N/B
2% 15 Aug 2051
US TREASURY N/B
2% 15 Nov 2041
US ULTRA BOND CBT MAR22
XCBT 20220322
VERIZON COMMUNICATIONS
1.75% 20 Jan 2031
VERIZON COMMUNICATIONS
2.1% 22 Mar 2028
VERIZON COMMUNICATIONS
2.65% 20 Nov 2040
VERIZON COMMUNICATIONS
3.55% 22 Mar 2051
VISA INC
2.05% 15 Apr 2030
VISA INC
2.7% 15 Apr 2040
VODAFONE GROUP PLC
4.375% 30 May 2028
WALMART INC
1.5% 22 Sep 2028
WALMART INC
1.8% 22 Sep 2031
WALT DISNEY COMPANY/THE
6.65% 15 Nov 2037
WELLS FARGO + COMPANY
1% 02 Jun 2028
WELLS FARGO + COMPANY
1% 04 Apr 2031
WELLS FARGO + COMPANY
1% 04 Apr 2051
WELLS FARGO + COMPANY
1% 30 Apr 2026
WELLS FARGO + COMPANY
4.3% 22 Jul 2027
WELLS FARGO + COMPANY
4.75% 07 Dec 2046
WESTERN MIDSTREAM OPERAT
4.55% 01 Feb 2030
WESTERN MIDSTREAM OPERAT
5.45% 01 Apr 2044
WHITEHORSE LTD
1% 15 Oct 2031
WILLIAMS COMPANIES INC
4.85% 01 Mar 2048
WILLIAMS COMPANIES INC
5.75% 24 Jun 2044
WILLIAMS COS INC
8.75% 15 Mar 2032
WYNN MACAU LTD
5.125% 15 Dec 2029
Total: EXHIBIT H - Total Bond Market Fund
n / a - Cost is not applicable
EXHIBIT I - Total Bond Market Fund
(Managed by Pacific Investment Management Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
317U743Z7 PIMCO
SWAPTION 1.27 PUT USD 20221102
317U744Z6 PIMCO
SWAPTION 0.87 CALL USD 2022110
ALLY FINANCIAL INC
2.2% 02 Nov 2028
APEX CREDIT CLO LLC
1% 20 Sep 2029
ARBOR REALTY COLLATERALIZED LO
1% 15 Nov 2036
ARES CLO LTD
1% 15 Jan 2029
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
BANC OF AMERICA MERRILL LYNCH
1% 15 Sep 2038
BANK OF AMERICA CORP
1% 06 Dec 2025
BANK OF AMERICA CORP
1% 21 Jul 2032
BANK OF AMERICA CORP
1% 22 Sep 2026
BARCLAYS PLC
1% 16 May 2029
BDS LTD
1% 16 Dec 2036
BENEFIT STREET PARTNERS CLO LT
1% 17 Jan 2032
BNP PARIBAS
1% 19 Apr 2032
BNPP AM EURO CLO
1% 22 Jul 2032
BOA FUTURES COC
BOA FUTURES CCBOSXUS1
BROADCOM INC
3.137% 15 Nov 2035
BWU01CD48 IRS GBP P F .75000
0.75% 21 Sep 2052
BX TRUST
1% 15 Oct 2036
CCBOSHUS6 BANK OF AMERICA CCPC
CHARTER COMM OPT LLC/CAP
3.95% 30 Jun 2062
CITIGROUP INC
1% 03 Nov 2032
CONTINENTAL RESOURCES
5.75% 15 Jan 2031
CORPORATE OFFICE PROP LP
2.9% 01 Dec 2033
CREDIT SUISSE GROUP AG
1% 14 May 2032
CUBESMART LP
2.5% 15 Feb 2032
CURRENCY CONTRACT
USD/BRL
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
AUD/USD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/BRL
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
CLP/USD
CURRENCY CONTRACT
USD/CLP
CURRENCY CONTRACT
USD/CLP
CURRENCY CONTRACT
CLP/USD
CURRENCY CONTRACT
USD/CLP
CURRENCY CONTRACT
USD/DKK
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
GBP/USD
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
JPY/USD
CURRENCY CONTRACT
JPY/USD
CURRENCY CONTRACT
USD/MXN
CURRENCY CONTRACT
USD/MXN
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
NOK/USD
CURRENCY CONTRACT
NOK/USD
DAIMLER TRUCKS FINAN NA
1% 14 Jun 2023
DANISH KRONE
FOREIGN CURRENCY
DEUTSCHE BANK NY
0.962% 08 Nov 2023
DEUTSCHE BANK NY
1% 08 Nov 2023
DEUTSCHE BANK NY
1% 16 Nov 2027
DEUTSCHE BANK NY
1% 28 May 2032
DUKE ENERGY FLORIDA LLC
2.4% 15 Dec 2031
DUKE REALTY LP
2.25% 15 Jan 2032
ELEVATION CLO LTD
1% 25 Oct 2030
ERSTE GROUP BANK AG
1% 31 Dec 2099
EURO CURRENCY
FOREIGN CURRENCY
EXPEDIA GROUP INC
3.25% 15 Feb 2030
FNMA TBA 30 YR 2
2% 14 Feb 2052
FNMA TBA 30 YR 4
4% 11 Feb 2051
FORD MOTOR COMPANY
3.25% 12 Feb 2032
FORD MOTOR CREDIT CO LLC
4% 13 Nov 2030
GE CAPITAL INTL FUNDING
4.418% 15 Nov 2035
GOLDMAN SACHS GROUP INC
1% 27 Jan 2032
GOLDMAN SACHS GROUP INC
1.217% 06 Dec 2023
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GPMT LTD.
1% 15 Dec 2036
GS MORTGAGE SECURITIES TRUST
1% 15 Jun 2038
HUNDRED ACRE WOOD TRUST
1% 25 Oct 2051
HUNDRED ACRE WOOD TRUST
1% 25 Oct 2051
INVITATION HOMES OP
2.7% 15 Jan 2034
ISRAEL FIXED BOND
5.5% 31 Jan 2022
ISRAEL MAKAM BILL
0.01% 06 Apr 2022
ISRAEL MAKAM BILL
0.01% 07 Dec 2022
JAPANESE YEN
FOREIGN CURRENCY
JP MORGAN CHASE COMMERCIAL MOR
1% 15 Jun 2038
JP MORGAN CHASE COMMERCIAL MOR
1% 15 Nov 2038
JP MORGAN MORTGAGE TRUST
1% 25 Jan 2047
JP MORGAN MORTGAGE TRUST
1% 25 May 2050
JP MORGAN MORTGAGE TRUST
1% 25 May 2052
JPMORGAN CHASE + CO
1% 08 Nov 2032
LCM LTD PARTNERSHIP
1% 19 Jul 2027
LOANCORE 2021 CRE6 ISSUER, LTD
1% 15 Nov 2038
LUXE COMMERCIAL MORTGAGE TRUST
1% 15 Nov 2038
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MICRON TECHNOLOGY INC
2.703% 15 Apr 2032
MIZUHO FINANCIAL GROUP
1% 10 Jul 2031
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY CAPITAL I TRUST
1% 15 Dec 2023
NAVIENT STUDENT LOAN TRUST
1% 16 Jul 2040
NISSAN MOTOR CO
4.81% 17 Sep 2030
NORWEGIAN KRONE
FOREIGN CURRENCY
NYKREDIT REALKREDIT AS
1% 01 Oct 2050
NYO COMMERCIAL MORTGAGE TRUST
1% 15 Nov 2038
OCTAGON INVESTMENT PARTNERS XX
1% 14 Feb 2031
OSD CLO 2021 23 LTD
1% 17 Apr 2031
PACIFIC GAS + ELECTRIC
1% 14 Nov 2022
PACIFIC GAS + ELECTRIC
1.7% 15 Nov 2023
PACIFIC GAS + ELECTRIC
4.95% 01 Jul 2050
PALMER SQUARE CLO LTD
1% 17 Oct 2031
PIMCO FDS SHORT TERM FLTG NAV
MUTUAL FUND
POUND STERLING
FOREIGN CURRENCY
READYCAP COMMERCIAL MORTGAGE T
1% 25 Nov 2036
REALKREDIT DANMARK
1.5% 01 Oct 2053
RESIMAC
1% 03 Feb 2053
RGA GLOBAL FUNDING
2% 30 Nov 2026
SFO COMMERICAL MORTGAGE TRUST
1% 15 May 2038
SKANDINAVISKA ENSKILDA
1% 13 Nov 2099
SLM STUDENT LOAN TRUST
1% 15 Jun 2039
SOUTHERN CAL EDISON
1% 02 Dec 2022
SREIT TRUST
1% 15 Oct 2038
STANDARD CHARTERED PLC
1% 23 Nov 2025
STANDARD CHARTERED PLC
1% 23 Nov 2025
STARWOOD COMMERCIAL MORTGAGE T
1% 15 Nov 2036
STORE CAPITAL CORP
2.7% 01 Dec 2031
STRATUS CLO
1% 28 Dec 2029
SWAP BANK OF AMERICA BOC
SWAP CASH COLLATERAL USD
SWAP CCPC CITIBANK COC
SWAP CCPC CASH COLLATERAL
SWCC CCSCXIUS6 COC
SWCC CASH COLLATERAL USD
SWPC0K5B4 CDS USD R F 1.00000
1% 20 Jun 2023
SWPC0KBG6 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KBW1 CDS EUR P V 03MEVENT
1% 20 Dec 2026
SWPC0KBZ4 CDS USD P V 03MEVENT
1% 20 Dec 2026
SWPC0KE65 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KFP2 CDS USD R F 5.00000
5% 20 Dec 2026
SWPC0KG30 CDS EUR P V 03MEVENT
1% 20 Dec 2026
SWPC0KGD8 CDS USD R F 1.00000
1% 20 Dec 2023
SWPC0KH54 CDS USD R F 1.00000
1% 20 Dec 2023
SWPC0KHX3 CDS USD R F 1.00000
1% 20 Jun 2026
SWPC0KJH6 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KJK9 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KJL7 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KJM5 CDS USD R F 1.00000
1% 20 Mar 2022
T MOBILE USA INC
2.7% 15 Mar 2032
T MOBILE USA INC
3.4% 15 Oct 2052
TCI SYMPHONY CLO
1% 13 Oct 2032
TCW CLO
1% 25 Apr 2031
TREASURY BILL
0.01% 14 Apr 2022
TREASURY BILL
0.01% 21 Apr 2022
UNITED WHOLESALE MORTGAGE LLC
1% 25 Nov 2051
UNITED WHOLESALE MORTGAGE LLC
1% 25 Sep 2051
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
0.25% 30 Sep 2023
US TREASURY N/B
0.875% 30 Sep 2026
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.75% 15 Aug 2041
US TREASURY N/B
1.875% 15 Nov 2051
US TREASURY N/B
2% 15 Aug 2051
VENTURE CDO LTD
1% 30 Jul 2032
Total: EXHIBIT I - Total Bond Market Fund
n / a - Cost is not applicable
EXHIBIT J - Total Bond Market Fund
(Managed by RW Baird & Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
ABN AMRO BANK NV
4.8% 18 Apr 2026
AERCAP IRELAND CAP/GLOBA
3% 29 Oct 2028
ALLEGION PLC
3.5% 01 Oct 2029
AMERICA MOVIL SAB DE CV
6.125% 15 Nov 2037
AMERICA MOVIL SAB DE CV
6.125% 30 Mar 2040
AMFAM HOLDINGS INC
2.805% 11 Mar 2031
ANGLO AMERICAN CAPITAL
4.75% 10 Apr 2027
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
ARTHUR J GALLAGHER + CO
3.05% 09 Mar 2052
AT+T INC
3.8% 01 Dec 2057
BANK
1% 15 May 2061
BANK
2.851% 17 Oct 2052
BANK
2.92% 15 Dec 2052
BANK
3.435% 15 Sep 2060
BANK OF AMERICA CORP
1% 14 Jun 2029
BENCHMARK MORTGAGE TRUST
2.952% 15 Aug 2057
BENCHMARK MORTGAGE TRUST
4.261% 10 Oct 2051
BETH ISRAEL LAHEY HEALTH
3.08% 01 Jul 2051
BNP PARIBAS
1% 10 Jan 2025
BOARDWALK PIPELINES LP
3.4% 15 Feb 2031
BPCE SA
1% 19 Oct 2032
BROADCOM INC
3.469% 15 Apr 2034
CANADIAN NATL RESOURCES
3.8% 15 Apr 2024
CD COMMERCIAL MORTGAGE TRUST
3.631% 10 Feb 2050
CELLNEX FINANCE
3.875% 07 Jul 2041
CENOVUS ENERGY INC
4% 15 Apr 2024
CHARTER COMM OPT LLC/CAP
6.384% 23 Oct 2035
CHENIERE CORP CHRISTI HD
3.7% 15 Nov 2029
CHUBB INA HOLDINGS INC
3.05% 15 Dec 2061
CITIGROUP INC
1% 08 Apr 2026
CNH INDUSTRIAL NV
4.5% 15 Aug 2023
COMM MORTGAGE TRUST
3.183% 10 Feb 2048
COMMONSPIRIT HEALTH
3.91% 01 Oct 2050
CREDIT SUISSE GROUP AG
1% 02 Feb 2027
CVS HEALTH CORP
4.78% 25 Mar 2038
DANSKE BANK A/S
1% 20 Dec 2025
DELL INT LLC / EMC CORP
6.02% 15 Jun 2026
DEUTSCHE BANK NY
1% 01 Apr 2025
DXC TECHNOLOGY CO
2.375% 15 Sep 2028
ENEL FINANCE INTL NV
4.75% 25 May 2047
ENERGY TRANSFER LP
7.5% 01 Jul 2038
EQUITABLE FINANCIAL LIFE
1.1% 12 Nov 2024
FED HM LN PC POOL G08779
3.5% 01 Sep 2047
FED HM LN PC POOL G30803
3.5% 01 Feb 2035
FED HM LN PC POOL G60551
4% 01 Apr 2046
FED HM LN PC POOL QC7500
3% 01 Sep 2051
FED HM LN PC POOL QD0744
2.5% 01 Nov 2051
FED HM LN PC POOL RA6338
2.5% 01 Nov 2051
FED HM LN PC POOL SD7530
2.5% 01 Nov 2050
FED HM LN PC POOL ZA2447
3.5% 01 Feb 2037
FED HM LN PC POOL ZS4699
4% 01 Jan 2047
FED HM LN PC POOL ZS4763
3.5% 01 Apr 2048
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Jan 2027
FHLMC MULTIFAMILY STRUCTURED P
2.282% 25 Jul 2026
FHLMC MULTIFAMILY STRUCTURED P
2.745% 25 Jan 2026
FHLMC MULTIFAMILY STRUCTURED P
3.117% 25 Jun 2027
FHLMC MULTIFAMILY STRUCTURED P
3.194% 25 Jul 2027
FHLMC MULTIFAMILY STRUCTURED P
3.243% 25 Apr 2027
FHLMC MULTIFAMILY STRUCTURED P
3.413% 25 Dec 2026
FIRST HORIZON CORP
4% 26 May 2025
FLEX INTERMEDIATE HOLDCO
3.363% 30 Jun 2031
FLORIDA GAS TRANSMISSION
2.55% 01 Jul 2030
FNMA POOL BJ2492
3.5% 01 Dec 2047
FNMA POOL BM1066
1% 01 Feb 2047
FNMA POOL BM1260
1% 01 Apr 2037
FNMA POOL BM1291
1% 01 Dec 2041
FNMA POOL BM3362
1% 01 Jan 2044
FNMA POOL BM3930
1% 01 Sep 2046
FNMA POOL BQ6854
2% 01 Dec 2051
FNMA POOL CB1806
2.5% 01 Oct 2051
FNMA POOL CB2162
3% 01 Nov 2051
FNMA POOL CB2278
2% 01 Dec 2051
FNMA POOL FM9139
1% 01 Jul 2049
FNMA POOL FM9209
1% 01 Oct 2051
FNMA POOL FM9504
1% 01 Nov 2051
FNMA POOL FM9630
1% 01 Nov 2051
FNMA POOL MA0864
4.5% 01 Oct 2031
FNMA POOL MA2804
3% 01 Nov 2036
FNMA POOL MA3183
4% 01 Nov 2047
FNMA POOL MA3243
3.5% 01 Jan 2038
FNMA POOL MA3333
4% 01 Apr 2048
GENERAL MOTORS
2.9% 15 Apr 2026
GENERAL MOTORS FINL CO
4% 15 Jan 2025
GLENCORE FUNDING LLC
2.5% 01 Sep 2030
GLOBAL PAYMENTS INC
3.2% 15 Aug 2029
GNMA II POOL MA3376
3.5% 20 Jan 2046
GNMA II POOL MA3521
3.5% 20 Mar 2046
GNMA II POOL MA4586
3.5% 20 Jul 2047
GOLDMAN SACHS GROUP INC
1% 05 Jun 2028
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GUARDIAN LIFE INSURANCE
4.85% 24 Jan 2077
HARTFORD FINL SVCS GRP
6.625% 30 Mar 2040
HCA INC
5.875% 01 Feb 2029
HCL AMERICA INC
1.375% 10 Mar 2026
HOME PARTNERS OF AMERICA TRUST
1.901% 17 Dec 2026
HOME PARTNERS OF AMERICA TRUST
2.908% 17 Sep 2039
HUNTINGTON INGALLS INDUS
3.483% 01 Dec 2027
JP MORGAN CHASE COMMERCIAL MOR
3.723% 15 Mar 2050
JPMDB COMMERCIAL MORTGAGE SECU
3.409% 15 Oct 2050
JPMORGAN CHASE + CO
1% 01 Jun 2028
KINDER MORGAN ENER PART
6.95% 15 Jan 2038
LEASEPLAN CORPORATION NV
2.875% 24 Oct 2024
LEIDOS INC
2.95% 15 May 2023
MACQUARIE GROUP LTD
1% 14 Oct 2025
MASS MUTUAL LIFE INS CO
4.9% 01 Apr 2077
MICROCHIP TECHNOLOGY INC
0.983% 01 Sep 2024
MITSUBISHI UFJ FIN GRP
3.455% 02 Mar 2023
MORGAN STANLEY
1% 20 Jul 2027
MORGAN STANLEY CAPITAL I TRUST
4.177% 15 Jul 2051
MPLX LP
2.65% 15 Aug 2030
NATIONAL AUSTRALIA BANK
2.332% 21 Aug 2030
NATIONWIDE BLDG SOCIETY
4% 14 Sep 2026
NAVIENT STUDENT LOAN TRUST
1.58% 15 Apr 2070
NBN CO LTD
2.5% 08 Jan 2032
NELNET STUDENT LOAN TRUST
1.36% 20 Apr 2062
NETFLIX INC
5.875% 15 Feb 2025
NISOURCE INC
5.65% 01 Feb 2045
NXP BV/NXP FUNDING LLC
4.875% 01 Mar 2024
ORACLE CORP
3.85% 15 Jul 2036
PFS FINANCING CORP.
0.77% 15 Aug 2026
SANTANDER HOLDINGS USA
4.5% 17 Jul 2025
SMITHFIELD FOODS INC
5.2% 01 Apr 2029
SOCIETE GENERALE
4.75% 24 Nov 2025
SOLVAY FINANCE (AMERICA)
4.45% 03 Dec 2025
STANDARD CHARTERED PLC
1% 14 Jan 2027
SYNCHRONY FINANCIAL
4.5% 23 Jul 2025
T MOBILE USA INC
3.875% 15 Apr 2030
TELEFONICA EMISIONES SAU
5.213% 08 Mar 2047
TOWD POINT MORTGAGE TRUST
1% 25 Feb 2060
TOWD POINT MORTGAGE TRUST
1% 25 Mar 2058
TOWD POINT MORTGAGE TRUST
1% 25 Oct 2059
TOYOTA AUTO LOAN EXTENDED NOTE
1.35% 25 May 2033
US DOLLAR
US TREASURY N/B
0.375% 15 Jul 2024
US TREASURY N/B
0.625% 15 Aug 2030
US TREASURY N/B
1.125% 31 Aug 2028
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.375% 15 Nov 2040
US TREASURY N/B
2% 15 Nov 2026
US TREASURY N/B
2.25% 15 Nov 2025
US TREASURY N/B
2.5% 15 Feb 2045
US TREASURY N/B
2.875% 15 May 2043
US TREASURY N/B
2.875% 15 May 2049
VALE OVERSEAS LIMITED
6.875% 21 Nov 2036
VERIZON COMMUNICATIONS
2.987% 30 Oct 2056
VIATRIS INC
4% 22 Jun 2050
VITERRA FINANCE BV
3.2% 21 Apr 2031
WALGREENS BOOTS ALLIANCE
4.8% 18 Nov 2044
WELLS FARGO + COMPANY
1% 22 May 2028
WILLIS NORTH AMERICA INC
3.875% 15 Sep 2049
Total: EXHIBIT J - Total Bond Market Fund
n / a - Cost is not applicable
EXHIBIT K - International Real Estate Index Fund
(Managed by State Street Global Advisors)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
ABACUS PROPERTY GROUP
REIT
ABRDN EUROPEAN LOGISTICS INC
REIT GBP.01
ACTIVIA PROPERTIES INC
REIT
ADLER GROUP SA
COMMON STOCK
ADVANCE RESIDENCE INVESTMENT
REIT
AEDIFICA
REIT
AEON REIT INVESTMENT CORP
REIT
AIMS APAC REIT
REIT
ALLIED PROPERTIES REAL ESTAT
REIT
ALLREAL HOLDING AG REG
COMMON STOCK CHF50.0
ALSTRIA OFFICE REIT AG
REIT
AMOT INVESTMENTS LTD
COMMON STOCK ILS1.0
ARA LOGOS LOGISTICS TRUST
REIT
ARENA REIT
REIT
ARGOSY PROPERTY LTD
MUTUAL FUND
ARTIS REAL ESTATE INVESTMENT
REIT
ASCENCIO
REIT
ASCENDAS REAL ESTATE INV TRT
REIT
ASCOTT RESIDENCE TRUST
UNIT
ASSURA PLC
REIT GBP.1
ATRIUM LJUNGBERG AB B SHS
COMMON STOCK SEK2.5
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AVENTUS GROUP
REIT
AZ. BGP HOLDINGS
COMMON STOCK
AZRIELI GROUP LTD
COMMON STOCK ILS.1
BEFIMMO
REIT
BIG YELLOW GROUP PLC
REIT GBP.1
BMO COMMERCIAL PROPERTY TRUS
REIT GBP.01
BMO REAL ESTATE INVESTMENTS
REIT
BOARDWALK REAL ESTATE INVEST
REIT
BRITISH LAND CO PLC
REIT GBP.25
BWP TRUST
REIT
CA IMMOBILIEN ANLAGEN AG
COMMON STOCK
CAN APARTMENT PROP REAL ESTA
REIT
CANADIAN DOLLAR
FOREIGN CURRENCY
CAPITAL + COUNTIES PROPERTIE
REIT GBP.25
CAPITALAND INTEGRATED COMMER
REIT
CARMILA
REIT EUR6.0
CASTELLUM AB
COMMON STOCK SEK.5
CATENA AB
COMMON STOCK SEK4.4
CDL HOSPITALITY TRUSTS
STAPLED SECURITY
CENTURIA INDUSTRIAL REIT
REIT
CENTURIA OFFICE REIT
REIT
CHAMPION REIT
REIT
CHARTER HALL LONG WALE REIT
REIT
CHARTER HALL RETAIL REIT
REIT
CHARTER HALL SOCIAL INFRASTR
REIT
CHARTWELL RETIREMENT RESIDEN
UNIT
CHOICE PROPERTIES REIT
REIT
CIBUS NORDIC REAL ESTATE AB
COMMON STOCK
CITYCON OYJ
COMMON STOCK
CIVITAS SOCIAL HOUSING PLC
REIT GBP.01
CLS HOLDINGS PLC
REIT GBP.025
COFINIMMO
REIT
COMFORIA RESIDENTIAL REIT IN
REIT
COMINAR REAL ESTATE INV TR U
REIT
COREM PROPERTY GROUP B SHARE
COMMON STOCK SEK1.0
COVIVIO
REIT EUR3.0
CRE LOGISTICS REIT INC
REIT
CROMBIE REAL ESTATE INVESTME
REIT
CROMWELL PROPERTY GROUP
REIT
CROMWELL REIT EUR
REIT
CURRENCY CONTRACT
CHF/USD
CURRENCY CONTRACT
NOK/USD
CURRENCY CONTRACT
SEK/USD
CUSTODIAN REIT PLC
REIT GBP.01
DAIWA HOUSE REIT INVESTMENT
REIT
DAIWA OFFICE INVESTMENT CORP
REIT
DAIWA SECURITIES LIVING INVE
REIT
DERWENT LONDON PLC
REIT GBP.05
DEUTSCHE EUROSHOP AG
COMMON STOCK
DEUTSCHE WOHNEN SE
COMMON STOCK
DEXUS INDUSTRIA REIT
REIT
DEXUS/AU
REIT
DIOS FASTIGHETER AB
COMMON STOCK SEK2.0
DREAM INDUSTRIAL REAL ESTATE
REIT
DREAM OFFICE REAL ESTATE INV
REIT
EMPIRIC STUDENT PROPERTY PLC
REIT GBP.01
ENTRA ASA
COMMON STOCK NOK1.0
ESR REIT
REIT
EURO CURRENCY
FOREIGN CURRENCY
EUROCOMMERCIAL PROPERTIES NV
REIT EUR10.0
FABEGE AB
COMMON STOCK SEK30.82
FAR EAST HOSPITALITY TRUST
STAPLED SECURITY
FASTIGHETS AB BALDER B SHRS
COMMON STOCK SEK1.0
FIRST CAPITAL REAL ESTATE IN
UNIT
FORTUNE REIT
REIT
FRASERS CENTREPOINT TRUST
REIT NPV
FRASERS LOGISTICS + COMMERCI
REIT
FRONTIER REAL ESTATE INVEST
REIT
FUKUOKA REIT CORP
REIT
GECINA SA
REIT EUR7.5
GLOBAL ONE REIT
REIT
GLP J REIT
REIT
GOODMAN PROPERTY TRUST
REIT
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GPT GROUP
REIT
GRAND CITY PROPERTIES
COMMON STOCK EUR.1
GRANITE REAL ESTATE INVESTME
REIT
GREAT PORTLAND ESTATES PLC
REIT GBP.1526316
GROWTHPOINT PROPERTIES AUSTR
REIT
H+R REAL ESTATE INV REIT UTS
REIT
HAMBORNER REIT AG
REIT NPV
HAMMERSON PLC
REIT GBP.05
HANKYU REIT INC
REIT
HEIWA REAL ESTATE REIT INC
REIT
HELICAL PLC
COMMON STOCK GBP.01
HIAG IMMOBILIEN AG
COMMON STOCK CHF1.0
HIBERNIA REIT PLC
REIT EUR.1
HOME CONSORTIUM LTD
REIT
HOME REIT PLC
REIT
HOMECO DAILY NEEDS REIT
REIT
HONG KONG DOLLAR
FOREIGN CURRENCY
HOSHINO RESORTS REIT INC
REIT
HOTEL PROPERTY INVESTMENTS
REIT
HUFVUDSTADEN AB A SHS
COMMON STOCK SEK5.0
HULIC REIT INC
REIT
HYSAN DEVELOPMENT CO
COMMON STOCK
ICADE
REIT
ICHIGO OFFICE REIT INVESTMEN
REIT
IMMOBILIARE GRANDE DISTRIBUZ
REIT
IMPACT HEALTHCARE REIT PLC
REIT GBP.01
INDUSTRIAL + INFRASTRUCTURE
REIT
INMOBILIARIA COLONIAL SOCIMI
REIT EUR2.5
INTERRENT REAL ESTATE INVEST
REIT
INTERSHOP HOLDING AG
COMMON STOCK CHF10.0
INTERVEST OFFICES + WAREHOUS
REIT
INVINCIBLE INVESTMENT CORP
REIT
IRISH RESIDENTIAL PROPERTIES
REIT EUR.1
IRONGATE GROUP
STAPLED SECURITY
ITOCHU ADVANCE LOGISTICS INV
REIT
JAPAN EXCELLENT INC
REIT
JAPAN HOTEL REIT INVESTMENT
REIT
JAPAN LOGISTICS FUND INC
REIT
JAPAN METROPOLITAN FUND INVE
REIT
JAPAN PRIME REALTY INVESTMEN
REIT
JAPAN REAL ESTATE INVESTMENT
REIT
JAPANESE YEN
FOREIGN CURRENCY
K FAST HOLDING AB
COMMON STOCK SEK.27
KENEDIX OFFICE INVESTMENT CO
REIT
KENEDIX RESIDENTIAL NEXT INV
REIT
KENEDIX RETAIL REIT CORP
REIT
KEPPEL DC REIT
REIT
KEPPEL PACIFIC OAK US REIT
REIT
KEPPEL REIT
REIT
KILLAM APARTMENT REAL ESTATE
REIT
KIWI PROPERTY GROUP LTD
COMMON STOCK
KLEPIERRE
REIT EUR1.4
KOJAMO OYJ
COMMON STOCK NPV
LAND SECURITIES GROUP PLC
REIT GBP.1066667
LAR ESPANA REAL ESTATE SOCIM
REIT EUR2.0
LASALLE LOGIPORT REIT
REIT
LEG IMMOBILIEN SE
COMMON STOCK
LENDLEASE GLOBAL COMMERCIAL
REIT
LINK REIT
REIT
LONDONMETRIC PROPERTY PLC
REIT GBP.1
LXI REIT PLC
REIT
MANULIFE US REAL ESTATE INV
REIT
MAPLETREE COMMERCIAL TRUST
REIT
MAPLETREE INDUSTRIAL TRUST
REIT
MAPLETREE LOGISTICS TRUST
REIT
MERCIALYS
REIT EUR1.0
MERLIN PROPERTIES SOCIMI SA
REIT EUR1.0
MIRAI CORP
REIT
MITSUBISHI ESTATE LOGISTICS
REIT
MITSUI FUDOSAN LOGISTICS PAR
REIT
MOBIMO HOLDING AG REG
COMMON STOCK CHF3.4
MONTEA NV
REIT
MORI HILLS REIT INVESTMENT C
REIT
MORI TRUST SOGO REIT INC
REIT
MSCI EAFE MAR22
IFUS 20220318
NATIONAL STORAGE REIT
REIT
NEW ISRAELI SHEQEL
FOREIGN CURRENCY
NEW ZEALAND DOLLAR
FOREIGN CURRENCY
NEWRIVER REIT PLC
REIT
NEXTENSA
REIT
NIPPON ACCOMMODATIONS FUND
REIT
NIPPON BUILDING FUND INC
REIT
NIPPON REIT INVESTMENT CORP
REIT
NOMURA REAL ESTATE MASTER FU
REIT
NORTHWEST HEALTHCARE PROPERT
REIT
NORWEGIAN KRONE
FOREIGN CURRENCY
NSI NV
REIT EUR3.68
NTT UD REIT INVESTMENT CORP
REIT
NYFOSA AB
COMMON STOCK SEK.5
ORIX JREIT INC
REIT
OUE COMMERCIAL REAL ESTATE I
REIT
PANDOX AB
COMMON STOCK SEK2.5
PARKWAYLIFE REAL ESTATE
REIT
PEACH PROPERTY GROUP AG
COMMON STOCK CHF1.0
PHOENIX SPREE DEUTSCHLAND LT
COMMON STOCK
PICTON PROPERTY INCOME LTD
REIT
PLATZER FASTIGHETER HOLD B
COMMON STOCK SEK.1
POUND STERLING
FOREIGN CURRENCY
PRECINCT PROPERTIES NEW ZEAL
COMMON STOCK
PRIMARY HEALTH PROPERTIES
REIT GBP.125
PRIME US REIT
REIT
PROSPERITY REIT
REIT
PRS REIT PLC/THE
REIT GBP.01
PSP SWISS PROPERTY AG REG
COMMON STOCK CHF.1
REGIONAL REIT LTD
REIT
RETAIL ESTATES
REIT
RIOCAN REAL ESTATE INVST TR
REIT
SAFESTORE HOLDINGS PLC
REIT GBP.01
SAGAX AB B
COMMON STOCK SEK1.75
SAMHALLSBYGGNADSBOLAGET I NO
COMMON STOCK
SANKEI REAL ESTATE INC
REIT
SCENTRE GROUP
REIT
SCHRODER REAL ESTATE INVESTM
REIT
SEGRO PLC
REIT GBP.1
SEKISUI HOUSE REIT INC
REIT
SHAFTESBURY PLC
REIT GBP.25
SHOPPING CENTRES AUSTRALASIA
REIT
SHURGARD SELF STORAGE SA
COMMON STOCK
SINGAPORE DOLLAR
FOREIGN CURRENCY
SIRIUS REAL ESTATE LTD
COMMON STOCK
SMARTCENTRES REAL ESTATE INV
REIT
SOSILA LOGISTICS REIT INC
REIT
SPH REIT
REIT
STANDARD LIFE INV PROP INC
REIT GBP.01
STAR ASIA INVESTMENT CORPORA
REIT
STARHILL GLOBAL REIT
REIT
STARTS PROCEED INVESTMENT CO
REIT
STRIDE PROPERTY GROUP
STAPLED SECURITY
SUMMIT INDUSTRIAL INCOME REI
REIT
SUNLIGHT REAL ESTATE INVEST
REIT
SUNTEC REIT
REIT
SWEDISH KRONA
FOREIGN CURRENCY
SWIRE PROPERTIES LTD
COMMON STOCK
SWISS FRANC
FOREIGN CURRENCY
SWISS PRIME SITE REG
COMMON STOCK
TAG IMMOBILIEN AG
COMMON STOCK
TARGET HEALTHCARE REIT PLC
REIT GBP.01
TOKYU REIT INC
REIT
TRICON RESIDENTIAL INC
COMMON STOCK
TRIPLE POINT SOCIAL HOUSING
REIT GBP.01
TRITAX BIG BOX REIT PLC
REIT GBP.01
TRITAX EUROBOX PLC
COMMON STOCK EUR.01
UK COMMERCIAL PROPERTY REIT
REIT
UNIBAIL RODAMCO WESTFIELD
REIT EUR5.0
UNITE GROUP PLC/THE
REIT GBP.25
UNITED URBAN INVESTMENT CORP
REIT
US DOLLAR
VASTNED RETAIL NV
REIT EUR5.0
VICINITY CENTRES
REIT
VONOVIA SE
COMMON STOCK
WALLENSTAM AB B SHS
COMMON STOCK SEK.5
WAREHOUSES DE PAUW SCA
REIT
WAYPOINT REIT
REIT
WERELDHAVE NV
REIT EUR1.0
WHARF REAL ESTATE INVESTMENT
COMMON STOCK HKD.1
WIHLBORGS FASTIGHETER AB
COMMON STOCK SEK2.5
WORKSPACE GROUP PLC
REIT GBP1.0
XIOR STUDENT HOUSING NV
REIT
Total: EXHIBIT K - International Real Estate Index Fund
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, 2021
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
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
ABBVIE INC
4.875% 14 Nov 2048
ABU DHABI CRUDE OIL
4.6% 02 Nov 2047
ADVOCATE HEALTH CORP
4.272% 15 Aug 2048
AEP TRANSMISSION CO LLC
2.75% 15 Aug 2051
AERCAP IRELAND CAP/GLOBA
3.85% 29 Oct 2041
AETNA INC
6.75% 15 Dec 2037
ALABAMA POWER CO
4.15% 15 Aug 2044
ALEXANDRIA REAL ESTATE E
3% 18 May 2051
ALTRIA GROUP INC
4.5% 02 May 2043
ALTRIA GROUP INC
5.95% 14 Feb 2049
AMAZON.COM INC
2.5% 03 Jun 2050
AMAZON.COM INC
3.25% 12 May 2061
AMEREN ILLINOIS CO
4.15% 15 Mar 2046
AMERICA MOVIL SAB DE CV
6.125% 30 Mar 2040
AMERICAN INTL GROUP
4.375% 15 Jan 2055
AMERICAN INTL GROUP
4.5% 16 Jul 2044
AMGEN INC
3% 15 Jan 2052
AMGEN INC
3.15% 21 Feb 2040
ANALOG DEVICES INC
2.95% 01 Oct 2051
ANGLO AMERICAN CAPITAL
3.95% 10 Sep 2050
ANHEUSER BUSCH CO/INBEV
4.7% 01 Feb 2036
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
ANHEUSER BUSCH INBEV WOR
4.375% 15 Apr 2038
ANHEUSER BUSCH INBEV WOR
4.6% 15 Apr 2048
ANTHEM INC
3.6% 15 Mar 2051
AON CORP/AON GLOBAL HOLD
2.6% 02 Dec 2031
AON CORP/AON GLOBAL HOLD
2.9% 23 Aug 2051
APPLE INC
2.65% 11 May 2050
APPLE INC
2.7% 05 Aug 2051
APPLE INC
3.85% 04 Aug 2046
ARIZONA PUBLIC SERVICE
3.5% 01 Dec 2049
ASTRAZENECA PLC
6.45% 15 Sep 2037
AT+T INC
3.5% 15 Sep 2053
AT+T INC
3.55% 15 Sep 2055
AT+T INC
4.75% 15 May 2046
AT+T INC
5.15% 15 Mar 2042
AT+T INC
5.15% 15 Nov 2046
AT+T INC
5.45% 01 Mar 2047
ATHENE GLOBAL FUNDING
2.673% 07 Jun 2031
BANK OF AMERICA CORP
1% 19 Jun 2041
BANK OF AMERICA CORP
1% 23 Apr 2040
BANK OF AMERICA CORP
1% 29 Apr 2031
BANK OF AMERICA CORP
6.11% 29 Jan 2037
BANNER HEALTH
2.907% 01 Jan 2042
BAT CAPITAL CORP
3.734% 25 Sep 2040
BECTON DICKINSON AND CO
4.669% 06 Jun 2047
BERKSHIRE HATHAWAY FIN
2.5% 15 Jan 2051
BERKSHIRE HATHAWAY FIN
2.85% 15 Oct 2050
BERKSHIRE HATHAWAY FIN
4.4% 15 May 2042
BOEING CO
5.705% 01 May 2040
BOEING CO
5.805% 01 May 2050
BP CAP MARKETS AMERICA
3.06% 17 Jun 2041
BRIGHTHOUSE FINANCIAL IN
3.85% 22 Dec 2051
BRIGHTHOUSE FINANCIAL IN
4.7% 22 Jun 2047
BRISTOL MYERS SQUIBB CO
2.35% 13 Nov 2040
BRISTOL MYERS SQUIBB CO
2.55% 13 Nov 2050
BRISTOL MYERS SQUIBB CO
4.55% 20 Feb 2048
BROADCOM INC
3.5% 15 Feb 2041
BURLINGTN NORTH SANTA FE
3.3% 15 Sep 2051
BURLINGTN NORTH SANTA FE
4.45% 15 Mar 2043
CALIFORNIA ST
7.3% 01 Oct 2039
CANADIAN PACIFIC RAILWAY
3% 02 Dec 2041
CANADIAN PACIFIC RAILWAY
3.1% 02 Dec 2051
CARRIER GLOBAL CORP
3.577% 05 Apr 2050
CENOVUS ENERGY INC
5.4% 15 Jun 2047
CENTENE CORP
2.5% 01 Mar 2031
CHARTER COMM OPT LLC/CAP
3.5% 01 Mar 2042
CHARTER COMM OPT LLC/CAP
3.85% 01 Apr 2061
CHARTER COMM OPT LLC/CAP
4.8% 01 Mar 2050
CHARTER COMM OPT LLC/CAP
5.375% 01 May 2047
CHARTER COMM OPT LLC/CAP
5.75% 01 Apr 2048
CHUBB INA HOLDINGS INC
2.85% 15 Dec 2051
CHUBB INA HOLDINGS INC
3.05% 15 Dec 2061
CIGNA CORP
3.2% 15 Mar 2040
CIGNA CORP
4.9% 15 Dec 2048
CITIGROUP INC
1% 26 Mar 2041
CITIGROUP INC
4.65% 30 Jul 2045
CITIGROUP INC
4.75% 18 May 2046
CK HUTCHISON INTNTL 21
3.125% 15 Apr 2041
CMS ENERGY CORP
4.875% 01 Mar 2044
COCA COLA CO/THE
2.875% 05 May 2041
COLBUN SA
3.15% 19 Jan 2032
COMCAST CORP
2.887% 01 Nov 2051
COMCAST CORP
2.937% 01 Nov 2056
COMMONSPIRIT HEALTH
4.187% 01 Oct 2049
COMMONWEALTH EDISON CO
3% 01 Mar 2050
CON EDISON CO OF NY INC
3.2% 01 Dec 2051
CON EDISON CO OF NY INC
3.7% 15 Nov 2059
CON EDISON CO OF NY INC
4.2% 15 Mar 2042
CON EDISON CO OF NY INC
5.7% 15 Jun 2040
CONTINENTAL RESOURCES
4.375% 15 Jan 2028
CONTINENTAL RESOURCES
4.9% 01 Jun 2044
COTTAGE HEALTH SYSTEM
3.304% 01 Nov 2049
CROWN CASTLE INTL CORP
2.5% 15 Jul 2031
CVS HEALTH CORP
4.78% 25 Mar 2038
CVS HEALTH CORP
5.05% 25 Mar 2048
DANAHER CORP
2.8% 10 Dec 2051
DEERE + COMPANY
2.875% 07 Sep 2049
DELL INT LLC / EMC CORP
3.375% 15 Dec 2041
DELL INT LLC / EMC CORP
3.45% 15 Dec 2051
DELL INT LLC / EMC CORP
8.35% 15 Jul 2046
DENVER CO PUBLIC SCHS COPS
7.017% 15 Dec 2037
DEVON ENERGY CORPORATION
4.75% 15 May 2042
DEVON ENERGY CORPORATION
5.6% 15 Jul 2041
DIAMONDBACK ENERGY INC
4.4% 24 Mar 2051
DISCOVERY COMMUNICATIONS
5.2% 20 Sep 2047
DOMINION ENERGY INC
3.3% 15 Apr 2041
DPL INC
4.35% 15 Apr 2029
DTE ELECTRIC CO
2.95% 01 Mar 2050
DTE ELECTRIC CO
3.25% 01 Apr 2051
DUKE ENERGY CAROLINAS
3.7% 01 Dec 2047
DUKE ENERGY CORP
3.95% 15 Aug 2047
DUKE ENERGY FLORIDA LLC
3% 15 Dec 2051
DUKE ENERGY FLORIDA LLC
4.2% 15 Jul 2048
DUKE ENERGY PROGRESS LLC
4.15% 01 Dec 2044
EDISON INTERNATIONAL
5.75% 15 Jun 2027
EMERSON ELECTRIC CO
2.8% 21 Dec 2051
ENBRIDGE INC
3.4% 01 Aug 2051
ENERGY TRANSFER LP
6.05% 01 Jun 2041
ENERGY TRANSFER LP
6.25% 15 Apr 2049
ENERGY TRANSFER LP
7.5% 01 Jul 2038
ENTERGY CORP
3.75% 15 Jun 2050
ENTERPRISE PRODUCTS OPER
3.3% 15 Feb 2053
ENTERPRISE PRODUCTS OPER
5.1% 15 Feb 2045
EXELON CORP
4.7% 15 Apr 2050
EXELON CORP
5.625% 15 Jun 2035
EXXON MOBIL CORPORATION
3.452% 15 Apr 2051
FEDEX CORP
3.25% 15 May 2041
FEDEX CORP
4.55% 01 Apr 2046
FIRSTENERGY TRANSMISSION
4.55% 01 Apr 2049
FIRSTENERGY TRANSMISSION
5.45% 15 Jul 2044
FLORIDA POWER + LIGHT CO
2.875% 04 Dec 2051
FLORIDA POWER + LIGHT CO
3.7% 01 Dec 2047
FORD FOUNDATION/THE
2.815% 01 Jun 2070
FORD MOTOR CREDI
3.625% 17 Jun 2031
FOX CORP
5.476% 25 Jan 2039
GE CAPITAL INTL FUNDING
4.418% 15 Nov 2035
GENERAL MOTORS CO
5.95% 01 Apr 2049
GENERAL MOTORS CO
6.25% 02 Oct 2043
GENERAL MOTORS CO
6.75% 01 Apr 2046
GILEAD SCIENCES INC
2.6% 01 Oct 2040
GILEAD SCIENCES INC
4.75% 01 Mar 2046
GLENCORE FUNDING LLC
3.375% 23 Sep 2051
GOLDMAN SACHS GROUP INC
1% 21 Oct 2032
GOLDMAN SACHS GROUP INC
1% 23 Apr 2039
GOLDMAN SACHS GROUP INC
4.8% 08 Jul 2044
GOLDMAN SACHS GROUP INC
6.25% 01 Feb 2041
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
HARTFORD FINL SVCS GRP
6.1% 01 Oct 2041
HCA INC
3.5% 15 Jul 2051
HESS CORP
5.8% 01 Apr 2047
HOME DEPOT INC
2.375% 15 Mar 2051
HOME DEPOT INC
3.125% 15 Dec 2049
HORMEL FOODS CORP
3.05% 03 Jun 2051
HSBC HOLDINGS PLC
1% 24 May 2032
HSBC HOLDINGS PLC
6.1% 14 Jan 2042
HSBC HOLDINGS PLC
6.5% 15 Sep 2037
IBM CORP
2.85% 15 May 2040
IDAHO ENERGY RESOURCES AUTH TR
2.861% 01 Sep 2046
ILLINOIS ST
5.1% 01 Jun 2033
INDONESIA ASAHAN ALUMINI
6.757% 15 Nov 2048
INTEL CORP
3.05% 12 Aug 2051
INTEL CORP
3.25% 15 Nov 2049
INTERCONTINENTALEXCHANGE
3% 15 Sep 2060
INTERPUBLIC GROUP COS
3.375% 01 Mar 2041
JOHNSON + JOHNSON
3.4% 15 Jan 2038
JPMORGAN CHASE + CO
1% 15 Nov 2048
JPMORGAN CHASE + CO
1% 22 Apr 2051
JPMORGAN CHASE + CO
5.4% 06 Jan 2042
KAISER FOUNDATION HOSPIT
2.81% 01 Jun 2041
KAISER FOUNDATION HOSPIT
3.002% 01 Jun 2051
KINDER MORGAN ENER PART
6.5% 01 Feb 2037
KINDER MORGAN INC
3.25% 01 Aug 2050
KKR GROUP FIN CO X LLC
3.25% 15 Dec 2051
LIBERTY MUTUAL GROUP INC
3.95% 15 May 2060
LINCOLN NATIONAL CORP
7% 15 Jun 2040
LOWE S COS INC
2.8% 15 Sep 2041
LOWE S COS INC
3.5% 01 Apr 2051
LYB INT FINANCE III
4.2% 01 May 2050
MARATHON PETROLEUM CORP
4.75% 15 Sep 2044
MASS INSTITUTE OF TECH
2.989% 01 Jul 2050
MASTERCARD INC
3.85% 26 Mar 2050
MCDONALD S CORP
3.7% 15 Feb 2042
MCDONALD S CORP
4.45% 01 Sep 2048
MDC HOLDINGS INC
6% 15 Jan 2043
MERCK + CO INC
2.75% 10 Dec 2051
METLIFE INC
4.721% 15 Dec 2044
METLIFE INC
6.4% 15 Dec 2066
MICRON TECHNOLOGY INC
3.366% 01 Nov 2041
MICRON TECHNOLOGY INC
3.477% 01 Nov 2051
MICROSOFT CORP
2.525% 01 Jun 2050
MIDAMERICAN ENERGY CO
4.25% 15 Jul 2049
MOODY S CORPORATION
2.75% 19 Aug 2041
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY
1% 25 Jan 2052
MORGAN STANLEY
4.375% 22 Jan 2047
MPLX LP
5.5% 15 Feb 2049
NESTLE HOLDINGS INC
2.5% 14 Sep 2041
NEW JERSEY ST TRANSPRTN TRUST
6.561% 15 Dec 2040
NEW YORK CITY NY MUNI WTR FIN
5.724% 15 Jun 2042
NEW YORK LIFE INSURANCE
4.45% 15 May 2069
NEW YORK ST DORM AUTH ST PERSO
2.202% 15 Mar 2034
NEW YORK ST DORM AUTH ST PERSO
3.19% 15 Feb 2043
NEW YORK ST DORM AUTH ST PERSO
5.427% 15 Mar 2039
NEWELL BRANDS INC
5.75% 01 Apr 2046
NISOURCE INC
5.95% 15 Jun 2041
NORFOLK SOUTHERN CORP
3.05% 15 May 2050
NORTHROP GRUMMAN CORP
5.25% 01 May 2050
NVIDIA CORP
3.5% 01 Apr 2040
NXP BV/NXP FDG/NXP USA
3.25% 11 May 2041
ONCOR ELECTRIC DELIVERY
2.7% 15 Nov 2051
ONEOK INC
7.15% 15 Jan 2051
ORACLE CORP
3.6% 01 Apr 2050
ORACLE CORP
5.375% 15 Jul 2040
PACIFIC GAS + ELECTRIC
4% 01 Dec 2046
PACIFIC GAS + ELECTRIC
4.5% 01 Jul 2040
PACIFIC GAS + ELECTRIC
4.95% 01 Jul 2050
PACIFICORP
2.9% 15 Jun 2052
PACIFICORP
4.125% 15 Jan 2049
PARAMOUNT GLOBAL
4.375% 15 Mar 2043
PECO ENERGY CO
2.85% 15 Sep 2051
PERUSAHAAN LISTRIK NEGAR
4.875% 17 Jul 2049
PFIZER INC
2.55% 28 May 2040
PFIZER INC
4.4% 15 May 2044
PIONEER NATURAL RESOURCE
2.15% 15 Jan 2031
PLAINS ALL AMER PIPELINE
4.9% 15 Feb 2045
PLAINS ALL AMER PIPELINE
6.65% 15 Jan 2037
PORT AUTH OF NEW YORK NEW JE
3.287% 01 Aug 2069
PORT AUTH OF NEW YORK NEW JE
4.926% 01 Oct 2051
PROGRESS ENERGY INC
7.75% 01 Mar 2031
PROSUS NV
3.061% 13 Jul 2031
PRUDENTIAL FINANCIAL INC
3.935% 07 Dec 2049
PRUDENTIAL FINANCIAL INC
4.6% 15 May 2044
QATAR ENERGY
3.125% 12 Jul 2041
RAYTHEON TECH CORP
2.82% 01 Sep 2051
RAYTHEON TECH CORP
3.75% 01 Nov 2046
REPUBLIC OF CHILE
2.55% 27 Jul 2033
REPUBLIC OF CHILE
3.1% 07 May 2041
REPUBLIC OF COLOMBIA
4.125% 15 May 2051
REPUBLIC OF INDONESIA
3.05% 12 Mar 2051
REPUBLIC OF PANAMA
4.5% 15 May 2047
REPUBLIC OF PERU
3% 15 Jan 2034
REPUBLIC OF PERU
3.55% 10 Mar 2051
REPUBLIC OF PERU
8.75% 21 Nov 2033
REPUBLIC OF PHILIPPINES
2.95% 05 May 2045
REPUBLIC OF PHILIPPINES
3.95% 20 Jan 2040
REPUBLICA ORIENT URUGUAY
5.1% 18 Jun 2050
REYNOLDS AMERICAN INC
5.7% 15 Aug 2035
RIO TINTO FIN USA LTD
2.75% 02 Nov 2051
ROCHE HOLDINGS INC
2.607% 13 Dec 2051
ROCKEFELLER FOUNDATION
2.492% 01 Oct 2050
ROYAL BANK OF CANADA
2.3% 03 Nov 2031
SALESFORCE INC
2.9% 15 Jul 2051
SAN DIEGO G + E
3.32% 15 Apr 2050
SAN DIEGO G + E
3.75% 01 Jun 2047
SAN DIEGO G + E
4.15% 15 May 2048
SAUDI ARABIAN OIL CO
3.25% 24 Nov 2050
SAUDI INTERNATIONAL BOND
3.25% 17 Nov 2051
SEATTLE CHILDREN HOSP
2.719% 01 Oct 2050
SEMPRA ENERGY
4% 01 Feb 2048
SEMPRA ENERGY
6% 15 Oct 2039
SHELL INTERNATIONAL FIN
3% 26 Nov 2051
SHELL INTERNATIONAL FIN
3.125% 07 Nov 2049
SHERWIN WILLIAMS CO
2.9% 15 Mar 2052
SOCIEDAD QUIMICA Y MINER
3.5% 10 Sep 2051
SOUTHERN CAL EDISON
4.05% 15 Mar 2042
SOUTHERN CAL EDISON
4.125% 01 Mar 2048
SOUTHERN POWER CO
4.95% 15 Dec 2046
STANFORD HEALTH CARE
3.027% 15 Aug 2051
STARBUCKS CORP
4.45% 15 Aug 2049
STATE OF ISRAEL
3.375% 15 Jan 2050
STATE OF QATAR
4.4% 16 Apr 2050
SUNCOR ENERGY INC
3.75% 04 Mar 2051
SYSCO CORPORATION
3.15% 14 Dec 2051
SYSCO CORPORATION
6.6% 01 Apr 2050
T MOBILE USA INC
3% 15 Feb 2041
T MOBILE USA INC
4.5% 15 Apr 2050
TELEFONICA EMISIONES SAU
5.213% 08 Mar 2047
TEMASEK FINANCIAL I LTD
2.375% 02 Aug 2041
TENNESSEE GAS PIPELINE
7.625% 01 Apr 2037
THERMO FISHER SCIENTIFIC
2.8% 15 Oct 2041
TIME WARNER CABLE LLC
5.5% 01 Sep 2041
TIME WARNER CABLE LLC
7.3% 01 Jul 2038
UNILEVER CAPITAL CORP
2.625% 12 Aug 2051
UNION ELECTRIC CO
2.625% 15 Mar 2051
UNION PACIFIC CORP
2.973% 16 Sep 2062
UNITED MEXICAN STATES
3.771% 24 May 2061
UNITED MEXICAN STATES
4.28% 14 Aug 2041
UNITED MEXICAN STATES
4.6% 10 Feb 2048
UNITED MEXICAN STATES
5% 27 Apr 2051
UNITEDHEALTH GROUP INC
2.75% 15 May 2040
UNITEDHEALTH GROUP INC
3.25% 15 May 2051
UNITEDHEALTH GROUP INC
3.5% 15 Aug 2039
UNITEDHEALTH GROUP INC
5.95% 15 Feb 2041
UNIV OF CALIFORNIA CA REVENUES
5.946% 15 May 2045
UNIV SOUTHERN CALIFORIA
3.226% 31 Dec 2099
US 10YR ULTRA FUT MAR22
XCBT 20220322
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
2% 15 Aug 2051
US TREASURY N/B
2% 15 Nov 2041
US ULTRA BOND CBT MAR22
XCBT 20220322
VALE SA
5.625% 11 Sep 2042
VALERO ENERGY CORP
3.65% 01 Dec 2051
VERIZON COMMUNICATIONS
2.355% 15 Mar 2032
VERIZON COMMUNICATIONS
2.65% 20 Nov 2040
VERIZON COMMUNICATIONS
3.4% 22 Mar 2041
VERIZON COMMUNICATIONS
3.7% 22 Mar 2061
VERIZON COMMUNICATIONS
4.272% 15 Jan 2036
VIATRIS INC
4% 22 Jun 2050
VIRGINIA ELEC + POWER CO
2.95% 15 Nov 2051
VISA INC
4.3% 14 Dec 2045
VODAFONE GROUP PLC
4.875% 19 Jun 2049
WALGREENS BOOTS ALLIANCE
4.1% 15 Apr 2050
WALMART INC
2.65% 22 Sep 2051
WALT DISNEY COMPANY/THE
2.75% 01 Sep 2049
WALT DISNEY COMPANY/THE
6.4% 15 Dec 2035
WALT DISNEY COMPANY/THE
6.55% 15 Mar 2033
WELLS FARGO + COMPANY
1% 30 Apr 2041
WELLS FARGO + COMPANY
4.75% 07 Dec 2046
WELLS FARGO + COMPANY
4.9% 17 Nov 2045
WESTERN DIGITAL CORP
3.1% 01 Feb 2032
WESTLAKE CORP
3.375% 15 Aug 2061
WILLIAMS COMPANIES INC
3.5% 15 Oct 2051
XCEL ENERGY INC
6.5% 01 Jul 2036
Total : EXHIBIT L - Long-Term Credit Fund
n / a - Cost is not applicable
EXHIBIT M - Long-Term Credit Fund
(Managed by Western Asset Management Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
3M COMPANY
3.25% 26 Aug 2049
3M COMPANY
3.625% 15 Oct 2047
3M COMPANY
3.7% 15 Apr 2050
ABBOTT LABORATORIES
4.9% 30 Nov 2046
ABBVIE INC
4.05% 21 Nov 2039
ABBVIE INC
4.25% 21 Nov 2049
ABBVIE INC
4.55% 15 Mar 2035
ABBVIE INC
4.7% 14 May 2045
ABU DHABI GOVT INT L
3.125% 30 Sep 2049
ABU DHABI GOVT INT L
3.875% 16 Apr 2050
ABU DHABI GOVT INT L
4.125% 11 Oct 2047
ADVENT HEALTH SYSTEM
3.63% 01 Mar 2049
AEP TRANSMISSION CO LLC
2.75% 15 Aug 2051
AEP TRANSMISSION CO LLC
3.15% 15 Sep 2049
AEP TRANSMISSION CO LLC
3.65% 01 Apr 2050
AEP TRANSMISSION CO LLC
3.8% 15 Jun 2049
AERCAP IRELAND CAP/GLOBA
3.3% 30 Jan 2032
AERCAP IRELAND CAP/GLOBA
3.4% 29 Oct 2033
AERCAP IRELAND CAP/GLOBA
3.85% 29 Oct 2041
AETNA INC
3.875% 15 Aug 2047
AHS HOSPITAL CORP
5.024% 01 Jul 2045
AIA GROUP LTD
3.2% 16 Sep 2040
ALEXANDRIA REAL ESTATE E
3% 18 May 2051
ALIBABA GROUP HOLDING
2.7% 09 Feb 2041
ALIBABA GROUP HOLDING
3.15% 09 Feb 2051
ALLSTATE CORP
4.2% 15 Dec 2046
ALPHABET INC
1.9% 15 Aug 2040
ALPHABET INC
2.25% 15 Aug 2060
ALTRIA GROUP INC
3.4% 04 Feb 2041
ALTRIA GROUP INC
3.875% 16 Sep 2046
ALTRIA GROUP INC
5.8% 14 Feb 2039
ALTRIA GROUP INC
5.95% 14 Feb 2049
ALTRIA GROUP INC
6.2% 14 Feb 2059
AMAZON.COM INC
2.5% 03 Jun 2050
AMAZON.COM INC
3.1% 12 May 2051
AMAZON.COM INC
3.25% 12 May 2061
AMERICAN EXPRESS CO
1% 31 Dec 2099
AMERICAN INTL GROUP
4.75% 01 Apr 2048
AMERICAN MUNI PWR OHIO INC OH
6.27% 15 Feb 2050
AMERICO LIFE INC
3.45% 15 Apr 2031
AMFAM HOLDINGS INC
3.833% 11 Mar 2051
AMGEN INC
3.15% 21 Feb 2040
AMGEN INC
4.663% 15 Jun 2051
ANALOG DEVICES INC
2.95% 01 Oct 2051
ANGLO AMERICAN CAPITAL
4% 11 Sep 2027
ANGLO AMERICAN CAPITAL
4.75% 10 Apr 2027
ANHEUSER BUSCH CO/INBEV
4.7% 01 Feb 2036
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
ANHEUSER BUSCH INBEV WOR
4.375% 15 Apr 2038
ANHEUSER BUSCH INBEV WOR
4.439% 06 Oct 2048
ANHEUSER BUSCH INBEV WOR
4.6% 15 Apr 2048
ANHEUSER BUSCH INBEV WOR
4.75% 15 Apr 2058
ANHEUSER BUSCH INBEV WOR
5.55% 23 Jan 2049
ANHEUSER BUSCH INBEV WOR
5.8% 23 Jan 2059
ANTHEM INC
4.55% 01 Mar 2048
ANTHEM INC
5.1% 15 Jan 2044
ANTHEM INC
5.85% 15 Jan 2036
APACHE CORP
4.75% 15 Apr 2043
APACHE CORP
5.25% 01 Feb 2042
APPLE INC
2.65% 11 May 2050
APPLE INC
4.375% 13 May 2045
ARCELORMITTAL
6.75% 01 Mar 2041
ARCELORMITTAL
7% 15 Oct 2039
ARGENTINE PESO
FOREIGN CURRENCY
ARTHUR J GALLAGHER + CO
3.5% 20 May 2051
ASTRAZENECA PLC
3% 28 May 2051
AT+T INC
3.1% 01 Feb 2043
AT+T INC
3.5% 01 Feb 2061
AT+T INC
3.5% 15 Sep 2053
AT+T INC
3.55% 15 Sep 2055
AT+T INC
3.8% 01 Dec 2057
AT+T INC
4.35% 15 Jun 2045
AT+T INC
4.8% 15 Jun 2044
AVOLON HOLDINGS FNDG LTD
3.95% 01 Jul 2024
AVOLON HOLDINGS FNDG LTD
4.375% 01 May 2026
AVOLON HOLDINGS FNDG LTD
5.125% 01 Oct 2023
BANK OF AMERICA CORP
1% 07 Feb 2030
BANK OF AMERICA CORP
1% 15 Mar 2050
BANK OF AMERICA CORP
1% 19 Jun 2041
BANK OF AMERICA CORP
1% 20 Jan 2048
BANK OF AMERICA CORP
1% 20 Mar 2051
BANK OF AMERICA CORP
1% 20 Oct 2032
BANK OF AMERICA CORP
1% 21 Jul 2032
BANK OF AMERICA CORP
1% 21 Sep 2036
BANK OF AMERICA CORP
1% 22 Apr 2032
BANK OF AMERICA CORP
1% 22 Apr 2042
BANK OF AMERICA CORP
1% 23 Jul 2029
BANK OF AMERICA CORP
1% 24 Oct 2031
BANK OF AMERICA CORP
1% 24 Oct 2051
BANK OF AMERICA CORP
1% 29 Apr 2031
BANK OF AMERICA CORP
5% 21 Jan 2044
BAPTIST HEALTHCARE
3.54% 15 Aug 2050
BARCLAYS PLC
1% 20 Jun 2030
BARRICK NA FINANCE LLC
5.7% 30 May 2041
BARRICK PD AU FIN PTY LT
5.95% 15 Oct 2039
BAT CAPITAL CORP
3.734% 25 Sep 2040
BAT CAPITAL CORP
4.39% 15 Aug 2037
BECTON DICKINSON AND CO
4.669% 06 Jun 2047
BECTON DICKINSON AND CO
4.685% 15 Dec 2044
BERKSHIRE HATHAWAY ENERG
6.125% 01 Apr 2036
BERKSHIRE HATHAWAY FIN
4.2% 15 Aug 2048
BHP BILLITON FIN USA LTD
4.125% 24 Feb 2042
BHP BILLITON FIN USA LTD
5% 30 Sep 2043
BLACKSTONE HOLDINGS FINA
6.25% 15 Aug 2042
BNP PARIBAS
1% 19 Apr 2032
BNP PARIBAS
2.824% 26 Jan 2041
BOEING CO
3.3% 01 Mar 2035
BOEING CO
3.9% 01 May 2049
BOEING CO
3.95% 01 Aug 2059
BOEING CO
5.805% 01 May 2050
BOEING CO
5.93% 01 May 2060
BOEING CO
6.875% 15 Mar 2039
BON SECOURS MERCY
3.205% 01 Jun 2050
BP CAP MARKETS AMERICA
3% 24 Feb 2050
BPCE SA
1% 19 Oct 2032
BPCE SA
1% 19 Oct 2042
BRISTOL MYERS SQUIBB CO
2.55% 13 Nov 2050
BRISTOL MYERS SQUIBB CO
4.125% 15 Jun 2039
BRISTOL MYERS SQUIBB CO
4.25% 26 Oct 2049
BRISTOL MYERS SQUIBB CO
4.35% 15 Nov 2047
BRISTOL MYERS SQUIBB CO
5% 15 Aug 2045
BRITISH TELECOMMUNICATIO
9.625% 15 Dec 2030
BROADCOM INC
3.187% 15 Nov 2036
BROADCOM INC
4.15% 15 Nov 2030
BURLINGTN NORTH SANTA FE
4.55% 01 Sep 2044
CALIFORNIA INSTITUTE OF
3.65% 01 Sep 2119
CALIFORNIA INSTITUTE OF
4.7% 01 Nov 2111
CALIFORNIA ST
7.3% 01 Oct 2039
CAMERON LNG LLC
3.701% 15 Jan 2039
CANADIAN NATL RESOURCES
6.25% 15 Mar 2038
CANADIAN PACIFIC RAILWAY
3% 02 Dec 2041
CANADIAN PACIFIC RAILWAY
3.1% 02 Dec 2051
CARLYLE FINANCE LLC
5.65% 15 Sep 2048
CARLYLE HOLDINGS II FIN
5.625% 30 Mar 2043
CARRIER GLOBAL CORP
3.577% 05 Apr 2050
CENTENE CORP
3% 15 Oct 2030
CENTENE CORP
3.375% 15 Feb 2030
CENTENE CORP
4.25% 15 Dec 2027
CENTENE CORP
4.625% 15 Dec 2029
CENTERPOINT ENER HOUSTON
4.25% 01 Feb 2049
CENTERPOINT ENER HOUSTON
4.5% 01 Apr 2044
CHARLES SCHWAB CORP
1% 31 Dec 2099
CHARTER COMM OPT LLC/CAP
3.85% 01 Apr 2061
CHARTER COMM OPT LLC/CAP
5.125% 01 Jul 2049
CHARTER COMM OPT LLC/CAP
5.75% 01 Apr 2048
CHARTER COMM OPT LLC/CAP
6.484% 23 Oct 2045
CHEVRON USA INC
2.343% 12 Aug 2050
CHILDREN S HOSPITAL/DC
2.928% 15 Jul 2050
CHUBB INA HOLDINGS INC
2.85% 15 Dec 2051
CHUBB INA HOLDINGS INC
3.05% 15 Dec 2061
CI FINANCIAL CORP
4.1% 15 Jun 2051
CIGNA CORP
3.2% 15 Mar 2040
CIGNA CORP
3.4% 15 Mar 2050
CIGNA CORP
3.875% 15 Oct 2047
CIGNA CORP
4.8% 15 Aug 2038
CIGNA CORP
4.9% 15 Dec 2048
CIMAREX ENERGY CO
4.375% 15 Mar 2029
CITIGROUP INC
1% 03 Nov 2032
CITIGROUP INC
1% 03 Nov 2042
CITIGROUP INC
1% 31 Dec 2099
CITIGROUP INC
4.65% 23 Jul 2048
CITIGROUP INC
4.65% 30 Jul 2045
CITIGROUP INC
5.3% 06 May 2044
CITIGROUP INC
8.125% 15 Jul 2039
CITY OF HOPE/THE
5.623% 15 Nov 2043
CLEVELAND CLINIC FOUND
4.858% 01 Jan 2114
CLEVELAND ELECTRIC ILLUM
5.95% 15 Dec 2036
COCA COLA CO/THE
2.5% 01 Jun 2040
COCA COLA CO/THE
2.5% 15 Mar 2051
COCA COLA CO/THE
2.6% 01 Jun 2050
COLGATE PALMOLIVE CO
3.7% 01 Aug 2047
COMCAST CORP
2.887% 01 Nov 2051
COMCAST CORP
2.937% 01 Nov 2056
COMCAST CORP
2.987% 01 Nov 2063
COMCAST CORP
3.75% 01 Apr 2040
COMCAST CORP
3.9% 01 Mar 2038
COMCAST CORP
3.969% 01 Nov 2047
COMCAST CORP
3.999% 01 Nov 2049
COMISION FEDERAL DE ELEC
3.348% 09 Feb 2031
COMISION FEDERAL DE ELEC
4.677% 09 Feb 2051
COMMONSPIRIT HEALTH
2.782% 01 Oct 2030
COMMONSPIRIT HEALTH
3.817% 01 Oct 2049
COMMONSPIRIT HEALTH
3.91% 01 Oct 2050
COMMONSPIRIT HEALTH
4.35% 01 Nov 2042
COMMONWEALTH BANK AUST
3.743% 12 Sep 2039
COMMONWEALTH EDISON CO
3.75% 15 Aug 2047
COMMONWEALTH EDISON CO
4% 01 Mar 2048
COMMONWEALTH EDISON CO
4% 01 Mar 2049
COMMONWEALTH EDISON CO
4.35% 15 Nov 2045
COMMUNITY HEALTH NETWORK
3.099% 01 May 2050
CON EDISON CO OF NY INC
3% 01 Dec 2060
CON EDISON CO OF NY INC
3.95% 01 Mar 2043
CONNECTICUT LIGHT + PWR
4.3% 15 Apr 2044
CONOCOPHILLIPS
4.85% 15 Aug 2048
CONOCOPHILLIPS
5.9% 15 May 2038
CONSUMERS ENERGY CO
2.5% 01 May 2060
CONTINENTAL RESOURCES
2.875% 01 Apr 2032
CONTINENTAL RESOURCES
4.9% 01 Jun 2044
COOPERATIEVE RABOBANK UA
5.25% 04 Aug 2045
CORNING INC
3.9% 15 Nov 2049
COTTAGE HEALTH SYSTEM
3.304% 01 Nov 2049
CREDIT AGRICOLE SA
1% 29 Dec 2049
CREDIT SUISSE GROUP AG
1% 01 Apr 2031
CREDIT SUISSE GROUP AG
1% 14 May 2032
CREDIT SUISSE GROUP AG
1% 29 Dec 2049
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE USA INC
7.125% 15 Jul 2032
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CVS HEALTH CORP
2.7% 21 Aug 2040
CVS HEALTH CORP
4.78% 25 Mar 2038
CVS HEALTH CORP
5.05% 25 Mar 2048
CVS HEALTH CORP
5.125% 20 Jul 2045
DANAHER CORP
2.8% 10 Dec 2051
DCP MIDSTREAM OPERATING
3.25% 15 Feb 2032
DEERE + COMPANY
2.875% 07 Sep 2049
DELTA AIR LINES/SKYMILES
4.5% 20 Oct 2025
DELTA AIR LINES/SKYMILES
4.75% 20 Oct 2028
DEUTSCHE TELEKOM INT FIN
8.75% 15 Jun 2030
DEVON ENERGY CORPORATION
4.5% 15 Jan 2030
DEVON ENERGY CORPORATION
4.75% 15 May 2042
DEVON ENERGY CORPORATION
5% 15 Jun 2045
DEVON ENERGY CORPORATION
5.6% 15 Jul 2041
DH EUROPE FINANCE II
3.25% 15 Nov 2039
DIAMONDBACK ENERGY INC
4.4% 24 Mar 2051
DIVERSIFIED HEALTHCARE T
4.75% 01 May 2024
DOMINION ENERGY INC
5.95% 15 Jun 2035
DTE ELECTRIC CO
3.25% 01 Apr 2051
DTE ELECTRIC CO
3.75% 15 Aug 2047
DUKE ENERGY CAROLINAS
3.2% 15 Aug 2049
DUKE ENERGY CAROLINAS
5.3% 15 Feb 2040
DUKE ENERGY FLORIDA LLC
3% 15 Dec 2051
DUKE ENERGY INDIANA LLC
3.25% 01 Oct 2049
DUKE ENERGY OHIO INC
4.3% 01 Feb 2049
DUKE UNIVERSITY HEALTH
3.92% 01 Jun 2047
EATON CORP
4.15% 02 Nov 2042
ECOPETROL SA
4.625% 02 Nov 2031
ECOPETROL SA
5.875% 02 Nov 2051
ECOPETROL SA
5.875% 28 May 2045
EDISON INTERNATIONAL
1% 31 Dec 2099
EDISON INTERNATIONAL
1% 31 Dec 2099
EMERSON ELECTRIC CO
2.8% 21 Dec 2051
ENERGY TRANSFER LP
1% 31 Dec 2099
ENERGY TRANSFER LP
1% 31 Dec 2099
ENERGY TRANSFER LP
1% 31 Dec 2099
ENERGY TRANSFER LP
1% 31 Dec 2099
ENERGY TRANSFER LP
4.9% 15 Mar 2035
ENERGY TRANSFER LP
4.95% 15 Jun 2028
ENERGY TRANSFER LP
5.25% 15 Apr 2029
ENERGY TRANSFER LP
5.3% 01 Apr 2044
ENERGY TRANSFER LP
5.8% 15 Jun 2038
ENERGY TRANSFER LP
5.95% 01 Oct 2043
ENERGY TRANSFER LP
6.125% 15 Dec 2045
ENERGY TRANSFER LP
6.25% 15 Apr 2049
ENERGY TRANSFER LP
6.625% 15 Oct 2036
ENERGY TRANSFER LP
7.5% 01 Jul 2038
ENTERPRISE PRODUCTS OPER
1% 15 Feb 2078
ENTERPRISE PRODUCTS OPER
3.3% 15 Feb 2053
ENTERPRISE PRODUCTS OPER
3.7% 31 Jan 2051
ENTERPRISE PRODUCTS OPER
3.95% 31 Jan 2060
ENTERPRISE PRODUCTS OPER
4.2% 31 Jan 2050
ENTERPRISE PRODUCTS OPER
4.25% 15 Feb 2048
ENTERPRISE PRODUCTS OPER
4.8% 01 Feb 2049
ENTERPRISE PRODUCTS OPER
4.85% 15 Mar 2044
ENTERPRISE PRODUCTS OPER
4.9% 15 May 2046
ENTERPRISE PRODUCTS OPER
5.1% 15 Feb 2045
ENTERPRISE PRODUCTS OPER
7.55% 15 Apr 2038
EOG RESOURCES INC
4.95% 15 Apr 2050
EQT CORP
3.125% 15 May 2026
EQT CORP
3.625% 15 May 2031
EURO CURRENCY
FOREIGN CURRENCY
EXXON MOBIL CORPORATION
2.995% 16 Aug 2039
EXXON MOBIL CORPORATION
3.095% 16 Aug 2049
EXXON MOBIL CORPORATION
3.452% 15 Apr 2051
EXXON MOBIL CORPORATION
4.114% 01 Mar 2046
EXXON MOBIL CORPORATION
4.227% 19 Mar 2040
EXXON MOBIL CORPORATION
4.327% 19 Mar 2050
FIRSTENERGY CORP
5.35% 15 Jul 2047
FIRSTENERGY CORP
7.375% 15 Nov 2031
FLORIDA POWER + LIGHT CO
3.15% 01 Oct 2049
FOMENTO ECONOMICO MEX
3.5% 16 Jan 2050
FORD MOTOR COMPANY
3.25% 12 Feb 2032
FORD MOTOR COMPANY
5.291% 08 Dec 2046
FOX CORP
5.476% 25 Jan 2039
FREEPORT MCMORAN INC
5.45% 15 Mar 2043
GENERAL DYNAMICS CORP
4.25% 01 Apr 2040
GENERAL MOTORS CO
5.2% 01 Apr 2045
GENERAL MOTORS CO
5.95% 01 Apr 2049
GENERAL MOTORS CO
6.75% 01 Apr 2046
GILEAD SCIENCES INC
4% 01 Sep 2036
GILEAD SCIENCES INC
4.75% 01 Mar 2046
GILEAD SCIENCES INC
4.8% 01 Apr 2044
GLENCORE FINANCE CANADA
5.3% 25 Oct 2042
GLENCORE FINANCE CANADA
6% 15 Nov 2041
GLENCORE FUNDING LLC
2.5% 01 Sep 2030
GLENCORE FUNDING LLC
2.625% 23 Sep 2031
GLENCORE FUNDING LLC
3.375% 23 Sep 2051
GLP CAPITAL LP / FIN II
3.25% 15 Jan 2032
GOLDMAN SACHS GROUP INC
1% 21 Jul 2032
GOLDMAN SACHS GROUP INC
1% 21 Oct 2032
GOLDMAN SACHS GROUP INC
1% 23 Apr 2029
GOLDMAN SACHS GROUP INC
1% 31 Dec 2099
GOLDMAN SACHS GROUP INC
3.8% 15 Mar 2030
GOLDMAN SACHS GROUP INC
5.15% 22 May 2045
GOLDMAN SACHS GROUP INC
6.25% 01 Feb 2041
GOLDMAN SACHS GROUP INC
6.75% 01 Oct 2037
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GUARDIAN LIFE INSURANCE
3.7% 22 Jan 2070
GUARDIAN LIFE INSURANCE
4.85% 24 Jan 2077
HACKENSACK MERIDIAN HLTH
2.875% 01 Sep 2050
HACKENSACK MERIDIAN HLTH
4.211% 01 Jul 2048
HACKENSACK MERIDIAN HLTH
4.5% 01 Jul 2057
HALLIBURTON CO
2.92% 01 Mar 2030
HALLIBURTON CO
5% 15 Nov 2045
HARTFORD HEALTHCARE CORP
3.447% 01 Jul 2054
HCA INC
5.125% 15 Jun 2039
HERSHEY COMPANY
2.65% 01 Jun 2050
HOME DEPOT INC
3.9% 15 Jun 2047
HOME DEPOT INC
4.2% 01 Apr 2043
HOME DEPOT INC
4.25% 01 Apr 2046
HONEYWELL INTERNATIONAL
2.8% 01 Jun 2050
HSBC HOLDINGS PLC
1% 22 Nov 2032
HSBC HOLDINGS PLC
1% 24 May 2032
HSBC HOLDINGS PLC
5.25% 14 Mar 2044
HSBC HOLDINGS PLC
6.5% 15 Sep 2037
HSBC HOLDINGS PLC
7.625% 17 May 2032
HUMANA INC
4.8% 15 Mar 2047
ILLINOIS ST
5.1% 01 Jun 2033
INDIANA UNIV HEALTH INC
3.97% 01 Nov 2048
INTEL CORP
2.8% 12 Aug 2041
INTEL CORP
3.2% 12 Aug 2061
INTEL CORP
4.1% 19 May 2046
INTEL CORP
4.75% 25 Mar 2050
INTESA SANPAOLO SPA
1% 01 Jun 2032
INTESA SANPAOLO SPA
1% 01 Jun 2042
INTESA SANPAOLO SPA
3.875% 14 Jul 2027
INTESA SANPAOLO SPA
4.375% 12 Jan 2048
INTESA SANPAOLO SPA
4.7% 23 Sep 2049
JOBSOHIO BEVERAGE SYS STWD LIQ
2.833% 01 Jan 2038
JOHNSON + JOHNSON
2.1% 01 Sep 2040
JOHNSON + JOHNSON
2.25% 01 Sep 2050
JOHNSON + JOHNSON
2.45% 01 Sep 2060
JOHNSON + JOHNSON
3.5% 15 Jan 2048
JOHNSON + JOHNSON
3.7% 01 Mar 2046
JPMORGAN CHASE + CO
1% 13 May 2031
JPMORGAN CHASE + CO
1% 15 Nov 2048
JPMORGAN CHASE + CO
1% 22 Apr 2041
JPMORGAN CHASE + CO
1% 22 Apr 2042
JPMORGAN CHASE + CO
1% 22 Apr 2052
JPMORGAN CHASE + CO
1% 22 Feb 2048
JPMORGAN CHASE + CO
1% 23 Jan 2049
JPMORGAN CHASE + CO
1% 31 Dec 2099
JPMORGAN CHASE + CO
4.95% 01 Jun 2045
KAISER FOUNDATION HOSPIT
2.81% 01 Jun 2041
KAISER FOUNDATION HOSPIT
3.002% 01 Jun 2051
KAISER FOUNDATION HOSPIT
3.266% 01 Nov 2049
KAISER FOUNDATION HOSPIT
4.15% 01 May 2047
KINDER MORGAN ENER PART
5.625% 01 Sep 2041
KINDER MORGAN INC
3.6% 15 Feb 2051
KINDER MORGAN INC
5.2% 01 Mar 2048
KINDER MORGAN INC
5.3% 01 Dec 2034
KINDER MORGAN INC
5.55% 01 Jun 2045
KINDER MORGAN INC/DELAWA
7.8% 01 Aug 2031
KKR GROUP FIN CO X LLC
3.25% 15 Dec 2051
KKR GROUP FINANCE CO III
5.125% 01 Jun 2044
KKR GROUP FINANCE CO VII
3.625% 25 Feb 2050
KYNDRYL HOLDINGS INC
4.1% 15 Oct 2041
L3HARRIS TECH INC
4.854% 27 Apr 2035
LAM RESEARCH CORP
3.125% 15 Jun 2060
LAS VEGAS SANDS CORP
2.9% 25 Jun 2025
LAS VEGAS SANDS CORP
3.5% 18 Aug 2026
LBJ INFRASTRUCTURE GROUP
3.797% 31 Dec 2057
LLOYDS BANKING GROUP PLC
4.344% 09 Jan 2048
LOCKHEED MARTIN CORP
2.8% 15 Jun 2050
LOCKHEED MARTIN CORP
4.09% 15 Sep 2052
LOS ANGELES CA CMNTY CLG DIST
6.75% 01 Aug 2049
LOS ANGELES CA DEPT OF WTR P
6.008% 01 Jul 2039
LOWE S COS INC
2.8% 15 Sep 2041
LOWE S COS INC
3% 15 Oct 2050
M+T BANK CORPORATION
1% 31 Dec 2099
MAGELLAN MIDSTREAM PARTN
4.2% 03 Oct 2047
MAGELLAN MIDSTREAM PARTN
4.25% 15 Sep 2046
MAGELLAN MIDSTREAM PARTN
4.85% 01 Feb 2049
MARS INC
3.875% 01 Apr 2039
MARS INC
4.2% 01 Apr 2059
MARSH + MCLENNAN COS INC
2.9% 15 Dec 2051
MASS INSTITUTE OF TECH
4.678% 31 Dec 2099
MASS INSTITUTE OF TECH
5.6% 31 Dec 2099
MASS MUTUAL LIFE INS CO
3.375% 15 Apr 2050
MASS MUTUAL LIFE INS CO
4.9% 01 Apr 2077
MASTERCARD INC
2.95% 15 Mar 2051
MASTERCARD INC
3.85% 26 Mar 2050
MAYO CLINIC
4.128% 15 Nov 2052
MCDONALD S CORP
3.625% 01 Sep 2049
MCDONALD S CORP
4.45% 01 Mar 2047
MCDONALD S CORP
4.45% 01 Sep 2048
MCDONALD S CORP
4.6% 26 May 2045
MCDONALD S CORP
6.3% 15 Oct 2037
MDC HOLDINGS INC
2.5% 15 Jan 2031
MDC HOLDINGS INC
6% 15 Jan 2043
MDGH GMTN RSC LTD
3.7% 07 Nov 2049
MEDSTAR HEALTH INC
3.626% 15 Aug 2049
MELCO RESORTS FINANCE
5.375% 04 Dec 2029
MEMORIAL SLOAN KETTERING
4.125% 01 Jul 2052
MEMORIAL SLOAN KETTERING
4.2% 01 Jul 2055
MERCK + CO INC
2.45% 24 Jun 2050
MERCK + CO INC
2.75% 10 Dec 2051
MERCK + CO INC
3.9% 07 Mar 2039
METHODIST HOSPITAL/THE
2.705% 01 Dec 2050
METLIFE INC
6.5% 15 Dec 2032
MEX BONOS DESARR FIX RT
8.5% 18 Nov 2038
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MICRON TECHNOLOGY INC
2.703% 15 Apr 2032
MICRON TECHNOLOGY INC
3.366% 01 Nov 2041
MICROSOFT CORP
2.525% 01 Jun 2050
MIDAMERICAN ENERGY CO
3.15% 15 Apr 2050
MIDAMERICAN ENERGY CO
3.65% 01 Aug 2048
MIDAMERICAN ENERGY CO
4.25% 15 Jul 2049
MISSOURI ST HLTH EDUCTNL FAC
3.652% 15 Aug 2057
MONDELEZ INTERNATIONAL
2.625% 04 Sep 2050
MORGAN STANLEY
1% 16 Sep 2036
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY
1% 21 Jul 2032
MORGAN STANLEY
1% 22 Apr 2042
MORGAN STANLEY
1% 22 Jan 2031
MORGAN STANLEY
1% 24 Mar 2051
MORGAN STANLEY
1% 25 Jan 2052
MPLX LP
4.5% 15 Apr 2038
MPLX LP
4.7% 15 Apr 2048
MPLX LP
4.9% 15 Apr 2058
MPLX LP
5.2% 01 Mar 2047
MPT OPER PARTNERSP/FINL
4.625% 01 Aug 2029
MPT OPER PARTNERSP/FINL
5% 15 Oct 2027
NASDAQ INC
2.5% 21 Dec 2040
NBCUNIVERSAL MEDIA LLC
4.45% 15 Jan 2043
NESTLE HOLDINGS INC
4% 24 Sep 2048
NEW JERSEY ST TRANSPRTN TRUST
4.081% 15 Jun 2039
NEW JERSEY ST TURNPIKE AUTH TU
7.102% 01 Jan 2041
NEW YORK LIFE INSURANCE
3.75% 15 May 2050
NEW YORK LIFE INSURANCE
4.45% 15 May 2069
NIKE INC
3.625% 01 May 2043
NIPPON LIFE INSURANCE
1% 21 Jan 2051
NIPPON LIFE INSURANCE
1% 23 Jan 2050
NISSAN MOTOR ACCEPTANCE
2.75% 09 Mar 2028
NISSAN MOTOR CO
4.345% 17 Sep 2027
NISSAN MOTOR CO
4.81% 17 Sep 2030
NORFOLK SOUTHERN CORP
3.155% 15 May 2055
NORFOLK SOUTHERN CORP
3.942% 01 Nov 2047
NORFOLK SOUTHERN CORP
4.05% 15 Aug 2052
NORFOLK SOUTHERN CORP
4.15% 28 Feb 2048
NORFOLK SOUTHERN CORP
4.8% 15 Aug 2043
NORTHERN STATES PWR MINN
2.9% 01 Mar 2050
NORTHERN STATES PWR MINN
3.6% 15 Sep 2047
NORTHROP GRUMMAN CORP
4.03% 15 Oct 2047
NORTHROP GRUMMAN CORP
5.25% 01 May 2050
NORTHWELL HEALTHCARE INC
4.26% 01 Nov 2047
NORTHWESTERN MUTUAL LIFE
3.45% 30 Mar 2051
NORTHWESTERN MUTUAL LIFE
3.625% 30 Sep 2059
NORTHWESTERN MUTUAL LIFE
3.85% 30 Sep 2047
NUCOR CORP
2.979% 15 Dec 2055
NVIDIA CORP
3.5% 01 Apr 2040
NY + PRESBYTERIAN HOSPIT
4.063% 01 Aug 2056
NYU HOSPITALS CENTER
3.38% 01 Jul 2055
OCCIDENTAL PETROLEUM COR
4.1% 15 Feb 2047
OCCIDENTAL PETROLEUM COR
4.4% 15 Aug 2049
OCCIDENTAL PETROLEUM COR
4.5% 15 Jul 2044
OCCIDENTAL PETROLEUM COR
6.2% 15 Mar 2040
OHIO ST UNIV
4.8% 01 Jun 2111
ONCOR ELECTRIC DELIVERY
3.1% 15 Sep 2049
ORACLE CORP
3.95% 25 Mar 2051
ORACLE CORP
4% 15 Jul 2046
ORACLE CORP
4.1% 25 Mar 2061
ORLANDO HEALTH OBL GRP
4.089% 01 Oct 2048
OTIS WORLDWIDE CORP
3.362% 15 Feb 2050
PACIFIC GAS + ELECTRIC
2.5% 01 Feb 2031
PACIFIC GAS + ELECTRIC
3.3% 01 Aug 2040
PACIFIC GAS + ELECTRIC
3.5% 01 Aug 2050
PACIFIC GAS + ELECTRIC
4.95% 01 Jul 2050
PAYPAL HOLDINGS INC
3.25% 01 Jun 2050
PEACEHEALTH OBLIGATED GR
4.787% 15 Nov 2048
PECO ENERGY CO
3% 15 Sep 2049
PEPPERDINE UNIV
3.301% 01 Dec 2059
PETROBRAS GLOBAL FINANCE
5.5% 10 Jun 2051
PETROBRAS GLOBAL FINANCE
6.9% 19 Mar 2049
PETROBRAS GLOBAL FINANCE
7.375% 17 Jan 2027
PETROLEOS DEL PERU SA
5.625% 19 Jun 2047
PFIZER INC
2.7% 28 May 2050
PFIZER INC
4.125% 15 Dec 2046
PHILIP MORRIS INTL INC
6.375% 16 May 2038
PORT AUTH OF NEW YORK NEW JE
4.458% 01 Oct 2062
PORT AUTH OF NEW YORK NEW JE
4.96% 01 Aug 2046
POUND STERLING
FOREIGN CURRENCY
PROLOGIS LP
2.125% 15 Oct 2050
PRUDENTIAL FINANCIAL INC
3% 10 Mar 2040
PRUDENTIAL FINANCIAL INC
4.6% 15 May 2044
QATAR ENERGY
3.125% 12 Jul 2041
QATAR ENERGY
3.3% 12 Jul 2051
RAYMOND JAMES FINANCIAL
3.75% 01 Apr 2051
RAYMOND JAMES FINANCIAL
4.95% 15 Jul 2046
RAYTHEON TECH CORP
4.05% 04 May 2047
RAYTHEON TECH CORP
4.15% 15 May 2045
RAYTHEON TECH CORP
4.45% 16 Nov 2038
RAYTHEON TECH CORP
4.5% 01 Jun 2042
RAYTHEON TECH CORP
4.625% 16 Nov 2048
RAYTHEON TECH CORP
4.7% 15 Dec 2041
REPUBLIC OF ARGENTINA
1% 09 Jul 2029
REPUBLIC OF ARGENTINA
1% 09 Jul 2030
REPUBLIC OF ARGENTINA
1% 09 Jul 2035
REPUBLIC OF CHILE
3.1% 07 May 2041
REPUBLIC OF COLOMBIA
5% 15 Jun 2045
REPUBLIC OF COLOMBIA
5.625% 26 Feb 2044
REPUBLIC OF INDONESIA
3.7% 30 Oct 2049
REPUBLIC OF INDONESIA
4.35% 11 Jan 2048
REPUBLIC OF PANAMA
2.252% 29 Sep 2032
REPUBLIC OF PANAMA
3.87% 23 Jul 2060
REPUBLIC OF PARAGUAY
5.4% 30 Mar 2050
REPUBLIC OF PERU
2.783% 23 Jan 2031
REPUBLIC SERVICES INC
6.2% 01 Mar 2040
REPUBLICA ORIENT URUGUAY
5.1% 18 Jun 2050
REYNOLDS AMERICAN INC
6.15% 15 Sep 2043
REYNOLDS AMERICAN INC
8.125% 01 May 2040
RIO TINTO FIN USA LTD
5.2% 02 Nov 2040
ROCHE HOLDINGS INC
2.607% 13 Dec 2051
ROCKETMTGE CO ISSUER INC
2.875% 15 Oct 2026
ROCKETMTGE CO ISSUER INC
4% 15 Oct 2033
S+P GLOBAL INC
2.3% 15 Aug 2060
S+P GLOBAL INC
3.25% 01 Dec 2049
SALESFORCE INC
2.9% 15 Jul 2051
SALESFORCE INC
3.05% 15 Jul 2061
SAN DIEGO G + E
3.32% 15 Apr 2050
SAN DIEGO G + E
3.75% 01 Jun 2047
SAN DIEGO G + E
4.5% 15 Aug 2040
SAN FRANCISCO CITY CNTY CA P
3.303% 01 Nov 2039
SANDS CHINA LTD
3.1% 08 Mar 2029
SANDS CHINA LTD
3.25% 08 Aug 2031
SANDS CHINA LTD
5.4% 08 Aug 2028
SANTANDER UK GROUP HLDGS
5.625% 15 Sep 2045
SHELL INTERNATIONAL FIN
3.25% 06 Apr 2050
SHELL INTERNATIONAL FIN
4% 10 May 2046
SHELL INTERNATIONAL FIN
4.55% 12 Aug 2043
SOCIEDAD QUIMICA Y MINER
3.5% 10 Sep 2051
SOUTHERN CAL EDISON
3.6% 01 Feb 2045
SOUTHERN CAL EDISON
3.65% 01 Feb 2050
SOUTHERN CAL EDISON
3.65% 01 Jun 2051
SOUTHERN CAL EDISON
4.05% 15 Mar 2042
SOUTHERN COPPER CORP
5.25% 08 Nov 2042
SOUTHERN NATURAL GAS
4.8% 15 Mar 2047
SOUTHERN NATURAL GAS
8% 01 Mar 2032
SOUTHWESTERN PUBLIC SERV
3.7% 15 Aug 2047
STATE OF ISRAEL
3.875% 03 Jul 2050
STATE OF ISRAEL
4.125% 17 Jan 2048
STATE OF QATAR
4.4% 16 Apr 2050
STATE OF QATAR
4.817% 14 Mar 2049
SUZANO AUSTRIA GMBH
7% 16 Mar 2047
SWAP CCPC BARCLAYS BANK COC
SWAP CASH COLLATERAL
SWAP CCPC CITIBANK COC
SWAP CCPC CASH COLLATERAL
SWAP MORGAN STANLEY COC
SWAP CASH COLLATERAL USD
SWS058420 CDS USD R F 1.00000
1% 20 Dec 2026
T MOBILE USA INC
2.625% 15 Feb 2029
T MOBILE USA INC
2.875% 15 Feb 2031
T MOBILE USA INC
3% 15 Feb 2041
T MOBILE USA INC
3.3% 15 Feb 2051
T MOBILE USA INC
3.4% 15 Oct 2052
T MOBILE USA INC
4.375% 15 Apr 2040
TEACHERS INSUR + ANNUITY
3.3% 15 May 2050
TEACHERS INSUR + ANNUITY
4.27% 15 May 2047
TECK RESOURCES LIMITED
5.4% 01 Feb 2043
TECK RESOURCES LIMITED
6% 15 Aug 2040
TECK RESOURCES LIMITED
6.25% 15 Jul 2041
TELEFONICA EMISIONES SAU
4.665% 06 Mar 2038
TELEFONICA EMISIONES SAU
5.213% 08 Mar 2047
TELEFONICA EMISIONES SAU
7.045% 20 Jun 2036
TENCENT HOLDINGS LTD
3.84% 22 Apr 2051
TEVA PHARMACEUT FIN BV
2.95% 18 Dec 2022
TEVA PHARMACEUTICALS NE
7.125% 31 Jan 2025
TEXAS INSTRUMENTS INC
4.15% 15 May 2048
TEXAS ST PRIV ACTIVITY BOND SU
3.922% 31 Dec 2049
TIME WARNER CABLE LLC
5.875% 15 Nov 2040
TIME WARNER CABLE LLC
6.55% 01 May 2037
TIME WARNER CABLE LLC
6.75% 15 Jun 2039
TIME WARNER CABLE LLC
7.3% 01 Jul 2038
TIME WARNER ENTERTAINMEN
8.375% 15 Jul 2033
TRANSCONT GAS PIPE LINE
3.25% 15 May 2030
TRANSCONT GAS PIPE LINE
3.95% 15 May 2050
TRANSCONT GAS PIPE LINE
4.6% 15 Mar 2048
TRANSCONT GAS PIPE LINE
5.4% 15 Aug 2041
TRAVELERS COS INC
4.1% 04 Mar 2049
TRAVELERS COS INC
4.6% 01 Aug 2043
TSMC ARIZONA CORP
3.125% 25 Oct 2041
TSMC ARIZONA CORP
3.25% 25 Oct 2051
UBS AG LONDON
4.5% 26 Jun 2048
UBS GROUP AG
1% 31 Dec 2099
UNION PACIFIC CORP
3.75% 05 Feb 2070
UNION PACIFIC CORP
3.839% 20 Mar 2060
UNITED AIR 2020 1 B PTT
4.875% 15 Jul 2027
UNITED MEXICAN STATES
4.75% 08 Mar 2044
UNITEDHEALTH GROUP INC
2.75% 15 May 2040
UNITEDHEALTH GROUP INC
2.9% 15 May 2050
UNITEDHEALTH GROUP INC
3.5% 15 Aug 2039
UNITEDHEALTH GROUP INC
3.875% 15 Aug 2059
UNITEDHEALTH GROUP INC
4.25% 15 Jun 2048
UNITEDHEALTH GROUP INC
4.25% 15 Mar 2043
UNITEDHEALTH GROUP INC
4.45% 15 Dec 2048
UNITEDHEALTH GROUP INC
6.5% 15 Jun 2037
UNIV OF CALIFORNIA CA REVENUES
4.131% 15 May 2045
UNIV OF CALIFORNIA CA REVENUES
4.767% 31 Dec 2099
UNIV OF CALIFORNIA CA REVENUES
4.858% 15 May 2112
UNIV OF CALIFORNIA CA RGTS MED
3.006% 15 May 2050
UNIV OF CALIFORNIA CA RGTS MED
3.256% 15 May 2060
UNIV OF CALIFORNIA CA RGTS MED
3.706% 15 May 2120
UNIV OF VIRGINIA VA UNIV REVEN
4.179% 01 Sep 2117
UNIV SOUTHERN CALIFORIA
5.25% 01 Oct 2111
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 2YR NOTE (CBT) MAR22
XCBT 20220331
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US ULTRA BOND CBT MAR22
XCBT 20220322
VERIZON COMMUNICATIONS
2.65% 20 Nov 2040
VERIZON COMMUNICATIONS
2.875% 20 Nov 2050
VERIZON COMMUNICATIONS
2.987% 30 Oct 2056
VERIZON COMMUNICATIONS
3% 20 Nov 2060
VERIZON COMMUNICATIONS
3.55% 22 Mar 2051
VERIZON COMMUNICATIONS
3.7% 22 Mar 2061
VERIZON COMMUNICATIONS
4% 22 Mar 2050
VERIZON COMMUNICATIONS
4.125% 15 Aug 2046
VERIZON COMMUNICATIONS
5.25% 16 Mar 2037
VERIZON COMMUNICATIONS
6.55% 15 Sep 2043
VIDEOTRON LTD
3.625% 15 Jun 2029
VISA INC
2.7% 15 Apr 2040
VISA INC
4.3% 14 Dec 2045
VODAFONE GROUP PLC
5.25% 30 May 2048
VODAFONE GROUP PLC
6.15% 27 Feb 2037
WACHOVIA CORP
5.5% 01 Aug 2035
WACHOVIA CORP
6.55% 15 Oct 2035
WALMART INC
2.65% 22 Sep 2051
WALT DISNEY COMPANY/THE
5.4% 01 Oct 2043
WALT DISNEY COMPANY/THE
6.2% 15 Dec 2034
WALT DISNEY COMPANY/THE
6.4% 15 Dec 2035
WALT DISNEY COMPANY/THE
6.65% 15 Nov 2037
WEA FINANCE LLC/WESTFIEL
4.75% 17 Sep 2044
WELLS FARGO + COMPANY
1% 04 Apr 2051
WELLS FARGO + COMPANY
1% 30 Apr 2041
WELLS FARGO + COMPANY
4.65% 04 Nov 2044
WELLS FARGO + COMPANY
4.75% 07 Dec 2046
WELLS FARGO + COMPANY
4.9% 17 Nov 2045
WELLS FARGO + COMPANY
5.606% 15 Jan 2044
WESLEYAN UNIVERSITY
4.781% 01 Jul 2116
WESTERN MIDSTREAM OPERAT
5.5% 15 Aug 2048
WESTERN MIDSTREAM OPERAT
5.75% 01 Feb 2050
WILLIAMS COMPANIES INC
3.5% 15 Oct 2051
WILLIAMS COMPANIES INC
4.85% 01 Mar 2048
WILLIAMS COMPANIES INC
4.9% 15 Jan 2045
WILLIAMS COMPANIES INC
5.8% 15 Nov 2043
WILLIAMS COS INC
8.75% 15 Mar 2032
WILLIS KNIGHTON MED CTR
3.065% 01 Mar 2051
WILLIS KNIGHTON MED CTR
4.813% 01 Sep 2048
WISCONSIN POWER + LIGHT
3.65% 01 Apr 2050
WISCONSIN PUBLIC SERVICE
2.85% 01 Dec 2051
YAMANA GOLD INC
4.625% 15 Dec 2027
Total: EXHIBIT M - Long-Term Credit Fund
n / a - Cost is not applicable
EXHIBIT N - High Yield and Emerging Markets Bond Fund
(Managed by Pacific Investment Management Company)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
OTC ECAL FN 2.0 100.765625
OTC ECAL FN 2.0 100.375
OTC ECAL FN 2.0 100.421875
OTC EPUT FN 2.5 101.527343
OTC ECAL FN 2.0 100.296875
20091110ROTHERS HOLDINGS
1% 10 Nov 2049
31750IWK9 OTC ECAL FN 2.0
JAN22 100.734375 CALL
31750IWS2
OTC ECAL FN 2.0 100.054687
31750IY76
OTC ECAL FN 2.0 99.84375
31750J170
OTC ECAL FN 2.0 100.296875
31750J2K0
OTC EPUT FN 2.5 100.4375
31750J303 OTC ECAL FN 2.0
FEB22 100.4375 CALL
31750J3P8 PIMCO
CDSOPT PUT USD 0.9 20220420
31750J7D1 OTC EPUT FN 2.5
MAR22 100.91015625 PUT
317510TD7 OTC EPUT FN 2.5
MAR22 100.9921875 PUT
317511FI9 EPUT OTC FN 2.5
MAR22 100.609375 PUT
317512VP3 OTC EPUT FN 2.5
MAR22 100.41015625 PUT
317512W80
OTC ECAL FN 2.0 100.578125
317514CE5 PIMCO
CDSOPT PUT USD 0.85 20220119
317514EE3
OTC ECAL FN 2.0 100.484375
317514IU3 OTC EPUT FN 2.0
JAN22 99.2890625 PUT
317515OI0 PIMCO
CDSOPT PUT EUR 0.9 20220316
317516UH3 PIMCO
CDSOPT PUT EUR 0.8 20220216
317517IA0
OTC EPUT FN 2.0 98.96875
317517KK5 OTC EPUT FN 2.0
FEB22 98.9375 PUT
317517MA5
OTC ECAL FN 2.0 100.355468
317517PK0
OTC ECAL FN 2.0 100.109375
317521045 OTC EPUT FN 2.5
MAR22 100.515625 PUT
317521GV8
OTC ECAL FN 2.0 100.140625
317521OD9
OTC ECAL FN 2.0 100.328125
317522CV0 OTC ECAL FN 2.0
JAN22 101.265625 CALL
317522GZ7 PIMCO
CDSOPT PUT USD 0.9 20220420
317524HS8
OTC EPUT FN 2.5 100.75
317524NB8
OTC ECAL FN 2.5 103
317525GI8 PIMCO
CDSOPT PUT EUR 0.9 20220316
317527DY2 OTC EPUT FN 2.0
FEB22 99.078125 PUT
3175329A9 OTC EPUT FN 2.5
MAR22 100.4921875 PUT
317532B73 PIMCO
CDSOPT PUT EUR 0.9 20220316
317532M06
OTC EPUT G2 2.5 101.5
317533A56
OTC EPUT FN 2.0 98.578125
317533RY5 PIMCO
CDSOPT PUT USD 101.0 20220119
317534GP4 OTC EPUT FN 2.5
MAR22 101.41015625 PUT
317534P25
OTC ECAL FN 2.0 100.285156
3175351K8 OTC EPUT FN 2.5
MAR22 101.515625 PUT
317537983 OTC EPUT FN 2.0
MAR22 98.6015625 PUT
317537AC2 OTC EPUT FN 2.0
FEB22 99.578125 PUT
317537IP5 PIMCO
CDSOPT PUT USD 0.8 20220119
317541167 OTC EPUT FN 2.0
MAR22 99.30078125 PUT
317541DL1
OTC ECAL FN 2.0 100.40625
317541IV4
OTC ECAL FN 2.0 100.351562
317542Y10
OTC ECAL FN 2.0 100.8125
3175439N8 PIMCO
CDSOPT PUT USD 0.9 20220420
317543GC4
OTC ECAL FN 3.0 103.7109375
317544FB5 OTC ECAL
FEB22 100.96875 CALL
3175457D7
OTC ECAL FN 2.0 100.15625
317547PD3
OTC EPUT FN 2.5 100.875
317550NN7 PIMCO
CDSOPT PUT USD 0.9 20220316
317551042 PIMCO
CDSOPT PUT EUR 0.75 20220119
3175515A3 OTC EPUT FN 2.0
FEB22 99.78125 PUT
3175517J2 OTC EPUT FN 2.0
MAR22 98.30078125 PUT
317551VE6
OTC EPUT FN 2.5 100.46875
317552495 PIMCO
CDSOPT PUT USD 0.9 20220316
317554LH4 OTC EPUT FN 2.0
MAR22 99.15625 PUT
317554NE9 PIMCO
CDSOPT PUT USD 0.8 20220216
317555DI8 PIMCO
CDSOPT PUT USD 0.8 20220119
317555OC9 OTC EPUT FN 2.0
JAN22 99.7890625 PUT
317555U81 PIMCO
CDSOPT PUT USD 0.95 20220316
317556L55
OTC EPUT FN 2.0 98.789062
317556RT7 PIMCO
CDSOPT PUT EUR 4.0 20220216
317557H90 PIMCO
CDSOPT PUT EUR 3.5 20220119
3175611Q1 PIMCO
CDSOPT PUT EUR 4.25 20220316
317561AB4
OTC EPUT FN 2.5 101.027343
317561BZ0
OTC ECAL FN 2.5 102.546875
317561KN7 PIMCO
CDSOPT PUT USD 1.0 20220316
317561YS1
OTC EPUT FN 2.0 98.375
317562379 PIMCO
CDSOPT PUT USD 1.0 20220316
3175629V0 PIMCO
CDSOPT PUT USD 0.95 20220316
317562FZ4
OTC ECAL FN 2.5 103.328125
317562SS6 OTC EPUT FN 3.0
JAN22 104.0625 PUT
317563LY8 PIMCO
CDSOPT PUT USD 96.0 20220316
317563YF5
OTC ECAL FN 2.0 100.296875
3175646R8 PIMCO
CDSOPT PUT USD 0.95 20220420
317564ML3 PIMCO
CDSOPT PUT USD 0.85 20220119
3175654F3 PIMCO
CDSOPT PUT EUR 3.5 20220119
317565EX3
OTC EPUT FN 2.5 101.4375
317565II2
OTC EPUT FN 2.5 101
3175661P2
OTC EPUT FN 2.0 97.84375
317566CK1 PIMCO
CDSOPT PUT USD 0.9 20220420
317566TI8 OTC EPUT FN 2.0
MAR22 98.1015625 PUT
3175671W5 OTC EPUT FN 2.0
FEB22 100.078125 PUT
317568O57
OTC ECAL FN 2.0 100.273437
317572LA1 PIMCO
CDSOPT PUT EUR 0.8 20220119
317572O26
OTC EPUT FN 2.5 100.96875
317572ST3 OTC ECAL FN 2.0
JAN22 101.234375 CALL
317572XJ9
OTC ECAL FN 2.0 100.789062
317573KU6
OTC EPUT FN 2.5 100.78125
317574TU5
OTC ECAL FN 3.0 103.75390625
317574UE9 OTC EPUT FN 2.0
FEB22 99.28125 PUT
317575FS2 OTC EPUT FN 2.0
FEB22 98.78125 PUT
317576XY7
OTC EPUT FN 2.5 102.328125
3175772F0 PIMCO
CDSOPT PUT USD 0.9 20220420
3175775Q3 PIMCO
CDSOPT PUT EUR 0.95 20220316
317577GV0
OTC ECAL FN 2.5 102.9375
317581528 PIMCO
CDSOPT PUT EUR 0.85 20220420
317581EU6 PIMCO
CDSOPT PUT USD 101.0 20220119
317582930 OTC EPUT FN 2.5
MAR22 101.4921875 PUT
317582ZR8
OTC EPUT FN 2.5 100.9375
3175839H7 PIMCO
CDSOPT PUT EUR 3.75 20220119
3175859P4
OTC ECAL FN 2.0 100.3125
317587B28 OTC EPUT FN 2.0
MAR22 98.80078125 PUT
3175890J9 PIMCO
CDSOPT PUT EUR 3.5 20220119
317589J67 PIMCO
CDSOPT PUT EUR 4.25 20220216
3175922L6 OTC EPUT FN 2.0
MAR22 98.15625 PUT
317592QM8 OTC EPUT FN 2.0
MAR22 98.65625 PUT
317592XK4 OTC EPUT FN 2.0
MAR22 99.1015625 PUT
317593NE7 PIMCO
CDSOPT PUT EUR 0.85 20220420
317593Y88 PIMCO
CDSOPT PUT USD 0.95 20220420
317594WE5
OTC ECAL FN 2.0 100.078125
317594WO3
OTC EPUT FN 2.5 100.527343
317595F01
OTC EPUT FN 2.5 101.46875
317595I40 PIMCO
CDSOPT PUT EUR 0.9 20220316
317595NW2 PIMCO
CDSOPT PUT EUR 0.8 20220119
317596FY5 OTC EPUT FN 2.0
JAN22 98.7890625 PUT
317596HC1 OTC EPUT FN 2.5
MAR22 101.015625 PUT
317596KO1 OTC EPUT FN 2.0
FEB22 99.4375 PUT
317596MW1
OTC ECAL FN 2.0 100.304687
317596RP1
OTC ECAL FN 2.0 100.386718
3175972I2 OTC EPUT FN 2.0
FEB22 99.9375 PUT
3175978C9
OTC EPUT FN 2.5 100.9375
317597JE3
OTC ECAL FN 2.0 100.78125
317599XC7
OTC ECAL FN 2.0 100.375
3175DC536 PIMCO
CDSOPT PUT USD 102.0 20220119
3175ES290 PIMCO
CDSOPT PUT USD 102.0 20220119
317U743Z7 PIMCO
SWAPTION 1.27 PUT USD 20221102
317U744Z6 PIMCO
SWAPTION 0.87 CALL USD 2022110
317U936Z4 PIMCO
SWAPTION 1.9875 PUT USD 202202
317U945Z3 PIMCO
SWAPTION 2.048 PUT USD 2022020
317U954Z1 PIMCO
SWAPTION 2.0075 PUT USD 202202
90DAY EUR FUTR DEC23
XCME 20231218
AA BOND CO LTD
4.875% 31 Jul 2043
AADVANTAGE LOYALTY IP LTD
1% 20 Apr 2028
AIR CANADA
3.875% 15 Aug 2026
ALLY FINANCIAL INC
8% 01 Nov 2031
ALTICE FINANCING SA
4.25% 15 Aug 2029
ALTICE FINANCING SA
5.75% 15 Aug 2029
ALTICE FRANCE SA
4.25% 15 Oct 2029
AMER AIRLN 14 1 A PTT
3.7% 01 Apr 2028
AMERICAN AIRLINES/AADVAN
5.5% 20 Apr 2026
AMERICAN AIRLINES/AADVAN
5.75% 20 Apr 2029
AMERICAN ASSETS TRUST LP
3.375% 01 Feb 2031
AP CORE HOLDINGS II LLC
1% 01 Sep 2027
AP CORE HOLDINGS II LLC
1% 01 Sep 2027
ARAB REPUBLIC OF EGYPT
6.375% 11 Apr 2031
ARCHES BUYER INC
4.25% 01 Jun 2028
ARGENTINE PESO
FOREIGN CURRENCY
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AVANTOR INC
1% 21 Nov 2024
AVOLON TLB BORROWER 1 US LLC
1% 12 Feb 2027
BANCA MONTE DEI PASCHI S
1% 18 Jan 2028
BANCA MONTE DEI PASCHI S
1.875% 09 Jan 2026
BANCA MONTE DEI PASCHI S
10.5% 23 Jul 2029
BANCA MONTE DEI PASCHI S
2.625% 28 Apr 2025
BANCA MONTE DEI PASCHI S
3.625% 24 Sep 2024
BANCO SANTANDER SA
1% 31 Dec 2099
BARCLAYS BANK PLC
7.625% 21 Nov 2022
BARCLAYS PLC
1% 16 May 2029
BARCLAYS PLC
1% 29 Dec 2049
BARCLAYS PLC
1% 29 Dec 2049
BARCLAYS PLC
1% 31 Dec 2099
BARCLAYS PLC
1% 31 Dec 2099
BARCLAYS PLC
1% 31 Dec 2099
BAUSCH HEALTH COMPANIES INC.
1% 02 Jun 2025
BAUSCH HEALTH COMPANIES INC.
1% 27 Nov 2025
BCP MODULAR SERVICES
6.125% 30 Nov 2028
BGC PARTNERS INC
3.75% 01 Oct 2024
BGC PARTNERS INC
5.375% 24 Jul 2023
BOEING CO
3.25% 01 Feb 2035
BOEING CO
3.6% 01 May 2034
BOEING CO
5.15% 01 May 2030
BOMBARDIER INC
7.5% 01 Dec 2024
BOMBARDIER INC
7.5% 15 Mar 2025
BONCER
1.4% 25 Mar 2023
BONOS DE TESORERIA
6.15% 12 Aug 2032
BRAZILIAN REAL
FOREIGN CURRENCY
BRIXMOR OPERATING PART
1% 01 Feb 2022
BROADCOM INC
2.45% 15 Feb 2031
BROADCOM INC
2.6% 15 Feb 2033
BROADCOM INC
3.137% 15 Nov 2035
BROADCOM INC
3.187% 15 Nov 2036
BROADCOM INC
3.419% 15 Apr 2033
BROADCOM INC
3.469% 15 Apr 2034
BROADCOM INC
4.11% 15 Sep 2028
BROADCOM INC
4.15% 15 Nov 2030
BROADCOM INC
4.3% 15 Nov 2032
BWPC0FA52 CDS USD R V 03MEVENT
1% 20 Jun 2022
BWPC0G6Z9 CDS EUR R V 03MEVENT
1% 20 Dec 2022
BWPC0HCN7 CDS USD R V 03MEVENT
1% 20 Dec 2023
BWPC0HY52 CDS USD P F 1.00000
1% 20 Jun 2024
BWPC0IJ40 CDS EUR R V 03MEVENT
1% 20 Dec 2024
BWPC0IJA6 CDS USD R V 03MEVENT
1% 20 Dec 2024
BWU00V5U8 IRS USD P F 2.25000
2.25% 11 Dec 2049
BWU00V603 IRS USD R V 03MLIBOR
1% 12 Mar 2050
BWU00VPI3 IRS USD P F 1.62500
1.625% 16 Jan 2050
BWU00VSX7 IRS USD R V 03MLIBOR
1% 03 Feb 2050
BWU00W8O7 IRS EUR R V 06MEURIB
1% 18 Mar 2025
BWU00W8P4 IRS EUR P F .00000
1% 18 Mar 2030
BWU00W8Q2 IRS EUR R V 06MEURIB
1% 18 Mar 2050
BWU00WD03 IRS USD P F 2.00000
2% 15 Jan 2050
BWU00WO50 IRS USD P F 1.75000
1.75% 22 Jan 2050
BWU00X369 IRS USD P F 1.87500
1.875% 07 Feb 2050
BWU00XJ05 IRS USD R V 03MLIBOR
1% 17 Jun 2050
BWU00Y8X3 IRS EUR P F .30000
1% 17 Jun 2022
BWU00Y904 IRS EUR R V 06MEURIB
1% 17 Jun 2050
BWU012TP6 IRS USD P F 1.25000
1.25% 16 Dec 2050
BWU01AJW4 IRS JPY R V 12MTONA
1% 15 Dec 2022
BWU01B1O9 IRS EUR P F .00000
1% 16 Mar 2024
BWU01B1S0 IRS GBP R V 12MSONIA
1% 16 Mar 2024
BWU01B1T8 IRS GBP R V 12MSONIA
1% 16 Mar 2027
BWU01B1U5 IRS GBP P F .75000
0.75% 16 Mar 2032
BWU01B1V3 IRS GBP P F .75000
0.75% 16 Mar 2052
BWU01BWM9 IRS USD R V 03MLIBOR
1% 12 Aug 2051
BWU01CCZ0 IRS EUR R V 06MEURIB
1% 21 Sep 2032
CAESARS ENTERTAIN INC
6.25% 01 Jul 2025
CAESARS RESORT COLLECTION LLC
1% 21 Jul 2025
CAIXABANK SA
1% 15 Feb 2029
CAIXABANK SA
1% 31 Dec 2099
CANADIAN DOLLAR
FOREIGN CURRENCY
CARNIVAL CORP
10.5% 01 Feb 2026
CARNIVAL CORP
4% 01 Aug 2028
CARNIVAL CORPORATION
1% 18 Oct 2028
CARNIVAL CORPORATION
1% 30 Jun 2025
CBL + ASSOCIATES HOLD
7% 15 Nov 2028
CCMSCZUS2 CCPC COC EQUITY
MORGAN STANLEY CASH COLLATERAL
CCPC CCMSCHUS2 COC
CCPC CASH COLLATERAL USD
CDW LLC/CDW FINANCE
2.67% 01 Dec 2026
CDW LLC/CDW FINANCE
3.276% 01 Dec 2028
CENGAGE LEARNING INC
1% 14 Jul 2026
CENTENE CORP
2.45% 15 Jul 2028
CGG SA
7.75% 01 Apr 2027
CGG SA
8.75% 01 Apr 2027
CHARLES SCHWAB CORP
1% 31 Dec 2099
CHARTER COMM OPT LLC/CAP
3.5% 01 Jun 2041
CHARTER COMM OPT LLC/CAP
3.5% 01 Mar 2042
CHARTER COMM OPT LLC/CAP
3.85% 01 Apr 2061
CHARTER COMM OPT LLC/CAP
3.9% 01 Jun 2052
CHARTER COMM OPT LLC/CAP
3.95% 30 Jun 2062
CHARTER COMM OPT LLC/CAP
4.4% 01 Dec 2061
CHARTER COMM OPT LLC/CAP
4.8% 01 Mar 2050
CHINA DEVELOPMENT BANK
3.09% 18 Jun 2030
CHINA GOVERNMENT BOND
1.99% 09 Apr 2025
CHS/COMMUNITY HEALTH SYS
6.625% 15 Feb 2025
CHS/COMMUNITY HEALTH SYS
8% 15 Mar 2026
CITRIX SYSTEMS INC
3.3% 01 Mar 2030
COLOMBIAN PESO
FOREIGN CURRENCY
COLUMBIA PROPERTY TRUST
3.65% 15 Aug 2026
CORESTATE CAPITAL HOLD
1.375% 28 Nov 2022
COTY INC
3.875% 15 Apr 2026
CREDIT AGRICOLE SA
1% 29 Dec 2049
CREDIT SUISSE FIRST BOSTON MOR
1% 25 Jun 2033
CREDIT SUISSE GROUP AG
1% 01 Apr 2031
CREDIT SUISSE GROUP AG
1% 14 May 2032
CREDIT SUISSE GROUP AG
1% 29 Dec 2049
CREDIT SUISSE GROUP AG
1% 29 Dec 2049
CREDIT SUISSE GROUP AG
1% 29 Dec 2049
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CREDIT SUISSE GROUP AG
1% 31 Dec 2099
CURO FINANCE LLC
7.5% 01 Aug 2028
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
USD/BRL
CURRENCY CONTRACT
USD/BRL
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
CAD/USD
CURRENCY CONTRACT
CLP/USD
CURRENCY CONTRACT
CLP/USD
CURRENCY CONTRACT
CNY/USD
CURRENCY CONTRACT
CNY/USD
CURRENCY CONTRACT
CNY/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
USD/CZK
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
GBP/USD
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
USD/HUF
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
USD/MXN
CURRENCY CONTRACT
MYR/USD
CURRENCY CONTRACT
MYR/USD
CURRENCY CONTRACT
PEN/USD
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
PEN/USD
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
PHP/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
USD/PLN
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
USD/CNH
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
COP/USD
CURRENCY CONTRACT
RON/USD
CURRENCY CONTRACT
RON/USD
CURRENCY CONTRACT
TRY/USD
CURRENCY CONTRACT
UYU/USD
CVS PASS THROUGH TRUST
6.943% 10 Jan 2030
CVS PASS THRU TR 2009
8.353% 10 Jul 2031
CYRUSONE LP/CYRUSONE FIN
1.45% 22 Jan 2027
CZECH KORUNA
FOREIGN CURRENCY
DELTA AIR LINES INC
3.625% 15 Mar 2022
DELTA AIR LINES INC
7% 01 May 2025
DELTA AIR LINES INC
7.375% 15 Jan 2026
DELTA AIR LINES/SKYMILES
4.75% 20 Oct 2028
DEUTSCHE BANK NY
1% 28 May 2032
DORIC NIMROD AIR 2012 1A
5.125% 30 Nov 2024
DUFRY ONE BV
2% 15 Feb 2027
EMPRESAS PUBLIC MEDELLIN
8.375% 08 Nov 2027
ENACT HOLDINGS INC
6.5% 15 Aug 2025
ENERGY TRANSFER LP
4.95% 15 May 2028
ENTERPRISE MERGER SUB INC
1% 10 Oct 2025
ENVISION HEALTHCARE CORP
8.75% 15 Oct 2026
ERSTE GROUP BANK AG
1% 31 Dec 2099
ESC LEHMAN BRTH HLDH PROD
1% 31 Dec 2016
ESKOM HOLDINGS SOC LTD
6.75% 06 Aug 2023
ESSENTIAL PROPER
2.95% 15 Jul 2031
EURO CURRENCY
FOREIGN CURRENCY
EURO-BOBL FUTURE MAR22
XEUR 20220308
EXPEDIA GROUP INC
3.25% 15 Feb 2030
EXPORT IMPORT BANK KOREA
7.25% 07 Dec 2024
EXPORT IMPORT BANK KOREA
8% 15 May 2024
FAIR ISAAC CORP
4% 15 Jun 2028
FIRSTENERGY CORP
3.4% 01 Mar 2050
FIRSTENERGY CORP
5.35% 15 Jul 2047
FNMA TBA 30 YR 2
2% 14 Feb 2052
FNMA TBA 30 YR 3
3% 25 Apr 2049
FORD MOTOR CREDIT CO LLC
1% 01 Dec 2024
FORD MOTOR CREDIT CO LLC
1.744% 19 Jul 2024
FORD MOTOR CREDIT CO LLC
2.33% 25 Nov 2025
FORD MOTOR CREDIT CO LLC
2.386% 17 Feb 2026
FORD MOTOR CREDIT CO LLC
2.748% 14 Jun 2024
FORD MOTOR CREDIT CO LLC
3.021% 06 Mar 2024
FORD MOTOR CREDIT CO LLC
3.087% 09 Jan 2023
FORD MOTOR CREDIT CO LLC
3.25% 15 Sep 2025
FORD MOTOR CREDIT CO LLC
3.339% 28 Mar 2022
FORD MOTOR CREDIT CO LLC
3.35% 01 Nov 2022
FORD MOTOR CREDIT CO LLC
3.55% 07 Oct 2022
FORD MOTOR CREDIT CO LLC
3.664% 08 Sep 2024
FORD MOTOR CREDIT CO LLC
4.389% 08 Jan 2026
FORD MOTOR CREDIT CO LLC
4.535% 06 Mar 2025
FORD MOTOR CREDIT CO LLC
5.125% 16 Jun 2025
FORTRESS TRANS + INFRAST
6.5% 01 Oct 2025
FRONTIER COMMUNICATIONS
6% 15 Jan 2030
FUTURES MORGAN STANLEY COC
FUTURES CASH COLLATERALRAL USD
GENERAL ELECTRIC CO
1% 29 Dec 2049
GENESIS ENERGY LP/FIN
8% 15 Jan 2027
GIP II BLUE HOLDING L P
1% 29 Sep 2028
GLP CAPITAL LP / FIN II
5.3% 15 Jan 2029
GNMA II TBA 30 YR 2.5
2.5% 22 Feb 2052
GOLDEN NUGGET, LLC
1% 04 Oct 2023
GOLDMAN SACHS BANK USA COC
SWAP CASH COLLATERAL USD
GOODMAN US FIN FOUR
4.5% 15 Oct 2037
GOODMAN US FIN THREE
3.7% 15 Mar 2028
GREENKO DUTCH BV
3.85% 29 Mar 2026
GUARA NORTE SARL
5.198% 15 Jun 2034
HIPOTECARIA SU CASITA SA
7.5% 29 Jun 2018
HOWARD MIDSTREAM ENERGY
6.75% 15 Jan 2027
HSBC HOLDINGS PLC
1% 24 May 2032
HSBC HOLDINGS PLC
1% 31 Dec 2099
HSBC HOLDINGS PLC
1% 31 Dec 2099
HSBC HOLDINGS PLC
1% 31 Dec 2099
HSBC HOLDINGS PLC
1% 31 Dec 2099
HSBC HOLDINGS PLC
1% 31 Dec 2099
HUNGARIAN FORINT
FOREIGN CURRENCY
HUNGARY GOVERNMENT BOND
3% 27 Oct 2027
HYATT HOTELS CORP
1% 01 Oct 2023
HYATT HOTELS CORP
1.3% 01 Oct 2023
HYATT HOTELS CORP
1.8% 01 Oct 2024
HYATT HOTELS CORP
4.85% 15 Mar 2026
II VI INC
5% 15 Dec 2029
II VI INCORPORATED
1% 01 Dec 2028
II VI INCORPORATED
1% 25 Oct 2022
INEOS FIN PLC
1% 01 Apr 2024
INSTANT BRANDS HOLDINGS INC
1% 12 Apr 2028
INTELSAT CONNECT FINANCE
9.5% 15 Feb 2023
INTELSAT JACKSON
6.5% 01 Dec 2029
INTELSAT JACKSON HLDG
8% 15 Feb 2024
INTELSAT JACKSON HLDG
8.5% 15 Oct 2024
INTELSAT JACKSON HLDG
9.75% 15 Jul 2025
INTELSAT JACKSON HLDGS S A
1% 02 Jan 2024
INTELSAT JACKSON HLDGS S A
1% 27 Nov 2023
INTELSAT JACKSON HOLDINGS SA
1% 01 Dec 2022
INTELSAT JACKSON HOLDINGS SA
1% 01 Feb 2029
INTELSAT JACKSON HOLDINGS SA
1% 13 Oct 2022
INTELSAT LUXEMBOURG SA
7.75% 01 Jun 2021
IVORY COAST
4.875% 30 Jan 2032
IVORY COAST
6.625% 22 Mar 2048
JAGUAR LAND ROVER AUTOMO
6.875% 15 Nov 2026
JAPANESE YEN
FOREIGN CURRENCY
JERSEY CENTRAL PWR + LT
2.75% 01 Mar 2032
KKR APPLE BIDCO, LLC
1% 21 Sep 2029
LANDMARK MORTGAGE SECURITIES P
1% 17 Jun 2039
LAS VEGAS SANDS CORP
3.2% 08 Aug 2024
LAS VEGAS SANDS CORP
3.5% 18 Aug 2026
LAS VEGAS SANDS CORP
3.9% 08 Aug 2029
LEALAND FINANCE COMPANY B.V.
1% 28 Jun 2024
LEALAND FINANCE COMPANY B.V.
1% 30 Jun 2025
LIFEPT/LEGACY LIFEPT
9.75% 01 Dec 2026
LLOYDS BANKING GROUP PLC
1% 29 Dec 2049
LLOYDS BANKING GROUP PLC
1% 31 Dec 2049
LLOYDS BANKING GROUP PLC
1% 31 Dec 2099
LSI OPEN POSITION NET ASSET
0.01% 31 Dec 2060
MALAYSIA GOVERNMENT
4.232% 30 Jun 2031
MALAYSIAN RINGGIT
FOREIGN CURRENCY
MARRIOTT INTERNATIONAL
2.75% 15 Oct 2033
MARRIOTT INTERNATIONAL
4.625% 15 Jun 2030
MATCH GROUP HLD II LLC
3.625% 01 Oct 2031
MCLAREN FINANCE PLC
7.5% 01 Aug 2026
MELCO RESORTS FINANCE
5.375% 04 Dec 2029
MELCO RESORTS FINANCE
5.75% 21 Jul 2028
MELCO RESORTS FINANCE
5.75% 21 Jul 2028
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MGM CHINA HOLDINGS LTD
4.75% 01 Feb 2027
MGM CHINA HOLDINGS LTD
5.875% 15 May 2026
MGM GROWTH/MGM FINANCE
4.5% 01 Sep 2026
MGM GROWTH/MGM FINANCE
4.5% 15 Jan 2028
MGM GROWTH/MGM FINANCE
5.625% 01 May 2024
MGM GROWTH/MGM FINANCE
5.75% 01 Feb 2027
MILEAGE PLUS HLDINGS LLC
6.5% 20 Jun 2027
MORGAN STANLEY CAP SVCS BOC
SWAP CASH COLLATERAL USD
MORGAN STANLEY CAP SVCS COC
SWAP CASH COLLATERAL USD
MPT OPER PARTNERSP/FINL
0.993% 15 Oct 2026
MPT OPER PARTNERSP/FINL
2.5% 24 Mar 2026
MPT OPER PARTNERSP/FINL
3.375% 24 Apr 2030
MPT OPER PARTNERSP/FINL
3.5% 15 Mar 2031
NATIONAL HEALTH INVESTOR
3% 01 Feb 2031
NATIONWIDE BLDG SOCIETY
JR SUBORDINA REGS 06/49 VAR
NATWEST GROUP PLC
1% 31 Dec 2099
NAVIENT CORP
5.5% 25 Jan 2023
NAVIENT CORP
6.125% 25 Mar 2024
NAVIENT CORP
7.25% 25 Sep 2023
NEIMAN MARCUS USD COMMON STOCK
EQUITY
NETFLIX INC
3.875% 15 Nov 2029
NETFLIX INC
4.625% 15 May 2029
NEW ALBERTSONS LP
6.57% 23 Feb 2028
NEWMARK GROUP INC
6.125% 15 Nov 2023
NIELSEN FIN LLC
1% 04 Oct 2023
NISSAN MOTOR CO
3.201% 17 Sep 2028
NISSAN MOTOR CO
3.522% 17 Sep 2025
NISSAN MOTOR CO
4.345% 17 Sep 2027
NISSAN MOTOR CO
4.81% 17 Sep 2030
NOBLE CORP
COMMON STOCK USD.00001
NORFOLK SOUTHERN CORP
4.1% 15 May 2121
ODEBRECHT DRILL VIII/IX
7.35% 01 Dec 2026
ODEBRECHT OIL + FINANCE
0.01% 31 Dec 2099
OI MOVEL SA
8.75% 30 Jul 2026
OMEGA HLTHCARE INVESTORS
3.625% 01 Oct 2029
ONEMAIN FINANCE CORP
6.125% 15 Mar 2024
ONEMAIN FINANCE CORP
8.875% 01 Jun 2025
ORACLE CORP
4.1% 25 Mar 2061
ORTHO CLINICAL DIAGNOSTICS SA
1% 30 Jun 2025
PACIFIC GAS + ELECTRIC
1.367% 10 Mar 2023
PACIFIC GAS + ELECTRIC
2.95% 01 Mar 2026
PACIFIC GAS + ELECTRIC
3% 15 Jun 2028
PACIFIC GAS + ELECTRIC
3.25% 01 Jun 2031
PACIFIC GAS + ELECTRIC
3.3% 01 Dec 2027
PACIFIC GAS + ELECTRIC
3.3% 15 Mar 2027
PACIFIC GAS + ELECTRIC
3.4% 15 Aug 2024
PACIFIC GAS + ELECTRIC
3.75% 01 Jul 2028
PACIFIC GAS + ELECTRIC
3.75% 15 Aug 2042
PACIFIC GAS + ELECTRIC
4% 01 Dec 2046
PACIFIC GAS + ELECTRIC
4.2% 01 Jun 2041
PACIFIC GAS + ELECTRIC
4.25% 01 Aug 2023
PACIFIC GAS + ELECTRIC
4.25% 15 Mar 2046
PACIFIC GAS + ELECTRIC
4.3% 15 Mar 2045
PACIFIC GAS + ELECTRIC
4.5% 01 Jul 2040
PACIFIC GAS + ELECTRIC
4.5% 15 Dec 2041
PACIFIC GAS + ELECTRIC
4.6% 15 Jun 2043
PACIFIC GAS + ELECTRIC
4.65% 01 Aug 2028
PACIFIC GAS + ELECTRIC
4.95% 01 Jul 2050
PETROBRAS GLOBAL FINANCE
6.25% 14 Dec 2026
PETROLEOS DE VENEZUELA S
5.375% 12 Apr 2027
PETROLEOS MEXICANOS
4.875% 21 Feb 2028
PETROLEOS MEXICANOS
6.625% 15 Jun 2035
PETROLEOS MEXICANOS
6.7% 16 Feb 2032
PETROLEOS MEXICANOS
6.95% 28 Jan 2060
PETROLEOS MEXICANOS
7.69% 23 Jan 2050
PIMCO FDS SHORT TERM FLTG NAV
MUTUAL FUND
POLAND GOVERNMENT BOND
2.75% 25 Apr 2028
POLISH ZLOTY
FOREIGN CURRENCY
POUND STERLING
FOREIGN CURRENCY
PRA GROUP INC
7.375% 01 Sep 2025
PRIME HEALTHCARE SERVICE
7.25% 01 Nov 2025
PROSUS NV
1.985% 13 Jul 2033
PROSUS NV
3.68% 21 Jan 2030
PROSUS NV
4.027% 03 Aug 2050
PROVINCIA DE BUENOS AIRE
1% 12 Apr 2025
PUG LLC
1% 12 Feb 2027
QNB FINANCE LTD
6.9% 23 Jan 2025
REPUBLIC OF ARGENTINA
0.01% 29 Apr 2022
REPUBLIC OF ARGENTINA
0.01% 31 Dec 2021
REPUBLIC OF ARGENTINA
1% 03 Apr 2022
REPUBLIC OF ARGENTINA
1% 09 Jan 2038
REPUBLIC OF ARGENTINA
1% 09 Jul 2029
REPUBLIC OF ARGENTINA
1% 09 Jul 2030
REPUBLIC OF ARGENTINA
1% 09 Jul 2030
REPUBLIC OF ARGENTINA
1% 09 Jul 2035
REPUBLIC OF ARGENTINA
1% 09 Jul 2035
REPUBLIC OF ARGENTINA
1% 09 Jul 2041
REPUBLIC OF COLOMBIA
9.85% 28 Jun 2027
REPUBLIC OF ECUADOR
0.01% 31 Jul 2030
REPUBLIC OF ECUADOR
1% 31 Jul 2030
REPUBLIC OF ECUADOR
1% 31 Jul 2035
REPUBLIC OF ECUADOR
1% 31 Jul 2040
REPUBLIC OF GHANA
10.75% 14 Oct 2030
REPUBLIC OF PERU
8.2% 12 Aug 2026
REPUBLIC OF SOUTH AFRICA
4.85% 30 Sep 2029
REPUBLIC OF SOUTH AFRICA
5.75% 30 Sep 2049
REPUBLIC OF SOUTH AFRICA
8% 31 Jan 2030
REPUBLIC OF SOUTH AFRICA
8.875% 28 Feb 2035
REPUBLIC OF TURKEY
4.75% 26 Jan 2026
REPUBLIC OF TURKEY
5.25% 13 Mar 2030
REPUBLIC OF TURKEY
5.875% 26 Jun 2031
REPUBLIC OF VENEZUELA
6% 09 Dec 2020
REPUBLIC OF VENEZUELA
7% 31 Mar 2038
REPUBLIC OF VENEZUELA
7.65% 21 Apr 2025
REPUBLIC OF VENEZUELA
7.75% 13 Oct 2019
REPUBLIC OF VENEZUELA
8.25% 13 Oct 2024
REPUBLIC OF VENEZUELA
9% 07 May 2023
REPUBLIC OF VENEZUELA
9.25% 07 May 2028
REPUBLIC OF VENEZUELA
9.25% 15 Sep 2027
RIO OIL FINANCE TRUST
9.25% 06 Jul 2024
ROLLS ROYCE PLC
4.625% 16 Feb 2026
ROLLS ROYCE PLC
5.75% 15 Oct 2027
ROMANIA
1.75% 13 Jul 2030
ROMANIA
3.5% 03 Apr 2034
ROMANIA GOVERNMENT BOND
5.8% 26 Jul 2027
ROMANIAN LEU
FOREIGN CURRENCY
RUSSIA GOVT BOND OFZ
7.05% 19 Jan 2028
RUSSIA GOVT BOND OFZ
7.15% 12 Nov 2025
RUSSIA GOVT BOND OFZ
7.95% 07 Oct 2026
RUSSIA GOVT BOND OFZ
8.5% 17 Sep 2031
SABRA HEALTH CARE LP
3.2% 01 Dec 2031
SANDS CHINA LTD
2.55% 08 Mar 2027
SANDS CHINA LTD
3.8% 08 Jan 2026
SANDS CHINA LTD
4.375% 18 Jun 2030
SANDS CHINA LTD
5.125% 08 Aug 2025
SANDS CHINA LTD
5.4% 08 Aug 2028
SANTANDER UK GROUP HLDGS
1% 29 Dec 2049
SANTANDER UK GROUP HLDGS
1% 31 Dec 2099
SEQUA MEZZANINE HOLDINGS LLC
1% 28 Nov 2023
SERTA SIMMONS BEDDING LLC
1% 08 Nov 2023
SIGMA BIDCO B.V.
1% 02 Jul 2025
SINGAPORE DOLLAR
FOREIGN CURRENCY
SITKA HOLDINGS L
1% 06 Jul 2026
SKYMILES IP LTD.
1% 20 Oct 2027
SLM STUDENT LOAN TRUST
1% 25 Apr 2023
SOCAR TURKEY ENERJI AS
1% 11 Aug 2026
SOCIETE GENERALE
1% 09 Jun 2032
SOCIETE GENERALE
1% 31 Dec 2099
SOCIETE GENERALE
1% 31 Dec 2099
SOFTBANK VISION FUND II
1% 21 Dec 2025
SOL
FOREIGN CURRENCY
SOTERA HEALTH HOLDINGS LLC
1% 11 Dec 2026
SOUTH AFRICAN RAND
FOREIGN CURRENCY
SOUTHERN CAL EDISON
4.875% 01 Mar 2049
SOUTHWESTERN ENERGY CO
1% 22 Jun 2027
SOUTHWESTERN ENERGY CO
4.75% 01 Feb 2032
SPIRIT AEROSYSTEMS INC
1% 15 Jan 2025
SPRINT COMMUNICATIONS
6% 15 Nov 2022
SPRINT CORP
7.125% 15 Jun 2024
SPRINT CORP
7.625% 01 Mar 2026
SPRINT CORP
7.875% 15 Sep 2023
SS C TECHNOLOGIES INC
1% 16 Apr 2025
SS C TECHNOLOGIES INC
1% 16 Apr 2025
STANDARD CHARTERED PLC
1% 29 Dec 2049
STATE BANK INDIA/LONDON
4% 24 Jan 2022
STICHTING AK RABOBANK
1% 29 Dec 2049
STRUCTURED ASSET SECURITIES CO
1% 25 Jun 2033
STUDIO CITY FINANCE LTD
5% 15 Jan 2029
STUDIO CITY FINANCE LTD
6% 15 Jul 2025
SURGERY CENTER HOLDINGS
10% 15 Apr 2027
SWAP BANK OF AMERICA COC
SWAP CASH COLLATERAL USD
SWAP BARCLAYS BANK COC
SWAP CASH COLLATERAL USD
SWAP BNP PARIBAS COC
SWAP CASH COLLATERAL USD
SWAP CCPC MORGAN STANLEY COC
SWAP CCPC CASH COLLATERAL
SWAP CITIBANK COC
SWAP CASH COLLATERAL USD
SWAP HSBC BOC
SWAP CASH COLLATERAL USD
SWAPS CCTORIUS6 TD BOC USD
SWAPS CASH COLLATERAL USD
SWCC CCSCXIUS6 COC
SWCC CASH COLLATERAL USD
SWISS INSURED BRAZIL
9.85% 16 Jul 2032
SWISS INSURED BRAZIL
9.85% 16 Jul 2032
SWPC0FBT9 CDS USD R F 1.00000
1% 20 Jun 2022
SWPC0GLU3 CDS USD R F .50000
0.5% 18 Nov 2054
SWPC0HJ26 CDS USD R F 1.00000
1% 20 Dec 2023
SWPC0HR50 CDS USD R F 1.00000
1% 20 Dec 2023
SWPC0HYS2 CDS USD P V 03MEVENT
1% 20 Jun 2024
SWPC0I222 CDS USD R V 03MEVENT
1% 20 Jun 2024
SWPC0I248 CDS USD R V 03MEVENT
1% 20 Jun 2024
SWPC0I2E6 CDS USD P V 03MEVENT
1% 20 Jun 2024
SWPC0I3Y1 CDS USD R F 1.00000
1% 20 Jun 2024
SWPC0J519 CDS USD P V 01MEVENT
1% 16 Dec 2072
SWPC0JC45 CDS EUR R F 1.00000
1% 20 Jun 2025
SWPC0JCE3 CDS USD P V 03MEVENT
1% 20 Jun 2025
SWPC0JJ55 CDS EUR R F 1.00000
1% 20 Dec 2025
SWPC0JJB2 CDS USD R F 1.00000
1% 20 Dec 2022
SWPC0JKR5 CDS USD R F 1.00000
1% 20 Dec 2025
SWPC0JU94 CDS EUR R F 1.00000
1% 20 Dec 2027
SWPC0JWU5 CDS USD R F 1.00000
1% 20 Jun 2026
SWPC0JXJ9 CDS EUR R F 1.00000
1% 20 Jun 2026
SWPC0JYY5 CDS USD R F 1.00000
1% 20 Jun 2026
SWPC0JZL2 CDS EUR R F 1.00000
1% 20 Jun 2028
SWPC0K0C7 CDS USD P V 03MEVENT
1% 20 Jun 2026
SWPC0K2Z4 CDS USD P V 03MEVENT
1% 20 Jun 2026
SWPC0K367 CDS EUR R F 1.00000
1% 20 Jun 2026
SWPC0K4G4 CDS USD R F 5.00000
5% 20 Jun 2026
SWPC0K4W9 CDS USD R F 1.00000
1% 20 Jun 2026
SWPC0K5B4 CDS USD R F 1.00000
1% 20 Jun 2023
SWPC0K7B2 CDS USD P V 03MEVENT
1% 20 Jun 2026
SWPC0K7C0 CDS EUR P V 03MEVENT
1% 20 Jun 2026
SWPC0K8L9 CDS USD R F 5.00000
5% 20 Jun 2022
SWPC0KA36 CDS USD P V 03MEVENT
1% 20 Dec 2026
SWPC0KB84 CDS EUR P V 03MEVENT
1% 20 Dec 2026
SWPC0KBE1 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KBG6 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KBZ4 CDS USD P V 03MEVENT
1% 20 Dec 2026
SWPC0KCA8 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KCO8 CDS EUR R F 1.00000
1% 20 Dec 2028
SWPC0KE65 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KEH1 CDS USD R F 5.00000
5% 20 Dec 2026
SWPC0KEI9 CDS USD P V 03MEVENT
1% 20 Dec 2026
SWPC0KFP2 CDS USD R F 5.00000
5% 20 Dec 2026
SWPC0KGD8 CDS USD R F 1.00000
1% 20 Dec 2023
SWPC0KJK9 CDS USD R F 1.00000
1% 20 Dec 2026
SWPC0KJM5 CDS USD R F 1.00000
1% 20 Mar 2022
SWPCDAF70 CDS USD R V 03MEVENT
1% 20 Jun 2024
SWPCTJ989 CDS USD R F 1.00000
1% 20 Dec 2025
SWU00D7O0 IRS USD R F 2.50000
2.5% 16 Dec 2025
SWU00KLL4 IRS USD R F 1.50000
1.5% 21 Jun 2027
SWU00L9Q5 IRS USD R F 2.50000
2.5% 20 Dec 2027
SWU00NBO3 IRS USD P V 03MLIBOR
1% 20 Jun 2028
SWU00XIX4 IRS USD P V 03MLIBOR
1% 17 Jun 2030
SWU00ZOS3 IRS BRL R F 5.68000
5.68% 02 Jan 2024
SWU010M10 IRS MXN R F 7.99000
7.99% 17 Feb 2040
SWU013C72 IRS MXN R F 4.77500
4.775% 26 Jun 2025
SWU013JL4 IRS ZAR R F 5.25500
5.255% 09 Jul 2025
SWU013KW8 IRS CLP R F 2.17000
2.17% 14 Jul 2030
SWU017A59 IRS USD P V 03MLIBOR
1% 16 Jun 2026
SWU01ABO0 IRS CZK R F 1.80000
1.8% 17 May 2026
SWU01ABP7 IRS HUF R F 2.12100
2.121% 17 May 2026
SWU088762 IRS GBP R F 4.06600
4.066% 15 Sep 2031
SWU0IF898 IRS GBP R F 4.00000
4% 15 Sep 2031
SWU0K5582 IRS GBP R F 4.05500
4.055% 15 Sep 2031
SWU0LK091 IRS GBP R F 4.02000
4.02% 15 Oct 2031
SWU0MJ903 IRS GBP R F 4.14000
4.14% 15 Oct 2031
SYNGENTA FINANCE NV
5.182% 24 Apr 2028
SYNIVERSE HLDGS INC
1% 09 Mar 2023
SYNIVERSE HOLDINGS INC
1% 15 Oct 2028
TEAM HEALTH INC DEL
1% 06 Feb 2024
TENCENT HOLDINGS LTD
3.24% 03 Jun 2050
TENET HEALTHCARE CORP
4.625% 15 Jul 2024
TENET HEALTHCARE CORP
6.75% 15 Jun 2023
TESCO PROPERTY FIN 2 PLC
6.051% 13 Oct 2039
THAILAND BAHT
FOREIGN CURRENCY
THAILAND GOVERNMENT BOND
3.4% 17 Jun 2036
THAILAND GOVERNMENT BOND
3.775% 25 Jun 2032
TOPAZ SOLAR FARMS LLC
4.875% 30 Sep 2039
TOPAZ SOLAR FARMS LLC
5.75% 30 Sep 2039
TRANSOCEAN INC
7.25% 01 Nov 2025
TRANSOCEAN INC
7.5% 15 Jan 2026
TRANSOCEAN INC
8% 01 Feb 2027
TRANSOCEAN PHOENIX 2 LTD
7.75% 15 Oct 2024
TRANSOCEAN PONTUS LTD
6.125% 01 Aug 2025
TRANSOCEAN POSEIDON LTD
6.875% 01 Feb 2027
TRANSOCEAN PROTEUS LTD
6.25% 01 Dec 2024
TURK IHRACAT KR BK
8.25% 24 Jan 2024
TURKISH LIRA
FOREIGN CURRENCY
U.S. RENAL CARE, INC.
1% 26 Jun 2026
UBER TECHNOLOGIES INC
4.5% 15 Aug 2029
UBER TECHNOLOGIES INC
6.25% 15 Jan 2028
UBS AG
5.125% 15 May 2024
UKRAINE GOVERNMENT
6.75% 20 Jun 2026
UKRAINE GOVERNMENT
7.75% 01 Sep 2022
UNIGEL LUXEMBOURG SA
8.75% 01 Oct 2026
UNITED AIRLINES INC
4.375% 15 Apr 2026
UNITED AIRLINES INC
4.625% 15 Apr 2029
UNITED AIRLINES, INC.
1% 21 Apr 2028
UNITI GROUP/CSL CAPITAL
4.75% 15 Apr 2028
UNITI GRP/UNITI HLD/CSL
7.875% 15 Feb 2025
UNIVISION COMMUNICATIONS
1% 15 Mar 2024
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 10YR ULTRA FUT MAR22
XCBT 20220322
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US RENAL CARE INC
10.625% 15 Jul 2027
US TREASURY N/B
1.125% 15 Feb 2031
US TREASURY N/B
1.125% 29 Feb 2028
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
2.375% 15 May 2029
US TREASURY N/B
2.5% 31 Jan 2025
US TREASURY N/B
2.625% 15 Feb 2029
US TREASURY N/B
2.875% 15 May 2049
US TREASURY N/B
3% 15 Aug 2048
US TREASURY N/B
3% 15 Feb 2048
US TREASURY N/B
3% 15 Feb 2049
US TREASURY N/B
3.125% 15 May 2048
US ULTRA BOND CBT MAR22
XCBT 20220322
VAIL RESORTS INC
6.25% 15 May 2025
VALARIS LTD
8.25% 30 Apr 2028
VALARIS LTD
8.25% 30 Apr 2028
VALARIS LTD
COMMON STOCK USD.01
VALE OVERSEAS LIMITED
3.75% 08 Jul 2030
VALE OVERSEAS LIMITED
6.875% 10 Nov 2039
VALE OVERSEAS LIMITED
6.875% 21 Nov 2036
VIKING CRUISES LTD
13% 15 May 2025
VOC ESCROW LTD
5% 15 Feb 2028
VOYAGER AVIATION HLD PFD
VOYAGER AVIATION 92918X9A5
VOYAGER AVIATION HOLD
8.5% 09 May 2026
WELLS FARGO + COMPANY
1% 31 Dec 2099
WESTERN MIDSTREAM OPERAT
1% 13 Jan 2023
WINDSTREAM ESCROW LLC
7.75% 15 Aug 2028
WYNN LAS VEGAS LLC/CORP
5.25% 15 May 2027
WYNN LAS VEGAS LLC/CORP
5.5% 01 Mar 2025
WYNN MACAU LTD
4.875% 01 Oct 2024
WYNN MACAU LTD
5.125% 15 Dec 2029
WYNN MACAU LTD
5.5% 01 Oct 2027
WYNN MACAU LTD
5.5% 01 Oct 2027
WYNN MACAU LTD
5.5% 15 Jan 2026
WYNN MACAU LTD
5.5% 15 Jan 2026
WYNN MACAU LTD
5.625% 26 Aug 2028
WYNN MACAU LTD
5.625% 26 Aug 2028
WYNN RESORTS FINANCE LLC
7.75% 15 Apr 2025
YUAN RENMINBI
FOREIGN CURRENCY
YUAN RENMINBI OFFSHORE
FOREIGN CURRENCY
Total: EXHIBIT N - High Yield and Emerging Markets Bond Fund
n / a - Cost is not applicable
EXHIBIT O - High Yield Debt Fund
(Managed by JP Morgan)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
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
1011778 BC / NEW RED FIN
3.875% 15 Jan 2028
1011778 BC / NEW RED FIN
4% 15 Oct 2030
180 MEDICAL INC
3.875% 15 Oct 2029
ABC SUPPLY CO INC
4% 15 Jan 2028
ACADIA HEALTHCARE CO INC
5.5% 01 Jul 2028
ACCO BRANDS CORP
4.25% 15 Mar 2029
ACI WORLDWIDE INC
5.75% 15 Aug 2026
ACPRODUCTS INC
1% 17 May 2028
ADIENT GLOBAL HOLDINGS
4.875% 15 Aug 2026
ADIENT US LLC
1% 10 Apr 2028
ADIENT US LLC
9% 15 Apr 2025
ADT SEC CORP
4.125% 01 Aug 2029
ADT SEC CORP
4.875% 15 Jul 2032
ADVANCED DRAINAGE SYSTEM
5% 30 Sep 2027
ALBERTSONS COS/SAFEWAY
3.25% 15 Mar 2026
ALBERTSONS COS/SAFEWAY
3.5% 15 Feb 2023
ALBERTSONS COS/SAFEWAY
3.5% 15 Mar 2029
ALBERTSONS COS/SAFEWAY
4.625% 15 Jan 2027
ALBERTSONS COS/SAFEWAY
4.875% 15 Feb 2030
ALBERTSONS COS/SAFEWAY
5.875% 15 Feb 2028
ALCOA NEDERLAND HOLDING
5.5% 15 Dec 2027
ALLEGHENY TECHNOLOGIES
4.875% 01 Oct 2029
ALLEGHENY TECHNOLOGIES
5.125% 01 Oct 2031
ALLEGHENY TECHNOLOGIES
5.875% 01 Dec 2027
ALLIED UNIVERSAL
6.625% 15 Jul 2026
ALLIED UNIVERSAL
9.75% 15 Jul 2027
ALLISON TRANSMISSION INC
3.75% 30 Jan 2031
ALLISON TRANSMISSION INC
4.75% 01 Oct 2027
ALLISON TRANSMISSION INC
5.875% 01 Jun 2029
ALLY FINANCIAL INC
5.75% 20 Nov 2025
ALTICE FINANCING SA
5.75% 15 Aug 2029
ALTICE FRANCE HOLDING SA
10.5% 15 May 2027
ALTICE FRANCE SA
5.125% 15 Jul 2029
ALTICE FRANCE SA
5.5% 15 Oct 2029
ALTICE FRANCE SA
8.125% 01 Feb 2027
AMERICAN AIRLINES/AADVAN
5.5% 20 Apr 2026
AMERICAN AIRLINES/AADVAN
5.75% 20 Apr 2029
AMERICAN AXLE + MFG INC
5% 01 Oct 2029
AMERICAN AXLE + MFG INC
6.25% 15 Mar 2026
AMERICAN AXLE + MFG INC
6.5% 01 Apr 2027
AMERICAN AXLE + MFG INC
6.875% 01 Jul 2028
AMERIGAS PART/FIN CORP
5.5% 20 May 2025
AMERIGAS PART/FIN CORP
5.875% 20 Aug 2026
AMGH HLDG CORP
1% 14 Mar 2025
AMS OSRAM AG
7% 31 Jul 2025
ANTERO MIDSTREAM PART/FI
5.375% 15 Jun 2029
ANTERO MIDSTREAM PART/FI
5.75% 01 Mar 2027
ANTERO MIDSTREAM PART/FI
5.75% 15 Jan 2028
ANTERO MIDSTREAM PART/FI
7.875% 15 May 2026
ANTERO RESOURCES CORP
5.375% 01 Mar 2030
ANTERO RESOURCES CORP
7.625% 01 Feb 2029
ANTERO RESOURCES CORP
8.375% 15 Jul 2026
APACHE CORP
4.625% 15 Nov 2025
APACHE CORP
4.875% 15 Nov 2027
API ESCROW CORP
4.75% 15 Oct 2029
API GROUP DE INC
4.125% 15 Jul 2029
ARAMARK SERVICES INC
5% 01 Feb 2028
ARCHES BUYER INC
4.25% 01 Jun 2028
ARCHROCK PARTNERS LP/FIN
6.25% 01 Apr 2028
ARCHROCK PARTNERS LP/FIN
6.875% 01 Apr 2027
ARCONIC CORP
6% 15 May 2025
ARCONIC CORP
6.125% 15 Feb 2028
ARDAGH PKG FIN/HLDGS USA
5.25% 15 Aug 2027
ASBURY AUTOMOTIVE GROUP
4.625% 15 Nov 2029
ASHTEAD CAPITAL INC
4.375% 15 Aug 2027
ATLAS LUXCO 4 / ALL UNI
4.625% 01 Jun 2028
AUTOMATION TOOLING SYSTE
4.125% 15 Dec 2028
AVANTOR FUNDING INC
4.625% 15 Jul 2028
AVIS BUDGET CAR/FINANCE
4.75% 01 Apr 2028
AVIS BUDGET CAR/FINANCE
5.375% 01 Mar 2029
AVIS BUDGET CAR/FINANCE
5.75% 15 Jul 2027
AVIS BUDGET CAR/FINANCE
5.75% 15 Jul 2027
AXALTA COAT/DUTCH HLD BV
4.75% 15 Jun 2027
AXALTA COATING SYSTEMS
3.375% 15 Feb 2029
BATH + BODY WORKS INC
6.75% 01 Jul 2036
BATH + BODY WORKS INC
6.875% 01 Nov 2035
BATH + BODY WORKS INC
9.375% 01 Jul 2025
BAUSCH HEALTH AMERICAS
8.5% 31 Jan 2027
BAUSCH HEALTH AMERICAS
9.25% 01 Apr 2026
BAUSCH HEALTH COMPANIES INC.
1% 02 Jun 2025
BAUSCH HEALTH COS INC
4.875% 01 Jun 2028
BAUSCH HEALTH COS INC
5% 15 Feb 2029
BAUSCH HEALTH COS INC
5% 30 Jan 2028
BAUSCH HEALTH COS INC
5.25% 15 Feb 2031
BAUSCH HEALTH COS INC
5.25% 30 Jan 2030
BAUSCH HEALTH COS INC
5.5% 01 Nov 2025
BAUSCH HEALTH COS INC
6.125% 15 Apr 2025
BAUSCH HEALTH COS INC
7% 15 Jan 2028
BAUSCH HEALTH COS INC
9% 15 Dec 2025
BAYTEX ENERGY CORP
8.75% 01 Apr 2027
BERRY GLOBAL INC
4.875% 15 Jul 2026
BIG RIVER STEEL/BRS FIN
6.625% 31 Jan 2029
BLACK KNIGHT INFOSERV LL
3.625% 01 Sep 2028
BLOCK INC
2.75% 01 Jun 2026
BLOCK INC
3.5% 01 Jun 2031
BLUE RACER MID LLC/FINAN
7.625% 15 Dec 2025
BOISE CASCADE COMPANY
4.875% 01 Jul 2030
BOOZ ALLEN HAMILTON INC
3.875% 01 Sep 2028
BOOZ ALLEN HAMILTON INC
4% 01 Jul 2029
BOYNE USA INC
4.75% 15 May 2029
BRINK S CO/THE
5.5% 15 Jul 2025
BUCKEYE PARTNERS LP
3.95% 01 Dec 2026
BUCKEYE PARTNERS LP
4.125% 01 Dec 2027
BUCKEYE PARTNERS LP
4.125% 01 Mar 2025
BUCKEYE PARTNERS LP
4.5% 01 Mar 2028
BUILDERS FIRSTSOURCE INC
4.25% 01 Feb 2032
BUILDERS FIRSTSOURCE INC
5% 01 Mar 2030
BWAY HLDG CO
1% 03 Apr 2024
BWX TECHNOLOGIES INC
4.125% 15 Apr 2029
CAESARS ENTERTAIN INC
4.625% 15 Oct 2029
CALIFORNIA RESOURCES CRP
7.125% 01 Feb 2026
CALPINE CORP
4.625% 01 Feb 2029
CALPINE CORP
5% 01 Feb 2031
CALPINE CORP
5.25% 01 Jun 2026
CARNIVAL CORP
10.5% 01 Feb 2026
CARNIVAL CORP
4% 01 Aug 2028
CARNIVAL CORP
6% 01 May 2029
CARPENTER TECHNOLOGY
6.375% 15 Jul 2028
CATALENT PHARMA SOLUTION
3.125% 15 Feb 2029
CCI BUYER INC
1% 17 Dec 2027
CCO HLDGS LLC/CAP CORP
4.25% 01 Feb 2031
CCO HLDGS LLC/CAP CORP
4.25% 15 Jan 2034
CCO HLDGS LLC/CAP CORP
4.5% 01 Jun 2033
CCO HLDGS LLC/CAP CORP
4.5% 15 Aug 2030
CCO HLDGS LLC/CAP CORP
4.75% 01 Mar 2030
CCO HLDGS LLC/CAP CORP
5% 01 Feb 2028
CCO HLDGS LLC/CAP CORP
5.125% 01 May 2027
CCO HLDGS LLC/CAP CORP
5.375% 01 Jun 2029
CD+R SMOKEY BUYER INC
6.75% 15 Jul 2025
CDK GLOBAL INC
5.25% 15 May 2029
CDW LLC/CDW FINANCE
3.25% 15 Feb 2029
CDW LLC/CDW FINANCE
4.25% 01 Apr 2028
CEDAR FAIR/CAN/MAGNUM/MI
5.5% 01 May 2025
CENTENE CORP
4.25% 15 Dec 2027
CENTENE CORP
4.625% 15 Dec 2029
CENTRAL GARDEN + PET CO
4.125% 15 Oct 2030
CENTRAL GARDEN + PET CO
5.125% 01 Feb 2028
CHEMOURS CO
4.625% 15 Nov 2029
CHEMOURS CO
5.75% 15 Nov 2028
CHENIERE ENERGY PARTNERS
3.25% 31 Jan 2032
CHENIERE ENERGY PARTNERS
4% 01 Mar 2031
CHENIERE ENERGY PARTNERS
4.5% 01 Oct 2029
CHESAPEAKE ENERGY CORP
6.75% 15 Apr 2029
CHESAPEAKE ENERGY CORP CW26
CHESAPEAKE ENERGY CORP
COMMON STOCK USD.01
CHS/COMMUNITY HEALTH SYS
4.75% 15 Feb 2031
CHS/COMMUNITY HEALTH SYS
5.625% 15 Mar 2027
CHS/COMMUNITY HEALTH SYS
6% 15 Jan 2029
CHS/COMMUNITY HEALTH SYS
8% 15 Mar 2026
CINEMARK USA INC
5.25% 15 Jul 2028
CINEMARK USA INC
8.75% 01 May 2025
CLAIRE 14 PIK CONVERTIBLE
CLAIRE S STONE INC
COMMON STOCK
CLAIRES STORES INC
1% 18 Dec 2026
CLARIOS GLOBAL LP/US FIN
6.25% 15 May 2026
CLARIV SCI HLD CORP
3.875% 01 Jul 2028
CLARIV SCI HLD CORP
4.875% 01 Jul 2029
CLEAN HARBORS INC
4.875% 15 Jul 2027
CLEAR CHANNEL OUTDOOR HO
5.125% 15 Aug 2027
CLEAR CHANNEL OUTDOOR HO
7.5% 01 Jun 2029
CLEAR CHANNEL OUTDOOR HO
7.75% 15 Apr 2028
CLEVELAND CLIFFS INC
4.625% 01 Mar 2029
CLEVELAND CLIFFS INC
4.875% 01 Mar 2031
CNX MIDSTREAM PART LP
4.75% 15 Apr 2030
COINBASE GLOBAL INC
3.375% 01 Oct 2028
COINBASE GLOBAL INC
3.625% 01 Oct 2031
COMMSCOPE INC
4.75% 01 Sep 2029
COMMSCOPE INC
6% 01 Mar 2026
COMMSCOPE INC
8.25% 01 Mar 2027
COMMSCOPE TECH LLC
6% 15 Jun 2025
COMSTOCK RESOURCES INC
5.875% 15 Jan 2030
COMSTOCK RESOURCES INC
6.75% 01 Mar 2029
COMSTOCK RESOURCES INC
7.5% 15 May 2025
CONDUENT BUS SERVICES
6% 01 Nov 2029
COOPER STANDARD AUTOMOTI
13% 01 Jun 2024
COOPER STANDARD AUTOMOTI
5.625% 15 Nov 2026
CORECIVIC INC
8.25% 15 Apr 2026
COTY INC
6.5% 15 Apr 2026
COTY/HFC PRESTIGE/INT US
4.75% 15 Jan 2029
CRESTWOOD MID PARTNER LP
5.625% 01 May 2027
CRESTWOOD MID PARTNER LP
8% 01 Apr 2029
CSC HOLDINGS LLC
6.5% 01 Feb 2029
CVR PARTNERS/CVR NITROGE
6.125% 15 Jun 2028
DAVITA INC
3.75% 15 Feb 2031
DAVITA INC
4.625% 01 Jun 2030
DCP MIDSTREAM OPERATING
5.625% 15 Jul 2027
DELL INT LLC / EMC CORP
6.02% 15 Jun 2026
DELTA AIR LINES/SKYMILES
4.5% 20 Oct 2025
DELTA AIR LINES/SKYMILES
4.75% 20 Oct 2028
DEVON ENERGY CORPORATION
5.875% 15 Jun 2028
DEXKO GLOBAL INC
1% 04 Oct 2028
DEXKO GLOBAL INC
1% 04 Oct 2028
DIRECTV FIN LLC/COINC
5.875% 15 Aug 2027
DIRECTV FINANCING LLC
1% 02 Aug 2027
DISH DBS CORP
5% 15 Mar 2023
DISH DBS CORP
5.25% 01 Dec 2026
DISH DBS CORP
5.75% 01 Dec 2028
DISH DBS CORP
5.875% 15 Jul 2022
DISH DBS CORP
5.875% 15 Nov 2024
DISH DBS CORP
7.75% 01 Jul 2026
DISH NETWORK CORP
3.375% 15 Aug 2026
DORNOCH DEBT MERGER SUB
6.625% 15 Oct 2029
DT MIDSTREAM INC
4.125% 15 Jun 2029
DT MIDSTREAM INC
4.375% 15 Jun 2031
DUN + BRADSTREET CORP
5% 15 Dec 2029
DYCOM INDUSTRIES INC
4.5% 15 Apr 2029
EDGEWELL PERSONAL CARE
4.125% 01 Apr 2029
EDGEWELL PERSONAL CARE
5.5% 01 Jun 2028
ELEMENT SOLUTIONS INC
3.875% 01 Sep 2028
EMERGENT BIOSOLUTIONS
3.875% 15 Aug 2028
ENCINO ACQUISITION PARTN
8.5% 01 May 2028
ENCOMPASS HEALTH CORP
4.5% 01 Feb 2028
ENCOMPASS HEALTH CORP
4.75% 01 Feb 2030
ENCOMPASS HEALTH CORP
5.75% 15 Sep 2025
ENDO DAC/FIN LLC/FINCO
6% 30 Jun 2028
ENDO DAC/FIN LLC/FINCO
9.5% 31 Jul 2027
ENDO LUX FIN CO I SARL
6.125% 01 Apr 2029
ENERGIZER HOLDINGS INC
4.375% 31 Mar 2029
ENERGIZER HOLDINGS INC
4.75% 15 Jun 2028
ENLINK MIDSTREAM LLC
5.375% 01 Jun 2029
ENLINK MIDSTREAM PARTNER
4.15% 01 Jun 2025
ENLINK MIDSTREAM PARTNER
4.4% 01 Apr 2024
ENLINK MIDSTREAM PARTNER
4.85% 15 Jul 2026
ENPRO INDUSTRIES INC
5.75% 15 Oct 2026
ENTEGRIS INC
3.625% 01 May 2029
ENTEGRIS INC
4.375% 15 Apr 2028
ENTERCOM MEDIA CORP
6.5% 01 May 2027
ENTERPRISE MERGER SUB INC
1% 10 Oct 2025
ENVISION HEALTHCARE CORP
8.75% 15 Oct 2026
EP ENERGY CORP
COMMON STOCK
EPIC CRUDE SVCS LP
1% 02 Mar 2026
EQM MIDSTREAM PARTNERS L
4.5% 15 Jan 2029
EQM MIDSTREAM PARTNERS L
5.5% 15 Jul 2028
EQM MIDSTREAM PARTNERS L
6% 01 Jul 2025
EQT CORP
3.9% 01 Oct 2027
EQT CORP
5% 15 Jan 2029
EQT CORP
6.625% 01 Feb 2025
ESC 144A HERTZ CORP
6% 15 Jan 2028
ESC CB CHESAPEAKE ENER
5.5% 15 Sep 2026
ESC GCB HERTZ CORP
6.25% 15 Oct 2022
ESC GCB144A HERTZ CORP
5.5% 15 Oct 2024
ESC GCB144A HERTZ CORP
7.125% 01 Aug 2026
FIRST STUDENT BIDCO INC
1% 21 Jul 2028
FIRST STUDENT BIDCO INC
1% 21 Jul 2028
FMG RESOURCES AUG 2006
4.375% 01 Apr 2031
FORD MOTOR CREDIT CO LLC
3.375% 13 Nov 2025
FORD MOTOR CREDIT CO LLC
4% 13 Nov 2030
FORD MOTOR CREDIT CO LLC
4.125% 17 Aug 2027
FORD MOTOR CREDIT CO LLC
4.134% 04 Aug 2025
FORD MOTOR CREDIT CO LLC
4.271% 09 Jan 2027
FORD MOTOR CREDIT CO LLC
4.542% 01 Aug 2026
FORD MOTOR CREDIT CO LLC
4.687% 09 Jun 2025
FORTERRA FIN LLC/FRTA FI
6.5% 15 Jul 2025
FREEPORT MCMORAN INC
4.125% 01 Mar 2028
FREEPORT MCMORAN INC
4.375% 01 Aug 2028
FRONTIER COMMUNICATIONS
5% 01 May 2028
FRONTIER COMMUNICATIONS
5.875% 15 Oct 2027
FRONTIER COMMUNICATIONS
6% 15 Jan 2030
FRONTIER COMMUNICATIONS
6.75% 01 May 2029
GANNETT HOLDINGS LLC
6% 01 Nov 2026
GAP INC/THE
3.625% 01 Oct 2029
GAP INC/THE
3.875% 01 Oct 2031
GARTNER INC
3.625% 15 Jun 2029
GARTNER INC
3.75% 01 Oct 2030
GARTNER INC
4.5% 01 Jul 2028
GATES GLOBAL LLC
1% 31 Mar 2027
GCI LLC
4.75% 15 Oct 2028
GCP APPLIED TECHNOLOGIES
5.5% 15 Apr 2026
GENESIS ENERGY LP/FIN
6.25% 15 May 2026
GENESIS ENERGY LP/FIN
6.5% 01 Oct 2025
GENESIS ENERGY LP/FIN
7.75% 01 Feb 2028
GENESIS ENERGY LP/FIN
8% 15 Jan 2027
GEO GROUP INC/THE
5.875% 15 Oct 2024
GFL ENVIRONMENTAL INC
3.75% 01 Aug 2025
GFL ENVIRONMENTAL INC
4% 01 Aug 2028
GFL ENVIRONMENTAL INC
4.25% 01 Jun 2025
GFL ENVIRONMENTAL INC
4.375% 15 Aug 2029
GLATFELTER
4.75% 15 Nov 2029
GLOBAL INFRASTRUCTURE SO
5.625% 01 Jun 2029
GLOBAL MEDICAL RESPONSE
6.5% 01 Oct 2025
GLP CAPITAL LP / FIN II
5.75% 01 Jun 2028
GOODYEAR TIRE + RUBBER
5% 15 Jul 2029
GOODYEAR TIRE + RUBBER
5.25% 15 Jul 2031
GOODYEAR TIRE + RUBBER
5.25% 30 Apr 2031
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GRAHAM PACKAGING COMPANY, INC.
1% 04 Aug 2027
GRAHAM PACKAGING/GPC CAP
7.125% 15 Aug 2028
GRAY ESCROW II INC
5.375% 15 Nov 2031
GRAY TELEVISION INC
4.75% 15 Oct 2030
GRAY TELEVISION INC
7% 15 May 2027
GREENEDEN US HOLDINGS II LLC
1% 01 Dec 2027
GREIF INC
6.5% 01 Mar 2027
GRIFFON CORPORATION
5.75% 01 Mar 2028
HANESBRANDS INC
4.875% 15 May 2026
HCA INC
3.5% 01 Sep 2030
HCA INC
5.375% 01 Feb 2025
HCA INC
5.375% 01 Sep 2026
HCA INC
5.625% 01 Sep 2028
HCA INC
5.875% 15 Feb 2026
HERC HOLDINGS INC
5.5% 15 Jul 2027
HERTZ CORP/THE
4.625% 01 Dec 2026
HERTZ CORP/THE
5% 01 Dec 2029
HESS MIDSTREAM OPERATION
4.25% 15 Feb 2030
HESS MIDSTREAM OPERATION
5.125% 15 Jun 2028
HESS MIDSTREAM OPERATION
5.625% 15 Feb 2026
HEXION INC
7.875% 15 Jul 2027
HILL ROM HOLDINGS INC
4.375% 15 Sep 2027
HILTON DOMESTIC OPERATIN
3.75% 01 May 2029
HILTON DOMESTIC OPERATIN
4% 01 May 2031
HILTON DOMESTIC OPERATIN
4.875% 15 Jan 2030
HILTON DOMESTIC OPERATIN
5.375% 01 May 2025
HILTON DOMESTIC OPERATIN
5.75% 01 May 2028
HILTON WORLDWIDE FIN LLC
4.875% 01 Apr 2027
HOLLY NRG PRTNR/FIN CORP
5% 01 Feb 2028
HOLOGIC INC
3.25% 15 Feb 2029
HOLOGIC INC
4.625% 01 Feb 2028
HOWMET AEROSPACE INC
5.9% 01 Feb 2027
HOWMET AEROSPACE INC
6.875% 01 May 2025
HUGHES SATELLITE SYSTEMS
6.625% 01 Aug 2026
IHEARTCOMMUNICATIONS INC
1% 01 May 2026
IHEARTCOMMUNICATIONS INC
5.25% 15 Aug 2027
IHEARTCOMMUNICATIONS INC
6.375% 01 May 2026
IHEARTCOMMUNICATIONS INC
8.375% 01 May 2027
II VI INC
5% 15 Dec 2029
IMOLA MERGER CORP
4.75% 15 May 2029
INTELSAT JACKSON HLDG
5.5% 01 Aug 2023
INTELSAT JACKSON HLDG
8% 15 Feb 2024
INTELSAT JACKSON HLDG
8.5% 15 Oct 2024
INTERNATIONAL GAME TECH
6.25% 15 Jan 2027
IQVIA INC
5% 15 Oct 2026
IRB HOLDING CORP
1% 15 Dec 2027
IRB HOLDING CORP
7% 15 Jun 2025
IRON MOUNTAIN INC
5% 15 Jul 2028
JELD WEN INC
4.625% 15 Dec 2025
JELD WEN INC
4.875% 15 Dec 2027
JELD WEN INC
6.25% 15 May 2025
KAISER ALUMINUM CORP
4.5% 01 Jun 2031
KENNEDY WILSON INC
4.75% 01 Mar 2029
KENNEDY WILSON INC
5% 01 Mar 2031
LABL INC
6.75% 15 Jul 2026
LABL, INC.
1% 01 Jul 2026
LAMB WESTON HLD
4.125% 31 Jan 2030
LAMB WESTON HLD
4.375% 31 Jan 2032
LAMB WESTON HLD
4.875% 15 May 2028
LEVEL 3 FINANCING INC
3.625% 15 Jan 2029
LEVEL 3 FINANCING INC
4.625% 15 Sep 2027
LEVEL 3 FINANCING INC
5.375% 01 May 2025
LIVE NATION ENTERTAINMEN
3.75% 15 Jan 2028
LIVE NATION ENTERTAINMEN
4.75% 15 Oct 2027
LIVE NATION ENTERTAINMEN
4.875% 01 Nov 2024
LIVE NATION ENTERTAINMEN
5.625% 15 Mar 2026
LIVE NATION ENTERTAINMEN
6.5% 15 May 2027
LPL HOLDINGS INC
4.625% 15 Nov 2027
LUMEN TECHNOLOGIES INC
4% 15 Feb 2027
LUMEN TECHNOLOGIES INC
5.125% 15 Dec 2026
LUMEN TECHNOLOGIES INC
5.375% 15 Jun 2029
LUMEN TECHNOLOGIES INC
5.625% 01 Apr 2025
LUMEN TECHNOLOGIES INC
7.5% 01 Apr 2024
MADISON IAQ LLC
1% 21 Jun 2028
MADISON IAQ LLC
4.125% 30 Jun 2028
MADISON IAQ LLC
5.875% 30 Jun 2029
MALLINCKRODT FIN/SB
5.5% 15 Apr 2025
MALLINCKRODT FIN/SB
5.625% 15 Oct 2023
MARRIOTT OWNERSHIP RESOR
4.5% 15 Jun 2029
MARRIOTT OWNERSHIP RESOR
6.125% 15 Sep 2025
MASONITE INTERNATIONAL C
5.375% 01 Feb 2028
MASTEC INC
4.5% 15 Aug 2028
MATTEL INC
3.375% 01 Apr 2026
MATTEL INC
3.75% 01 Apr 2029
MATTEL INC
5.875% 15 Dec 2027
MAUSER PACKAGING SOLUT
5.5% 15 Apr 2024
MAUSER PACKAGING SOLUT
7.25% 15 Apr 2025
MCGRAW HILL EDUCATION
5.75% 01 Aug 2028
MEDLINE BORROWER, LP
1% 23 Oct 2028
MEG ENERGY CORP
6.5% 15 Jan 2025
MEG ENERGY CORP
7.125% 01 Feb 2027
MGM GROWTH/MGM FINANCE
3.875% 15 Feb 2029
MGM GROWTH/MGM FINANCE
4.5% 01 Sep 2026
MGM GROWTH/MGM FINANCE
4.5% 15 Jan 2028
MGM GROWTH/MGM FINANCE
5.625% 01 May 2024
MGM GROWTH/MGM FINANCE
5.75% 01 Feb 2027
MGM RESORTS INTL
5.5% 15 Apr 2027
MGM RESORTS INTL
5.75% 15 Jun 2025
MGM RESORTS INTL
6% 15 Mar 2023
MIDAS OPCO HOLDINGS LLC
5.625% 15 Aug 2029
MIDCONTINENT COMM + FIN
5.375% 15 Aug 2027
MILEAGE PLUS HLDINGS LLC
6.5% 20 Jun 2027
MOOG INC
4.25% 15 Dec 2027
MOZART DEBT MERGER SUB
3.875% 01 Apr 2029
MOZART DEBT MERGER SUB
5.25% 01 Oct 2029
MUELLER WATER PRODUCTS
4% 15 Jun 2029
MYT HOLDING LLC
PREFERRED STOCK 06/29 10
MYT HOLDING LLC SHS
COMMON STOCK
NABORS INDUSTRIES INC
5.75% 01 Feb 2025
NATIONAL CINEMEDIA LLC
5.875% 15 Apr 2028
NATIONSTAR MTG HLD INC
5.125% 15 Dec 2030
NATIONSTAR MTG HLD INC
5.5% 15 Aug 2028
NATIONSTAR MTG HLD INC
5.75% 15 Nov 2031
NATIONSTAR MTG HLD INC
6% 15 Jan 2027
NCR CORP
5% 01 Oct 2028
NCR CORP
5.125% 15 Apr 2029
NCR CORP
5.75% 01 Sep 2027
NEIMAN MARCUS USD COMMON STOCK
EQUITY
NESCO HOLDINGS II INC
5.5% 15 Apr 2029
NETFLIX INC
4.875% 15 Apr 2028
NETFLIX INC
5.375% 15 Nov 2029
NETFLIX INC
5.875% 15 Nov 2028
NEWELL BRANDS INC
4.45% 01 Apr 2026
NEWELL BRANDS INC
4.875% 01 Jun 2025
NEWELL BRANDS INC
5.625% 01 Apr 2036
NEWS CORP
3.875% 15 May 2029
NEXSTAR MEDIA INC
4.75% 01 Nov 2028
NEXSTAR MEDIA INC
5.625% 15 Jul 2027
NGL ENRGY OP/FIN CORP
7.5% 01 Feb 2026
NIELSEN FINANCE LLC/CO
5.625% 01 Oct 2028
NMG PARENT LLC
CALL EXP 24SEPT27
NMG PARENT LLC
COMMON STOCK
NOVA CHEMICALS CORP
4.25% 15 May 2029
NOVA CHEMICALS CORP
4.875% 01 Jun 2024
NOVA CHEMICALS CORP
5% 01 May 2025
NOVA CHEMICALS CORP
5.25% 01 Jun 2027
NOVELIS CORP
3.25% 15 Nov 2026
NOVELIS CORP
3.875% 15 Aug 2031
NOVELIS CORP
4.75% 30 Jan 2030
NRG ENERGY INC
3.375% 15 Feb 2029
NRG ENERGY INC
3.625% 15 Feb 2031
NRG ENERGY INC
3.875% 15 Feb 2032
NRG ENERGY INC
5.25% 15 Jun 2029
NRG ENERGY INC
5.75% 15 Jan 2028
NRG ENERGY INC
6.625% 15 Jan 2027
NUANCE COMMUNICATIONS
5.625% 15 Dec 2026
NUSTAR LOGISTICS LP
5.625% 28 Apr 2027
NUSTAR LOGISTICS LP
5.75% 01 Oct 2025
NUSTAR LOGISTICS LP
6% 01 Jun 2026
NUSTAR LOGISTICS LP
6.375% 01 Oct 2030
OASIS PETROLEUM INC
6.375% 01 Jun 2026
OASIS PETROLEUM INC
COMMON STOCK
OCCIDENTAL PETROLEUM COR
5.5% 01 Dec 2025
OCCIDENTAL PETROLEUM COR
5.875% 01 Sep 2025
OCCIDENTAL PETROLEUM COR
6.125% 01 Jan 2031
OCCIDENTAL PETROLEUM COR
6.375% 01 Sep 2028
OCCIDENTAL PETROLEUM COR
6.625% 01 Sep 2030
OCCIDENTAL PETROLEUM COR
8.5% 15 Jul 2027
OCCIDENTAL PETROLEUM COR
8.875% 15 Jul 2030
OLYMPUS WATER US HOLDING CORP
1% 09 Nov 2028
ON SEMICONDUCTOR CORP
3.875% 01 Sep 2028
ONEMAIN FINANCE CORP
3.5% 15 Jan 2027
ONEMAIN FINANCE CORP
4% 15 Sep 2030
ONEMAIN FINANCE CORP
5.375% 15 Nov 2029
ONEMAIN FINANCE CORP
6.625% 15 Jan 2028
ONEMAIN FINANCE CORP
7.125% 15 Mar 2026
ORGANON + CO/ORG
4.125% 30 Apr 2028
ORGANON + CO/ORG
5.125% 30 Apr 2031
OWENS + MINOR INC
4.5% 31 Mar 2029
PACTIV EVERGREEN GROUP
4% 15 Oct 2027
PAR PHARMACEUTICAL INC
7.5% 01 Apr 2027
PARK RIVER HOLDINGS, INC.
1% 28 Dec 2027
PBF HOLDING CO LLC
6% 15 Feb 2028
PBF HOLDING CO LLC
9.25% 15 May 2025
PERFORMANCE FOOD GROUP I
4.25% 01 Aug 2029
PERFORMANCE FOOD GROUP I
6.875% 01 May 2025
PETCO HEALTH AND WELLNESS CO.
1% 03 Mar 2028
PETSMART INC/PETSMART FI
4.75% 15 Feb 2028
PG+E CORP
5% 01 Jul 2028
PG+E CORP
5.25% 01 Jul 2030
PGT INNOVATIONS INC
4.375% 01 Oct 2029
PHOTO HOLDINGS MERGER SU
8.5% 01 Oct 2026
PIKE CORP
5.5% 01 Sep 2028
PLANTRONICS INC
1% 02 Jul 2025
PLANTRONICS INC
4.75% 01 Mar 2029
PM GENERAL PURCHASER LLC
9.5% 01 Oct 2028
POST HOLDINGS INC
5.5% 15 Dec 2029
POST HOLDINGS INC
5.625% 15 Jan 2028
POST HOLDINGS INC
5.75% 01 Mar 2027
PRECISION DRILLING CORP
6.875% 15 Jan 2029
PRECISION DRILLING CORP
7.125% 15 Jan 2026
PRESIDIO HOLDING INC
4.875% 01 Feb 2027
PRESTIGE BRANDS INC
5.125% 15 Jan 2028
PRIME SECSRVC BRW/FINANC
3.375% 31 Aug 2027
PRIME SECSRVC BRW/FINANC
5.75% 15 Apr 2026
RAIN CII CARBON LLC/CII
7.25% 01 Apr 2025
RANGE RESOURCES CORP
4.875% 15 May 2025
REYNOLDS GROUP HOLDINGS INC
1% 20 Sep 2028
RHP HOTEL PPTY/RHP FINAN
4.5% 15 Feb 2029
RHP HOTEL PPTY/RHP FINAN
4.75% 15 Oct 2027
RITCHIE BROS HLDGS INC
4.75% 15 Dec 2031
RITE AID CORP
7.5% 01 Jul 2025
RITE AID CORP
8% 15 Nov 2026
ROCKETMTGE CO ISSUER INC
2.875% 15 Oct 2026
ROCKETMTGE CO ISSUER INC
3.625% 01 Mar 2029
ROCKETMTGE CO ISSUER INC
3.875% 01 Mar 2031
ROCKETMTGE CO ISSUER INC
4% 15 Oct 2033
ROLLER BEARING CO OF AME
4.375% 15 Oct 2029
RP ESCROW ISSUER LLC
5.25% 15 Dec 2025
SABRE GLBL INC
7.375% 01 Sep 2025
SABRE GLBL INC
9.25% 15 Apr 2025
SABRE GLBL INC.
1% 17 Dec 2027
SABRE GLBL INC.
1% 17 Dec 2027
SBA COMMUNICATIONS CORP
3.125% 01 Feb 2029
SCIENCE APPLICATIONS INT
4.875% 01 Apr 2028
SCOTTS MIRACLE GRO CO
4% 01 Apr 2031
SCOTTS MIRACLE GRO CO
4.375% 01 Feb 2032
SCOTTS MIRACLE GRO CO
4.5% 15 Oct 2029
SCOTTS MIRACLE GRO CO
5.25% 15 Dec 2026
SCRIPPS ESCROW II INC
3.875% 15 Jan 2029
SCRIPPS ESCROW II INC
5.375% 15 Jan 2031
SCRIPPS ESCROW INC
5.875% 15 Jul 2027
SENSATA TECHNOLOGIES BV
4% 15 Apr 2029
SENSATA TECHNOLOGIES BV
4.875% 15 Oct 2023
SENSATA TECHNOLOGIES INC
3.75% 15 Feb 2031
SERVICE CORP INTL
3.375% 15 Aug 2030
SERVICE CORP INTL
4% 15 May 2031
SERVICE CORP INTL
4.625% 15 Dec 2027
SERVICE CORP INTL
5.125% 01 Jun 2029
SERVICE CORP INTL
7.5% 01 Apr 2027
SHUTTERFLY INC
1% 25 Sep 2026
SINCLAIR TELEVISION GROU
4.125% 01 Dec 2030
SINCLAIR TELEVISION GROU
5.125% 15 Feb 2027
SIRIUS XM RADIO INC
4% 15 Jul 2028
SIRIUS XM RADIO INC
4.125% 01 Jul 2030
SIRIUS XM RADIO INC
5% 01 Aug 2027
SIRIUS XM RADIO INC
5.5% 01 Jul 2029
SIX FLAGS ENTERTAINMENT
4.875% 31 Jul 2024
SIX FLAGS ENTERTAINMENT
5.5% 15 Apr 2027
SM ENERGY CO
5.625% 01 Jun 2025
SM ENERGY CO
6.5% 15 Jul 2028
SM ENERGY CO
6.625% 15 Jan 2027
SONIC AUTOMOTIVE INC
4.625% 15 Nov 2029
SOUTHWESTERN ENERGY CO
4.75% 01 Feb 2032
SOUTHWESTERN ENERGY CO
5.375% 15 Mar 2030
SOUTHWESTERN ENERGY CO
7.75% 01 Oct 2027
SP PF BUYER LLC
1% 22 Dec 2025
SPECTRUM BRANDS INC
3.875% 15 Mar 2031
SPECTRUM BRANDS INC
5% 01 Oct 2029
SPECTRUM BRANDS INC
5.5% 15 Jul 2030
SPECTRUM BRANDS INC
5.75% 15 Jul 2025
SPIRIT AEROSYSTEMS INC
1% 15 Jan 2025
SPIRIT AEROSYSTEMS INC
5.5% 15 Jan 2025
SPIRIT AEROSYSTEMS INC
7.5% 15 Apr 2025
SPRINT CAPITAL CORP
6.875% 15 Nov 2028
SPRINT CAPITAL CORP
8.75% 15 Mar 2032
SPRINT CORP
7.125% 15 Jun 2024
SPRINT CORP
7.625% 01 Mar 2026
SPRINT CORP
7.625% 15 Feb 2025
SPRINT CORP
7.875% 15 Sep 2023
SRS DISTRIBUTION INC
4.625% 01 Jul 2028
SS+C TECHNOLOGIES INC
5.5% 30 Sep 2027
STANDARD INDUSTRIES INC
3.375% 15 Jan 2031
STANDARD INDUSTRIES INC
4.75% 15 Jan 2028
STANDARD INDUSTRIES INC
5% 15 Feb 2027
STAPLES INC
10.75% 15 Apr 2027
STAPLES INC
7.5% 15 Apr 2026
STARFRUIT FINCO B V
1% 01 Oct 2025
STATION CASINOS LLC
4.5% 15 Feb 2028
STERICYCLE INC
3.875% 15 Jan 2029
STEVENS HOLDING CO INC
6.125% 01 Oct 2026
SUMMER BC HOLDCO B SARL
1% 04 Dec 2026
SUMMIT MATERIALS LLC/FIN
5.25% 15 Jan 2029
SUMMIT MID HLDS LLC / FI
8.5% 15 Oct 2026
SUNOCO LP/FINANCE CORP
4.5% 15 May 2029
SUNOCO LP/FINANCE CORP
4.5% 30 Apr 2030
SUNSHINE LUXEMBOURG VII SARL
1% 01 Oct 2026
SUNSHINE LUXEMBOURG VII SARL
1% 01 Oct 2026
SYNAPTICS INC
4% 15 Jun 2029
T MOBILE USA INC
2.25% 15 Feb 2026
T MOBILE USA INC
4.75% 01 Feb 2028
TALLGRASS NRG PRTNR/FIN
5.5% 15 Jan 2028
TALLGRASS NRG PRTNR/FIN
6% 01 Mar 2027
TALLGRASS NRG PRTNR/FIN
6% 01 Sep 2031
TALLGRASS NRG PRTNR/FIN
6% 31 Dec 2030
TALLGRASS NRG PRTNR/FIN
7.5% 01 Oct 2025
TARGA RESOURCES PARTNERS
4% 15 Jan 2032
TARGA RESOURCES PARTNERS
4.875% 01 Feb 2031
TARGA RESOURCES PARTNERS
5% 15 Jan 2028
TARGA RESOURCES PARTNERS
5.375% 01 Feb 2027
TARGA RESOURCES PARTNERS
5.5% 01 Mar 2030
TARGA RESOURCES PARTNERS
6.5% 15 Jul 2027
TARGA RESOURCES PARTNERS
6.875% 15 Jan 2029
TELECOM ITALIA CAPITAL
6% 30 Sep 2034
TELECOM ITALIA CAPITAL
6.375% 15 Nov 2033
TEMPUR SEALY INTL INC
4% 15 Apr 2029
TENET HEALTHCARE CORP
4.25% 01 Jun 2029
TENET HEALTHCARE CORP
4.625% 15 Jul 2024
TENET HEALTHCARE CORP
4.875% 01 Jan 2026
TENET HEALTHCARE CORP
5.125% 01 Nov 2027
TENET HEALTHCARE CORP
6.25% 01 Feb 2027
TENET HEALTHCARE CORP
7.5% 01 Apr 2025
TENNECO INC
5% 15 Jul 2026
TENNECO INC
5.125% 15 Apr 2029
TENNECO INC
5.375% 15 Dec 2024
TENNECO INC
7.875% 15 Jan 2029
TEREX CORP
5% 15 May 2029
TITAN ACQUISITION LIMITED
1% 28 Mar 2025
TRANSDIGM INC
6.25% 15 Mar 2026
TRANSOCEAN GUARDIAN LTD
5.875% 15 Jan 2024
TRANSOCEAN PONTUS LTD
6.125% 01 Aug 2025
TREEHOUSE FOODS INC
4% 01 Sep 2028
TRIMAS CORP
4.125% 15 Apr 2029
TRINSEO OP / TRINSEO FIN
5.125% 01 Apr 2029
TRINSEO OP / TRINSEO FIN
5.375% 01 Sep 2025
TRIPADVISOR INC
7% 15 Jul 2025
TRITON WATER HOLDINGS IN
6.25% 01 Apr 2029
TRITON WATER HOLDINGS, INC.
1% 31 Mar 2028
TRIVIUM PACKAGING FIN
5.5% 15 Aug 2026
TWILIO INC
3.625% 15 Mar 2029
TWILIO INC
3.875% 15 Mar 2031
U.S. RENAL CARE, INC.
1% 26 Jun 2026
UBER TECHNOLOGIES INC
4.5% 15 Aug 2029
UNITED AIRLINES INC
4.375% 15 Apr 2026
UNITED RENTALS NORTH AM
3.875% 15 Feb 2031
UNITED RENTALS NORTH AM
4.875% 15 Jan 2028
UNITED RENTALS NORTH AM
5.5% 15 May 2027
UNITED STATES STEEL CORP
6.875% 01 Mar 2029
UNIVISION COMMUNICATIONS
4.5% 01 May 2029
UPC BROADBAND FINCO BV
4.875% 15 Jul 2031
US CELLULAR CORP
6.7% 15 Dec 2033
US DOLLAR
US FOODS INC
4.625% 01 Jun 2030
VAIL RESORTS INC
6.25% 15 May 2025
VARSITY BRANDS INC
1% 15 Dec 2024
VENATOR FIN SARL/VENATOR
5.75% 15 Jul 2025
VERICAL MIDCO GMBH
1% 30 Jul 2027
VERTIV GROUP CORPORATION
1% 02 Mar 2027
VIAVI SOLUTIONS INC
3.75% 01 Oct 2029
VICI PROPERTIES / NOTE
3.75% 15 Feb 2027
VICI PROPERTIES / NOTE
4.125% 15 Aug 2030
VICI PROPERTIES / NOTE
4.25% 01 Dec 2026
VICI PROPERTIES / NOTE
4.625% 01 Dec 2029
VICI PROPERTIES INC
REIT USD.01
VIDEOTRON LTD
5.375% 15 Jun 2024
VIDEOTRON LTD / LTEE
5.125% 15 Apr 2027
VIRGIN MEDIA SECURED FIN
5.5% 15 May 2029
VISTA OUTDOOR INC
4.5% 15 Mar 2029
VISTRA CORP
5% 31 Jul 2027
VISTRA OPERATIONS CO LLC
4.375% 01 May 2029
VISTRA OPERATIONS CO LLC
5.625% 15 Feb 2027
WABASH NATIONAL CORP
4.5% 15 Oct 2028
WEEKLEY HOMES LLC/ FINAN
4.875% 15 Sep 2028
WELBILT INC
9.5% 15 Feb 2024
WESCO AIRCRAFT HOLDINGS
9% 15 Nov 2026
WESCO DISTRIBUTION INC
7.125% 15 Jun 2025
WESCO DISTRIBUTION INC
7.25% 15 Jun 2028
WESTERN MIDSTREAM OPERAT
4.5% 01 Mar 2028
WESTERN MIDSTREAM OPERAT
4.65% 01 Jul 2026
WHITE CAP BUYER LLC
1% 19 Oct 2027
WILLIAM CARTER
5.625% 15 Mar 2027
WMG ACQUISITION CORP
3% 15 Feb 2031
WMG ACQUISITION CORP
3.75% 01 Dec 2029
WMG ACQUISITION CORP
3.875% 15 Jul 2030
WR GRACE HOLDING LLC
4.875% 15 Jun 2027
WR GRACE HOLDING LLC
5.625% 15 Aug 2029
WYNN LAS VEGAS LLC/CORP
5.5% 01 Mar 2025
WYNN RESORTS FINANCE LLC
5.125% 01 Oct 2029
WYNN RESORTS FINANCE LLC
7.75% 15 Apr 2025
YUM BRANDS INC
3.625% 15 Mar 2031
YUM BRANDS INC
4.625% 31 Jan 2032
YUM BRANDS INC
7.75% 01 Apr 2025
ZAYO GROUP HOLDINGS INC
1% 09 Mar 2027
ZAYO GROUP HOLDINGS INC
4% 01 Mar 2027
ZI TECH LLC/ZI FIN CORP
3.875% 01 Feb 2029
Total: EXHIBIT O - High Yield Debt Fund
n / a - Cost is not applicable
EXHIBIT P - Emerging Markets Debt Fund
(Managed by Prudential)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
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
ABU DHABI GOVT INT L
3.875% 16 Apr 2050
ABU DHABI PORTS CO PJSC
2.5% 06 May 2031
ADANI PORTS AND SPECIAL
5% 02 Aug 2041
AEROPUERTO INTL TOCUMEN
5.125% 11 Aug 2061
AGILE GROUP HOLDINGS LTD
6.05% 13 Oct 2025
ALFA DESARROLLO SPA
4.55% 27 Sep 2051
ARAB REPUBLIC OF EGYPT
5.625% 16 Apr 2030
ARAB REPUBLIC OF EGYPT
5.875% 11 Jun 2025
ARAB REPUBLIC OF EGYPT
6.375% 11 Apr 2031
ARAB REPUBLIC OF EGYPT
8.5% 31 Jan 2047
ARAB REPUBLIC OF EGYPT
8.5% 31 Jan 2047
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AUTORIDAD CANAL DE PANAM
4.95% 29 Jul 2035
AYDEM YENILENEBILIR ENER
7.75% 02 Feb 2027
B8A99GLS3 PRUDENTIAL
FXVAN PUT USD IDR 14300.000000
B8A99GM60 PRUDENTIAL
FXVAN CALL USD IDR 16500.00000
B8A9JTMV6 PRUDENTIAL
FXVAN CALL USD ZAR 16.0000000
B8A9S1CJ5 PRUDENTIAL
FXVAN CALL USD IDR 16500.00000
B8A9S1CM8 PRUDENTIAL
FXVAN PUT USD IDR 14300.000000
B8A9UBCJ0 PRUDENTIAL
FXVAN CALL USD TRY 9.7500000
B8A9UBCM3 PRUDENTIAL
FXVAN CALL USD TRY 10.2500000
B8A9UBCN1 PRUDENTIAL
FXVAN PUT USD TRY 8.8000000
B8A9UW7S0 PRUDENTIAL
FXVAN CALL USD ZAR 16.0000000
B8A9UW7Y7 PRUDENTIAL
FXVAN CALL USD ZAR 15.5000000
B8A9UW800 PRUDENTIAL
FXVAN CALL USD ZAR 16.5000000
B8A9XP7G8 PRUDENTIAL
FXVAN PUT USD CNH 6.4000000
B8A9XP7J2 PRUDENTIAL
FXVAN CALL USD CNH 6.5500000
B8A9XP7N3 PRUDENTIAL
FXVAN CALL USD CNH 6.9000000
B8AA116A7 PRUDENTIAL
FXVAN CALL USD MXN 22.0000000
B8AA15279 PRUDENTIAL
FXVAN PUT USD MXN 20.6000000
B8AA190S7 PRUDENTIAL
FXVAN PUT USD TRY 12.2500000
B8AA19ZC4 PRUDENTIAL
FXVAN PUT USD RUB 71.0000000
B8AA19ZF7 PRUDENTIAL
FXVAN CALL USD RUB 83.0000000
B8AA19ZG5 PRUDENTIAL
FXVAN CALL USD RUB 90.0000000
B8AA2N9L1 PRUDENTIAL
FXVAN CALL USD MXN 21.2500000
B8AA2N9R8 PRUDENTIAL
FXVAN CALL USD MXN 22.5000000
BANCO DE CREDITO DEL PER
1% 30 Sep 2031
BANGKOK BANK PCL/HK
1% 25 Sep 2034
BBVA BANCOMER SA TEXAS
1% 13 Sep 2034
BONOS DE TESORERIA
5.35% 12 Aug 2040
BONOS DE TESORERIA
5.4% 12 Aug 2034
BONOS DE TESORERIA
5.94% 12 Feb 2029
BONOS TESORERIA PESOS
2.3% 01 Oct 2028
BONOS TESORERIA PESOS
4.5% 01 Mar 2026
BONOS TESORERIA PESOS
4.7% 01 Sep 2030
BONOS TESORERIA PESOS
5% 01 Mar 2035
BONOS TESORERIA PESOS
5% 01 Oct 2028
BONOS TESORERIA PESOS
6% 01 Jan 2043
BRAZIL LOAN TRUST 1
5.477% 24 Jul 2023
BRAZILIAN REAL
FOREIGN CURRENCY
BULGARIA
1.375% 23 Sep 2050
CANADIAN DOLLAR
FOREIGN CURRENCY
CEMEX SAB DE CV
5.45% 19 Nov 2029
CHILEAN PESO
FOREIGN CURRENCY
CHINA GOVERNMENT BOND
2.68% 21 May 2030
CHINA GOVERNMENT BOND
2.85% 04 Jun 2027
CHINA GOVERNMENT BOND
3.01% 13 May 2028
CHINA GOVERNMENT BOND
3.13% 21 Nov 2029
CHINA GOVERNMENT BOND
3.27% 19 Nov 2030
CHINA GOVERNMENT BOND
3.28% 03 Dec 2027
CHINA GOVERNMENT BOND
3.29% 23 May 2029
CHINA GOVERNMENT BOND
3.81% 14 Sep 2050
CNAC HK FINBRIDGE CO LTD
3% 22 Sep 2030
CNAC HK FINBRIDGE CO LTD
3.875% 19 Jun 2029
CNAC HK FINBRIDGE CO LTD
4.875% 14 Mar 2025
CNOOC FINANCE 2013 LTD
3.3% 30 Sep 2049
COLOMBIAN PESO
FOREIGN CURRENCY
COMISION FEDERAL DE ELEC
4.75% 23 Feb 2027
CORP FINANCIERA DE DESAR
2.4% 28 Sep 2027
COSTA RICA GOVERNMENT
4.25% 26 Jan 2023
COSTA RICA GOVERNMENT
4.375% 30 Apr 2025
COSTA RICA GOVERNMENT
7% 04 Apr 2044
COUNTRY GARDEN HLDGS
8% 27 Jan 2024
CROATIA
2.75% 27 Jan 2030
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
AUD/USD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
BRL/USD
CURRENCY CONTRACT
USD/BRL
CURRENCY CONTRACT
USD/CLP
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
USD/CZK
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
CZK/USD
CURRENCY CONTRACT
USD/CZK
CURRENCY CONTRACT
USD/CZK
CURRENCY CONTRACT
EUR/CZK
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
EUR/USD
CURRENCY CONTRACT
EUR/CZK
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
USD/HUF
CURRENCY CONTRACT
USD/HUF
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
USD/HUF
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
HUF/USD
CURRENCY CONTRACT
USD/IDR
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
IDR/USD
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
USD/ILS
CURRENCY CONTRACT
JPY/USD
CURRENCY CONTRACT
USD/KRW
CURRENCY CONTRACT
USD/KRW
CURRENCY CONTRACT
USD/KRW
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MXN/USD
CURRENCY CONTRACT
MYR/USD
CURRENCY CONTRACT
USD/PEN
CURRENCY CONTRACT
USD/PHP
CURRENCY CONTRACT
USD/PHP
CURRENCY CONTRACT
PHP/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
USD/PLN
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
PLN/USD
CURRENCY CONTRACT
USD/RUB
CURRENCY CONTRACT
USD/RUB
CURRENCY CONTRACT
USD/RUB
CURRENCY CONTRACT
USD/RUB
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
RUB/USD
CURRENCY CONTRACT
USD/SGD
CURRENCY CONTRACT
USD/SGD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
USD/THB
CURRENCY CONTRACT
USD/THB
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
THB/USD
CURRENCY CONTRACT
USD/TWD
CURRENCY CONTRACT
USD/TWD
CURRENCY CONTRACT
USD/TWD
CURRENCY CONTRACT
USD/TWD
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
ZAR/USD
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/ZAR
CURRENCY CONTRACT
USD/CNH
CURRENCY CONTRACT
USD/CNH
CURRENCY CONTRACT
USD/CNH
CURRENCY CONTRACT
USD/CNH
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
CNH/USD
CURRENCY CONTRACT
USD/COP
CURRENCY CONTRACT
USD/COP
CURRENCY CONTRACT
COP/USD
CURRENCY CONTRACT
RON/USD
CURRENCY CONTRACT
TRY/USD
CURRENCY CONTRACT
TRY/USD
CURRENCY CONTRACT
USD/INR
CURRENCY CONTRACT
USD/INR
CURRENCY CONTRACT
INR/USD
CURRENCY CONTRACT
USD/INR
CURRENCY CONTRACT
USD/UAH
CZECH KORUNA
FOREIGN CURRENCY
CZECH REPUBLIC
0.25% 10 Feb 2027
CZECH REPUBLIC
0.95% 15 May 2030
CZECH REPUBLIC
1.2% 13 Mar 2031
CZECH REPUBLIC
1.25% 14 Feb 2025
CZECH REPUBLIC
2% 13 Oct 2033
CZECH REPUBLIC
2.5% 25 Aug 2028
CZECH REPUBLIC
2.75% 23 Jul 2029
CZECH REPUBLIC
4.2% 04 Dec 2036
DEVT BANK OF MONGOLIA
7.25% 23 Oct 2023
DIGICEL GROUP HOLDINGS
10% 01 Apr 2024
DOMINICAN REPUBLIC
4.5% 30 Jan 2030
DOMINICAN REPUBLIC
5.3% 21 Jan 2041
DOMINICAN REPUBLIC
5.5% 27 Jan 2025
DOMINICAN REPUBLIC
5.875% 30 Jan 2060
DOMINICAN REPUBLIC
5.95% 25 Jan 2027
DOMINICAN REPUBLIC
6% 19 Jul 2028
DOMINICAN REPUBLIC
6.875% 29 Jan 2026
DOMINICAN REPUBLIC
7.45% 30 Apr 2044
DOMINICAN REPUBLIC
9.75% 05 Jun 2026
DP WORLD PLC
6.85% 02 Jul 2037
ECOPETROL SA
4.625% 02 Nov 2031
ECOPETROL SA
6.875% 29 Apr 2030
EMBRAER NETHERLANDS FINA
6.95% 17 Jan 2028
EMPRESA NACIONAL DEL PET
3.45% 16 Sep 2031
ENERGEAN ISRAEL FINANCE
4.875% 30 Mar 2026
ENERGEAN ISRAEL FINANCE
5.375% 30 Mar 2028
ENERGEAN ISRAEL FINANCE
5.875% 30 Mar 2031
ENN CLEAN ENERGY
3.375% 12 May 2026
ESKOM HOLDINGS SOC LTD
6.35% 10 Aug 2028
ESKOM HOLDINGS SOC LTD
6.35% 10 Aug 2028
ESKOM HOLDINGS SOC LTD
6.75% 06 Aug 2023
ESKOM HOLDINGS SOC LTD
7.125% 11 Feb 2025
ESKOM HOLDINGS SOC LTD
8.45% 10 Aug 2028
EURO BUND FUTURE MAR22
XEUR 20220308
EURO CURRENCY
FOREIGN CURRENCY
EUROPEAN BK RECON + DEV
7.5% 15 May 2022
EUROPEAN INVESTMENT BANK
0.01% 05 Sep 2022
EXPORT IMPORT BK INDIA
3.25% 15 Jan 2030
EXPORT IMPORT BK INDIA
3.25% 15 Jan 2030
EXPORT IMPORT BK INDIA
3.375% 05 Aug 2026
FED REPUBLIC OF BRAZIL
3.875% 12 Jun 2030
FED REPUBLIC OF BRAZIL
4.5% 30 May 2029
FED REPUBLIC OF BRAZIL
5% 27 Jan 2045
FED REPUBLIC OF BRAZIL
6% 07 Apr 2026
FED REPUBLIC OF BRAZIL
7.125% 20 Jan 2037
FED REPUBLIC OF BRAZIL
8.25% 20 Jan 2034
FEL ENERGY VI SARL
5.75% 01 Dec 2040
FIN DEPT GOVT SHARJAH
4% 28 Jul 2050
GALAXY PIPELINE ASSETS
2.94% 30 Sep 2040
GMR HYDERABAD INTERNATIO
5.375% 10 Apr 2024
GOHL CAPITAL LTD
4.25% 24 Jan 2027
GOVERNMENT OF JAMAICA
6.75% 28 Apr 2028
GOVERNMENT OF JAMAICA
7.625% 09 Jul 2025
GOVERNMENT OF JAMAICA
8.5% 28 Feb 2036
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GOVT OF BERMUDA
3.375% 20 Aug 2050
GRUPO AVAL LTD
4.375% 04 Feb 2030
HONDURAS GOVERNMENT
6.25% 19 Jan 2027
HUNGARY
1.75% 05 Jun 2035
HUNGARY
3.125% 21 Sep 2051
HUNGARY
7.625% 29 Mar 2041
HUNGARY GOVERNMENT BOND
1.5% 22 Apr 2026
HUNGARY GOVERNMENT BOND
2.25% 22 Jun 2034
HUNGARY GOVERNMENT BOND
3% 27 Oct 2038
HUNGARY GOVERNMENT BOND
4% 28 Apr 2051
HUNGARY GOVERNMENT BOND
5.5% 24 Jun 2025
HUNGARY GOVERNMENT BOND
6.75% 22 Oct 2028
INDONESIA ASAHAN ALUMINI
4.75% 15 May 2025
INDONESIA ASAHAN ALUMINI
6.53% 15 Nov 2028
INDONESIA ASAHAN ALUMINI
6.53% 15 Nov 2028
INDONESIA GOVERNMENT
6.125% 15 May 2028
INDONESIA GOVERNMENT
6.5% 15 Feb 2031
INDONESIA GOVERNMENT
6.5% 15 Jun 2025
INDONESIA GOVERNMENT
6.625% 15 May 2033
INDONESIA GOVERNMENT
7% 15 May 2027
INDONESIA GOVERNMENT
7% 15 Sep 2030
INDONESIA GOVERNMENT
7.5% 15 Apr 2040
INDONESIA GOVERNMENT
7.5% 15 Jun 2035
INDONESIA GOVERNMENT
7.5% 15 May 2038
INDONESIA GOVERNMENT
8.25% 15 May 2029
INDONESIA GOVERNMENT
8.25% 15 May 2036
INDONESIA GOVERNMENT
8.375% 15 Apr 2039
INDONESIA GOVERNMENT
8.375% 15 Mar 2034
INDONESIA GOVERNMENT
8.375% 15 Sep 2026
INDONESIA GOVERNMENT
8.75% 15 May 2031
INDONESIAN RUPIAH
FOREIGN CURRENCY
INTERCHILE SA
4.5% 30 Jun 2056
INTL FINANCE CORP
0.01% 23 Mar 2038
ISLAMIC REP OF PAKISTAN
6.875% 05 Dec 2027
ISLAMIC REP OF PAKISTAN
6.875% 05 Dec 2027
ISLAMIC REP OF PAKISTAN
7.375% 08 Apr 2031
ISLAMIC REP OF PAKISTAN
8.25% 15 Apr 2024
IVORY COAST
1% 31 Dec 2032
IVORY COAST
5.25% 22 Mar 2030
IVORY COAST
5.875% 17 Oct 2031
IVORY COAST
6.375% 03 Mar 2028
IVORY COAST
6.875% 17 Oct 2040
JBS USA FOOD CO
5.75% 15 Jan 2028
JSM GLOBAL SARL
4.75% 20 Oct 2030
KAZAKHSTAN TEMIR ZHOLY
6.95% 10 Jul 2042
KAZMUNAYGAS NATIONAL CO
5.75% 19 Apr 2047
KAZMUNAYGAS NATIONAL CO
6.375% 24 Oct 2048
KINGDOM OF BAHRAIN
6.75% 20 Sep 2029
KINGDOM OF BAHRAIN
7% 12 Oct 2028
KINGDOM OF BAHRAIN
7.375% 14 May 2030
KINGDOM OF BAHRAIN
7.5% 20 Sep 2047
KINGDOM OF JORDAN
7.375% 10 Oct 2047
KINGDOM OF MOROCCO
2.375% 15 Dec 2027
KINGDOM OF MOROCCO
3% 15 Dec 2032
KINGDOM OF MOROCCO
5.5% 11 Dec 2042
LEBANESE REPUBLIC
6% 27 Jan 2023
LEBANESE REPUBLIC
6.25% 27 May 2022
LEBANESE REPUBLIC
6.25% 27 May 2022
LEBANESE REPUBLIC
6.65% 22 Apr 2024
LEBANESE REPUBLIC
6.65% 26 Feb 2030
LEBANESE REPUBLIC
6.65% 26 Feb 2030
LEBANESE REPUBLIC
6.75% 29 Nov 2027
LEBANESE REPUBLIC
6.85% 23 Mar 2027
LEBANESE REPUBLIC
6.85% 25 May 2029
LETRA TESOURO NACIONAL
0.01% 01 Jan 2024
LETRA TESOURO NACIONAL
0.01% 01 Jul 2023
LUKOIL SECURITIES BV
3.875% 06 May 2030
MALAYSIA GOVERNMENT
3.733% 15 Jun 2028
MALAYSIA GOVERNMENT
3.757% 22 May 2040
MALAYSIA GOVERNMENT
3.828% 05 Jul 2034
MALAYSIA GOVERNMENT
3.844% 15 Apr 2033
MALAYSIA GOVERNMENT
3.885% 15 Aug 2029
MALAYSIA GOVERNMENT
3.9% 30 Nov 2026
MALAYSIA GOVERNMENT
3.955% 15 Sep 2025
MALAYSIA GOVERNMENT
4.181% 15 Jul 2024
MALAYSIA GOVERNMENT
4.232% 30 Jun 2031
MALAYSIA GOVERNMENT
4.254% 31 May 2035
MALAYSIA GOVERNMENT
4.762% 07 Apr 2037
MALAYSIAN RINGGIT
FOREIGN CURRENCY
MDGH GMTN RSC LTD
3.7% 07 Nov 2049
MEX BONOS DESARR FIX RT
10% 20 Nov 2036
MEX BONOS DESARR FIX RT
10% 20 Nov 2036
MEX BONOS DESARR FIX RT
7.5% 03 Jun 2027
MEX BONOS DESARR FIX RT
7.5% 03 Jun 2027
MEX BONOS DESARR FIX RT
7.75% 13 Nov 2042
MEX BONOS DESARR FIX RT
7.75% 23 Nov 2034
MEX BONOS DESARR FIX RT
7.75% 29 May 2031
MEX BONOS DESARR FIX RT
7.75% 29 May 2031
MEX BONOS DESARR FIX RT
8% 07 Nov 2047
MEX BONOS DESARR FIX RT
8.5% 18 Nov 2038
MEX BONOS DESARR FIX RT
8.5% 31 May 2029
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MEXICAN UDIBONOS
2.75% 27 Nov 2031
MEXICAN UDIBONOS
4.5% 04 Dec 2025
MEXICO CITY ARPT TRUST
3.875% 30 Apr 2028
NEW ISRAELI SHEQEL
FOREIGN CURRENCY
NEW ZEALAND DOLLAR
FOREIGN CURRENCY
NOTA DO TESOURO NACIONAL
10% 01 Jan 2023
NOTA DO TESOURO NACIONAL
10% 01 Jan 2025
NOTA DO TESOURO NACIONAL
10% 01 Jan 2027
NOTA DO TESOURO NACIONAL
10% 01 Jan 2031
NOTA DO TESOURO NACIONAL
6% 15 Aug 2030
NTPC LTD
2.75% 01 Feb 2027
OMAN GOV INTERNTL BOND
4.125% 17 Jan 2023
OMAN GOV INTERNTL BOND
4.75% 15 Jun 2026
OMAN GOV INTERNTL BOND
4.875% 01 Feb 2025
OMAN GOV INTERNTL BOND
6.5% 08 Mar 2047
OMAN GOV INTERNTL BOND
7.375% 28 Oct 2032
PELABUHAN INDONESIA III
4.875% 01 Oct 2024
PERTAMINA PERSERO PT
6.5% 07 Nov 2048
PERUSAHAAN GAS NEGARA
5.125% 16 May 2024
PERUSAHAAN LISTRIK NEGAR
1.875% 05 Nov 2031
PERUSAHAAN LISTRIK NEGAR
1.875% 05 Nov 2031
PERUSAHAAN LISTRIK NEGAR
5.45% 21 May 2028
PETROBRAS GLOBAL FINANCE
5.6% 03 Jan 2031
PETROBRAS GLOBAL FINANCE
6.9% 19 Mar 2049
PETROLEOS DE VENEZUELA S
5.375% 12 Apr 2027
PETROLEOS DE VENEZUELA S
6% 15 Nov 2026
PETROLEOS DE VENEZUELA S
8.5% 27 Oct 2020
PETROLEOS DE VENEZUELA S
9% 17 Nov 2021
PETROLEOS MEXICANOS
5.35% 12 Feb 2028
PETROLEOS MEXICANOS
6.35% 12 Feb 2048
PETROLEOS MEXICANOS
6.49% 23 Jan 2027
PETROLEOS MEXICANOS
6.5% 02 Jun 2041
PETROLEOS MEXICANOS
6.5% 13 Mar 2027
PETROLEOS MEXICANOS
6.5% 23 Jan 2029
PETROLEOS MEXICANOS
6.625% 15 Jun 2038
PETROLEOS MEXICANOS
6.75% 21 Sep 2047
PETROLEOS MEXICANOS
6.875% 04 Aug 2026
PETROLEOS MEXICANOS
7.69% 23 Jan 2050
PETRONAS CAPITAL LTD
4.5% 18 Mar 2045
PETRONAS CAPITAL LTD
4.55% 21 Apr 2050
PETRONAS CAPITAL LTD
4.8% 21 Apr 2060
PHILIPPINE GOVERNMENT
4.125% 20 Aug 2024
PHILIPPINE PESO
FOREIGN CURRENCY
PNG GOVT INTL BOND
8.375% 04 Oct 2028
POLAND GOVERNMENT BOND
0.25% 25 Oct 2026
POLAND GOVERNMENT BOND
1.25% 25 Oct 2030
POLAND GOVERNMENT BOND
2.25% 25 Oct 2024
POLAND GOVERNMENT BOND
2.5% 25 Apr 2024
POLAND GOVERNMENT BOND
2.5% 25 Jul 2026
POLAND GOVERNMENT BOND
2.5% 25 Jul 2027
POLAND GOVERNMENT BOND
2.75% 25 Apr 2028
POLAND GOVERNMENT BOND
2.75% 25 Oct 2029
POLAND GOVERNMENT BOND
3.25% 25 Jul 2025
POLISH ZLOTY
FOREIGN CURRENCY
POUND STERLING
FOREIGN CURRENCY
POWER FINANCE CORP LTD
4.5% 18 Jun 2029
PROVINCIA DE BUENOS AIRE
1% 01 Sep 2037
PT PERTAMINA (PERSERO)
4.7% 30 Jul 2049
QATAR ENERGY
3.125% 12 Jul 2041
REC LIMITED
5.25% 13 Nov 2023
REPUBLIC OF ANGOLA
8% 26 Nov 2029
REPUBLIC OF ANGOLA
8.25% 09 May 2028
REPUBLIC OF ANGOLA
9.375% 08 May 2048
REPUBLIC OF ANGOLA
9.5% 12 Nov 2025
REPUBLIC OF ANGOLA
9.5% 12 Nov 2025
REPUBLIC OF ARGENTINA
1% 09 Jan 2038
REPUBLIC OF ARGENTINA
1% 09 Jul 2029
REPUBLIC OF ARGENTINA
1% 09 Jul 2030
REPUBLIC OF ARGENTINA
1% 09 Jul 2035
REPUBLIC OF ARGENTINA
1% 09 Jul 2041
REPUBLIC OF BELARUS
6.875% 28 Feb 2023
REPUBLIC OF BELARUS
7.625% 29 Jun 2027
REPUBLIC OF CAMEROON
9.5% 19 Nov 2025
REPUBLIC OF COLOMBIA
5% 15 Jun 2045
REPUBLIC OF COLOMBIA
6.125% 18 Jan 2041
REPUBLIC OF COLOMBIA
7.375% 18 Sep 2037
REPUBLIC OF ECUADOR
0.01% 31 Jul 2030
REPUBLIC OF ECUADOR
1% 31 Jul 2030
REPUBLIC OF ECUADOR
1% 31 Jul 2030
REPUBLIC OF ECUADOR
1% 31 Jul 2035
REPUBLIC OF ECUADOR
1% 31 Jul 2035
REPUBLIC OF ECUADOR
1% 31 Jul 2040
REPUBLIC OF EL SALVADOR
5.875% 30 Jan 2025
REPUBLIC OF EL SALVADOR
7.625% 01 Feb 2041
REPUBLIC OF EL SALVADOR
7.65% 15 Jun 2035
REPUBLIC OF EL SALVADOR
7.75% 24 Jan 2023
REPUBLIC OF GABON
6.625% 06 Feb 2031
REPUBLIC OF GABON
6.625% 06 Feb 2031
REPUBLIC OF GABON
6.95% 16 Jun 2025
REPUBLIC OF GHANA
10.75% 14 Oct 2030
REPUBLIC OF GHANA
6.375% 11 Feb 2027
REPUBLIC OF GHANA
7.875% 26 Mar 2027
REPUBLIC OF GUATEMALA
4.5% 03 May 2026
REPUBLIC OF GUATEMALA
6.125% 01 Jun 2050
REPUBLIC OF INDONESIA
1.1% 12 Mar 2033
REPUBLIC OF INDONESIA
5.95% 08 Jan 2046
REPUBLIC OF INDONESIA
7.75% 17 Jan 2038
REPUBLIC OF INDONESIA
8.5% 12 Oct 2035
REPUBLIC OF IRAQ
6.752% 09 Mar 2023
REPUBLIC OF MOZAMBIQUE
1% 15 Sep 2031
REPUBLIC OF NAMIBIA
5.25% 29 Oct 2025
REPUBLIC OF NIGERIA
6.125% 28 Sep 2028
REPUBLIC OF NIGERIA
6.5% 28 Nov 2027
REPUBLIC OF NIGERIA
7.143% 23 Feb 2030
REPUBLIC OF NIGERIA
7.875% 16 Feb 2032
REPUBLIC OF NIGERIA
8.747% 21 Jan 2031
REPUBLIC OF NIGERIA
8.747% 21 Jan 2031
REPUBLIC OF PANAMA
6.7% 26 Jan 2036
REPUBLIC OF PANAMA
8.875% 30 Sep 2027
REPUBLIC OF PARAGUAY
6.1% 11 Aug 2044
REPUBLIC OF PERU
2.78% 01 Dec 2060
REPUBLIC OF PERU
2.783% 23 Jan 2031
REPUBLIC OF PERU
3% 15 Jan 2034
REPUBLIC OF PERU
6.35% 12 Aug 2028
REPUBLIC OF PERU
6.85% 12 Feb 2042
REPUBLIC OF PERU
6.9% 12 Aug 2037
REPUBLIC OF PERU
6.95% 12 Aug 2031
REPUBLIC OF PERU
8.2% 12 Aug 2026
REPUBLIC OF PERU
8.75% 21 Nov 2033
REPUBLIC OF PHILIPPINES
2.95% 05 May 2045
REPUBLIC OF PHILIPPINES
3% 01 Feb 2028
REPUBLIC OF PHILIPPINES
3.95% 20 Jan 2040
REPUBLIC OF PHILIPPINES
5% 13 Jan 2037
REPUBLIC OF SENEGAL
4.75% 13 Mar 2028
REPUBLIC OF SERBIA
1.5% 26 Jun 2029
REPUBLIC OF SERBIA
1.5% 26 Jun 2029
REPUBLIC OF SERBIA
1.65% 03 Mar 2033
REPUBLIC OF SERBIA
2.125% 01 Dec 2030
REPUBLIC OF SERBIA
3.125% 15 May 2027
REPUBLIC OF SOUTH AFRICA
10.5% 21 Dec 2026
REPUBLIC OF SOUTH AFRICA
6.25% 08 Mar 2041
REPUBLIC OF SOUTH AFRICA
6.25% 31 Mar 2036
REPUBLIC OF SOUTH AFRICA
6.5% 28 Feb 2041
REPUBLIC OF SOUTH AFRICA
7% 28 Feb 2031
REPUBLIC OF SOUTH AFRICA
8% 31 Jan 2030
REPUBLIC OF SOUTH AFRICA
8% 31 Jan 2030
REPUBLIC OF SOUTH AFRICA
8.75% 31 Jan 2044
REPUBLIC OF SOUTH AFRICA
8.75% 31 Jan 2044
REPUBLIC OF SOUTH AFRICA
8.875% 28 Feb 2035
REPUBLIC OF SOUTH AFRICA
9% 31 Jan 2040
REPUBLIC OF SRI LANKA
6.2% 11 May 2027
REPUBLIC OF SRI LANKA
6.35% 28 Jun 2024
REPUBLIC OF SRI LANKA
6.85% 14 Mar 2024
REPUBLIC OF SRI LANKA
7.85% 14 Mar 2029
REPUBLIC OF TURKEY
4.875% 09 Oct 2026
REPUBLIC OF TURKEY
6% 25 Mar 2027
REPUBLIC OF TURKEY
6.125% 24 Oct 2028
REPUBLIC OF TURKEY
7.375% 05 Feb 2025
REPUBLIC OF VENEZUELA
11.95% 05 Aug 2031
REPUBLIC OF VENEZUELA
9.25% 07 May 2028
REPUBLIC OF ZAMBIA
5.375% 20 Sep 2022
REPUBLIC OF ZAMBIA
8.97% 30 Jul 2027
REPUBLICA ORIENT URUGUAY
5.1% 18 Jun 2050
REPUBLICA ORIENT URUGUAY
7.625% 21 Mar 2036
REPUBLICA ORIENT URUGUAY
8.5% 15 Mar 2028
REPUBLICA ORIENT URUGUAY
9.875% 20 Jun 2022
ROMANIA
2.75% 14 Apr 2041
ROMANIA
3.875% 29 Oct 2035
ROMANIA
4.125% 11 Mar 2039
ROMANIA
4.625% 03 Apr 2049
ROMANIA
4.625% 03 Apr 2049
ROMANIA
5.125% 15 Jun 2048
ROMANIA GOVERNMENT BOND
3.25% 29 Apr 2024
ROMANIA GOVERNMENT BOND
3.65% 24 Sep 2031
ROMANIA GOVERNMENT BOND
4.75% 24 Feb 2025
ROMANIA GOVERNMENT BOND
4.85% 22 Apr 2026
ROMANIA GOVERNMENT BOND
5% 12 Feb 2029
ROMANIAN LEU
FOREIGN CURRENCY
RUSSIA GOVT BOND OFZ
5.9% 12 Mar 2031
RUSSIA GOVT BOND OFZ
6% 06 Oct 2027
RUSSIA GOVT BOND OFZ
6.9% 23 Jul 2031
RUSSIA GOVT BOND OFZ
6.9% 23 May 2029
RUSSIA GOVT BOND OFZ
7.05% 19 Jan 2028
RUSSIA GOVT BOND OFZ
7.15% 12 Nov 2025
RUSSIA GOVT BOND OFZ
7.25% 10 May 2034
RUSSIA GOVT BOND OFZ
7.65% 10 Apr 2030
RUSSIA GOVT BOND OFZ
7.7% 16 Mar 2039
RUSSIA GOVT BOND OFZ
7.7% 23 Mar 2033
RUSSIA GOVT BOND OFZ
7.75% 16 Sep 2026
RUSSIA GOVT BOND OFZ
7.95% 07 Oct 2026
RUSSIA GOVT BOND OFZ
8.15% 03 Feb 2027
RUSSIA GOVT BOND OFZ
8.5% 17 Sep 2031
RUSSIA I/L BOND OFZ
2.5% 17 Jul 2030
RUSSIAN FEDERATION
1.85% 20 Nov 2032
RUSSIAN FEDERATION
12.75% 24 Jun 2028
RUSSIAN FEDERATION
12.75% 24 Jun 2028
RUSSIAN FEDERATION
5.1% 28 Mar 2035
RUSSIAN FEDERATION
5.1% 28 Mar 2035
RUSSIAN FEDERATION
5.625% 04 Apr 2042
RUSSIAN FEDERATION
5.875% 16 Sep 2043
RUSSIAN RUBLE
FOREIGN CURRENCY
S8AA2R8H2 IRS BRL R F 10.27500
10.275% 04 Jan 2027
SASOL FINANCING USA LLC
4.375% 18 Sep 2026
SASOL FINANCING USA LLC
5.875% 27 Mar 2024
SAUDI ARABIAN OIL CO
4.25% 16 Apr 2039
SAUDI INTERNATIONAL BOND
2.25% 02 Feb 2033
SAUDI INTERNATIONAL BOND
4.5% 26 Oct 2046
SAUDI INTERNATIONAL BOND
4.625% 04 Oct 2047
SAUDI INTERNATIONAL BOND
4.625% 04 Oct 2047
SAUDI INTERNATIONAL BOND
5.25% 16 Jan 2050
SAUDI INTERNATIONAL BOND
5.25% 16 Jan 2050
SENEGAL GOVERNMENT INTERNATION
5.375% 08 Jun 2037
SINGAPORE DOLLAR
FOREIGN CURRENCY
SINOCHEM OVERSEAS CAPITA
6.3% 12 Nov 2040
SINOPEC GRP OVERSEA 2013
5.375% 17 Oct 2043
SINOPEC GRP OVERSEAS DEV
4.25% 12 Apr 2047
SOL
FOREIGN CURRENCY
SOUTH AFRICAN RAND
FOREIGN CURRENCY
SOUTHERN GAS CORRIDOR
6.875% 24 Mar 2026
SOUTHERN GAS CORRIDOR
6.875% 24 Mar 2026
STATE OF ISRAEL
3.875% 03 Jul 2050
STATE OF ISRAEL
4.5% 31 Dec 2099
STATE OF QATAR
4.4% 16 Apr 2050
STATE OF QATAR
4.4% 16 Apr 2050
STATE OF QATAR
4.5% 23 Apr 2028
STATE OF QATAR
4.817% 14 Mar 2049
STATE OF QATAR
4.817% 14 Mar 2049
STATE OF QATAR
5.103% 23 Apr 2048
STATE OF QATAR
5.103% 23 Apr 2048
SUMMIT DIGITEL INFRASTR
2.875% 12 Aug 2031
SUZANO AUSTRIA GMBH
3.75% 15 Jan 2031
SWAP BARCLAYS BANK COC
SWAP CASH COLLATERAL USD
SWAP BARCLAYS BANK COC
SWAP CASH COLLATERAL USD
SWAP CCPC JP MORGAN COC
SWAP CCPC CASH COLLATERAL
SWAP CITIBANK COC
SWAP CASH COLLATERAL USD
SWAP GOLDMAN SACHS BOC
SWAP CASH COLLATERAL USD
SWAP STAND. CHARTER BANK BOCOC
SWAP CASH COLLATERAL
SWAP UBS BOC
SWAP CASH COLLATERAL USD
SWISS FRANC
FOREIGN CURRENCY
THAILAND BAHT
FOREIGN CURRENCY
THAILAND GOVERNMENT BOND
1.6% 17 Dec 2029
THAILAND GOVERNMENT BOND
1.875% 17 Jun 2049
THAILAND GOVERNMENT BOND
2% 17 Jun 2042
THAILAND GOVERNMENT BOND
2.125% 17 Dec 2026
THAILAND GOVERNMENT BOND
2.875% 17 Dec 2028
THAILAND GOVERNMENT BOND
2.875% 17 Jun 2046
THAILAND GOVERNMENT BOND
3.3% 17 Jun 2038
THAILAND GOVERNMENT BOND
3.4% 17 Jun 2036
THAILAND GOVERNMENT BOND
3.58% 17 Dec 2027
THAILAND GOVERNMENT BOND
3.625% 16 Jun 2023
THAILAND GOVERNMENT BOND
3.65% 20 Jun 2031
THAILAND GOVERNMENT BOND
3.775% 25 Jun 2032
THAILAND GOVERNMENT BOND
3.85% 12 Dec 2025
THAILAND GOVERNMENT BOND
4.675% 29 Jun 2044
THAILAND GOVERNMENT BOND
4.875% 22 Jun 2029
THIRD PKSTAN INTL SUKUK
5.625% 05 Dec 2022
TITULOS DE TESORERIA
3.75% 16 Jun 2049
TITULOS DE TESORERIA
6% 28 Apr 2028
TITULOS DE TESORERIA
7% 30 Jun 2032
TITULOS DE TESORERIA
7.25% 18 Oct 2034
TITULOS DE TESORERIA
7.25% 26 Oct 2050
TITULOS DE TESORERIA
7.5% 26 Aug 2026
TITULOS DE TESORERIA
7.75% 18 Sep 2030
TULLOW OIL PLC
10.25% 15 May 2026
TURKEY GOVERNMENT BOND
10.5% 11 Aug 2027
TURKEY GOVERNMENT BOND
11% 02 Mar 2022
TURKEY GOVERNMENT BOND
11% 24 Feb 2027
TURKEY GOVERNMENT BOND
8.8% 27 Sep 2023
TURKISH LIRA
FOREIGN CURRENCY
TURKIYE SINAI KALKINMA B
6% 23 Jan 2025
UKRAINE GOVERNMENT
11.67% 22 Nov 2023
UKRAINE GOVERNMENT
17.25% 05 Jan 2022
UKRAINE GOVERNMENT
4.375% 27 Jan 2030
UKRAINE GOVERNMENT
6.75% 20 Jun 2026
UKRAINE GOVERNMENT
7.375% 25 Sep 2032
UKRAINE GOVERNMENT
7.375% 25 Sep 2032
UKRAINE GOVERNMENT
7.75% 01 Sep 2024
UKRAINE GOVERNMENT
7.75% 01 Sep 2025
UKRAINE GOVERNMENT
7.75% 01 Sep 2026
UKRAINE GOVERNMENT
7.75% 01 Sep 2027
UKRAINE GOVERNMENT
8.994% 01 Feb 2024
UKRAINE GOVERNMENT
9.75% 01 Nov 2028
UKREXIMBANK(BIZ FIN PLC)
9.75% 22 Jan 2025
UNITED MEXICAN STATES
4.6% 23 Jan 2046
UNITED MEXICAN STATES
5.75% 12 Oct 2099
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US ULTRA BOND CBT MAR22
XCBT 20220322
VALE OVERSEAS LIMITED
3.75% 08 Jul 2030
VEON HOLDINGS BV
3.375% 25 Nov 2027
YUAN RENMINBI
FOREIGN CURRENCY
YUAN RENMINBI OFFSHORE
FOREIGN CURRENCY
Total: EXHIBIT P - Emerging Markets Debt Fund
n / a - Cost is not applicable
EXHIBIT Q - Interest Income Fund
(Underlying assets managed by various investment companies)
IBM 401(K) PLUS PLAN AT DECEMBER 31, 2021
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
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
3M COMPANY
2.375% 26 Aug 2029
ABBVIE INC
2.9% 06 Nov 2022
ABBVIE INC
2.95% 21 Nov 2026
ACTIVISION BLIZZARD
3.4% 15 Sep 2026
AEP TEXAS INC
2.4% 01 Oct 2022
AGILENT TECHNOLOGIES INC
2.3% 12 Mar 2031
AGILENT TECHNOLOGIES INC
3.05% 22 Sep 2026
AIR CANADA 2017 1AA PTT
3.3% 15 Jul 2031
AIR LEASE CORP
1.875% 15 Aug 2026
AIR LEASE CORP
2.625% 01 Jul 2022
AIR LEASE CORP
3.375% 01 Jul 2025
ALTRIA GROUP INC
2.45% 04 Feb 2032
ALTRIA GROUP INC
3.4% 06 May 2030
ALTRIA GROUP INC
4.4% 14 Feb 2026
AMCOR FLEXIBLES NORTH AM
2.69% 25 May 2031
AMER AIRLINE 16 2 AA PTT
3.2% 15 Dec 2029
AMER AIRLINE 16 3 AA PTT
3% 15 Apr 2030
AMER AIRLINE 17 1 AA PTT
3.65% 15 Feb 2029
AMER AIRLINE 19 1AA PTT
3.15% 15 Aug 2033
AMER AIRLN 15 2 AA PTT
3.6% 22 Mar 2029
AMEREN ILLINOIS CO
1.55% 15 Nov 2030
AMERICAN EXPRESS CREDIT ACCOUN
0.9% 15 Nov 2026
AMERICAN INTL GROUP
3.4% 30 Jun 2030
AMERICAN TOWER CORP
1.5% 31 Jan 2028
AMERICAN TOWER CORP
2.3% 15 Sep 2031
AMERICAN TOWER CORP
3.95% 15 Mar 2029
ANGLO AMERICAN CAPITAL
5.625% 01 Apr 2030
ANHEUSER BUSCH INBEV WOR
3.5% 01 Jun 2030
ANTHEM INC
2.95% 01 Dec 2022
ANTOFAGASTA PLC
2.375% 14 Oct 2030
AON CORP
4.5% 15 Dec 2028
ARES CAPITAL CORP
2.15% 15 Jul 2026
ARES CAPITAL CORP
3.25% 15 Jul 2025
ARES CAPITAL CORP
3.875% 15 Jan 2026
ARES CAPITAL CORP
4.25% 01 Mar 2025
ASTRAZENECA PLC
1.375% 06 Aug 2030
AT+T INC
0.01% 27 Nov 2022
AT+T INC
2.3% 01 Jun 2027
AT+T INC
4.1% 15 Feb 2028
AT+T INC
4.35% 01 Mar 2029
ATLANTIC CITY ELECTRIC
2.3% 15 Mar 2031
ATMOS ENERGY CORP
1.5% 15 Jan 2031
AUTODESK INC
4.375% 15 Jun 2025
B91ZC0P39 CDS USD P F 1.00000
1% 20 Dec 2026
BAE SYSTEMS HOLDINGS INC
3.8% 07 Oct 2024
BAE SYSTEMS HOLDINGS INC
3.85% 15 Dec 2025
BALTIMORE GAS + ELECTRIC
2.4% 15 Aug 2026
BANC OF AMERICA MERRILL LYNCH
1% 15 Nov 2032
BANCO INBURSA
4.125% 06 Jun 2024
BANCO NACIONAL DE PANAMA
2.5% 11 Aug 2030
BANCO SANTANDER SA
2.706% 27 Jun 2024
BANK
1% 15 Dec 2052
BANK
1% 15 Feb 2061
BANK
2.521% 15 Dec 2064
BANK OF AMERICA CORP
1% 05 Mar 2029
BANK OF AMERICA CORP
1% 13 Feb 2026
BANK OF AMERICA CORP
1% 20 Dec 2028
BANK OF AMERICA CORP
1% 20 Jan 2028
BANK OF AMERICA CORP
1% 22 Jul 2027
BANK OF AMERICA CORP
1% 23 Apr 2027
BANK OF AMERICA CORP
1% 23 Jan 2026
BANK OF AMERICA CORP
1% 24 Apr 2028
BANK OF AMERICA CORP
1% 24 Oct 2026
BANK OF AMERICA CORP
3.95% 21 Apr 2025
BANK OF AMERICA CORP
4% 22 Jan 2025
BANK OF AMERICA CORP
4.45% 03 Mar 2026
BANK OF MONTREAL
0% 13 May 2022
BANK OF NOVA SCOTIA
0.25% 31 May 2022
BARCLAYS PLC
1% 10 Mar 2032
BARCLAYS PLC
1% 24 Jun 2031
BAT CAPITAL CORP
2.764% 15 Aug 2022
BAT CAPITAL CORP
3.215% 06 Sep 2026
BENCHMARK MORTGAGE TRUST
2.669% 15 Dec 2054
BFLD TRUST
1% 15 Oct 2034
BHARTI AIRTEL LTD
3.25% 03 Jun 2031
BIOGEN INC
2.25% 01 May 2030
BLACKSTONE PRIVATE CRE
3.25% 15 Mar 2027
BMW US CAPITAL LLC
1.95% 12 Aug 2031
BMW US CAPITAL LLC
4.15% 09 Apr 2030
BNP PARIBAS
1% 19 Nov 2025
BPCE SA
2.7% 01 Oct 2029
BROADCOM INC
4.75% 15 Apr 2029
BROADCOM INC
5% 15 Apr 2030
BRTDCHBW8 CDS USD R F 1.00000
1% 20 Dec 2022
BRTDD19G0 CDS USD P V 03MEVENT
1% 20 Dec 2022
BRTDD19K1 CDS USD R F 1.00000
1% 20 Dec 2022
BRTDD19N5 CDS USD R F 1.00000
1% 20 Dec 2022
BRTDD19R6 CDS USD R F 1.00000
1% 20 Dec 2022
BRTDD19U9 CDS USD R F 1.00000
1% 20 Dec 2022
BRTDD9U87 CDS USD R F 1.00000
1% 20 Dec 2022
BRWUPL3V4 IRS USD R V 12MUSCPI
1% 27 Oct 2051
BRWUPL6P4 IRS EUR R V 12MCPTFE
1% 15 Oct 2031
BRWUQZ1V4 IRS EUR R V 12MCPTFE
1% 15 Oct 2031
BRWUQZ482 IRS USD R V 12MUSCPI
1% 28 Oct 2051
BRWVNWZ94 IRS EUR R V 12MCPTFE
1% 15 Nov 2051
BRWVP0A73 IRS USD R V 12MSOFR
1% 15 Nov 2028
BRWVP1NV4 IRS USD R V 03MLIBOR
1% 31 May 2026
BRWVQH027 IRS USD R V 12MSOFR
1% 15 Aug 2031
BRWVQS726 IRS USD R V 12MSOFR
1% 15 May 2047
BRWWDSV21 IRS USD R V 12MSOFR
1% 15 May 2047
BRWWYBMW9 IRS GBP P F 4.22750
4.227% 15 Dec 2031
BWAY MORTGAGE TRUST
2.809% 10 Mar 2033
BX COMMERCIAL MORTGAGE TRUST 2
1% 15 Oct 2036
BX TRUST
1% 15 Dec 2036
BX TRUST
1% 15 Dec 2038
BX TRUST
1% 15 Jan 2034
BX TRUST
1% 15 Jun 2023
BX TRUST
1% 15 Jun 2038
BX TRUST
1% 15 Oct 2036
BX TRUST
1% 15 Oct 2038
BX TRUST
2.843% 09 Mar 2044
CAMERON LNG LLC
2.902% 15 Jul 2031
CANADIAN DOLLAR
FOREIGN CURRENCY
CANADIAN IMPERIAL BK
0% 16 May 2022
CANADIAN IMPERIAL BK
0.25% 18 May 2022
CANTOR COMMERCIAL REAL ESTATE
1% 15 Jan 2053
CAPITAL ONE BANK USA NA
1% 27 Jan 2023
CAPITAL ONE FINANCIAL CO
3.75% 09 Mar 2027
CC HOLDINGS GS V LLC/CRO
3.849% 15 Apr 2023
CELULOSA ARAUCO CONSTITU
4.2% 29 Jan 2030
CENTERPOINT ENER HOUSTON
2.35% 01 Apr 2031
CENTERPOINT ENERGY RES
1.75% 01 Oct 2030
CGRBS COMMERCIAL MORTGAGE TRUS
3.369% 13 Mar 2035
CHARLES SCHWAB CORP
4% 01 Feb 2029
CHARTER COMM OPT LLC/CAP
2.25% 15 Jan 2029
CHARTER COMM OPT LLC/CAP
4.2% 15 Mar 2028
CHARTER COMM OPT LLC/CAP
5.05% 30 Mar 2029
CHENIERE CORP CHRISTI HD
5.125% 30 Jun 2027
CHENIERE CORP CHRISTI HD
7% 30 Jun 2024
CHEVRON USA INC
3.25% 15 Oct 2029
CIGNA CORP
3.5% 15 Jun 2024
CIGNA CORP
4.125% 15 Nov 2025
CIM RETAIL PORTFOLIO TRUST
1% 15 Aug 2036
CITIBANK CREDIT CARD ISSUANCE
3.96% 13 Oct 2030
CITIGROUP COMMERCIAL MORTGAGE
2.935% 10 Apr 2048
CITIGROUP COMMERCIAL MORTGAGE
3.356% 10 Jul 2047
CITIGROUP INC
1% 08 Apr 2026
CITIGROUP INC
1% 24 Jan 2023
CITIGROUP INC
1% 28 Jan 2027
CITIGROUP INC
1% 30 Oct 2024
CITIGROUP INC
3.2% 21 Oct 2026
CITIGROUP INC
3.4% 01 May 2026
CITIZENS FINANCIAL GROUP
2.85% 27 Jul 2026
CITRIX SYSTEMS INC
3.3% 01 Mar 2030
COLLEGE AVE STUDENT LOANS
1.76% 25 Jun 2052
COLLEGE AVE STUDENT LOANS
2.32% 26 Jul 2055
COMCAST CORP
3.3% 01 Apr 2027
COMCAST CORP
3.4% 01 Apr 2030
COMCAST CORP
4.15% 15 Oct 2028
COMCAST CORP
4.25% 15 Oct 2030
COMM MORTGAGE TRUST
1% 15 Mar 2038
COMM MORTGAGE TRUST
3.424% 10 Mar 2031
COMM MORTGAGE TRUST
3.445% 10 Jul 2048
COMM MORTGAGE TRUST
3.528% 10 Dec 2047
COMM MORTGAGE TRUST
3.63% 10 Oct 2048
COMM MORTGAGE TRUST
3.897% 10 Mar 2031
COMM MORTGAGE TRUST
3.961% 10 Mar 2047
COMM MORTGAGE TRUST
4.228% 10 May 2051
COX COMMUNICATIONS INC
3.35% 15 Sep 2026
CRED SUIS GP FUN LTD
3.8% 15 Sep 2022
CREDIT ACCEPTANCE AUTO LOAN TR
1% 15 May 2030
CREDIT SUISSE MORTGAGE TRUST
2.256% 15 Aug 2037
CREDIT SUISSE NEW YORK
1.25% 07 Aug 2026
CREDIT SUISSE NY
0.3% 01 Jun 2022
CROWN CASTLE INTL CORP
2.25% 15 Jan 2031
CROWN CASTLE INTL CORP
2.5% 15 Jul 2031
CROWN CASTLE INTL CORP
3.3% 01 Jul 2030
CROWN CASTLE INTL CORP
3.7% 15 Jun 2026
CSAIL COMMERCIAL MORTGAGE TRUS
3.016% 15 Sep 2052
CSAIL COMMERCIAL MORTGAGE TRUS
4.052% 15 Mar 2052
CSX CORP
2.6% 01 Nov 2026
CSX CORP
3.25% 01 Jun 2027
CURRENCY CONTRACT
USD/EUR
CVS HEALTH CORP
3.25% 15 Aug 2029
CVS HEALTH CORP
3.625% 01 Apr 2027
CVS HEALTH CORP
4.3% 25 Mar 2028
D.R. HORTON INC
1.3% 15 Oct 2026
DAIMLER FINANCE NA LLC
2.125% 10 Mar 2025
DAIMLER FINANCE NA LLC
3.5% 03 Aug 2025
DANSKE BANK A/S
1% 10 Sep 2027
DANSKE BANK A/S
1% 12 Jan 2023
DANSKE BANK A/S
1.226% 22 Jun 2024
DANSKE BANK A/S
5% 12 Jan 2022
DBS BANK LTD
0% 01 Jun 2022
DBS BANK LTD
0% 03 Jun 2022
DELL INT LLC / EMC CORP
5.85% 15 Jul 2025
DELTA AIR LINES 2019 1AA
3.204% 25 Oct 2025
DEUTSCHE BANK AG
4.1% 13 Jan 2026
DEUTSCHE BANK NY
1% 01 Apr 2025
DEUTSCHE BANK NY
1.686% 19 Mar 2026
DEVON ENERGY CORPORATION
5.875% 15 Jun 2028
DIAMONDBACK ENERGY INC
3.125% 24 Mar 2031
DIAMONDBACK ENERGY INC
3.5% 01 Dec 2029
DISCOVER BANK
3.45% 27 Jul 2026
DISCOVER FINANCIAL SVS
4.5% 30 Jan 2026
DTE ELECTRIC CO
3.375% 01 Mar 2025
DTE ELECTRIC CO
3.65% 15 Mar 2024
DUKE ENERGY CAROLINAS
2.45% 01 Feb 2030
DUKE ENERGY CAROLINAS
2.45% 15 Aug 2029
DUKE ENERGY CAROLINAS
3.95% 15 Nov 2028
DUKE ENERGY FLORIDA LLC
2.4% 15 Dec 2031
DUKE ENERGY FLORIDA LLC
2.5% 01 Dec 2029
DUKE ENERGY FLORIDA LLC
3.8% 15 Jul 2028
DUKE ENERGY OHIO INC
3.65% 01 Feb 2029
DUKE ENERGY PROGRESS LLC
3.45% 15 Mar 2029
DUKE ENERGY PROGRESS LLC
3.7% 01 Sep 2028
DUKE REALTY LP
1.75% 01 Feb 2031
DUKE REALTY LP
2.875% 15 Nov 2029
DUPONT DE NEMOURS INC
4.493% 15 Nov 2025
EASTERN ENERGY GAS
3.55% 01 Nov 2023
ECOPETROL SA
4.125% 16 Jan 2025
EDISON INTERNATIONAL
2.4% 15 Sep 2022
EDISON INTERNATIONAL
5.75% 15 Jun 2027
EDVESTINU PRIVATE EDUCATION LO
1.8% 25 Nov 2045
ELECTRONIC ARTS INC
1.85% 15 Feb 2031
ENERGY TRANSFER LP
2.9% 15 May 2025
ENERGY TRANSFER LP
4.75% 15 Jan 2026
ENTERGY LOUISIANA LLC
2.35% 15 Jun 2032
ENTERGY LOUISIANA LLC
4.95% 15 Jan 2045
ENTERPRISE FLEET FINANCING LLC
0.77% 20 Aug 2027
EQUINIX INC
1% 15 Sep 2025
EURO BUND FUTURE MAR22
XEUR 20220308
EURO CURRENCY
FOREIGN CURRENCY
EURO-BUXL 30Y BND MAR22
XEUR 20220308
EXELON CORP
4.05% 15 Apr 2030
EXTENDED STAY AMERICA TRUST
1% 15 Jul 2038
FANNIE MAE
1% 25 Aug 2046
FANNIE MAE
4% 25 Feb 2041
FANNIE MAE
4.5% 25 Jan 2041
FANNIE MAE
5.5% 25 May 2045
FANNIEMAE ACES
1% 25 Mar 2028
FANNIEMAE STRIPS
0.01% 15 May 2029
FED HM LN PC POOL A32162
5% 01 Mar 2035
FED HM LN PC POOL A90196
4.5% 01 Dec 2039
FED HM LN PC POOL A93534
4% 01 Aug 2040
FED HM LN PC POOL A93851
4% 01 Sep 2040
FED HM LN PC POOL A94779
4% 01 Nov 2040
FED HM LN PC POOL A94977
4% 01 Nov 2040
FED HM LN PC POOL A95144
4% 01 Nov 2040
FED HM LN PC POOL A95923
4% 01 Oct 2040
FED HM LN PC POOL C00748
6% 01 Apr 2029
FED HM LN PC POOL C03811
3.5% 01 Apr 2042
FED HM LN PC POOL G07106
3.5% 01 Aug 2042
FED HM LN PC POOL G07613
6% 01 Apr 2039
FED HM LN PC POOL G07642
5% 01 Oct 2041
FED HM LN PC POOL G07848
3.5% 01 Apr 2044
FED HM LN PC POOL G07922
3.5% 01 Jan 2044
FED HM LN PC POOL G15520
3% 01 Jul 2030
FED HM LN PC POOL G15601
2.5% 01 Jan 2029
FED HM LN PC POOL G16186
2.5% 01 Apr 2031
FED HM LN PC POOL G60018
4.5% 01 Dec 2043
FED HM LN PC POOL G60718
3% 01 Sep 2046
FED HM LN PC POOL G60901
4% 01 Jul 2044
FED HM LN PC POOL G60968
3.5% 01 Mar 2047
FED HM LN PC POOL G61177
3% 01 Aug 2043
FED HM LN PC POOL G61178
3.5% 01 Oct 2047
FED HM LN PC POOL G61208
3.5% 01 Dec 2047
FED HM LN PC POOL G61886
5% 01 Nov 2048
FED HM LN PC POOL G67704
4% 01 Aug 2047
FED HM LN PC POOL J12438
4.5% 01 Jun 2025
FED HM LN PC POOL J31418
2.5% 01 May 2030
FED HM LN PC POOL J31689
3% 01 May 2030
FED HM LN PC POOL J32181
3% 01 Jul 2030
FED HM LN PC POOL J32204
2.5% 01 Jul 2030
FED HM LN PC POOL J32209
2.5% 01 Jul 2030
FED HM LN PC POOL J32436
3% 01 Aug 2030
FED HM LN PC POOL J32491
2.5% 01 Jul 2030
FED HM LN PC POOL Q00093
4% 01 Apr 2041
FED HM LN PC POOL Q00804
4.5% 01 May 2041
FED HM LN PC POOL Q00959
4.5% 01 May 2041
FED HM LN PC POOL Q03841
4% 01 Oct 2041
FED HM LN PC POOL Q04022
4% 01 Oct 2041
FED HM LN PC POOL Q07417
3.5% 01 Apr 2042
FED HM LN PC POOL Q08239
3.5% 01 May 2042
FED HM LN PC POOL Q08306
3.5% 01 May 2042
FED HM LN PC POOL Q11909
3.5% 01 Oct 2042
FED HM LN PC POOL Q12162
3.5% 01 Aug 2042
FED HM LN PC POOL Q14866
3% 01 Jan 2043
FED HM LN PC POOL Q16403
3% 01 Mar 2043
FED HM LN PC POOL Q16673
3% 01 Mar 2043
FED HM LN PC POOL Q18718
3.5% 01 Jun 2043
FED HM LN PC POOL Q20206
3.5% 01 Jul 2043
FED HM LN PC POOL Q21579
4% 01 Sep 2043
FED HM LN PC POOL Q24368
3.5% 01 Jan 2044
FED HM LN PC POOL Q25643
4% 01 Apr 2044
FED HM LN PC POOL Q26218
3.5% 01 May 2044
FED HM LN PC POOL Q27319
3.5% 01 Jul 2044
FED HM LN PC POOL Q28604
3.5% 01 Sep 2044
FED HM LN PC POOL Q28764
3.5% 01 Jun 2044
FED HM LN PC POOL Q36302
3.5% 01 Sep 2045
FED HM LN PC POOL Q37955
4% 01 Dec 2045
FED HM LN PC POOL Q37957
4% 01 Dec 2045
FED HM LN PC POOL Q45064
3% 01 Dec 2046
FED HM LN PC POOL Q45080
3% 01 Dec 2046
FED HM LN PC POOL Q45083
3% 01 Dec 2046
FED HM LN PC POOL Q53630
3.5% 01 Jan 2048
FED HM LN PC POOL Q53648
3.5% 01 Jan 2048
FED HM LN PC POOL QA6226
3.5% 01 Jan 2050
FED HM LN PC POOL QB1158
3% 01 Jul 2050
FED HM LN PC POOL QB1479
3% 01 Jul 2050
FED HM LN PC POOL QB1486
3% 01 Jul 2050
FED HM LN PC POOL QB1488
3% 01 Jul 2050
FED HM LN PC POOL QB2339
3% 01 Aug 2050
FED HM LN PC POOL RA3282
3% 01 Aug 2050
FED HM LN PC POOL RA3313
3% 01 Aug 2050
FED HM LN PC POOL RA6071
2% 01 Oct 2051
FED HM LN PC POOL RB5028
3.5% 01 Jan 2040
FED HM LN PC POOL RB5034
3.5% 01 Feb 2040
FED HM LN PC POOL SC0063
3.5% 01 May 2035
FED HM LN PC POOL SC0111
3% 01 Jun 2038
FED HM LN PC POOL SD0478
4% 01 Jan 2045
FED HM LN PC POOL SD0479
3.5% 01 Jun 2050
FED HM LN PC POOL SD0485
3.5% 01 Mar 2046
FED HM LN PC POOL SD0486
3.5% 01 Sep 2046
FED HM LN PC POOL SD0487
3.5% 01 Aug 2050
FED HM LN PC POOL SD0489
4% 01 Apr 2048
FED HM LN PC POOL SD0490
4% 01 Jan 2045
FED HM LN PC POOL SD0493
3.5% 01 Jun 2048
FED HM LN PC POOL SD0496
3% 01 Feb 2047
FED HM LN PC POOL SD0504
4% 01 Jul 2047
FED HM LN PC POOL SD0507
4% 01 Sep 2045
FED HM LN PC POOL SD0519
3% 01 Aug 2050
FED HM LN PC POOL SD0520
4% 01 Jun 2050
FED HM LN PC POOL V60696
3% 01 Jan 2030
FED HM LN PC POOL V60724
3% 01 Jan 2030
FED HM LN PC POOL V60770
2.5% 01 Mar 2030
FED HM LN PC POOL V60796
2.5% 01 May 2030
FED HM LN PC POOL V60840
3% 01 Jun 2030
FED HM LN PC POOL V60886
2.5% 01 Aug 2030
FED HM LN PC POOL V60902
2.5% 01 Aug 2030
FED HM LN PC POOL V60903
2.5% 01 Sep 2030
FED HM LN PC POOL V60904
2.5% 01 Sep 2030
FED HM LN PC POOL V60905
2.5% 01 Jul 2030
FED HM LN PC POOL V60909
3% 01 Aug 2030
FED HM LN PC POOL V82781
3% 01 Dec 2046
FED HM LN PC POOL V82848
3% 01 Dec 2046
FED HM LN PC POOL ZA2471
3% 01 Sep 2037
FED HM LN PC POOL ZA2488
3% 01 Jan 2038
FED HM LN PC POOL ZA6403
4% 01 Mar 2039
FED HM LN PC POOL ZS4751
3.5% 01 Jan 2048
FED HM LN PC POOL ZS4778
4% 01 Jul 2048
FED HM LN PC POOL ZS9068
3.5% 01 Jan 2034
FED HM LN PC POOL ZT1353
3.5% 01 Feb 2048
FED HM LN PC POOL ZT2088
4.5% 01 Jun 2049
FEDERAL HOME LOAN BANK
4% 01 Sep 2028
FEDEX CORP
4.25% 15 May 2030
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Oct 2030
FHLMC MULTIFAMILY STRUCTURED P
1.364% 25 Dec 2029
FHLMC MULTIFAMILY STRUCTURED P
3.37% 25 Jul 2025
FIBRIA OVERSEAS FINANCE
5.5% 17 Jan 2027
FIDELITY NATIONAL INFORM
1.15% 01 Mar 2026
FISERV INC
3.5% 01 Jul 2029
FLAGSTAR MORTGAGE TRUST
1% 25 Oct 2049
FLORIDA POWER + LIGHT CO
3.125% 01 Dec 2025
FLORIDA POWER + LIGHT CO
3.25% 01 Jun 2024
FNMA POOL 254693
5.5% 01 Apr 2033
FNMA POOL 305113
9.5% 01 Mar 2025
FNMA POOL 306419
9.5% 01 Mar 2025
FNMA POOL 324556
9.5% 01 Aug 2025
FNMA POOL 555424
1% 01 May 2033
FNMA POOL 677377
5.5% 01 Jan 2033
FNMA POOL 725206
1% 01 Feb 2034
FNMA POOL 725424
1% 01 Apr 2034
FNMA POOL 725946
1% 01 Nov 2034
FNMA POOL 735989
1% 01 Feb 2035
FNMA POOL 819967
5.5% 01 Apr 2035
FNMA POOL 889466
1% 01 May 2038
FNMA POOL 889529
1% 01 Mar 2038
FNMA POOL 889974
1% 01 Sep 2035
FNMA POOL 889983
1% 01 Oct 2038
FNMA POOL 995113
1% 01 Sep 2036
FNMA POOL AB0686
4% 01 Jan 2036
FNMA POOL AB1226
4.5% 01 Jul 2040
FNMA POOL AB3314
4.5% 01 Jul 2041
FNMA POOL AB4307
4% 01 Jan 2042
FNMA POOL AB6194
2.5% 01 Sep 2027
FNMA POOL AB8446
2.5% 01 Feb 2028
FNMA POOL AB8870
2.5% 01 Apr 2028
FNMA POOL AB8923
3% 01 Apr 2043
FNMA POOL AB8924
3% 01 Apr 2043
FNMA POOL AB9564
3% 01 Jun 2043
FNMA POOL AD4059
5% 01 Apr 2040
FNMA POOL AD6391
4.5% 01 May 2025
FNMA POOL AD7992
4.5% 01 Jul 2040
FNMA POOL AE0028
1% 01 Oct 2039
FNMA POOL AE0823
1% 01 Sep 2040
FNMA POOL AE2873
4.5% 01 Aug 2040
FNMA POOL AH7036
4.5% 01 Mar 2041
FNMA POOL AJ3120
4.5% 01 Oct 2041
FNMA POOL AK7510
3.5% 01 Apr 2042
FNMA POOL AK9225
3.5% 01 Jun 2042
FNMA POOL AL1472
1% 01 May 2039
FNMA POOL AL1704
1% 01 May 2040
FNMA POOL AL2482
1% 01 Sep 2042
FNMA POOL AL4142
1% 01 Jun 2041
FNMA POOL AL6144
1% 01 Jan 2030
FNMA POOL AL6583
1% 01 Mar 2030
FNMA POOL AL6584
1% 01 Apr 2030
FNMA POOL AL6761
1% 01 May 2030
FNMA POOL AL6918
1% 01 Sep 2025
FNMA POOL AL7139
1% 01 Jul 2030
FNMA POOL AL7167
1% 01 Jan 2041
FNMA POOL AL7225
1% 01 Aug 2030
FNMA POOL AL7227
1% 01 Aug 2030
FNMA POOL AL7521
1% 01 Jun 2039
FNMA POOL AL7800
1% 01 Nov 2030
FNMA POOL AL7936
1% 01 Sep 2045
FNMA POOL AL9031
1% 01 Aug 2046
FNMA POOL AL9227
1% 01 Oct 2036
FNMA POOL AL9376
1% 01 Aug 2031
FNMA POOL AL9378
1% 01 Sep 2031
FNMA POOL AL9501
1% 01 Nov 2045
FNMA POOL AL9920
1% 01 Feb 2047
FNMA POOL AO0777
3.5% 01 Apr 2042
FNMA POOL AO2114
4% 01 May 2042
FNMA POOL AO2881
3.5% 01 May 2042
FNMA POOL AO2961
4% 01 May 2042
FNMA POOL AO3048
3.5% 01 Jun 2042
FNMA POOL AO9707
3.5% 01 Jul 2042
FNMA POOL AP5205
2.5% 01 Sep 2027
FNMA POOL AR7568
3% 01 Mar 2043
FNMA POOL AR7576
3% 01 Mar 2043
FNMA POOL AR8630
3% 01 Apr 2043
FNMA POOL AR9218
3% 01 Mar 2043
FNMA POOL AS0190
2.5% 01 Aug 2028
FNMA POOL AS2676
3% 01 Jun 2029
FNMA POOL AS3220
3% 01 Sep 2029
FNMA POOL AS3594
3% 01 Oct 2029
FNMA POOL AS3753
3.5% 01 Nov 2029
FNMA POOL AS4485
2.5% 01 Feb 2030
FNMA POOL AS4488
2.5% 01 Feb 2030
FNMA POOL AS4688
2.5% 01 Mar 2030
FNMA POOL AS5403
2.5% 01 Jul 2030
FNMA POOL AS5405
2.5% 01 Jul 2030
FNMA POOL AS5548
2.5% 01 Aug 2030
FNMA POOL AS5614
2.5% 01 Aug 2030
FNMA POOL AS5616
2.5% 01 Aug 2030
FNMA POOL AS5622
3% 01 Aug 2030
FNMA POOL AS5623
3% 01 Aug 2030
FNMA POOL AS5708
3.5% 01 Aug 2030
FNMA POOL AS5714
3% 01 Sep 2030
FNMA POOL AS5728
3% 01 Sep 2030
FNMA POOL AS5786
2.5% 01 Sep 2030
FNMA POOL AS5872
2.5% 01 Sep 2030
FNMA POOL AS6115
2.5% 01 Nov 2030
FNMA POOL AS6116
2.5% 01 Nov 2030
FNMA POOL AS6141
2.5% 01 Nov 2030
FNMA POOL AS6142
2.5% 01 Nov 2030
FNMA POOL AS6233
4.5% 01 Nov 2045
FNMA POOL AS7320
2.5% 01 Jun 2031
FNMA POOL AS7365
3% 01 Jun 2046
FNMA POOL AS7605
2.5% 01 Jul 2031
FNMA POOL AS7617
2.5% 01 Jul 2031
FNMA POOL AS7999
3% 01 Sep 2046
FNMA POOL AS8009
2.5% 01 Oct 2031
FNMA POOL AS8193
2.5% 01 Oct 2031
FNMA POOL AS8195
2.5% 01 Oct 2031
FNMA POOL AS8208
2.5% 01 Oct 2031
FNMA POOL AS8240
2.5% 01 Nov 2031
FNMA POOL AS8241
2.5% 01 Nov 2031
FNMA POOL AS8245
2.5% 01 Nov 2031
FNMA POOL AS8251
2% 01 Nov 2031
FNMA POOL AS8291
2% 01 Nov 2031
FNMA POOL AS8348
3% 01 Nov 2036
FNMA POOL AS8349
3% 01 Nov 2036
FNMA POOL AS8387
2.5% 01 Nov 2031
FNMA POOL AS8486
3% 01 Dec 2046
FNMA POOL AS8553
3% 01 Dec 2036
FNMA POOL AS8792
3% 01 Feb 2047
FNMA POOL AS9316
2.5% 01 Mar 2032
FNMA POOL AS9317
2.5% 01 Mar 2032
FNMA POOL AS9318
2.5% 01 Mar 2032
FNMA POOL AS9319
2.5% 01 Mar 2032
FNMA POOL AS9321
2.5% 01 Mar 2032
FNMA POOL AT2037
3% 01 Apr 2043
FNMA POOL AT2040
3% 01 Apr 2043
FNMA POOL AT2043
3% 01 Apr 2043
FNMA POOL AT3121
3% 01 Apr 2028
FNMA POOL AT6033
3% 01 May 2028
FNMA POOL AU8774
3% 01 Oct 2028
FNMA POOL AV8711
3.5% 01 Mar 2029
FNMA POOL AW0937
3% 01 Apr 2029
FNMA POOL AW1247
3% 01 May 2029
FNMA POOL AW1281
3% 01 Jul 2029
FNMA POOL AW4229
3% 01 Jul 2029
FNMA POOL AW8154
3.5% 01 Jan 2042
FNMA POOL AX3298
3% 01 Aug 2030
FNMA POOL AX6435
3% 01 Jan 2030
FNMA POOL AX9700
3% 01 Jul 2030
FNMA POOL AX9701
3% 01 Jul 2030
FNMA POOL AY0828
2.5% 01 May 2030
FNMA POOL AY3416
2.5% 01 Apr 2030
FNMA POOL AZ2170
2.5% 01 Jul 2030
FNMA POOL AZ2297
3% 01 Jul 2030
FNMA POOL AZ5719
3% 01 Sep 2030
FNMA POOL AZ7833
3% 01 Aug 2030
FNMA POOL AZ8597
3% 01 Aug 2030
FNMA POOL BC2628
2.5% 01 Nov 2031
FNMA POOL BC2629
2.5% 01 Nov 2031
FNMA POOL BC2631
2.5% 01 Nov 2031
FNMA POOL BC2777
2.5% 01 Aug 2031
FNMA POOL BC9040
2% 01 Nov 2031
FNMA POOL BD2417
3.5% 01 May 2047
FNMA POOL BD8963
3% 01 Nov 2046
FNMA POOL BE1534
3.5% 01 Feb 2047
FNMA POOL BE1896
3% 01 Dec 2036
FNMA POOL BE2103
3.5% 01 Dec 2046
FNMA POOL BE9375
3.5% 01 May 2047
FNMA POOL BF0056
6% 01 Jul 2039
FNMA POOL BH0158
3.5% 01 Mar 2047
FNMA POOL BH0398
4% 01 May 2047
FNMA POOL BH0567
3.5% 01 Jun 2047
FNMA POOL BH3401
4% 01 Jul 2047
FNMA POOL BH7067
4.5% 01 Dec 2047
FNMA POOL BH7993
4.5% 01 Sep 2047
FNMA POOL BH8026
4.5% 01 Oct 2047
FNMA POOL BH8027
4.5% 01 Oct 2047
FNMA POOL BH9277
3.5% 01 Feb 2048
FNMA POOL BJ0648
3.5% 01 Mar 2048
FNMA POOL BJ2054
3.5% 01 Nov 2032
FNMA POOL BJ2096
3.5% 01 Jan 2033
FNMA POOL BJ3177
4.5% 01 Nov 2047
FNMA POOL BJ3218
4.5% 01 Dec 2047
FNMA POOL BJ6316
4.5% 01 Feb 2048
FNMA POOL BJ9437
4.5% 01 Mar 2048
FNMA POOL BJ9480
4.5% 01 Mar 2048
FNMA POOL BK1958
3.5% 01 Mar 2048
FNMA POOL BK3988
4.5% 01 May 2048
FNMA POOL BK4471
4.5% 01 Jul 2048
FNMA POOL BK4689
4.5% 01 Jul 2048
FNMA POOL BK6737
4.5% 01 Jul 2048
FNMA POOL BK7642
4% 01 Sep 2033
FNMA POOL BK9818
5% 01 Sep 2048
FNMA POOL BM1036
1% 01 Feb 2032
FNMA POOL BM1100
1% 01 Feb 2045
FNMA POOL BM1174
1% 01 May 2047
FNMA POOL BM1595
1% 01 Mar 2031
FNMA POOL BM1619
1% 01 Aug 2047
FNMA POOL BM1756
1% 01 Dec 2045
FNMA POOL BM1920
1% 01 Jul 2046
FNMA POOL BM3031
1% 01 Jul 2043
FNMA POOL BM3052
1% 01 Oct 2047
FNMA POOL BM3053
1% 01 Jul 2046
FNMA POOL BM3054
1% 01 Nov 2031
FNMA POOL BM3061
1% 01 Mar 2032
FNMA POOL BM3240
1% 01 Sep 2032
FNMA POOL BM3365
1% 01 Jan 2033
FNMA POOL BM3403
1% 01 Feb 2030
FNMA POOL BM3537
1% 01 Jan 2031
FNMA POOL BM3552
1% 01 Aug 2030
FNMA POOL BM3578
1% 01 Aug 2032
FNMA POOL BM3784
1% 01 Jun 2045
FNMA POOL BM3793
1% 01 Feb 2033
FNMA POOL BM3846
1% 01 Apr 2048
FNMA POOL BM5235
1% 01 Sep 2048
FNMA POOL BM5984
1% 01 May 2049
FNMA POOL BN1628
4.5% 01 Nov 2048
FNMA POOL BN5278
4.5% 01 Feb 2049
FNMA POOL BO4653
4.5% 01 Nov 2049
FNMA POOL BQ0697
2% 01 Sep 2050
FNMA POOL BQ6334
2% 01 Nov 2050
FNMA POOL CA1709
4.5% 01 May 2048
FNMA POOL CA2527
4% 01 Oct 2033
FNMA POOL CA6746
3.5% 01 Aug 2050
FNMA POOL CA6750
3.5% 01 Aug 2050
FNMA POOL CA6849
3% 01 Aug 2035
FNMA POOL CA6876
3% 01 Aug 2035
FNMA POOL CA8387
2.5% 01 Dec 2035
FNMA POOL CA8388
2.5% 01 Dec 2035
FNMA POOL FM1543
1% 01 Nov 2048
FNMA POOL FM5292
1% 01 Aug 2050
FNMA POOL FM5293
1% 01 Jan 2048
FNMA POOL FM5294
1% 01 Feb 2045
FNMA POOL FM5295
1% 01 Apr 2048
FNMA POOL FM5296
1% 01 Jan 2049
FNMA POOL MA2774
2% 01 Oct 2031
FNMA POOL MA2845
2% 01 Dec 2031
FNMA POOL MA3182
3.5% 01 Nov 2047
FNMA POOL MA3210
3.5% 01 Dec 2047
FNMA POOL MA3238
3.5% 01 Jan 2048
FNMA POOL MA3356
3.5% 01 May 2048
FNMA POOL MA3416
4.5% 01 Jul 2048
FNMA POOL MA3448
5% 01 Aug 2048
FNMA POOL MA3660
3.5% 01 May 2039
FNMA POOL MA3747
4.5% 01 Aug 2049
FNMA POOL MA3869
3.5% 01 Dec 2039
FNMA POOL MA3891
3.5% 01 Jan 2040
FNMA POOL MA3935
3.5% 01 Feb 2040
FNMA TBA 15 YR 1.5
1.5% 19 Jan 2037
FNMA TBA 15 YR 2
2% 18 Jan 2037
FNMA TBA 15 YR 2.5
2.5% 18 Jan 2037
FNMA TBA 15 YR 3
3% 19 Jan 2037
FNMA TBA 15 YR 3.5
3.5% 19 Jan 2037
FNMA TBA 30 YR 1.5
1.5% 14 Jan 2052
FNMA TBA 30 YR 2
2% 14 Feb 2052
FNMA TBA 30 YR 2.5
2.5% 11 Feb 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FNMA TBA 30 YR 3
3% 14 Feb 2052
FNMA TBA 30 YR 3.5
3.5% 25 Feb 2049
FNMA TBA 30 YR 4
4% 11 Feb 2051
FNMA TBA 30 YR 4
4% 14 Jan 2052
FNMA TBA 30 YR 4
4% 14 Jan 2052
FNMA TBA 30 YR 4.5
4.5% 14 Jan 2052
FREDDIE MAC
1% 15 Aug 2046
FREDDIE MAC
1% 15 May 2041
FREDDIE MAC SCRT
3.5% 25 Aug 2058
FREDDIE MAC SCRT
3.5% 25 Nov 2057
FRESB MULTIFAMILY MORTGAGE PAS
1% 25 Jan 2039
GENERAL DYNAMICS CORP
3.5% 01 Apr 2027
GENERAL ELECTRIC CO
2.7% 09 Oct 2022
GENERAL MOTORS FINL CO
2.4% 15 Oct 2028
GENERAL MOTORS FINL CO
3.5% 07 Nov 2024
GENERAL MOTORS FINL CO
3.95% 13 Apr 2024
GENERAL MOTORS FINL CO
4.35% 09 Apr 2025
GENERAL MOTORS FINL CO
5.1% 17 Jan 2024
GEORGIA PACIFIC LLC
2.1% 30 Apr 2027
GEORGIA PACIFIC LLC
7.25% 01 Jun 2028
GILEAD SCIENCES INC
3.65% 01 Mar 2026
GLENCORE FUNDING LLC
2.5% 01 Sep 2030
GLENCORE FUNDING LLC
2.625% 23 Sep 2031
GLENCORE FUNDING LLC
2.85% 27 Apr 2031
GLOBAL PAYMENTS INC
2.15% 15 Jan 2027
GLOBAL PAYMENTS INC
3.2% 15 Aug 2029
GLP CAPITAL LP / FIN II
3.25% 15 Jan 2032
GLP CAPITAL LP / FIN II
5.375% 15 Apr 2026
GNMA II POOL 004223
6.5% 20 Aug 2038
GNMA II POOL 004292
6.5% 20 Nov 2038
GNMA II POOL 004422
4% 20 Apr 2039
GNMA II POOL 004494
4% 20 Jul 2039
GNMA II POOL 004598
4.5% 20 Dec 2039
GNMA II POOL 004617
4.5% 20 Jan 2040
GNMA II POOL 004636
4.5% 20 Feb 2040
GNMA II POOL 004696
4.5% 20 May 2040
GNMA II POOL 004771
4.5% 20 Aug 2040
GNMA II POOL 004800
4% 20 Sep 2040
GNMA II POOL 004833
4% 20 Oct 2040
GNMA II POOL 004838
6.5% 20 Oct 2040
GNMA II POOL 004853
4% 20 Nov 2040
GNMA II POOL 004882
4% 20 Dec 2040
GNMA II POOL 004922
4% 20 Jan 2041
GNMA II POOL 004945
4% 20 Feb 2041
GNMA II POOL 005018
5% 20 Apr 2041
GNMA II POOL 005056
5% 20 May 2041
GNMA II POOL 005083
5% 20 Jun 2041
GNMA II POOL 005115
4.5% 20 Jul 2041
GNMA II POOL 005116
5% 20 Jul 2041
GNMA II POOL 783584
4.5% 20 Jul 2041
GNMA II POOL 783590
4.5% 20 Jun 2041
GNMA II POOL AI4166
4% 20 Aug 2044
GNMA II POOL AI4167
4% 20 Aug 2044
GNMA II POOL AJ2723
4% 20 Aug 2044
GNMA II POOL AJ4687
4% 20 Aug 2044
GNMA II POOL AQ0542
4% 20 Oct 2046
GNMA II POOL AX4341
3.5% 20 Oct 2046
GNMA II POOL AX4342
3.5% 20 Oct 2046
GNMA II POOL AX4343
3.5% 20 Oct 2046
GNMA II POOL AX4344
3.5% 20 Oct 2046
GNMA II POOL AX4345
3.5% 20 Oct 2046
GNMA II POOL BD0560
4.5% 20 Sep 2048
GNMA II POOL MA0023
4% 20 Apr 2042
GNMA II POOL MA0934
3.5% 20 Apr 2043
GNMA II POOL MA1012
3.5% 20 May 2043
GNMA II POOL MA1158
4% 20 Jul 2043
GNMA II POOL MA1677
3.5% 20 Feb 2044
GNMA II POOL MA2076
5% 20 Jul 2044
GNMA II POOL MA2826
3.5% 20 May 2045
GNMA II POOL MA3521
3.5% 20 Mar 2046
GNMA II POOL MA3663
3.5% 20 May 2046
GNMA II POOL MA3937
3.5% 20 Sep 2046
GNMA II POOL MA4511
4% 20 Jun 2047
GNMA II POOL MA4838
4% 20 Nov 2047
GNMA II POOL MA4901
4% 20 Dec 2047
GNMA II POOL MA5818
4.5% 20 Mar 2049
GNMA II POOL MA6599
3% 20 Apr 2050
GNMA II POOL MA6602
4.5% 20 Apr 2050
GNMA II POOL MA6656
3% 20 May 2050
GNMA II POOL MA6658
4% 20 May 2050
GNMA II TBA 30 YR 2
2% 21 Jan 2052
GNMA II TBA 30 YR 2.5
2.5% 21 Jan 2052
GNMA II TBA 30 YR 2.5
2.5% 22 Feb 2052
GNMA II TBA 30 YR 3
3% 20 Jul 2049
GNMA II TBA 30 YR 3.5
3.5% 21 Jan 2052
GNMA II TBA 30 YR 4
4% 20 Jan 2052
GNMA II TBA 30 YR 4.5
4.5% 21 Jan 2052
GNMA POOL 462265
6% 15 Dec 2028
GNMA POOL 492131
6% 15 Jan 2029
GNMA POOL 492133
6% 15 Jan 2029
GNMA POOL 492165
6% 15 Feb 2029
GNMA POOL 553461
3.5% 15 Jan 2042
GNMA POOL 615272
4.5% 15 Jul 2033
GNMA POOL 616411
4.5% 15 May 2034
GNMA POOL 646609
4.5% 15 Jul 2040
GNMA POOL 671489
6.5% 15 Aug 2037
GNMA POOL 685496
6.5% 15 Sep 2038
GNMA POOL 697656
6.5% 15 Oct 2038
GNMA POOL 728627
4.5% 15 Jan 2040
GNMA POOL 732087
4.5% 15 May 2040
GNMA POOL 745793
4.5% 15 Jul 2040
GNMA POOL 759138
4% 15 Jan 2041
GNMA POOL 762838
4% 15 Mar 2041
GNMA POOL 780914
6% 15 Nov 2028
GNMA POOL 782557
5% 15 Jan 2039
GNMA POOL 782619
5% 15 Apr 2039
GNMA POOL 782695
6.5% 15 Jun 2039
GNMA POOL 782696
5% 15 Jun 2039
GNMA POOL 782958
5% 15 May 2040
GNMA POOL 783289
4.5% 15 Apr 2041
GNMA POOL 783571
5% 15 Dec 2033
GNMA POOL 783609
4.5% 15 Oct 2040
GNMA POOL 783610
4.5% 15 Nov 2041
GNMA POOL 784439
3% 15 Feb 2045
GNMA POOL AD2334
3.5% 15 Apr 2043
GNMA POOL BD3187
4% 15 Oct 2047
GNMA POOL BE0143
4% 15 Jan 2048
GNMA POOL BE0204
4% 15 Jan 2048
GNMA POOL BE1031
4% 15 Oct 2047
GNMA POOL BE4664
4% 15 Dec 2047
GOLDMAN SACHS GROUP INC
1% 09 Mar 2027
GOLDMAN SACHS GROUP INC
1% 12 Feb 2026
GOLDMAN SACHS GROUP INC
1% 15 May 2026
GOLDMAN SACHS GROUP INC
1% 21 Oct 2032
GOLDMAN SACHS GROUP INC
3.5% 01 Apr 2025
GOLDMAN SACHS GROUP INC
3.5% 16 Nov 2026
GOLDMAN SACHS GROUP INC
3.5% 23 Jan 2025
GOLDMAN SACHS GROUP INC
3.75% 22 May 2025
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GRUPO BIMBO SAB DE CV
4% 06 Sep 2049
HCA INC
4.5% 15 Feb 2027
HCA INC
5.25% 15 Jun 2026
HSBC HOLDINGS PLC
1% 04 Jun 2031
HSBC HOLDINGS PLC
1% 12 Sep 2026
HSBC HOLDINGS PLC
1% 13 Mar 2023
HSBC HOLDINGS PLC
1% 22 Nov 2027
HSBC HOLDINGS PLC
1% 24 May 2032
HUMANA INC
1.35% 03 Feb 2027
HUMANA INC
4.5% 01 Apr 2025
HUNGARY
7.625% 29 Mar 2041
HUNTINGTON INGALLS INDUS
2.043% 16 Aug 2028
HUNTINGTON INGALLS INDUS
4.2% 01 May 2030
HYUNDAI AUTO RECEIVABLES TRUST
0.74% 15 May 2026
HYUNDAI CAPITAL AMERICA
3.95% 01 Feb 2022
HYUNDAI CAPITAL SERVICES
3% 29 Aug 2022
HYUNDAI CAPITAL SERVICES
3.75% 05 Mar 2023
IHS MARKIT LTD
4.75% 01 Aug 2028
ING GROEP NV
4.625% 06 Jan 2026
INTERCONTINENTALEXCHANGE
2.1% 15 Jun 2030
INVITATION HOMES OP
2.3% 15 Nov 2028
JP MORGAN CHASE COMMERCIAL MOR
1% 15 Apr 2038
JP MORGAN CHASE COMMERCIAL MOR
1% 15 Sep 2029
JP MORGAN MORTGAGE TRUST
1% 25 Feb 2050
JP MORGAN MORTGAGE TRUST
1% 25 Jun 2050
JP MORGAN MORTGAGE TRUST
1% 25 Mar 2050
JP MORGAN MORTGAGE TRUST
1% 25 Mar 2050
JP MORGAN MORTGAGE TRUST
1% 25 May 2050
JP MORGAN MORTGAGE TRUST
1% 25 May 2050
JPMORGAN CHASE + CO
1% 01 Feb 2028
JPMORGAN CHASE + CO
1% 01 May 2028
JPMORGAN CHASE + CO
1% 05 Dec 2024
JPMORGAN CHASE + CO
1% 05 Dec 2029
JPMORGAN CHASE + CO
1% 06 May 2030
JPMORGAN CHASE + CO
1% 13 Mar 2026
JPMORGAN CHASE + CO
1% 15 Oct 2025
JPMORGAN CHASE + CO
1% 23 Apr 2029
JPMORGAN CHASE + CO
1% 29 Jan 2027
KALLPA GENERACION SA
4.125% 16 Aug 2027
KAZMUNAYGAS NATIONAL CO
3.5% 14 Apr 2033
KEURIG DR PEPPER INC
3.2% 01 May 2030
KEYCORP
2.55% 01 Oct 2029
KINDER MORGAN INC
3.15% 15 Jan 2023
KLA CORP
4.65% 01 Nov 2024
KNDL MORTGAGE TRUST
1% 15 May 2036
L3HARRIS TECH INC
3.85% 15 Dec 2026
L3HARRIS TECH INC
4.4% 15 Jun 2028
LAM RESEARCH CORP
1.9% 15 Jun 2030
LEHMAN BROTHERS HOLDINGS
6.75% 28 Dec 2017
LEIDOS INC
4.375% 15 May 2030
LEVEL 3 FINANCING INC
3.875% 15 Nov 2029
LLOYDS BANKING GROUP PLC
4.05% 16 Aug 2023
LLOYDS BANKING GROUP PLC
4.375% 22 Mar 2028
LOWE S COS INC
1.7% 15 Sep 2028
LOWE S COS INC
3.65% 05 Apr 2029
MACQUARIE BANK LIMITED
0% 02 Feb 2022
MANITOBA (PROVINCE OF)
1.5% 25 Oct 2028
MARRIOTT INTERNATIONAL
4.625% 15 Jun 2030
MARSH + MCLENNAN COS INC
2.25% 15 Nov 2030
MCDONALD S CORP
2.125% 01 Mar 2030
MCDONALD S CORP
2.625% 01 Sep 2029
MEGLOBAL CANADA ULC
5.875% 18 May 2030
MERIT
1% 15 Jul 2038
MF1 MULTIFAMILY HOUSING MORTGA
1% 15 Dec 2034
MIDAMERICAN ENERGY CO
3.1% 01 May 2027
MIDAMERICAN ENERGY CO
3.65% 15 Apr 2029
MIDAMERICAN ENERGY CO
6.75% 30 Dec 2031
MITSUBISHI UFJ FIN GRP
2.048% 17 Jul 2030
MIZUHO FINANCIAL GROUP
1% 08 Sep 2031
MIZUHO FINANCIAL GROUP
1% 10 Jul 2031
MIZUHO FINANCIAL GROUP
1% 13 Sep 2025
MORGAN STANLEY
1% 10 Dec 2026
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY
3.125% 27 Jul 2026
MORGAN STANLEY
3.625% 20 Jan 2027
MORGAN STANLEY
3.875% 27 Jan 2026
MORGAN STANLEY
4% 23 Jul 2025
MORGAN STANLEY BAML TRUST
3.892% 15 Jun 2047
MORGAN STANLEY CAPITAL I TRUST
1% 11 Jul 2040
MORGAN STANLEY CAPITAL I TRUST
3.417% 15 Jun 2052
MORGAN STANLEY DOM HOLD
3.8% 24 Aug 2027
MOTOROLA SOLUTIONS INC
2.3% 15 Nov 2030
MOTOROLA SOLUTIONS INC
2.75% 24 May 2031
MSDB TRUST
1% 11 Jul 2039
MUFG BK LTD N Y BRH DISC COML
0% 13 May 2022
NATIONAL BK OF CANAD
0% 19 May 2022
NATIONAL RETAIL PROP INC
2.5% 15 Apr 2030
NAVIENT STUDENT LOAN TRUST
0.84% 15 May 2069
NAVIENT STUDENT LOAN TRUST
0.97% 16 Dec 2069
NAVIENT STUDENT LOAN TRUST
1% 15 Apr 2060
NAVIENT STUDENT LOAN TRUST
1% 15 Apr 2069
NAVIENT STUDENT LOAN TRUST
1.11% 18 Feb 2070
NAVIENT STUDENT LOAN TRUST
1.22% 15 Jul 2069
NAVIENT STUDENT LOAN TRUST
1.58% 15 Apr 2070
NAVIENT STUDENT LOAN TRUST
3.13% 15 Feb 2068
NAVIENT STUDENT LOAN TRUST
4% 15 Dec 2059
NAVIENT STUDENT LOAN TRUST
4% 15 Dec 2059
NELNET STUDENT LOAN TRUST
1% 20 Apr 2062
NELNET STUDENT LOAN TRUST
1.36% 20 Apr 2062
NEW JERSEY ST TRANSPRTN TRUST
4.131% 15 Jun 2042
NEW YORK ST DORM AUTH ST PERSO
5% 15 Feb 2031
NGPL PIPECO LLC
3.25% 15 Jul 2031
NGPL PIPECO LLC
4.875% 15 Aug 2027
NISSAN MASTER OWNER TRUST RECE
1% 15 Feb 2024
NISSAN MOTOR ACCEPTANCE
2.45% 15 Sep 2028
NISSAN MOTOR ACCEPTANCE
2.75% 09 Mar 2028
NISSAN MOTOR CO
3.522% 17 Sep 2025
NOMURA HOLDINGS INC
2.608% 14 Jul 2031
NORDEA BK AB PUBL NY
0.21% 17 Jun 2022
NORFOLK SOUTHERN CORP
2.55% 01 Nov 2029
NORTHROP GRUMMAN CORP
4.4% 01 May 2030
NORTHWEST FLORIDA TIMBER
4.75% 04 Mar 2029
NRG ENERGY INC
2.45% 02 Dec 2027
NVENT FINANCE SARL
2.75% 15 Nov 2031
NVIDIA CORP
1.55% 15 Jun 2028
NXP BV/NXP FDG/NXP USA
2.7% 01 May 2025
NXP BV/NXP FDG/NXP USA
3.875% 18 Jun 2026
OHIO POWER COMPANY
1.625% 15 Jan 2031
ONCOR ELECTRIC DELIVERY
2.75% 15 May 2030
ONCOR ELECTRIC DELIVERY
5.75% 15 Mar 2029
ONCOR ELECTRIC DELIVERY
7% 01 May 2032
ONE NEW YORK PLAZA TRUST 2020
1% 15 Jan 2036
ORACLE CORP
2.3% 25 Mar 2028
ORACLE CORP
2.8% 01 Apr 2027
ORACLE CORP
3.25% 15 Nov 2027
ORIX CORP
2.9% 18 Jul 2022
PACIFIC GAS + ELECTRIC
3.25% 01 Jun 2031
PENSKE TRUCK LEASING/PTL
1.2% 15 Nov 2025
PENSKE TRUCK LEASING/PTL
2.7% 01 Nov 2024
PENSKE TRUCK LEASING/PTL
3.95% 10 Mar 2025
PETRONAS CAPITAL LTD
3.5% 21 Apr 2030
PFS FINANCING CORP.
0.71% 15 Apr 2026
PIEDMONT NATURAL GAS CO
2.5% 15 Mar 2031
PIEDMONT NATURAL GAS CO
3.5% 01 Jun 2029
PIONEER NATURAL RESOURCE
4.45% 15 Jan 2026
PKHL COMMERCIAL MORTGAGE TRUST
1% 15 Jul 2038
POUND STERLING
FOREIGN CURRENCY
PROLOGIS LP
1.25% 15 Oct 2030
PROLOGIS LP
2.25% 15 Apr 2030
PT PERTAMINA (PERSERO)
3.1% 21 Jan 2030
PUBLIC SERVICE ELECTRIC
3.2% 15 May 2029
RAIZEN FUELS FINANCE
5.3% 20 Jan 2027
RAYTHEON TECH CORP
2.25% 01 Jul 2030
RAYTHEON TECH CORP
4.125% 16 Nov 2028
RAYTHEON TECH CORP
7% 01 Nov 2028
RAYTHEON TECH CORP
7.2% 15 Aug 2027
REALTY INCOME CORP
3.25% 15 Jan 2031
RELX CAPITAL INC
3% 22 May 2030
RELX CAPITAL INC
3.5% 16 Mar 2023
REPUBLIC OF CHILE
2.55% 27 Jan 2032
REPUBLIC OF CHILE
2.55% 27 Jul 2033
REPUBLIC OF CHILE
3.24% 06 Feb 2028
REPUBLIC OF COLOMBIA
3.125% 15 Apr 2031
REPUBLIC OF COLOMBIA
3.25% 22 Apr 2032
REPUBLIC OF INDONESIA
2.85% 14 Feb 2030
REPUBLIC OF INDONESIA
4.1% 24 Apr 2028
REPUBLIC OF INDONESIA
7.75% 17 Jan 2038
REPUBLIC OF PANAMA
2.252% 29 Sep 2032
REPUBLIC OF PANAMA
3.875% 17 Mar 2028
REPUBLIC OF PERU
2.783% 23 Jan 2031
REPUBLIC OF PERU
3.3% 11 Mar 2041
REPUBLIC OF PERU
4.125% 25 Aug 2027
REPUBLIC OF PHILIPPINES
1.648% 10 Jun 2031
REPUBLIC OF PHILIPPINES
1.95% 06 Jan 2032
REPUBLIC OF PHILIPPINES
3% 01 Feb 2028
ROMANIA
3% 14 Feb 2031
ROMANIA
4% 14 Feb 2051
ROYAL BK OF CANADA
0.25% 01 Jun 2022
RYDER SYSTEM INC
2.875% 01 Jun 2022
RYDER SYSTEM INC
3.35% 01 Sep 2025
RYDER SYSTEM INC
4.625% 01 Jun 2025
SABINE PASS LIQUEFACTION
4.2% 15 Mar 2028
SANTANDER UK GROUP HLDGS
1% 05 Jan 2024
SANTANDER UK PLC
0% 01 Feb 2022
SAUDI ARABIAN OIL CO
2.25% 24 Nov 2030
SAUDI INTERNATIONAL BOND
5% 17 Apr 2049
SCHOLAR FUNDING TRUST
1% 28 Oct 2043
SERVICENOW INC
1.4% 01 Sep 2030
SHELL INTERNATIONAL FIN
2.375% 07 Nov 2029
SKANDIN ENS BANKEN
0.25% 31 May 2022
SMB PRIVATE EDUCATION LOAN TRU
1% 15 Feb 2036
SMB PRIVATE EDUCATION LOAN TRU
1% 15 Jan 2053
SMB PRIVATE EDUCATION LOAN TRU
1% 15 Oct 2035
SMB PRIVATE EDUCATION LOAN TRU
1% 15 Sep 2034
SMB PRIVATE EDUCATION LOAN TRU
1.29% 15 Jul 2053
SOCIAL PROFESSIONAL LOAN PROGR
1.95% 15 Feb 2046
SOCIAL PROFESSIONAL LOAN PROGR
2.84% 25 Jan 2041
SOUTHERN CAL EDISON
2.5% 01 Jun 2031
SREIT TRUST
1% 15 Nov 2036
SRWUPL369 IRS USD R F 2.87150
2.871% 27 Oct 2031
SRWUPL6S8 IRS EUR P V 12MCPTFE
1% 15 Oct 2051
SRWUQYYE9 IRS USD R F 2.89000
2.89% 28 Oct 2031
SRWUQYZA6 IRS EUR R F 2.31958
2.319% 15 Oct 2051
SRWVNWTR1 IRS USD R F 2.61300
2.613% 24 Nov 2051
SRWVP00A7 IRS USD P V 12MSOFR
1% 15 Aug 2031
SRWVP1U87 IRS USD R F 1.00000
1% 31 Dec 2023
SRWVQJCZ7 IRS GBP R F 4.41500
4.415% 15 Nov 2031
SRWW85CS1 IRS USD R F 1.36203
1.362% 15 May 2047
SRWWM6YS9 IRS USD R F 1.19590
1.195% 15 Nov 2028
SRWWM8QM7 IRS USD R F 1.25406
1.254% 15 Aug 2031
STARBUCKS CORP
2.25% 12 Mar 2030
STATE OF QATAR
3.75% 16 Apr 2030
SUMITOMO MITSUI FINL GRP
1.71% 12 Jan 2031
SUMITOMO MITSUI FINL GRP
2.784% 12 Jul 2022
SUMITOMO MITSUI FINL GRP
3.04% 16 Jul 2029
SUMITOMO MITSUI TRUST NY
0% 04 Feb 2022
SUNTORY HOLDINGS LTD
2.25% 16 Oct 2024
SURA ASSET MANAGEMENT
4.875% 17 Apr 2024
SUZANO AUSTRIA GMBH
3.75% 15 Jan 2031
SVENSKA HANDLSBNKN A
0.255% 24 May 2022
SWAP BANK OF AMERICA BOC
SWAP CASH COLLATERAL USD
SWAP BANK OF AMERICA BOC
SWAP CASH COLLATERAL USD
SWAP CCPC GOLDMAN SACHS COC
SWAP CCPC CASH COLLATERAL
SWAP CCPC GOLDMAN SACHS COC
SWAP CCPC CASH COLLATERAL
SWAP CITIBANK BOC
SWAP CASH COLLATERAL USD
SWAP GOLDMAN SACHS BOC
SWAP CASH COLLATERAL USD
SYNCHRONY FINANCIAL
3.7% 04 Aug 2026
T MOBILE USA INC
3.75% 15 Apr 2027
TAKEDA PHARMACEUTICAL
2.05% 31 Mar 2030
TAMPA ELECTRIC CO
2.4% 15 Mar 2031
TCI COMMUNICATIONS INC
7.875% 15 Feb 2026
TENCENT HOLDINGS LTD
2.985% 19 Jan 2023
TEXAS EASTERN TRANSMISSI
2.8% 15 Oct 2022
TEXAS EASTERN TRANSMISSI
3.5% 15 Jan 2028
TEXTRON INC
3% 01 Jun 2030
TEXTRON INC
3.9% 17 Sep 2029
TORONTO DOMINION BANK
0% 15 Feb 2022
TOYOTA MOTOR CORP
3.669% 20 Jul 2028
TOYOTA MOTOR CREDIT CORP
1.9% 06 Apr 2028
TOYOTA MOTOR CREDIT CORP
3% 01 Apr 2025
TRANSCONT GAS PIPE LINE
4% 15 Mar 2028
TRANSCONT GAS PIPE LINE
7.85% 01 Feb 2026
UBS GROUP AG
1% 10 Aug 2027
UBS GROUP AG
2.65% 01 Feb 2022
UNION PACIFIC CORP
3.7% 01 Mar 2029
UNION PACIFIC CORP
3.95% 10 Sep 2028
UNITED AIR 2015 1 AA PTT
3.45% 01 Jun 2029
UNITED AIR 2016 1 AA PTT
3.1% 07 Jan 2030
UNITED AIR 2016 2 AA PTT
2.875% 07 Apr 2030
UNITED AIR 2019 1 AA PTT
4.15% 25 Feb 2033
UNITED AIR 2019 2 AA PTT
2.7% 01 Nov 2033
UNITED MEXICAN STATES
1.45% 25 Oct 2033
UNITED MEXICAN STATES
2.125% 25 Oct 2051
UNITED MEXICAN STATES
4.6% 10 Feb 2048
UNITED PARCEL SERVICE
4.45% 01 Apr 2030
UNITEDHEALTH GROUP INC
3.45% 15 Jan 2027
UNITEDHEALTH GROUP INC
3.85% 15 Jun 2028
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 10YR ULTRA FUT MAR22
XCBT 20220322
US 2YR NOTE (CBT) MAR22
XCBT 20220331
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US BANCORP
3.1% 27 Apr 2026
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
0.125% 15 Dec 2023
US TREASURY N/B
0.125% 15 Feb 2024
US TREASURY N/B
0.125% 15 May 2023
US TREASURY N/B
0.125% 30 Jun 2022
US TREASURY N/B
0.125% 30 Jun 2023
US TREASURY N/B
0.125% 30 Nov 2022
US TREASURY N/B
0.125% 31 Jan 2023
US TREASURY N/B
0.125% 31 May 2022
US TREASURY N/B
0.125% 31 Oct 2022
US TREASURY N/B
0.25% 15 Jun 2023
US TREASURY N/B
0.25% 15 Jun 2024
US TREASURY N/B
0.25% 15 Mar 2024
US TREASURY N/B
0.25% 30 Jun 2025
US TREASURY N/B
0.25% 30 Sep 2025
US TREASURY N/B
0.25% 31 Aug 2025
US TREASURY N/B
0.25% 31 Jul 2025
US TREASURY N/B
0.25% 31 Oct 2025
US TREASURY N/B
0.375% 15 Apr 2024
US TREASURY N/B
0.375% 30 Nov 2025
US TREASURY N/B
0.375% 31 Dec 2025
US TREASURY N/B
0.375% 31 Jul 2027
US TREASURY N/B
0.5% 28 Feb 2026
US TREASURY N/B
0.5% 31 Mar 2025
US TREASURY N/B
0.625% 15 Aug 2030
US TREASURY N/B
0.625% 15 May 2030
US TREASURY N/B
0.625% 30 Nov 2027
US TREASURY N/B
0.625% 31 Dec 2027
US TREASURY N/B
0.625% 31 Jul 2026
US TREASURY N/B
0.75% 15 Nov 2024
US TREASURY N/B
0.75% 30 Apr 2026
US TREASURY N/B
0.75% 31 Aug 2026
US TREASURY N/B
0.75% 31 Mar 2026
US TREASURY N/B
0.75% 31 May 2026
US TREASURY N/B
0.875% 15 Nov 2030
US TREASURY N/B
1.125% 28 Feb 2025
US TREASURY N/B
1.125% 28 Feb 2027
US TREASURY N/B
1.125% 31 Oct 2026
US TREASURY N/B
1.25% 30 Nov 2026
US TREASURY N/B
1.25% 31 Aug 2024
US TREASURY N/B
1.25% 31 May 2028
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
1.375% 15 Nov 2040
US TREASURY N/B
1.375% 31 Jan 2022
US TREASURY N/B
1.375% 31 Jan 2025
US TREASURY N/B
1.5% 30 Nov 2024
US TREASURY N/B
1.5% 30 Nov 2028
US TREASURY N/B
1.75% 15 Aug 2041
US TREASURY N/B
1.75% 31 Dec 2024
US TREASURY N/B
1.75% 31 Dec 2026
US TREASURY N/B
1.75% 31 Jul 2024
US TREASURY N/B
1.875% 15 Feb 2041
US TREASURY N/B
1.875% 15 Nov 2051
US TREASURY N/B
1.875% 30 Jun 2026
US TREASURY N/B
2% 15 Nov 2041
US TREASURY N/B
2% 31 May 2024
US TREASURY N/B
2.125% 31 Mar 2024
US TREASURY N/B
2.125% 31 May 2026
US TREASURY N/B
2.25% 31 Mar 2026
US TREASURY N/B
2.375% 29 Feb 2024
US TREASURY N/B
2.375% 30 Apr 2026
US TREASURY N/B
2.5% 28 Feb 2026
US TREASURY N/B
2.625% 15 Feb 2029
US TREASURY N/B
2.625% 31 Jan 2026
US TREASURY N/B
2.75% 15 Feb 2024
US TREASURY N/B
2.875% 15 Aug 2028
US TREASURY N/B
2.875% 15 Nov 2046
US TREASURY N/B
2.875% 30 Sep 2023
US TREASURY N/B
3% 31 Oct 2025
US ULTRA BOND CBT MAR22
XCBT 20220322
VALE OVERSEAS LIMITED
3.75% 08 Jul 2030
VALE OVERSEAS LIMITED
6.875% 10 Nov 2039
VERIZON COMMUNICATIONS
1.5% 18 Sep 2030
VERIZON COMMUNICATIONS
3.15% 22 Mar 2030
VERIZON COMMUNICATIONS
3.875% 08 Feb 2029
VERIZON COMMUNICATIONS
4.016% 03 Dec 2029
VIRGINIA ELEC + POWER CO
2.875% 15 Jul 2029
VIRGINIA ELEC + POWER CO
2.95% 15 Nov 2026
VIRGINIA ELEC + POWER CO
3.8% 01 Apr 2028
VISTRA CORP
4.3% 15 Jul 2029
VMWARE INC
2.2% 15 Aug 2031
VOLKSWAGEN GROUP AMERICA
2.7% 26 Sep 2022
WASTE MANAGEMENT INC
2% 01 Jun 2029
WELLS FARGO + COMPANY
1% 11 Feb 2026
WELLS FARGO + COMPANY
1% 22 May 2028
WELLS FARGO + COMPANY
1% 30 Oct 2025
WELLS FARGO + COMPANY
1% 30 Oct 2030
WELLS FARGO + COMPANY
4.15% 24 Jan 2029
WELLS FARGO COMMERCIAL MORTGAG
1% 15 Dec 2059
WELLS FARGO COMMERCIAL MORTGAG
4.152% 15 Aug 2051
WELLS FARGO MORTGAGE BACKED SE
1% 25 Sep 2049
WESTERN DIGITAL CORP
2.85% 01 Feb 2029
WESTLAKE CORP
0.875% 15 Aug 2024
WF RBS COMMERCIAL MORTGAGE TRU
3.752% 15 Sep 2057
Sub-Total: Fund 5710 1 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
7 ELEVEN INC
1.8% 10 Feb 2031
ABU DHABI GOVT INT L
3.125% 16 Apr 2030
ALABAMA POWER CO
1.45% 15 Sep 2030
AMERICAN HOMES 4 RENT
4.25% 15 Feb 2028
AMERICAN HOMES 4 RENT
4.9% 15 Feb 2029
AMERICAN WATER CAPITAL C
3.45% 01 Jun 2029
ANHEUSER BUSCH INBEV WOR
4.5% 01 Jun 2050
AREIT CRE TRUST
1% 17 Jul 2026
ARROW ELECTRONICS INC
3.875% 12 Jan 2028
AT+T INC
2.75% 01 Jun 2031
AT+T INC
4.85% 01 Mar 2039
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AVALONBAY COMMUNITIES
1.9% 01 Dec 2028
AVANGRID INC
3.8% 01 Jun 2029
BANC OF AMERICA MERRILL LYNCH
1% 15 Sep 2038
BANC OF AMERICA SEURITIES LLC
TBA CASH COLLATERAL USD
BANK OF AMERICA CORP
1% 07 Feb 2030
BANK OF AMERICA CORP
1% 20 Dec 2028
BANK OF AMERICA CORP
1% 29 Apr 2031
BANQUE FED CRED MUTUEL
3.75% 20 Jul 2023
BARCLAYS BANK PLC
7.625% 21 Nov 2022
BARCLAYS PLC
1% 16 May 2024
BARCLAYS PLC
3.25% 12 Feb 2027
BAYER US FINANCE II LLC
4.25% 15 Dec 2025
BAYER US FINANCE II LLC
4.375% 15 Dec 2028
BBCCRE TRUST
3.966% 10 Aug 2033
BGC PARTNERS INC
5.375% 24 Jul 2023
BLACK HILLS CORP
2.5% 15 Jun 2030
BNP PARIBAS
1% 19 Nov 2025
BOSTON GAS COMPANY
3.15% 01 Aug 2027
BRAZILIAN REAL
FOREIGN CURRENCY
BRITISH AIR 20 1 A PTT
4.25% 15 May 2034
BROADCOM INC
3.137% 15 Nov 2035
BROADCOM INC
4.11% 15 Sep 2028
BWU01B1V3 IRS GBP P F .75000
0.75% 16 Mar 2052
BWU01DX28 IRS JPY R V 06MLIBOR
1% 21 Mar 2022
BWU01DX36 IRS JPY R V 06MLIBOR
1% 19 Mar 2022
BWU01DXL6 IRS JPY R V 06MLIBOR
1% 20 Mar 2022
BWU01DXN2 IRS JPY R V 06MLIBOR
1% 19 Mar 2022
BWU01DXQ5 IRS JPY R V 06MLIBOR
1% 18 Mar 2022
BWU01DXZ5 IRS JPY R V 06MLIBOR
1% 07 Apr 2022
BWU01DY27 IRS JPY R V 06MLIBOR
1% 17 Mar 2022
BWU01DYM3 IRS JPY R V 06MLIBOR
1% 15 Mar 2022
BWU01DYT8 IRS JPY R V 06MLIBOR
1% 17 Mar 2022
BWU01E1B1 IRS JPY R V 06MTONA
1% 07 Apr 2051
BWU01E1H8 IRS JPY R V 06MTONA
1% 21 Mar 2048
BWU01E1R6 IRS JPY R V 06MTONA
1% 15 Mar 2051
BWU01E1Z8 IRS JPY R V 06MTONA
1% 17 Mar 2051
BWU01E2E4 IRS JPY R V 06MTONA
1% 18 Mar 2026
BWU01E2M6 IRS JPY P F .75000
0.75% 20 Mar 2038
BWU01E2P9 IRS JPY R V 06MTONA
1% 19 Mar 2051
BWU01E2R5 IRS JPY R V 06MTONA
1% 19 Mar 2051
BWU01E2U8 IRS JPY R V 06MTONA
1% 17 Mar 2051
CADILLAC FAIRVIEW PRP TR
3.875% 20 Mar 2027
CALIFORNIA ST HLTH FACS FING A
1.979% 01 Jun 2030
CANADIAN DOLLAR
FOREIGN CURRENCY
CCSALHUS5 CITI GROUP CCPC
CCSCXIUS6 STANDARD CHARTER BOC
CH ROBINSON WORLDWIDE
4.2% 15 Apr 2028
CITIBANK CASH COLL CCP
CCSALCUS6 CCP CASH COLL
CITIGROUP COMMERCIAL MORTGAGE
3.431% 10 Jun 2048
COLT FUNDING LLC
1% 25 Sep 2065
COMM MORTGAGE TRUST
3.178% 10 Feb 2035
COMM MORTGAGE TRUST
4.228% 10 May 2051
COMMUNITY PRESERVATION C
2.867% 01 Feb 2030
CONNECTICUT ST
2.677% 01 Jul 2030
CRED SUIS GP FUN LTD
3.8% 15 Sep 2022
CREDIT SUISSE GROUP AG
1% 14 Dec 2023
CREDIT SUISSE MORTGAGE TRUST
2.256% 15 Aug 2037
CREDIT SUISSE MORTGAGE TRUST
3.565% 15 Dec 2049
CRH AMERICA FINANCE INC
4.5% 04 Apr 2048
CSAIL COMMERCIAL MORTGAGE TRUS
3.448% 15 Aug 2048
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
GBP/USD
CURRENCY CONTRACT
USD/GBP
CURRENCY CONTRACT
USD/JPY
DAIMLER FINANCE NA LLC
2.7% 14 Jun 2024
DALLAS FORT WORTH TX INTERNATI
1.649% 01 Nov 2026
DANISH KRONE
FOREIGN CURRENCY
DELL INT LLC / EMC CORP
5.45% 15 Jun 2023
DEUTSCHE BANK AG
2.625% 16 Dec 2024
DEUTSCHE BANK NY
1% 16 Nov 2027
DISCOVERY COMMUNICATIONS
4.65% 15 May 2050
ELECTRONIC ARTS INC
1.85% 15 Feb 2031
ENTERGY LOUISIANA LLC
3.12% 01 Sep 2027
ENTERGY MISSISSIPPI LLC
2.85% 01 Jun 2028
EPR PROPERTIES
4.95% 15 Apr 2028
EQUITABLE HOLDINGS INC
5% 20 Apr 2048
ERP OPERATING LP
4.15% 01 Dec 2028
EURO CURRENCY
FOREIGN CURRENCY
FAIRFAX FINL HLDGS LTD
4.85% 17 Apr 2028
FANNIE MAE
1% 25 May 2036
FANNIE MAE
1% 25 Nov 2036
FANNIE MAE
6.5% 25 Feb 2023
FANNIE MAE
6.5% 25 Jul 2029
FANNIE MAE
6.5% 25 Sep 2029
FANNIE MAE
7% 25 Jul 2039
FANNIE MAE
7% 25 Oct 2022
FANNIE MAE
7.5% 20 Sep 2027
FANNIEMAE WHOLE LOAN
6.5% 25 Jun 2028
FED HM LN PC POOL 1J1214
1% 01 Sep 2035
FED HM LN PC POOL 1J1219
1% 01 Oct 2035
FED HM LN PC POOL 781923
1% 01 Sep 2034
FED HM LN PC POOL 785867
1% 01 Dec 2026
FED HM LN PC POOL 789758
1% 01 Sep 2032
FED HM LN PC POOL 789777
1% 01 Sep 2032
FED HM LN PC POOL 848812
1% 01 Oct 2039
FED HM LN PC POOL C91256
5% 01 Jun 2029
FED HM LN PC POOL Q47083
3.5%�� 01 Apr 2047
FED HM LN PC POOL Q47482
3.5% 01 Apr 2047
FED HM LN PC POOL SB0257
4% 01 Nov 2033
FED HOME LN DISCOUNT NT
0.01% 11 Feb 2022
FEDERAL HOME LOAN BANK
0.96% 05 Mar 2026
FEDERAL HOME LOAN BANK
1.115% 26 Feb 2027
FHA PROJ LN CTF SER POOL 5
7.43% 01 Feb 2022
FHLMC MULTIFAMILY STRUCTURED P
2.864% 25 Oct 2026
FIRSTENERGY TRANSMISSION
4.35% 15 Jan 2025
FLORIDA ST BRD OF ADMIN FIN CO
1.705% 01 Jul 2027
FNMA POOL 257238
5% 01 Jun 2028
FNMA POOL 450838
5.5% 01 Dec 2028
FNMA POOL 457274
1% 01 Oct 2028
FNMA POOL 559810
1% 01 Aug 2040
FNMA POOL 735764
1% 01 Jul 2035
FNMA POOL 735965
1% 01 Oct 2035
FNMA POOL 745390
1% 01 Feb 2036
FNMA POOL 783610
1% 01 Jun 2035
FNMA POOL 814000
6% 01 Jun 2035
FNMA POOL 822101
1% 01 May 2035
FNMA POOL 826129
1% 01 Jul 2035
FNMA POOL 844532
1% 01 Nov 2035
FNMA POOL 874959
6.2% 01 Nov 2037
FNMA POOL 890362
1% 01 Aug 2041
FNMA POOL 897717
1% 01 Aug 2036
FNMA POOL 898318
6% 01 Nov 2036
FNMA POOL 899601
5.5% 01 Jul 2047
FNMA POOL 902551
6% 01 Nov 2036
FNMA POOL AA7916
4% 01 Mar 2039
FNMA POOL AB9136
2.5% 01 Apr 2043
FNMA POOL AE8349
6% 01 Aug 2037
FNMA POOL AK0730
1% 01 Feb 2042
FNMA POOL AL2815
1% 01 May 2035
FNMA POOL AL5548
1% 01 May 2038
FNMA POOL AL6447
1% 01 Jan 2026
FNMA POOL AL7183
1% 01 Jan 2036
FNMA POOL AL8922
1% 01 May 2030
FNMA POOL AL9380
1% 01 Apr 2031
FNMA POOL AR5180
3% 01 Jul 2043
FNMA POOL AS1410
3% 01 Jan 2029
FNMA POOL AS4168
4% 01 Dec 2044
FNMA POOL AS5715
3% 01 Sep 2030
FNMA POOL AS7603
4% 01 Jul 2046
FNMA POOL AX7911
3% 01 Jan 2045
FNMA POOL AZ8086
3.5% 01 Jul 2045
FNMA POOL BE2092
3.5% 01 Dec 2046
FNMA POOL BM1447
1% 01 Jul 2047
FNMA POOL MA0184
5% 01 Sep 2029
FNMA TBA 15 YR 2.5
2.5% 17 Feb 2037
FNMA TBA 30 YR 2
2% 14 Feb 2052
FNMA TBA 30 YR 2.5
2.5% 25 Nov 2051
FNMA TBA 30 YR 3
3% 14 Feb 2052
FNMA TBA 30 YR 5
5% 14 Jan 2052
FREDDIE MAC
1% 15 Aug 2040
FREDDIE MAC
1% 15 May 2037
FREDDIE MAC
1% 15 Nov 2042
FREDDIE MAC
1% 15 Oct 2040
FREDDIE MAC
5.5% 15 Nov 2032
FREDDIE MAC
6% 15 Dec 2028
FREDDIE MAC
6% 15 Jul 2023
FREDDIE MAC
6.5% 15 Feb 2026
FUTURES USD CITI COC
CASH COLLATERAL
GE CAPITAL INTL FUNDING
4.418% 15 Nov 2035
GENERAL MOTORS FINL CO
1% 26 Mar 2022
GEORGIA POWER CO
3.25% 15 Mar 2051
GLOBE LIFE INC
2.15% 15 Aug 2030
GNMA II POOL 002910
8.5% 20 Apr 2030
GNMA II POOL 002947
8.5% 20 Jul 2030
GNMA II POOL 003029
8.5% 20 Jan 2031
GNMA II POOL 780840
8.5% 20 Jul 2028
GNMA II POOL MA5399
4.5% 20 Aug 2048
GNMA II POOL MA5652
4.5% 20 Dec 2048
GNMA POOL 783473
3.5% 15 Nov 2041
GNMA POOL AL1543
3% 15 May 2045
GNMA POOL BT3503
4% 15 Feb 2050
GOODMAN US FIN FOUR
4.5% 15 Oct 2037
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
2.855% 10 May 2034
GS MORTGAGE SECURITIES TRUST
3.467% 10 Jun 2047
GS MORTGAGE SECURITIES TRUST
3.621% 10 Oct 2035
GUARDIAN LIFE GLOB FUND
1.25% 19 Nov 2027
HONG KONG
2.5% 28 May 2024
HOST HOTELS + RESORTS LP
3.875% 01 Apr 2024
HUNDRED ACRE WOOD TRUST
1% 25 Oct 2051
HUNDRED ACRE WOOD TRUST
1% 25 Oct 2051
JAPANESE YEN
FOREIGN CURRENCY
JP MORGAN MORTGAGE TRUST
1% 25 May 2050
JPMBB COMMERCIAL MORTGAGE SECU
3.017% 15 Feb 2048
JPMORGAN CHASE + CO
1% 01 Jun 2028
JPN 10Y BOND(OSE) MAR22
XOSE 20220314
JPN BANK FOR INT L COOP
2.875% 21 Jul 2027
KILROY REALTY LP
4.375% 01 Oct 2025
LEHMAN BROTHERS HOLDINGS
6.75% 28 Dec 2017
LIFE STORAGE LP
3.875% 15 Dec 2027
LLOYDS BANK PLC
1% 02 Apr 2032
LONG GILT FUTURE MAR22
IFLL 20220329
LOS ANGELES CA CMNTY CLG DIST
2.106% 01 Aug 2032
MANHATTAN WEST
2.13% 10 Sep 2039
MASCO CORP
3.5% 15 Nov 2027
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MF1 LTD
1% 15 Jul 2035
MID AMERICA APARTMENTS
3.6% 01 Jun 2027
MIZUHO FINANCIAL GROUP
1% 13 Sep 2030
MONONGAHELA POWER CO
3.55% 15 May 2027
MORGAN STANLEY
3.125% 27 Jul 2026
MORGAN STANLEY
TBA CASH COLLATERAL
MORGAN STANLEY BAML TRUST
3.732% 15 May 2048
MORGAN STANLEY CAPITAL I TRUST
1% 15 Dec 2023
MORGAN STANLEY CAPITAL I TRUST
3.337% 15 Dec 2049
NATIONAL RETAIL PROP INC
3.5% 15 Oct 2027
NATIONAL RETAIL PROP INC
4.3% 15 Oct 2028
NATIONAL SECS CLEARING
1.5% 23 Apr 2025
NATIONWIDE BLDG SOCIETY
1% 01 Aug 2024
NATWEST GROUP PLC
1% 08 Mar 2023
NATWEST GROUP PLC
1% 25 Jun 2024
NAVIENT STUDENT LOAN TRUST
1% 25 Mar 2066
NEW YORK LIFE GLOBAL FDG
1.2% 07 Aug 2030
NEW YORK ST URBAN DEV CORP REV
1.877% 15 Mar 2030
NEW ZEALAND DOLLAR
FOREIGN CURRENCY
NEXTERA ENERGY CAPITAL
2.25% 01 Jun 2030
NIAGARA MOHAWK POWER
4.278% 15 Dec 2028
NOMURA HOLDINGS INC
3.103% 16 Jan 2030
NORTHERN STATES PWR MINN
2.9% 01 Mar 2050
NVR INC
3% 15 May 2030
OMEGA HLTHCARE INVESTORS
4.75% 15 Jan 2028
ORACLE CORP
3.6% 01 Apr 2050
PACIFIC GAS + ELECTRIC
1.7% 15 Nov 2023
PENNSYLVANIA ST HGR EDU ASSIST
1% 25 Jul 2029
POUND STERLING
FOREIGN CURRENCY
READYCAP COMMERCIAL MORTGAGE T
1% 25 Feb 2035
REALTY INCOME CORP
3.95% 15 Aug 2027
REALTY INCOME CORP
4.625% 01 Nov 2025
REPUBLIC OF CHILE
2.45% 31 Jan 2031
REPUBLIC OF CHILE
2.55% 27 Jan 2032
REPUBLIC OF PERU
2.783% 23 Jan 2031
RMAC SECURITIES PLC
1% 12 Jun 2044
ROCHESTER GAS + ELECTRIC
3.1% 01 Jun 2027
SALES TAX SECURITIZATION CORP
3.107% 01 Jan 2035
SAN FRANCISCO CA CITY CNTY P
2.825% 01 Nov 2041
SINGAPORE DOLLAR
FOREIGN CURRENCY
SITE CENTERS CORP
4.7% 01 Jun 2027
SLM STUDENT LOAN TRUST
1% 15 Dec 2025
SLM STUDENT LOAN TRUST
1% 15 Dec 2027
SLM STUDENT LOAN TRUST
1% 25 Jan 2027
SLM STUDENT LOAN TRUST
1% 25 Oct 2029
SMBC AVIATION CAPITAL FI
3% 15 Jul 2022
SOUTHERN CAL EDISON
2.25% 01 Jun 2030
SOUTHERN CO
3.7% 30 Apr 2030
SOUTHERN POWER CO
0.9% 15 Jan 2026
SOUTHWESTERN ELEC POWER
2.75% 01 Oct 2026
SOUTHWESTERN ELEC POWER
4.1% 15 Sep 2028
SPIRIT REALTY LP
3.2% 15 Feb 2031
SREIT TRUST
1% 15 Oct 2038
STANDARD CHARTERED PLC
1% 14 Jan 2027
STANDARD CHARTERED PLC
1% 29 Jun 2032
STARBUCKS CORP
2.55% 15 Nov 2030
STARWOOD MORTGAGE RESIDENTIAL
1% 25 Apr 2065
STATE OF ISRAEL
3.875% 03 Jul 2050
STATE OF ISRAEL
4.125% 17 Jan 2048
STATE OF QATAR
3.375% 14 Mar 2024
STATE OF QATAR
4% 14 Mar 2029
STATE OF QATAR
4.817% 14 Mar 2049
SWAP CCPC CITIBANK COC
SWAP CCPC CASH COLLATERAL
SWISS FRANC
FOREIGN CURRENCY
SWPC0I305 CDS USD R F 1.00000
1% 20 Jun 2024
SWPC0JYY5 CDS USD R F 1.00000
1% 20 Jun 2026
SWU01DYZ4 IRS JPY R F .00000
0% 15 Mar 2022
SWU01DZA8 IRS JPY R F .00000
0% 19 Mar 2022
SWU01DZP5 IRS JPY R F .00000
0% 17 Mar 2022
SWU01DZQ3 IRS JPY P V 12MTONA
1% 18 Mar 2022
SWU01DZV2 IRS JPY P V 12MTONA
1% 19 Mar 2022
SWU01E014 IRS JPY R F .00000
0% 07 Apr 2022
SWU01E022 IRS JPY R F .00000
0% 21 Mar 2022
SWU01E071 IRS JPY R F .00000
0% 17 Mar 2022
SWU01E0K2 IRS JPY R F .00000
0% 20 Mar 2022
SWU01E9Q0 IRS USD R F 1.40000
1.4% 07 Dec 2024
SYNGENTA FINANCE NV
4.441% 24 Apr 2023
TENN VALLEY AUTHORITY
1.5% 15 Sep 2031
THAILAND BAHT
FOREIGN CURRENCY
THARALDSON HOTEL PORTFOLIO TRU
1% 11 Nov 2034
TOKYO METROPOLITAN GOVT
2.5% 08 Jun 2022
TOWD POINT ASSET FUNDING, LLC
1% 25 Feb 2063
TOWD POINT MORTGAGE FUNDING
1% 20 Jul 2045
TRANSURBAN FINANCE CO
2.45% 16 Mar 2031
TRANSURBAN FINANCE CO
4.125% 02 Feb 2026
TREASURY BILL
0.01% 03 Mar 2022
TREASURY BILL
0.01% 04 Jan 2022
TREASURY BILL
0.01% 05 May 2022
TREASURY BILL
0.01% 10 Feb 2022
TREASURY BILL
0.01% 10 Mar 2022
TREASURY BILL
0.01% 11 Jan 2022
TREASURY BILL
0.01% 14 Apr 2022
TREASURY BILL
0.01% 15 Feb 2022
TREASURY BILL
0.01% 17 Feb 2022
TREASURY BILL
0.01% 17 Mar 2022
TREASURY BILL
0.01% 21 Apr 2022
TREASURY BILL
0.01% 24 Mar 2022
TREASURY BILL
0.01% 25 Jan 2022
TREASURY BILL
0.01% 27 Jan 2022
TREASURY BILL
0.01% 31 Mar 2022
UBS AG
5.125% 15 May 2024
UBS AG STAMFORD CT
7.625% 17 Aug 2022
UDR INC
3.5% 15 Jan 2028
UNITED WHOLESALE MORTGAGE LLC
1% 25 Dec 2051
UNITED WHOLESALE MORTGAGE LLC
1% 25 Nov 2051
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
0.625% 31 Mar 2027
US TREASURY N/B
0.875% 15 Nov 2030
US TREASURY N/B
1.375% 15 Aug 2050
US TREASURY N/B
1.375% 15 Nov 2040
US TREASURY N/B
1.625% 15 Nov 2050
US TREASURY N/B
1.875% 15 Feb 2041
US TREASURY N/B
1.875% 28 Feb 2022
US TREASURY N/B
1.875% 31 Aug 2022
US TREASURY N/B
1.875% 31 Jul 2022
US TREASURY N/B
2% 15 Feb 2025
US TREASURY N/B
2% 15 Feb 2050
US TREASURY N/B
2% 31 Oct 2022
US TREASURY N/B
2.125% 31 Jul 2024
US TREASURY N/B
2.125% 31 Mar 2024
US TREASURY N/B
2.25% 15 Aug 2027
US TREASURY N/B
2.25% 31 Jan 2024
US TREASURY N/B
2.5% 15 Feb 2045
US TREASURY N/B
2.75% 15 Aug 2042
US TREASURY N/B
2.75% 15 Nov 2042
US TREASURY N/B
2.875% 15 Aug 2045
US TREASURY N/B
2.875% 15 May 2043
US TREASURY N/B
2.875% 15 May 2049
US TREASURY N/B
3% 15 Nov 2044
US TREASURY N/B
3.125% 15 Aug 2044
US TREASURY N/B
3.625% 15 Aug 2043
US TREASURY N/B
3.75% 15 Nov 2043
US TREASURY N/B
4.375% 15 May 2041
US TREASURY N/B
5.25% 15 Feb 2029
VENTAS REALTY LP
3.85% 01 Apr 2027
VERIZON COMMUNICATIONS
1.5% 18 Sep 2030
VERIZON COMMUNICATIONS
2.355% 15 Mar 2032
VERIZON COMMUNICATIONS
4.125% 16 Mar 2027
VERUS SECURITIZATION TRUST
1% 25 Mar 2060
VESTEDA FINANCE BV
2.5% 27 Oct 2022
VMC FINANCE LLC
1% 15 Sep 2036
VMWARE INC
2.95% 21 Aug 2022
VMWARE INC
3.9% 21 Aug 2027
VOLKSWAGEN BANK GMBH
1.875% 31 Jan 2024
VOLKSWAGEN BANK GMBH
2.5% 31 Jul 2026
WALT DISNEY COMPANY/THE
2.65% 13 Jan 2031
WELLS FARGO + COMPANY
3% 19 Feb 2025
WRKCO INC
4.9% 15 Mar 2029
YUAN RENMINBI
FOREIGN CURRENCY
Sub-Total: Fund 5711 2 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
Sub-Total: Fund 57Y4 3 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
lessor, or similar party
rate of interest, collateral, par, or maturity value
(d) Cost
value
(n/a)
Shares/
Par Value
3M COMPANY
2.375% 26 Aug 2029
3M COMPANY
3.05% 15 Apr 2030
3M COMPANY
3.7% 15 Apr 2050
90DAY EUR FUTR DEC22
XCME 20221219
90DAY EUR FUTR DEC23
XCME 20231218
90DAY EUR FUTR JUN23
XCME 20230619
90DAY EUR FUTR MAR22
XCME 20220314
90DAY EUR FUTR SEP23
XCME 20230918
ABBOTT LABORATORIES
3.75% 30 Nov 2026
ABBOTT LABORATORIES
4.75% 30 Nov 2036
ABBOTT LABORATORIES
4.9% 30 Nov 2046
ABBVIE INC
2.3% 21 Nov 2022
ABBVIE INC
2.6% 21 Nov 2024
ABBVIE INC
2.95% 21 Nov 2026
ABBVIE INC
3.2% 21 Nov 2029
ABBVIE INC
3.45% 15 Mar 2022
ABBVIE INC
3.6% 14 May 2025
ABBVIE INC
3.75% 14 Nov 2023
ABBVIE INC
3.8% 15 Mar 2025
ABBVIE INC
4.25% 21 Nov 2049
ABN AMRO BANK NV
4.75% 28 Jul 2025
ABU DHABI GOVT INT L
2.5% 11 Oct 2022
ABU DHABI GOVT INT L
3.875% 16 Apr 2050
ABU DHABI NATIONAL ENERG
2% 29 Apr 2028
ABU DHABI NATIONAL ENERG
3.4% 29 Apr 2051
ADOBE INC
2.3% 01 Feb 2030
AERCAP IRELAND CAP/GLOBA
2.45% 29 Oct 2026
AERCAP IRELAND CAP/GLOBA
3% 29 Oct 2028
AERCAP IRELAND CAP/GLOBA
3.3% 30 Jan 2032
AETNA INC
2.8% 15 Jun 2023
AIR LEASE CORP
3.375% 01 Jul 2025
ALPHABET INC
0.45% 15 Aug 2025
ALPHABET INC
0.8% 15 Aug 2027
ALPHABET INC
1.1% 15 Aug 2030
ALPHABET INC
2.05% 15 Aug 2050
ALTRIA GROUP INC
2.35% 06 May 2025
ALTRIA GROUP INC
2.45% 04 Feb 2032
ALTRIA GROUP INC
3.4% 04 Feb 2041
ALTRIA GROUP INC
3.875% 16 Sep 2046
ALTRIA GROUP INC
4.4% 14 Feb 2026
ALTRIA GROUP INC
4.8% 14 Feb 2029
ALTRIA GROUP INC
5.8% 14 Feb 2039
ALTRIA GROUP INC
5.95% 14 Feb 2049
AMAZON.COM INC
1.2% 03 Jun 2027
AMAZON.COM INC
1.5% 03 Jun 2030
AMAZON.COM INC
2.1% 12 May 2031
AMAZON.COM INC
2.5% 03 Jun 2050
AMAZON.COM INC
3.15% 22 Aug 2027
AMAZON.COM INC
3.875% 22 Aug 2037
AMAZON.COM INC
4.05% 22 Aug 2047
AMAZON.COM INC
4.95% 05 Dec 2044
AMERICAN EXPRESS CO
2.5% 30 Jul 2024
AMERICAN INTL GROUP
2.5% 30 Jun 2025
AMERICAN TRANSMISSION SY
2.65% 15 Jan 2032
AMGEN INC
3.625% 22 May 2024
ANGLO AMERICAN CAPITAL
3.625% 11 Sep 2024
ANGLO AMERICAN CAPITAL
4.75% 10 Apr 2027
ANHEUSER BUSCH CO/INBEV
3.65% 01 Feb 2026
ANHEUSER BUSCH CO/INBEV
4.9% 01 Feb 2046
ANHEUSER BUSCH INBEV WOR
3.5% 01 Jun 2030
ANHEUSER BUSCH INBEV WOR
4% 13 Apr 2028
ANHEUSER BUSCH INBEV WOR
4.35% 01 Jun 2040
ANHEUSER BUSCH INBEV WOR
4.439% 06 Oct 2048
ANHEUSER BUSCH INBEV WOR
4.5% 01 Jun 2050
ANHEUSER BUSCH INBEV WOR
4.75% 23 Jan 2029
ANTHEM INC
3.35% 01 Dec 2024
ANTHEM INC
3.65% 01 Dec 2027
APPLE INC
1.125% 11 May 2025
APPLE INC
2.4% 03 May 2023
APPLE INC
2.45% 04 Aug 2026
APPLE INC
3.35% 09 Feb 2027
APPLIED MATERIALS INC
1.75% 01 Jun 2030
AT+T INC
1.65% 01 Feb 2028
AT+T INC
2.25% 01 Feb 2032
AT+T INC
2.3% 01 Jun 2027
AT+T INC
2.55% 01 Dec 2033
AT+T INC
3.1% 01 Feb 2043
AT+T INC
4.25% 01 Mar 2027
AT+T INC
4.35% 15 Jun 2045
AT+T INC
4.5% 09 Mar 2048
AT+T INC
5.35% 01 Sep 2040
AT+T INC
5.55% 15 Aug 2041
AT+T INC
6.1% 15 Jul 2040
ATRIUM HOTEL PORTFOLIO TRUST
1% 15 Dec 2036
AVENUE OF AMERICAS
1% 15 Oct 2038
AVIS BUDGET RENTAL CAR FUNDING
2.68% 20 Aug 2026
BANCO SANTANDER SA
1% 12 Apr 2023
BANCO SANTANDER SA
2.746% 28 May 2025
BANCO SANTANDER SA
3.848% 12 Apr 2023
BANK OF AMERICA CORP
1% 05 Mar 2024
BANK OF AMERICA CORP
1% 07 Feb 2030
BANK OF AMERICA CORP
1% 20 Dec 2023
BANK OF AMERICA CORP
1% 20 Dec 2028
BANK OF AMERICA CORP
1% 20 Oct 2032
BANK OF AMERICA CORP
1% 21 Jul 2028
BANK OF AMERICA CORP
1% 29 Apr 2031
BANK OF AMERICA CORP
3.3% 11 Jan 2023
BANK OF AMERICA CORP
4% 01 Apr 2024
BANK OF AMERICA CORP
4% 22 Jan 2025
BANK OF AMERICA CORP
4.2% 26 Aug 2024
BANK OF AMERICA CORP
4.25% 22 Oct 2026
BANK OF AMERICA CORP
4.45% 03 Mar 2026
BANK OF AMERICA CORP
5% 21 Jan 2044
BANK OF MONTREAL
1.85% 01 May 2025
BANK OF NOVA SCOTIA
1.3% 11 Jun 2025
BANK OF NY MELLON CORP
1.6% 24 Apr 2025
BARCLAYS BANK PLC
1.7% 12 May 2022
BARCLAYS PLC
1% 16 May 2029
BARCLAYS PLC
1% 20 Jun 2030
BARRICK GOLD CORP
5.25% 01 Apr 2042
BARRICK NA FINANCE LLC
5.7% 30 May 2041
BARRICK NA FINANCE LLC
5.75% 01 May 2043
BAT CAPITAL CORP
3.557% 15 Aug 2027
BAT CAPITAL CORP
4.54% 15 Aug 2047
BCC FUNDING CORP
2.46% 20 Aug 2024
BECTON DICKINSON AND CO
3.363% 06 Jun 2024
BECTON DICKINSON AND CO
3.734% 15 Dec 2024
BECTON DICKINSON AND CO
4.685% 15 Dec 2044
BENCHMARK MORTGAGE TRUST
1% 15 Sep 2043
BERKSHIRE HATHAWAY ENERG
3.7% 15 Jul 2030
BHP BILLITON FIN USA LTD
2.875% 24 Feb 2022
BHP BILLITON FIN USA LTD
5% 30 Sep 2043
BNP PARIBAS
1% 01 Mar 2033
BNP PARIBAS
1% 09 Jun 2026
BNP PARIBAS
1% 10 Jan 2025
BNP PARIBAS
3.375% 09 Jan 2025
BNP PARIBAS
4.4% 14 Aug 2028
BNP PARIBAS
4.625% 13 Mar 2027
BOEING CO
1.433% 04 Feb 2024
BOEING CO
2.7% 01 Feb 2027
BOEING CO
2.8% 01 Mar 2027
BOEING CO
3.1% 01 May 2026
BOEING CO
3.2% 01 Mar 2029
BOEING CO
3.25% 01 Feb 2035
BOEING CO
3.75% 01 Feb 2050
BOEING CO
5.15% 01 May 2030
BOEING CO
5.705% 01 May 2040
BP CAP MARKETS AMERICA
3% 24 Feb 2050
BP CAP MARKETS AMERICA
3.119% 04 May 2026
BP CAP MARKETS AMERICA
3.633% 06 Apr 2030
BP CAP MARKETS AMERICA
3.79% 06 Feb 2024
BP CAPITAL MARKETS PLC
3.506% 17 Mar 2025
BP CAPITAL MARKETS PLC
3.535% 04 Nov 2024
BP CAPITAL MARKETS PLC
3.814% 10 Feb 2024
BPCE SA
5.15% 21 Jul 2024
BRIGHTHOUSE FINANCIAL IN
4.7% 22 Jun 2047
BRISTOL MYERS SQUIBB CO
2.6% 16 May 2022
BRISTOL MYERS SQUIBB CO
2.9% 26 Jul 2024
BRISTOL MYERS SQUIBB CO
3.2% 15 Jun 2026
BRISTOL MYERS SQUIBB CO
3.4% 26 Jul 2029
BRISTOL MYERS SQUIBB CO
3.55% 15 Aug 2022
BRISTOL MYERS SQUIBB CO
3.875% 15 Aug 2025
BRISTOL MYERS SQUIBB CO
5% 15 Aug 2045
BROADCOM INC
3.137% 15 Nov 2035
BWS048967 IRS USD R V 03MLIBOR
1% 15 Feb 2047
BWS053009 IRS USD R V 00MSOFR
1% 15 Feb 2047
BWS053223 IRS USD R V 00MSOFR
1% 15 Feb 2047
BWS053322 IRS USD R V 03MLIBOR
1% 15 Feb 2047
BWS058263 IRS USD R V 00MSOFR
1% 15 May 2027
BWS060988 IRS USD R V 00MSOFR
1% 20 Oct 2031
BWS061002 IRS USD P F 2.95000
2.95% 20 Oct 2026
BWS063222 IRS USD P F 1.52000
1.52% 20 Nov 2026
BWS063248 IRS USD R V 00MUSCPI
1% 18 Nov 2023
BX TRUST
1% 15 Nov 2032
BX TRUST
1% 15 Nov 2034
BX TRUST
1% 15 Oct 2038
BX TRUST 2019 OC11
3.202% 09 Dec 2041
CAMERON LNG LLC
2.902% 15 Jul 2031
CAMERON LNG LLC
3.302% 15 Jan 2035
CANADIAN IMPERIAL BANK
0.95% 23 Jun 2023
CANADIAN PACIFIC RAILWAY
2.45% 02 Dec 2031
CANADIAN PACIFIC RAILWAY
3% 02 Dec 2041
CARGILL INC
1.375% 23 Jul 2023
CARRIER GLOBAL CORP
3.577% 05 Apr 2050
CASCADE MH ASSET TRUST
1.753% 25 Feb 2046
CHARLES SCHWAB CORP
3.85% 21 May 2025
CHARTER COMM OPT LLC/CAP
3.5% 01 Mar 2042
CHARTER COMM OPT LLC/CAP
3.75% 15 Feb 2028
CHARTER COMM OPT LLC/CAP
4.2% 15 Mar 2028
CHARTER COMM OPT LLC/CAP
4.8% 01 Mar 2050
CHARTER COMM OPT LLC/CAP
4.908% 23 Jul 2025
CHARTER COMM OPT LLC/CAP
5.75% 01 Apr 2048
CHEVRON CORP
1.995% 11 May 2027
CHEVRON CORP
2.954% 16 May 2026
CHEVRON CORP
3.078% 11 May 2050
CHEVRON USA INC
3.85% 15 Jan 2028
CHUBB INA HOLDINGS INC
3.35% 03 May 2026
CIGNA CORP
3.75% 15 Jul 2023
CIGNA CORP
4.125% 15 Nov 2025
CIGNA CORP
4.375% 15 Oct 2028
CIM TRUST
1% 25 Jul 2061
CIM TRUST
1% 25 Oct 2059
CINTAS CORPORATION NO. 2
2.9% 01 Apr 2022
CINTAS CORPORATION NO. 2
3.7% 01 Apr 2027
CITIGROUP COMMERCIAL MORTGAGE
1% 10 Jul 2047
CITIGROUP INC
1% 03 Jun 2031
CITIGROUP INC
1% 03 Nov 2032
CITIGROUP INC
1% 08 Apr 2026
CITIGROUP INC
1% 15 May 2024
CITIGROUP INC
1% 23 Apr 2029
CITIGROUP INC
1% 31 Mar 2031
CITIGROUP INC
3.5% 15 May 2023
CITIGROUP INC
4.3% 20 Nov 2026
CITIGROUP INC
4.4% 10 Jun 2025
CITIGROUP INC
4.45% 29 Sep 2027
CITIGROUP INC
4.65% 23 Jul 2048
CITIGROUP INC
4.65% 30 Jul 2045
CITIGROUP INC
4.75% 18 May 2046
CITIGROUP INC
5.3% 06 May 2044
CITIGROUP INC
5.5% 13 Sep 2025
CITIGROUP INC
6.625% 15 Jun 2032
CITIGROUP INC
6.675% 13 Sep 2043
CITIGROUP INC
8.125% 15 Jul 2039
COCA COLA CO/THE
1.45% 01 Jun 2027
COCA COLA CO/THE
2.5% 01 Jun 2040
COCA COLA CO/THE
2.6% 01 Jun 2050
COCA COLA CO/THE
3.375% 25 Mar 2027
CODELCO INC
3.625% 01 Aug 2027
COLLEGE AVE STUDENT LOANS
3.06% 26 Jul 2055
COMCAST CORP
2.8% 15 Jan 2051
COMCAST CORP
2.887% 01 Nov 2051
COMCAST CORP
3.15% 01 Mar 2026
COMCAST CORP
3.25% 01 Nov 2039
COMCAST CORP
3.3% 01 Apr 2027
COMCAST CORP
3.4% 01 Apr 2030
COMCAST CORP
3.4% 15 Jul 2046
COMCAST CORP
3.45% 01 Feb 2050
COMCAST CORP
3.75% 01 Apr 2040
COMCAST CORP
3.95% 15 Oct 2025
COMCAST CORP
4% 01 Mar 2048
COMCAST CORP
4.15% 15 Oct 2028
COMCAST CORP
4.25% 15 Jan 2033
COMCAST CORP
4.25% 15 Oct 2030
COMCAST CORP
4.7% 15 Oct 2048
COMCAST CORP
5.65% 15 Jun 2035
COMISION FEDERAL DE ELEC
3.875% 26 Jul 2033
COMISION FEDERAL DE ELEC
4.75% 23 Feb 2027
COMM MORTGAGE TRUST
3.528% 10 Dec 2047
COMM MORTGAGE TRUST
3.62% 10 Jul 2050
COMM MORTGAGE TRUST
4.3% 10 Oct 2046
COMMONSPIRIT HEALTH
4.35% 01 Nov 2042
CON EDISON CO OF NY INC
3.35% 01 Apr 2030
CON EDISON CO OF NY INC
3.95% 01 Apr 2050
CONOCOPHILLIPS
3.75% 01 Oct 2027
CONOCOPHILLIPS
4.3% 15 Aug 2028
CONSTELLATION BRANDS INC
4.75% 15 Nov 2024
CONTINENTAL RESOURCES
3.8% 01 Jun 2024
CONTINENTAL RESOURCES
4.375% 15 Jan 2028
CONTINENTAL RESOURCES
4.5% 15 Apr 2023
CONTINENTAL RESOURCES
4.9% 01 Jun 2044
CONTL AIRLINES 2007 1
5.983% 19 Apr 2022
COOPERATIEVE RABOBANK UA
4.375% 04 Aug 2025
COSMOPOLITAN HOTEL TRUST
1% 15 Nov 2036
COSTCO WHOLESALE CORP
1.375% 20 Jun 2027
COSTCO WHOLESALE CORP
1.6% 20 Apr 2030
COSTCO WHOLESALE CORP
1.75% 20 Apr 2032
COTERRA ENERGY INC
3.9% 15 May 2027
COTERRA ENERGY INC
4.375% 15 Mar 2029
CREDIT AGRICOLE LONDON
1% 16 Jun 2026
CREDIT SUISSE GROUP AG
1% 01 Apr 2031
CREDIT SUISSE GROUP AG
1% 11 Sep 2025
CREDIT SUISSE GROUP AG
1% 14 May 2032
CREDIT SUISSE MORTGAGE TRUST
1% 25 Feb 2050
CREDIT SUISSE MORTGAGE TRUST
1% 25 Jan 2060
CREDIT SUISSE MORTGAGE TRUST
1% 25 Oct 2066
CREDIT SUISSE MORTGAGE TRUST
3.953% 15 Sep 2037
CREDIT SUISSE NEW YORK
1% 05 May 2023
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
USD/EUR
CURRENCY CONTRACT
EUR/USD
CVS HEALTH CORP
2.125% 15 Sep 2031
CVS HEALTH CORP
2.75% 01 Dec 2022
CVS HEALTH CORP
3.625% 01 Apr 2027
CVS HEALTH CORP
3.75% 01 Apr 2030
CVS HEALTH CORP
3.875% 20 Jul 2025
CVS HEALTH CORP
4.125% 01 Apr 2040
CVS HEALTH CORP
4.25% 01 Apr 2050
CVS HEALTH CORP
4.3% 25 Mar 2028
CVS HEALTH CORP
4.78% 25 Mar 2038
CVS HEALTH CORP
5.05% 25 Mar 2048
CVS HEALTH CORP
5.125% 20 Jul 2045
DANAHER CORP
2.8% 10 Dec 2051
DANSKE BANK A/S
1.226% 22 Jun 2024
DANSKE BANK A/S
5% 12 Jan 2022
DEERE + COMPANY
3.1% 15 Apr 2030
DEERE + COMPANY
3.75% 15 Apr 2050
DELTA AIR LINES/SKYMILES
4.5% 20 Oct 2025
DELTA AIR LINES/SKYMILES
4.75% 20 Oct 2028
DEVON ENERGY CORPORATION
4.5% 15 Jan 2030
DEVON ENERGY CORPORATION
4.75% 15 May 2042
DEVON ENERGY CORPORATION
5% 15 Jun 2045
DEVON ENERGY CORPORATION
5.6% 15 Jul 2041
DEVON ENERGY CORPORATION
5.85% 15 Dec 2025
DIAMONDBACK ENERGY INC
3.125% 24 Mar 2031
DIAMONDBACK ENERGY INC
3.25% 01 Dec 2026
DIAMONDBACK ENERGY INC
3.5% 01 Dec 2029
DOLLAR GENERAL CORP
3.25% 15 Apr 2023
DP WORLD PLC
5.625% 25 Sep 2048
DUKE ENERGY CAROLINAS
5.3% 15 Feb 2040
EATON CORP
2.75% 02 Nov 2022
EATON CORP
4.15% 02 Nov 2042
EL PASO NATURAL GAS
8.375% 15 Jun 2032
ELLINGTON FINANCIAL MORTGAGE T
1% 25 Jun 2066
ENERGY TRANSFER LP
3.75% 15 May 2030
ENERGY TRANSFER LP
4.95% 15 Jun 2028
ENERGY TRANSFER LP
5.25% 15 Apr 2029
ENERGY TRANSFER LP
5.3% 01 Apr 2044
ENERGY TRANSFER LP
5.4% 01 Oct 2047
ENERGY TRANSFER LP
5.5% 01 Jun 2027
ENERGY TRANSFER LP
6.25% 15 Apr 2049
ENERGY TRANSFER LP
7.6% 01 Feb 2024
ENRGY TRANS LP/REG FIN
4.5% 01 Nov 2023
ENTERPRISE PRODUCTS OPER
2.8% 31 Jan 2030
ENTERPRISE PRODUCTS OPER
3.7% 31 Jan 2051
ENTERPRISE PRODUCTS OPER
3.9% 15 Feb 2024
ENTERPRISE PRODUCTS OPER
4.15% 16 Oct 2028
ENTERPRISE PRODUCTS OPER
4.2% 31 Jan 2050
ENTERPRISE PRODUCTS OPER
4.8% 01 Feb 2049
ENTERPRISE PRODUCTS OPER
4.85% 15 Mar 2044
ENTERPRISE PRODUCTS OPER
7.55% 15 Apr 2038
EOG RESOURCES INC
3.9% 01 Apr 2035
EOG RESOURCES INC
4.15% 15 Jan 2026
EOG RESOURCES INC
4.375% 15 Apr 2030
EOG RESOURCES INC
4.95% 15 Apr 2050
EQUATE PETROCHEMICAL BV
2.625% 28 Apr 2028
EQUATE PETROCHEMICAL BV
4.25% 03 Nov 2026
EURO BUND FUTURE MAR22
XEUR 20220308
EURO CURRENCY
FOREIGN CURRERNCY
EURO-BUXL 30Y BND MAR22
XEUR 20220308
EVERBANK MORTGAGE LOAN TRUST
1% 25 Feb 2048
EXPORT IMPORT BK INDIA
3.375% 05 Aug 2026
EXXON MOBIL CORPORATION
1.571% 15 Apr 2023
EXXON MOBIL CORPORATION
2.44% 16 Aug 2029
EXXON MOBIL CORPORATION
2.992% 19 Mar 2025
EXXON MOBIL CORPORATION
3.043% 01 Mar 2026
EXXON MOBIL CORPORATION
3.482% 19 Mar 2030
EXXON MOBIL CORPORATION
4.114% 01 Mar 2046
EXXON MOBIL CORPORATION
4.327% 19 Mar 2050
FANNIE MAE
0.01% 25 Mar 2042
FANNIE MAE
0.01% 25 Mar 2042
FANNIE MAE
1% 25 Apr 2040
FANNIE MAE
1% 25 Apr 2042
FANNIE MAE
1% 25 Aug 2044
FANNIE MAE
1% 25 Dec 2042
FANNIE MAE
1% 25 Jun 2043
FANNIE MAE
1% 25 Mar 2042
FANNIE MAE
1% 25 May 2034
FANNIE MAE
1% 25 Nov 2047
FANNIE MAE
1% 25 Oct 2057
FANNIE MAE
1% 25 Sep 2041
FANNIE MAE
2% 25 Jan 2051
FANNIE MAE
2.5% 25 Aug 2050
FANNIE MAE
2.5% 25 Aug 2050
FANNIE MAE
2.5% 25 Dec 2050
FANNIE MAE
2.5% 25 Feb 2051
FANNIE MAE
2.5% 25 Feb 2051
FANNIE MAE
2.5% 25 Oct 2050
FANNIE MAE
3% 25 Apr 2032
FANNIE MAE
3% 25 Sep 2032
FANNIE MAE
6% 25 May 2042
FANNIE MAE
6.5% 25 Jun 2039
FANNIE MAE
6.625% 15 Nov 2030
FANNIE MAE
7% 25 May 2042
FANNIEMAE ACES
1% 25 Apr 2028
FANNIEMAE ACES
1% 25 Dec 2024
FANNIEMAE ACES
1% 25 Feb 2043
FANNIEMAE ACES
1% 25 Jan 2025
FANNIEMAE ACES
1% 25 May 2027
FANNIEMAE ACES
1% 25 Nov 2022
FANNIEMAE ACES
1% 25 Oct 2031
FANNIEMAE ACES
2.944% 25 Jul 2039
FANNIEMAE ACES
3.273% 25 Feb 2029
FANNIEMAE ACES
3.61% 25 Feb 2031
FANNIEMAE GRANTOR TRUST
2.898% 25 Jun 2027
FANNIEMAE STRIP
1% 25 Jan 2039
FANNIEMAE STRIP
1% 25 Jan 2039
FANNIEMAE STRIP
3% 25 Apr 2027
FANNIEMAE STRIP
3% 25 Nov 2026
FANNIEMAE STRIP
3.5% 25 Nov 2041
FANNIEMAE STRIP
5% 25 Jan 2038
FANNIEMAE STRIP
5% 25 Jan 2039
FANNIEMAE STRIP
6% 25 Jan 2038
FANNIEMAE STRIP
6% 25 Jul 2038
FED HM LN PC POOL 840698
1% 01 Mar 2047
FED HM LN PC POOL 841076
1% 01 Nov 2048
FED HM LN PC POOL 841077
1% 01 Nov 2047
FED HM LN PC POOL 841081
1% 01 Feb 2050
FED HM LN PC POOL A39586
5.5% 01 Nov 2035
FED HM LN PC POOL C00860
7% 01 Sep 2029
FED HM LN PC POOL C91987
3% 01 Apr 2038
FED HM LN PC POOL G06172
5.5% 01 Dec 2038
FED HM LN PC POOL G06669
6.5% 01 Sep 2039
FED HM LN PC POOL G07335
7% 01 Mar 2039
FED HM LN PC POOL G08793
4% 01 Dec 2047
FED HM LN PC POOL G60397
4% 01 Dec 2045
FED HM LN PC POOL G61637
3% 01 Sep 2047
FED HM LN PC POOL Q12752
3.5% 01 Nov 2042
FED HM LN PC POOL Q18473
4% 01 May 2043
FED HM LN PC POOL Q19131
4% 01 Jun 2043
FED HM LN PC POOL Q19134
4% 01 Jun 2043
FED HM LN PC POOL Q19135
4% 01 Jun 2043
FED HM LN PC POOL Q19236
4% 01 Jun 2043
FED HM LN PC POOL Q19254
4% 01 Jun 2043
FED HM LN PC POOL Q19611
4% 01 Jul 2043
FED HM LN PC POOL Q19615
4% 01 Jul 2043
FED HM LN PC POOL Q41209
3.5% 01 Jun 2046
FED HM LN PC POOL Q52046
3.5% 01 Nov 2047
FED HM LN PC POOL Q55484
3.5% 01 Apr 2048
FED HM LN PC POOL QA5768
3% 01 Jan 2050
FED HM LN PC POOL QA5770
3% 01 Jan 2050
FED HM LN PC POOL QA7256
3% 01 Feb 2050
FED HM LN PC POOL QA7477
3% 01 Mar 2050
FED HM LN PC POOL QB5092
2.5% 01 Nov 2050
FED HM LN PC POOL QB5093
2.5% 01 Nov 2050
FED HM LN PC POOL QB8602
2% 01 Feb 2051
FED HM LN PC POOL QB8604
2% 01 Feb 2051
FED HM LN PC POOL QB8773
2% 01 Feb 2051
FED HM LN PC POOL QB9087
2% 01 Feb 2051
FED HM LN PC POOL QB9090
2% 01 Feb 2051
FED HM LN PC POOL QB9482
2% 01 Mar 2051
FED HM LN PC POOL QB9484
2% 01 Mar 2051
FED HM LN PC POOL QB9485
2% 01 Mar 2051
FED HM LN PC POOL QB9961
2% 01 Mar 2051
FED HM LN PC POOL QC0160
2% 01 Mar 2051
FED HM LN PC POOL QC0161
2% 01 Mar 2051
FED HM LN PC POOL QC0165
2.5% 01 Mar 2051
FED HM LN PC POOL QC0297
2% 01 Apr 2051
FED HM LN PC POOL QC0885
2% 01 Apr 2051
FED HM LN PC POOL QC1164
2% 01 Apr 2051
FED HM LN PC POOL QC2044
2.5% 01 May 2051
FED HM LN PC POOL QC3690
2.5% 01 Jul 2051
FED HM LN PC POOL QC4689
2.5% 01 Aug 2051
FED HM LN PC POOL QC4690
2.5% 01 Aug 2051
FED HM LN PC POOL QC4818
2.5% 01 Aug 2051
FED HM LN PC POOL QC4824
2.5% 01 Aug 2051
FED HM LN PC POOL QD0350
2% 01 Nov 2051
FED HM LN PC POOL QD0652
2% 01 Nov 2051
FED HM LN PC POOL QK0701
2.5% 01 Apr 2041
FED HM LN PC POOL RA2358
4% 01 Mar 2050
FED HM LN PC POOL RA3474
3% 01 Sep 2050
FED HM LN PC POOL RA3882
2% 01 Nov 2050
FED HM LN PC POOL RA4414
2.5% 01 Jan 2051
FED HM LN PC POOL RA4703
2% 01 Feb 2051
FED HM LN PC POOL RA5117
2% 01 May 2051
FED HM LN PC POOL RA5155
2% 01 May 2051
FED HM LN PC POOL RA5373
2% 01 Jun 2051
FED HM LN PC POOL RA6507
2% 01 Dec 2051
FED HM LN PC POOL SD0247
4% 01 Jul 2047
FED HM LN PC POOL SD0552
2% 01 Mar 2051
FED HM LN PC POOL SD0573
2% 01 Apr 2051
FED HM LN PC POOL SD0653
2.5% 01 Jul 2051
FED HM LN PC POOL U90316
4% 01 Oct 2042
FED HM LN PC POOL U91254
4% 01 Apr 2043
FED HM LN PC POOL U92272
4.5% 01 Dec 2043
FED HM LN PC POOL U95137
4% 01 Aug 2043
FED HM LN PC POOL U99084
4.5% 01 Feb 2044
FED HM LN PC POOL U99091
4.5% 01 Mar 2044
FED HM LN PC POOL U99124
3.5% 01 Mar 2045
FED HM LN PC POOL ZA2489
3.5% 01 Jan 2038
FED HM LN PC POOL ZA5297
4% 01 Mar 2048
FED HM LN PC POOL ZA5318
3.5% 01 Mar 2048
FED HM LN PC POOL ZI7269
5% 01 Mar 2038
FED HM LN PC POOL ZN0480
3.5% 01 Oct 2042
FED HM LN PC POOL ZN1436
5% 01 Nov 2048
FED HM LN PC POOL ZS0823
5% 01 Dec 2034
FED HM LN PC POOL ZS3412
5.5% 01 Dec 2038
FED HM LN PC POOL ZS3569
6% 01 Oct 2036
FED HM LN PC POOL ZS4751
3.5% 01 Jan 2048
FED HM LN PC POOL ZS8669
3% 01 Sep 2032
FED HM LN PC POOL ZS9316
3.5% 01 Jan 2038
FED HM LN PC POOL ZT1107
3.5% 01 Mar 2043
FED HM LN PC POOL ZT1159
3.5% 01 Feb 2044
FED HM LN PC POOL ZT1257
3% 01 Jan 2046
FED HM LN PC POOL ZT1493
3% 01 Sep 2048
FED HM LN PC POOL ZT1970
3.5% 01 Apr 2033
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Dec 2027
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Dec 2027
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Jul 2026
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Jun 2029
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Mar 2029
FHLMC MULTIFAMILY STRUCTURED P
1% 25 May 2029
FHLMC MULTIFAMILY STRUCTURED P
1% 25 Oct 2029
FLAGSTAR MORTGAGE TRUST
1% 25 Apr 2048
FNMA POOL 254793
5% 01 Jul 2033
FNMA POOL 313046
1% 01 Aug 2026
FNMA POOL 555743
1% 01 Sep 2033
FNMA POOL 725162
1% 01 Feb 2034
FNMA POOL 745000
1% 01 Oct 2035
FNMA POOL 880622
5.5% 01 Apr 2036
FNMA POOL 888560
1% 01 Nov 2035
FNMA POOL 889117
1% 01 Oct 2035
FNMA POOL 890248
1% 01 Aug 2037
FNMA POOL 890604
1% 01 Oct 2044
FNMA POOL 890827
1% 01 Dec 2037
FNMA POOL 892570
6.5% 01 Jul 2036
FNMA POOL 894044
6.5% 01 Oct 2036
FNMA POOL 898835
6.5% 01 Nov 2036
FNMA POOL 904000
6% 01 Jan 2037
FNMA POOL 918357
6% 01 May 2037
FNMA POOL 924874
7% 01 Oct 2037
FNMA POOL 928938
7% 01 Dec 2037
FNMA POOL 934648
7% 01 Nov 2038
FNMA POOL 942478
6% 01 Aug 2037
FNMA POOL 948696
6% 01 Aug 2037
FNMA POOL 974963
4.5% 01 Apr 2038
FNMA POOL 984867
5% 01 Jun 2038
FNMA POOL 985626
6% 01 Apr 2033
FNMA POOL 995072
1% 01 Aug 2038
FNMA POOL AA5781
5% 01 Apr 2039
FNMA POOL AA7717
4.5% 01 Jul 2039
FNMA POOL AB0133
5% 01 Jan 2039
FNMA POOL AB9594
4% 01 Jun 2043
FNMA POOL AB9597
4% 01 Jun 2043
FNMA POOL AB9683
4% 01 Jun 2043
FNMA POOL AC4700
5% 01 Oct 2039
FNMA POOL AD0217
1% 01 Aug 2037
FNMA POOL AE0758
1% 01 Feb 2039
FNMA POOL AH0057
4.5% 01 Feb 2041
FNMA POOL AH9406
4.5% 01 Apr 2041
FNMA POOL AJ5905
4.5% 01 Nov 2041
FNMA POOL AK8441
4% 01 Apr 2042
FNMA POOL AL0069
1% 01 Nov 2040
FNMA POOL AL0814
1% 01 Jun 2040
FNMA POOL AL1176
1% 01 Oct 2039
FNMA POOL AL2491
1% 01 Sep 2039
FNMA POOL AL3026
1% 01 Dec 2042
FNMA POOL AL3508
1% 01 Apr 2043
FNMA POOL AL3519
1% 01 Nov 2041
FNMA POOL AL4741
1% 01 Jan 2044
FNMA POOL AL5110
1% 01 Mar 2044
FNMA POOL AL9397
1% 01 Oct 2046
FNMA POOL AL9546
1% 01 Nov 2046
FNMA POOL AM8674
2.81% 01 Apr 2025
FNMA POOL AN8048
3.08% 01 Jan 2028
FNMA POOL AO2711
4% 01 May 2042
FNMA POOL AO4170
4% 01 Jun 2042
FNMA POOL AO6086
4% 01 Jun 2042
FNMA POOL AO6908
4% 01 Jun 2042
FNMA POOL AO7501
4% 01 Jun 2042
FNMA POOL AO9859
4% 01 Jul 2042
FNMA POOL AP0692
4% 01 Jul 2042
FNMA POOL AP2530
4% 01 Aug 2042
FNMA POOL AP4532
4% 01 Sep 2042
FNMA POOL AP4781
3% 01 Sep 2042
FNMA POOL AP4903
4% 01 Sep 2042
FNMA POOL AP7399
4% 01 Sep 2042
FNMA POOL AP9229
4% 01 Oct 2042
FNMA POOL AP9766
4% 01 Oct 2042
FNMA POOL AP9862
4% 01 Oct 2042
FNMA POOL AQ0100
4% 01 Oct 2042
FNMA POOL AQ1641
4% 01 Oct 2042
FNMA POOL AQ3599
4% 01 Nov 2042
FNMA POOL AQ4078
4% 01 Jun 2043
FNMA POOL AQ4080
4% 01 Jun 2043
FNMA POOL AQ4555
4% 01 Dec 2042
FNMA POOL AQ4573
4% 01 Dec 2042
FNMA POOL AQ5137
4% 01 Nov 2042
FNMA POOL AQ6744
4% 01 Nov 2042
FNMA POOL AQ7003
4% 01 Dec 2042
FNMA POOL AQ7048
4% 01 Dec 2042
FNMA POOL AQ7082
4% 01 Jan 2043
FNMA POOL AQ7661
4% 01 Dec 2042
FNMA POOL AS0070
4% 01 Aug 2043
FNMA POOL AS3253
4% 01 Sep 2044
FNMA POOL AS4271
4.5% 01 Jan 2045
FNMA POOL AS6328
3.5% 01 Dec 2045
FNMA POOL AS6340
3.5% 01 Dec 2045
FNMA POOL AS6541
3.5% 01 Jan 2046
FNMA POOL AS6562
3.5% 01 Jan 2046
FNMA POOL AS7738
3% 01 Aug 2046
FNMA POOL AS7844
3% 01 Sep 2046
FNMA POOL AS8740
3.5% 01 Feb 2037
FNMA POOL AS8951
3.5% 01 Mar 2047
FNMA POOL AT3870
4% 01 Jun 2043
FNMA POOL AT3874
4% 01 Jun 2043
FNMA POOL AT4281
4% 01 Jun 2043
FNMA POOL AT6546
4% 01 Jun 2043
FNMA POOL AT6549
4% 01 Jun 2043
FNMA POOL AT7208
4% 01 Jun 2043
FNMA POOL AT7698
4% 01 Jun 2043
FNMA POOL AT8394
4% 01 Jun 2043
FNMA POOL AT9627
4% 01 Jul 2043
FNMA POOL AT9637
4% 01 Jul 2043
FNMA POOL AT9653
4% 01 Jul 2043
FNMA POOL AT9657
4% 01 Jul 2043
FNMA POOL AT9839
4% 01 Jun 2043
FNMA POOL AU6939
4.5% 01 Oct 2043
FNMA POOL AV6366
4.5% 01 Jan 2044
FNMA POOL AV7116
4.5% 01 Mar 2044
FNMA POOL AW9453
3.5% 01 Aug 2044
FNMA POOL BC0884
3% 01 May 2046
FNMA POOL BC1509
3% 01 Aug 2046
FNMA POOL BC2817
3% 01 Sep 2046
FNMA POOL BC9096
3.5% 01 Dec 2046
FNMA POOL BD8104
3% 01 Oct 2046
FNMA POOL BF0104
4% 01 Feb 2056
FNMA POOL BF0141
5.5% 01 Sep 2056
FNMA POOL BF0145
3.5% 01 Mar 2057
FNMA POOL BF0148
4.5% 01 Apr 2056
FNMA POOL BF0183
4% 01 Jan 2057
FNMA POOL BF0222
4.5% 01 Sep 2057
FNMA POOL BH4095
4% 01 Oct 2047
FNMA POOL BH9923
3.5% 01 Sep 2047
FNMA POOL BJ2544
3% 01 Dec 2037
FNMA POOL BJ6133
4% 01 Jan 2048
FNMA POOL BJ9257
4.5% 01 Jun 2048
FNMA POOL BK7700
4.5% 01 Oct 2048
FNMA POOL BL2454
3.16% 01 May 2029
FNMA POOL BL3540
2.79% 01 Aug 2029
FNMA POOL BL5850
2.26% 01 Apr 2030
FNMA POOL BM1948
1% 01 Jul 2041
FNMA POOL BM2005
1% 01 Dec 2047
FNMA POOL BM3473
1% 01 Nov 2047
FNMA POOL BM3724
1% 01 Mar 2048
FNMA POOL BM4750
1% 01 Feb 2045
FNMA POOL BM4751
1% 01 Mar 2043
FNMA POOL BM4897
1% 01 Dec 2046
FNMA POOL BM6151
1% 01 Feb 2041
FNMA POOL BN1623
4.5% 01 Nov 2048
FNMA POOL BO2878
3% 01 Nov 2049
FNMA POOL BP7009
3% 01 Aug 2050
FNMA POOL BP9421
3% 01 Jul 2050
FNMA POOL BQ1150
2.5% 01 Oct 2050
FNMA POOL BQ5876
2.5% 01 Nov 2050
FNMA POOL BQ9224
2% 01 Jan 2051
FNMA POOL BQ9226
2% 01 Jan 2051
FNMA POOL BR0001
2.5% 01 Dec 2050
FNMA POOL BR0757
2.5% 01 Jan 2051
FNMA POOL BR1823
2% 01 Jan 2051
FNMA POOL BR2641
2% 01 Feb 2051
FNMA POOL BR2643
2% 01 Feb 2051
FNMA POOL BR2644
2% 01 Feb 2051
FNMA POOL BR3256
2% 01 Feb 2051
FNMA POOL BR3257
2% 01 Feb 2051
FNMA POOL BR3286
2% 01 Mar 2051
FNMA POOL BR3290
2% 01 Mar 2051
FNMA POOL BR4035
2% 01 Feb 2051
FNMA POOL BR4080
2% 01 Mar 2051
FNMA POOL BR4722
2% 01 Mar 2051
FNMA POOL BR4753
2% 01 Mar 2051
FNMA POOL BR4756
2% 01 Mar 2051
FNMA POOL BR5458
2% 01 Mar 2051
FNMA POOL BR5487
2% 01 Mar 2051
FNMA POOL BR5577
2% 01 Mar 2051
FNMA POOL BR5587
2% 01 Mar 2051
FNMA POOL BR5589
2% 01 Mar 2051
FNMA POOL BR5633
2% 01 Mar 2051
FNMA POOL BR5634
2% 01 Mar 2051
FNMA POOL BR5649
2% 01 Mar 2051
FNMA POOL BR6462
2% 01 Mar 2051
FNMA POOL BR6496
2.5% 01 Apr 2051
FNMA POOL BR6515
2% 01 Apr 2051
FNMA POOL BR7191
2% 01 Apr 2051
FNMA POOL BR7222
2.5% 01 Apr 2051
FNMA POOL BR7744
2% 01 Apr 2051
FNMA POOL BR7745
2% 01 Apr 2051
FNMA POOL BR8478
2% 01 Apr 2051
FNMA POOL BR8518
2% 01 Apr 2051
FNMA POOL BT0846
2.5% 01 Jul 2051
FNMA POOL BT3244
2.5% 01 Jul 2051
FNMA POOL BT3270
2.5% 01 Aug 2051
FNMA POOL BT3290
2.5% 01 Aug 2051
FNMA POOL BT3303
2.5% 01 Aug 2051
FNMA POOL CA0907
3.5% 01 Dec 2047
FNMA POOL CA2047
4.5% 01 Jul 2048
FNMA POOL CA2482
4.5% 01 Oct 2048
FNMA POOL CA4110
3% 01 Sep 2049
FNMA POOL CA4819
4% 01 Dec 2049
FNMA POOL CA4979
3% 01 Jan 2050
FNMA POOL CA5164
3.5% 01 Feb 2050
FNMA POOL CA6000
3% 01 Jun 2050
FNMA POOL CA8377
1.5% 01 Dec 2035
FNMA POOL CA9314
3.5% 01 Feb 2051
FNMA POOL CA9358
2.5% 01 Mar 2041
FNMA POOL CB0100
2.5% 01 Apr 2041
FNMA POOL CB0101
2.5% 01 Apr 2041
FNMA POOL CB0114
2.5% 01 Apr 2041
FNMA POOL CB0470
2.5% 01 May 2041
FNMA POOL CB0863
3.5% 01 Jun 2051
FNMA POOL CB1849
3% 01 Oct 2041
FNMA POOL FM0068
1% 01 Feb 2040
FNMA POOL FM0071
1% 01 Feb 2040
FNMA POOL FM2158
1% 01 Oct 2049
FNMA POOL FM2201
1% 01 Jan 2048
FNMA POOL FM2793
1% 01 Mar 2050
FNMA POOL FM3023
1% 01 Feb 2048
FNMA POOL FM3123
1% 01 Mar 2038
FNMA POOL FM3158
1% 01 Nov 2048
FNMA POOL FM3347
1% 01 May 2047
FNMA POOL FM3445
1% 01 Sep 2048
FNMA POOL FM3469
1% 01 Aug 2048
FNMA POOL FM3542
1% 01 May 2049
FNMA POOL FM3572
1% 01 Sep 2049
FNMA POOL FM3830
1% 01 Apr 2050
FNMA POOL FM4165
1% 01 Sep 2050
FNMA POOL FM4577
1% 01 Oct 2050
FNMA POOL FM4737
1% 01 Sep 2050
FNMA POOL FM5054
1% 01 Nov 2048
FNMA POOL FM5280
1% 01 Oct 2050
FNMA POOL FM5423
1% 01 Jan 2051
FNMA POOL FM5592
1% 01 Dec 2050
FNMA POOL FM5713
1% 01 Feb 2051
FNMA POOL FM5743
1% 01 Feb 2051
FNMA POOL FM5754
1% 01 Mar 2037
FNMA POOL FM5783
1% 01 Jun 2038
FNMA POOL FM5904
1% 01 Feb 2051
FNMA POOL FM5931
1% 01 Feb 2051
FNMA POOL FM5944
1% 01 Jan 2051
FNMA POOL FM6015
1% 01 Aug 2039
FNMA POOL FM6117
1% 01 Nov 2048
FNMA POOL FM6134
1% 01 Mar 2040
FNMA POOL FM6460
1% 01 Mar 2051
FNMA POOL FM6871
1% 01 Apr 2051
FNMA POOL FM7141
1% 01 Feb 2047
FNMA POOL FM7304
1% 01 May 2051
FNMA POOL FM7382
1% 01 May 2051
FNMA POOL FM7518
1% 01 Jun 2051
FNMA POOL FM7607
1% 01 Apr 2038
FNMA POOL FM7675
1% 01 Jun 2051
FNMA POOL FM7676
1% 01 Jun 2051
FNMA POOL FM7727
1% 01 Jun 2051
FNMA POOL FM7741
1% 01 May 2051
FNMA POOL FM7796
1% 01 Jun 2048
FNMA POOL FM7900
1% 01 Jul 2051
FNMA POOL FM7910
1% 01 Jul 2051
FNMA POOL FM7929
1% 01 Aug 2050
FNMA POOL FM7960
1% 01 Oct 2048
FNMA POOL FM8210
1% 01 Apr 2050
FNMA POOL FM8227
1% 01 Jun 2049
FNMA POOL FM8275
1% 01 Jun 2049
FNMA POOL FM8685
1% 01 Sep 2051
FNMA POOL FM8941
1% 01 Jan 2041
FNMA POOL FM8977
1% 01 Sep 2051
FNMA POOL FM9174
1% 01 Oct 2051
FNMA POOL FM9299
1% 01 Oct 2051
FNMA POOL MA0706
4.5% 01 Apr 2031
FNMA POOL MA0734
4.5% 01 May 2031
FNMA POOL MA0776
4.5% 01 Jun 2031
FNMA POOL MA0913
4.5% 01 Nov 2031
FNMA POOL MA0939
4.5% 01 Dec 2031
FNMA POOL MA0968
4.5% 01 Dec 2031
FNMA POOL MA1177
3.5% 01 Sep 2042
FNMA POOL MA1213
3.5% 01 Oct 2042
FNMA POOL MA1221
4.5% 01 Sep 2042
FNMA POOL MA1253
4% 01 Nov 2042
FNMA POOL MA1547
4% 01 Aug 2043
FNMA POOL MA1591
4.5% 01 Sep 2043
FNMA POOL MA1629
4.5% 01 Oct 2043
FNMA POOL MA1664
4.5% 01 Nov 2043
FNMA POOL MA1711
4.5% 01 Dec 2043
FNMA POOL MA2110
3.5% 01 Dec 2034
FNMA POOL MA2138
3.5% 01 Jan 2035
FNMA POOL MA2320
3% 01 Jul 2035
FNMA POOL MA2523
3% 01 Feb 2036
FNMA POOL MA2579
3% 01 Apr 2036
FNMA POOL MA2672
3% 01 Jul 2036
FNMA POOL MA2707
3% 01 Aug 2036
FNMA POOL MA2773
3% 01 Oct 2036
FNMA POOL MA2832
3% 01 Dec 2036
FNMA POOL MA3058
4% 01 Jul 2047
FNMA POOL MA3149
4% 01 Oct 2047
FNMA POOL MA3210
3.5% 01 Dec 2047
FNMA POOL MA3211
4% 01 Dec 2047
FNMA POOL MA3239
4% 01 Jan 2048
FNMA POOL MA3276
3.5% 01 Feb 2048
FNMA POOL MA3332
3.5% 01 Apr 2048
FNMA TBA 15 YR 1.5
1.5% 19 Jan 2037
FNMA TBA 30 YR 2
2% 14 Feb 2052
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 11 Feb 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FNMA TBA 30 YR 3
3% 14 Feb 2052
FNMA TBA 30 YR 4
4% 14 Jan 2052
FORD CREDIT FLOORPLAN MASTER O
4.06% 15 Nov 2030
FOX CORP
4.03% 25 Jan 2024
FOX CORP
5.476% 25 Jan 2039
FREDDIE MAC
1% 15 Dec 2041
FREDDIE MAC
1% 15 Jan 2040
FREDDIE MAC
2% 25 Oct 2050
FREDDIE MAC
2.5% 25 Feb 2051
FREDDIE MAC
2.5% 25 Jan 2051
FREDDIE MAC
2.5% 25 May 2049
FREDDIE MAC
2.5% 25 Nov 2050
FREDDIE MAC
2.5% 25 Sep 2050
FREDDIE MAC
2.5% 25 Sep 2050
FREDDIE MAC
2.5% 25 Sep 2050
FREDDIE MAC REFERENCE REMIC
6% 15 May 2036
FREMF MORTGAGE TRUST
0.2% 25 May 2045
GENERAL DYNAMICS CORP
4.25% 01 Apr 2040
GENERAL DYNAMICS CORP
4.25% 01 Apr 2050
GENERAL ELECTRIC CO
6.75% 15 Mar 2032
GENERAL MOTORS CO
5.15% 01 Apr 2038
GENERAL MOTORS CO
6.25% 02 Oct 2043
GENERAL MOTORS FINL CO
3.45% 10 Apr 2022
GENERAL MOTORS FINL CO
4.25% 15 May 2023
GENERAL MOTORS FINL CO
4.35% 17 Jan 2027
GILEAD SCIENCES INC
3.65% 01 Mar 2026
GILEAD SCIENCES INC
3.7% 01 Apr 2024
GILEAD SCIENCES INC
4.75% 01 Mar 2046
GLAXOSMITHKLINE CAPITAL
2.85% 08 May 2022
GLENCORE FUNDING LLC
4% 27 Mar 2027
GLENCORE FUNDING LLC
4.125% 12 Mar 2024
GLENCORE FUNDING LLC
4.125% 30 May 2023
GMRF MORTGAGE ACQUISITION CO.,
1% 25 Jul 2056
GNMA II POOL 003474
6% 20 Nov 2033
GNMA II POOL 004006
6% 20 Jul 2037
GNMA II POOL 004040
6.5% 20 Oct 2037
GNMA II POOL 004245
6% 20 Sep 2038
GNMA II POOL 004617
4.5% 20 Jan 2040
GNMA II POOL 004717
6% 20 Jun 2040
GNMA II POOL 004747
5% 20 Jul 2040
GNMA II POOL 004801
4.5% 20 Sep 2040
GNMA II POOL 004802
5% 20 Sep 2040
GNMA II POOL 004837
6% 20 Oct 2040
GNMA II POOL 004855
5% 20 Nov 2040
GNMA II POOL 004923
4.5% 20 Jan 2041
GNMA II POOL 004978
4.5% 20 Mar 2041
GNMA II POOL 004991
6% 20 Mar 2041
GNMA II POOL 005085
6% 20 Jun 2041
GNMA II POOL 005189
6% 20 Sep 2041
GNMA II POOL 005240
6% 20 Nov 2041
GNMA II POOL 783050
5% 20 Jul 2040
GNMA II POOL 784106
3.5% 20 Jan 2046
GNMA II POOL 784825
3.5% 20 Oct 2049
GNMA II POOL 784905
3% 20 Jan 2050
GNMA II POOL 785218
2% 20 Dec 2050
GNMA II POOL 785219
2% 20 Dec 2050
GNMA II POOL 785220
2% 20 Dec 2050
GNMA II POOL 785221
2% 20 Dec 2050
GNMA II POOL 785359
2% 20 Mar 2051
GNMA II POOL 785360
2% 20 Mar 2051
GNMA II POOL BC4732
3.5% 20 Oct 2047
GNMA II POOL BD0384
3.5% 20 Oct 2047
GNMA II POOL BM7534
3.5% 20 Feb 2050
GNMA II POOL BM9734
4% 20 Oct 2049
GNMA II POOL BM9743
4% 20 Nov 2049
GNMA II POOL BS1728
4% 20 Jan 2050
GNMA II POOL BS1742
4% 20 Feb 2050
GNMA II POOL BS1757
4% 20 Mar 2050
GNMA II POOL BS8420
4% 20 Apr 2050
GNMA II POOL MA1995
3.5% 20 Jun 2044
GNMA II POOL MA3521
3.5% 20 Mar 2046
GNMA II POOL MA3597
3.5% 20 Apr 2046
GNMA II POOL MA3663
3.5% 20 May 2046
GNMA II POOL MA4068
3% 20 Nov 2046
GNMA II POOL MA4654
4.5% 20 Aug 2047
GNMA II POOL MA5138
4.5% 20 Apr 2048
GNMA II POOL MA5193
4.5% 20 May 2048
GNMA II POOL MA5467
4.5% 20 Sep 2048
GNMA II POOL MA5529
4.5% 20 Oct 2048
GNMA II POOL MA5595
4% 20 Nov 2048
GNMA II POOL MA5597
5% 20 Nov 2048
GNMA II POOL MA5652
4.5% 20 Dec 2048
GNMA II POOL MA5711
4.5% 20 Jan 2049
GNMA II POOL MA5877
4.5% 20 Apr 2049
GNMA II POOL MA6477
4.5% 20 Feb 2050
GNMA II POOL MA6544
4.5% 20 Mar 2050
GNMA II POOL MA6603
5% 20 Apr 2050
GNMA II POOL MA6767
3.5% 20 Jul 2050
GNMA II POOL MA7056
4.5% 20 Dec 2050
GNMA II POOL MA7590
3% 20 Sep 2051
GNMA II TBA 30 YR 3
3% 20 Jul 2049
GNMA POOL 486470
6.5% 15 Aug 2028
GNMA POOL 486516
6.5% 15 Sep 2028
GNMA POOL 617327
6% 15 Dec 2036
GNMA POOL 617567
6% 15 Jun 2037
GNMA POOL 661534
6% 15 Dec 2036
GNMA POOL 662583
6% 15 Sep 2037
GNMA POOL 780851
7.5% 15 Dec 2027
GNMA POOL 781001
7.5% 15 Mar 2029
GNMA POOL 783669
3% 15 Sep 2042
GNMA POOL 784571
3.5% 15 Jun 2048
GNMA POOL AA5649
3% 15 Sep 2042
GNMA POOL AB2892
3% 15 Sep 2042
GNMA POOL AB9108
3% 15 Oct 2042
GNMA POOL BS8439
3.5% 15 May 2050
GOLDMAN SACHS GROUP INC
1% 01 May 2029
GOLDMAN SACHS GROUP INC
1% 21 Jul 2042
GOLDMAN SACHS GROUP INC
1% 22 Apr 2042
GOLDMAN SACHS GROUP INC
3.2% 23 Feb 2023
GOLDMAN SACHS GROUP INC
3.5% 01 Apr 2025
GOLDMAN SACHS GROUP INC
3.5% 16 Nov 2026
GOLDMAN SACHS GROUP INC
3.85% 08 Jul 2024
GOLDMAN SACHS GROUP INC
4% 03 Mar 2024
GOLDMAN SACHS GROUP INC
4.25% 21 Oct 2025
GOLDMAN SACHS GROUP INC
4.75% 21 Oct 2045
GOLDMAN SACHS GROUP INC
5.15% 22 May 2045
GOLDMAN SACHS GROUP INC
5.75% 24 Jan 2022
GOLDMAN SACHS GROUP INC
6.25% 01 Feb 2041
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Aug 2042
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Feb 2054
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Jul 2058
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Jun 2043
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Jun 2048
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Jun 2062
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Mar 2047
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Mar 2060
GOVERNMENT NATIONAL MORTGAGE A
1% 16 May 2063
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Nov 2047
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Oct 2046
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Oct 2054
GOVERNMENT NATIONAL MORTGAGE A
1% 16 Sep 2062
GOVERNMENT NATIONAL MORTGAGE A
1% 20 Apr 2040
GOVERNMENT NATIONAL MORTGAGE A
1% 20 Jan 2040
GOVERNMENT NATIONAL MORTGAGE A
2% 20 Dec 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Aug 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Aug 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Aug 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Oct 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Oct 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Oct 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Sep 2050
GOVERNMENT NATIONAL MORTGAGE A
3% 20 Jul 2049
GOVERNMENT NATIONAL MORTGAGE A
3.5% 20 Apr 2050
GOVERNMENT NATIONAL MORTGAGE A
3.5% 20 Apr 2050
GOVERNMENT NATIONAL MORTGAGE A
4.5% 20 Oct 2039
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
1% 15 May 2026
GS MORTGAGE SECURITIES TRUST
1% 15 Sep 2031
GS MORTGAGE SECURITIES TRUST
3.964% 10 Nov 2047
GUARDIAN LIFE GLOB FUND
1.1% 23 Jun 2025
HALLIBURTON CO
3.8% 15 Nov 2025
HALLIBURTON CO
4.85% 15 Nov 2035
HALLIBURTON CO
5% 15 Nov 2045
HCA INC
4.5% 15 Feb 2027
HERSHEY COMPANY
0.9% 01 Jun 2025
HOME DEPOT INC
2.5% 15 Apr 2027
HOME DEPOT INC
2.7% 15 Apr 2030
HOME DEPOT INC
3.3% 15 Apr 2040
HOME DEPOT INC
3.35% 15 Apr 2050
HOME DEPOT INC
3.9% 06 Dec 2028
HOME DEPOT INC
3.9% 15 Jun 2047
HONEYWELL INTERNATIONAL
1.35% 01 Jun 2025
HSBC HOLDINGS PLC
1% 19 Jun 2029
HSBC HOLDINGS PLC
1% 22 Nov 2032
HSBC HOLDINGS PLC
4.25% 14 Mar 2024
HSBC HOLDINGS PLC
4.25% 18 Aug 2025
HSBC HOLDINGS PLC
4.3% 08 Mar 2026
HUMANA INC
3.15% 01 Dec 2022
HUMANA INC
3.95% 15 Mar 2027
HUMANA INC
4.5% 01 Apr 2025
HUMANA INC
4.625% 01 Dec 2042
HUMANA INC
4.8% 15 Mar 2047
INTEL CORP
1.6% 12 Aug 2028
INTEL CORP
3.05% 12 Aug 2051
INTEL CORP
3.734% 08 Dec 2047
INTEL CORP
4.75% 25 Mar 2050
INTESA SANPAOLO SPA
3.125% 14 Jul 2022
INTESA SANPAOLO SPA
3.375% 12 Jan 2023
JOHNSON + JOHNSON
0.55% 01 Sep 2025
JOHNSON + JOHNSON
0.95% 01 Sep 2027
JOHNSON + JOHNSON
3.625% 03 Mar 2037
JP MORGAN MORTGAGE TRUST
1% 25 Oct 2048
JPMBB COMMERCIAL MORTGAGE SECU
4.065% 15 Nov 2047
JPMORGAN CHASE + CO
1% 01 Jun 2024
JPMORGAN CHASE + CO
1% 05 Dec 2024
JPMORGAN CHASE + CO
1% 05 Dec 2029
JPMORGAN CHASE + CO
1% 08 Nov 2032
JPMORGAN CHASE + CO
1% 22 Apr 2026
JPMORGAN CHASE + CO
1% 22 Apr 2031
JPMORGAN CHASE + CO
1% 22 Apr 2032
JPMORGAN CHASE + CO
1% 23 Jul 2029
JPMORGAN CHASE + CO
3.875% 10 Sep 2024
JPMORGAN CHASE + CO
4.25% 01 Oct 2027
JPMORGAN CHASE + CO
4.95% 01 Jun 2045
KAZMUNAYGAS NATIONAL CO
5.75% 19 Apr 2047
KIMBERLY CLARK CORP
3.1% 26 Mar 2030
KINDER MORGAN INC
4.3% 01 Jun 2025
KINDER MORGAN INC
4.3% 01 Mar 2028
KINDER MORGAN INC/DELAWA
7.8% 01 Aug 2031
KKR GROUP FIN CO II
5.5% 01 Feb 2043
KRAFT HEINZ FOODS CO
3% 01 Jun 2026
KUWAIT INTL BOND
3.5% 20 Mar 2027
L3HARRIS TECH INC
5.054% 27 Apr 2045
LAS VEGAS SANDS CORP
2.9% 25 Jun 2025
LAS VEGAS SANDS CORP
3.2% 08 Aug 2024
LEHMAN BROTHERS HOLDINGS
6.75% 28 Dec 2017
LLOYDS BANKING GROUP PLC
1% 07 Nov 2023
LLOYDS BANKING GROUP PLC
4.375% 22 Mar 2028
LLOYDS BANKING GROUP PLC
4.5% 04 Nov 2024
LOCKHEED MARTIN CORP
3.1% 15 Jan 2023
LOCKHEED MARTIN CORP
3.55% 15 Jan 2026
LOCKHEED MARTIN CORP
4.5% 15 May 2036
LOWE S COS INC
1.7% 15 Sep 2028
LOWE S COS INC
4.5% 15 Apr 2030
LUKOIL CAPITAL DAC
2.8% 26 Apr 2027
LUKOIL CAPITAL DAC
3.6% 26 Oct 2031
MADISON AVENUE TRUST
1% 15 Aug 2034
MARS INC
3.2% 01 Apr 2030
MASSMUTUAL GLOBAL FUNDIN
0.85% 09 Jun 2023
MASTERCARD INC
3.85% 26 Mar 2050
MCDONALD S CORP
1.45% 01 Sep 2025
MCDONALD S CORP
2.125% 01 Mar 2030
MCDONALD S CORP
3.3% 01 Jul 2025
MCDONALD S CORP
3.5% 01 Jul 2027
MCDONALD S CORP
3.5% 01 Mar 2027
MCDONALD S CORP
3.625% 01 Sep 2049
MCDONALD S CORP
3.7% 30 Jan 2026
MCDONALD S CORP
3.8% 01 Apr 2028
MCDONALD S CORP
4.2% 01 Apr 2050
MCDONALD S CORP
4.875% 09 Dec 2045
MEDTRONIC INC
3.5% 15 Mar 2025
MERCK + CO INC
0.75% 24 Feb 2026
MERCK + CO INC
1.45% 24 Jun 2030
MET LIFE GLOB FUNDING I
0.9% 08 Jun 2023
MICROSOFT CORP
2.4% 08 Aug 2026
MICROSOFT CORP
2.525% 01 Jun 2050
MICROSOFT CORP
2.7% 12 Feb 2025
MICROSOFT CORP
2.875% 06 Feb 2024
MICROSOFT CORP
3.3% 06 Feb 2027
MICROSOFT CORP
3.45% 08 Aug 2036
MICROSOFT CORP
4.1% 06 Feb 2037
MIDAMERICAN ENERGY CO
3.65% 15 Apr 2029
MITSUBISHI UFJ FIN GRP
2.998% 22 Feb 2022
MOLSON COORS BEVERAGE
3.5% 01 May 2022
MONDELEZ INTERNATIONAL
1.5% 04 May 2025
MORGAN STANLEY
1% 01 Apr 2031
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY
1% 22 Jan 2031
MORGAN STANLEY
1% 23 Jan 2030
MORGAN STANLEY
1% 24 Jan 2029
MORGAN STANLEY
1% 28 Apr 2026
MPLX LP
4.5% 15 Apr 2038
MPLX LP
4.7% 15 Apr 2048
MPLX LP
4.8% 15 Feb 2029
MPLX LP
4.875% 01 Dec 2024
MPLX LP
4.875% 01 Jun 2025
MPLX LP
5.2% 01 Dec 2047
MPLX LP
5.2% 01 Mar 2047
MPLX LP
5.5% 15 Feb 2049
MSCG TRUST
1% 07 Jun 2035
NADG NNN OPERATING LP
3.368% 28 Dec 2049
NATIONWIDE BLDG SOCIETY
1% 01 Aug 2024
NATWEST GROUP PLC
1% 22 Mar 2025
NATWEST GROUP PLC
1% 25 Jun 2024
NAVIENT STUDENT LOAN TRUST
1% 25 Apr 2040
NAVIENT STUDENT LOAN TRUST
1% 26 Jul 2066
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Dec 2057
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Dec 2057
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Feb 2057
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 May 2057
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Sep 2056
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Sep 2059
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Sep 2059
NEW RESIDENTIAL MORTGAGE LOAN
1% 26 Nov 2035
NEW RESIDENTIAL MORTGAGE LOAN
1% 27 Aug 2057
NEW YORK LIFE GLOBAL FDG
0.95% 24 Jun 2025
NIKE INC
2.4% 27 Mar 2025
NIKE INC
2.75% 27 Mar 2027
NIKE INC
3.375% 27 Mar 2050
NORDEA BANK ABP
1% 09 Jun 2023
NORTHROP GRUMMAN CORP
2.93% 15 Jan 2025
NORTHROP GRUMMAN CORP
3.25% 15 Jan 2028
NORTHROP GRUMMAN CORP
5.25% 01 May 2050
NVIDIA CORP
2.85% 01 Apr 2030
NVIDIA CORP
3.5% 01 Apr 2040
NVIDIA CORP
3.5% 01 Apr 2050
NXP BV/NXP FDG/NXP USA
2.7% 01 May 2025
OAK STREET INVESTMENT GRADE NE
1.85% 20 Nov 2050
ONSLOW BAY FINANCIAL LLC
1% 25 May 2061
ORACLE CORP
1.65% 25 Mar 2026
ORACLE CORP
2.875% 25 Mar 2031
ORBIA ADVANCE CORP SAB
1.875% 11 May 2026
ORBIA ADVANCE CORP SAB
2.875% 11 May 2031
OTIS WORLDWIDE CORP
2.056% 05 Apr 2025
PACIFIC GAS + ELECTRIC
1.75% 16 Jun 2022
PACIFIC GAS + ELECTRIC
2.1% 01 Aug 2027
PACIFIC GAS + ELECTRIC
2.5% 01 Feb 2031
PACIFIC GAS + ELECTRIC
3.3% 01 Aug 2040
PACIFIC GAS + ELECTRIC
3.5% 01 Aug 2050
PARAMOUNT GLOBAL
3.875% 01 Apr 2024
PAYPAL HOLDINGS INC
1.35% 01 Jun 2023
PAYPAL HOLDINGS INC
1.65% 01 Jun 2025
PEPSICO INC
1.625% 01 May 2030
PEPSICO INC
2.25% 19 Mar 2025
PEPSICO INC
2.625% 19 Mar 2027
PEPSICO INC
2.875% 15 Oct 2049
PERTAMINA PERSERO PT
6% 03 May 2042
PERUSAHAAN LISTRIK NEGAR
4.125% 15 May 2027
PERUSAHAAN LISTRIK NEGAR
6.15% 21 May 2048
PETROLEOS DEL PERU SA
4.75% 19 Jun 2032
PETROLEOS MEXICANOS
5.625% 23 Jan 2046
PETROLEOS MEXICANOS
6.375% 23 Jan 2045
PETROLEOS MEXICANOS
6.875% 04 Aug 2026
PFIZER INC
0.8% 28 May 2025
PFIZER INC
1.7% 28 May 2030
PFIZER INC
2.55% 28 May 2040
PFIZER INC
2.625% 01 Apr 2030
PFIZER INC
2.7% 28 May 2050
PHILIP MORRIS INTL INC
1.125% 01 May 2023
PHILIP MORRIS INTL INC
2.1% 01 May 2030
PHILIP MORRIS INTL INC
2.5% 02 Nov 2022
PHILIP MORRIS INTL INC
2.5% 22 Aug 2022
PIONEER NATURAL RESOURCE
1.9% 15 Aug 2030
PIONEER NATURAL RESOURCE
2.15% 15 Jan 2031
PNC BANK NA
3.875% 10 Apr 2025
PRINCIPAL LFE GLB FND II
1.25% 23 Jun 2025
PRKCM TRUST
1% 25 Aug 2056
PROCTER + GAMBLE CO/THE
3% 25 Mar 2030
PROSUS NV
3.061% 13 Jul 2031
PROVINCE OF QUEBEC
1% 22 Jul 2036
QATAR ENERGY
2.25% 12 Jul 2031
QATAR ENERGY
3.125% 12 Jul 2041
QATAR ENERGY
3.3% 12 Jul 2051
RAYTHEON TECH CORP
2.25% 01 Jul 2030
RAYTHEON TECH CORP
3.125% 01 Jul 2050
RAYTHEON TECH CORP
3.15% 15 Dec 2024
RAYTHEON TECH CORP
3.95% 16 Aug 2025
RAYTHEON TECH CORP
4.125% 16 Nov 2028
RAYTHEON TECH CORP
4.5% 01 Jun 2042
REPUBLIC OF CHILE
3.1% 07 May 2041
REPUBLIC OF INDONESIA
3.75% 25 Apr 2022
REPUBLIC OF INDONESIA
3.85% 18 Jul 2027
REPUBLIC OF INDONESIA
5.125% 15 Jan 2045
REPUBLIC OF INDONESIA
5.25% 08 Jan 2047
REPUBLIC OF INDONESIA
5.875% 15 Jan 2024
REPUBLIC OF KAZAKHSTAN
4.875% 14 Oct 2044
REPUBLIC OF PANAMA
2.252% 29 Sep 2032
REPUBLIC OF PANAMA
3.16% 23 Jan 2030
REPUBLIC OF PANAMA
4.5% 15 May 2047
REPUBLIC OF PERU
6.55% 14 Mar 2037
REPUBLIC OF POLAND
4% 22 Jan 2024
REPUBLIC SERVICES INC
2.5% 15 Aug 2024
REPUBLICA ORIENT URUGUAY
4.375% 23 Jan 2031
RESIDENTIAL MORTGAGE LOAN TRUS
1% 25 Sep 2059
REYNOLDS AMERICAN INC
5.85% 15 Aug 2045
ROYAL BANK OF CANADA
1.15% 10 Jun 2025
ROYAL BANK OF CANADA
1.6% 17 Apr 2023
RUSSIAN FEDERATION
5.625% 04 Apr 2042
RUSSIAN FEDERATION
5.875% 16 Sep 2043
SABINE PASS LIQUEFACTION
5.75% 15 May 2024
SALESFORCE INC
3.7% 11 Apr 2028
SANDS CHINA LTD
5.125% 08 Aug 2025
SANTANDER HOLDINGS USA
4.5% 17 Jul 2025
SCHLUMBERGER HLDGS CORP
3.9% 17 May 2028
SCHLUMBERGER HLDGS CORP
4% 21 Dec 2025
SHELL INTERNATIONAL FIN
2.75% 06 Apr 2030
SHELL INTERNATIONAL FIN
2.875% 10 May 2026
SHELL INTERNATIONAL FIN
3.25% 06 Apr 2050
SHELL INTERNATIONAL FIN
3.75% 12 Sep 2046
SHELL INTERNATIONAL FIN
4% 10 May 2046
SHELL INTERNATIONAL FIN
4.375% 11 May 2045
SHELL INTERNATIONAL FIN
4.55% 12 Aug 2043
SHELL INTERNATIONAL FIN
6.375% 15 Dec 2038
SINOPEC GRP OVERSEA 2014
4.375% 10 Apr 2024
SLM STUDENT LOAN TRUST
1% 15 Jun 2039
SLM STUDENT LOAN TRUST
1% 15 Mar 2033
SLM STUDENT LOAN TRUST
1% 25 Oct 2064
SMALL BUSINESS ADMINISTRATION
2.69% 01 Jul 2044
SMALL BUSINESS ADMINISTRATION
2.98% 01 Apr 2039
SMALL BUSINESS ADMINISTRATION
3.113% 10 Mar 2029
SMB PRIVATE EDUCATION LOAN TRU
1% 15 Jun 2037
SMB PRIVATE EDUCATION LOAN TRU
1.39% 15 Jan 2053
SMB PRIVATE EDUCATION LOAN TRU
2.99% 15 Jan 2053
SOLRR AIRCRAFT 2021 1 LIMITED
2.636% 15 Oct 2046
SOUTHERN COPPER CORP
5.25% 08 Nov 2042
SOUTHERN NATURAL GAS
8% 01 Mar 2032
STATE OF ISRAEL
2.75% 03 Jul 2030
STATE OF ISRAEL
3.375% 15 Jan 2050
STATE OF QATAR
3.875% 23 Apr 2023
STATE OF QATAR
4% 14 Mar 2029
STATE OF QATAR
4.817% 14 Mar 2049
STATE STREET CORP
1% 30 Mar 2031
SWEDBANK AB
1.3% 02 Jun 2023
SWS035428 IRS USD R F .38000
0.38% 31 Aug 2024
SWS036020 IRS USD R F .19000
0.19% 15 Jun 2022
SWS052688 IRS USD R F .82000
0.82% 04 Jun 2024
SWS058420 CDS USD P V 03MEVENT
1% 20 Dec 2026
SWS061069 IRS USD R F 2.77000
2.77% 20 Oct 2031
SWS063289 IRS USD R F 3.37000
3.37% 18 Nov 2026
T MOBILE USA INC
2.05% 15 Feb 2028
T MOBILE USA INC
2.25% 15 Nov 2031
T MOBILE USA INC
2.55% 15 Feb 2031
T MOBILE USA INC
2.7% 15 Mar 2032
T MOBILE USA INC
3% 15 Feb 2041
T MOBILE USA INC
3.3% 15 Feb 2051
T MOBILE USA INC
3.5% 15 Apr 2025
T MOBILE USA INC
3.75% 15 Apr 2027
T MOBILE USA INC
3.875% 15 Apr 2030
TARGET CORP
2.25% 15 Apr 2025
TELEFONICA EMISIONES SAU
4.103% 08 Mar 2027
TENNESSEE GAS PIPELINE
2.9% 01 Mar 2030
TEXAS INSTRUMENTS INC
1.75% 04 May 2030
TEXAS INSTRUMENTS INC
2.25% 04 Sep 2029
TEXAS INSTRUMENTS INC
4.15% 15 May 2048
TIME WARNER CABLE LLC
6.75% 15 Jun 2039
TIME WARNER CABLE LLC
7.3% 01 Jul 2038
TIME WARNER ENTERTAINMEN
8.375% 15 Jul 2033
TORONTO DOMINION BANK
0.75% 12 Jun 2023
TORONTO DOMINION BANK
1.15% 12 Jun 2025
TOWD POINT MORTGAGE TRUST
1% 25 Apr 2056
TOWD POINT MORTGAGE TRUST
1% 25 Jun 2057
TOWD POINT MORTGAGE TRUST
1% 25 May 2058
TOWD POINT MORTGAGE TRUST
1% 25 Oct 2057
TRANSCONT GAS PIPE LINE
7.85% 01 Feb 2026
TREASURY BILL
0.01% 03 Mar 2022
TREASURY BILL
0.01% 03 May 2022
TREASURY BILL
0.01% 11 Aug 2022
TREASURY BILL
0.01% 17 Mar 2022
TREASURY BILL
0.01% 24 Feb 2022
TREASURY BILL
0.01% 26 Apr 2022
TREASURY BILL
0.01% 28 Apr 2022
TSMC ARIZONA CORP
2.5% 25 Oct 2031
UBS AG LONDON
1.75% 21 Apr 2022
UBS AG LONDON
4.5% 26 Jun 2048
UBS COMMERCIAL MORTGAGE TRUST
3.487% 15 Aug 2050
UBS GROUP AG
1% 15 Aug 2023
UBS GROUP AG
3.491% 23 May 2023
UBS GROUP AG
4.125% 24 Sep 2025
UBS GROUP AG
4.253% 23 Mar 2028
UNION PACIFIC CORP
2.891% 06 Apr 2036
UNION PACIFIC CORP
3.75% 15 Jul 2025
UNION PACIFIC CORP
4.5% 10 Sep 2048
UNITED MEXICAN STATES
4.75% 08 Mar 2044
UNITEDHEALTH GROUP INC
1.25% 15 Jan 2026
UNITEDHEALTH GROUP INC
2% 15 May 2030
UNITEDHEALTH GROUP INC
2.375% 15 Oct 2022
UNITEDHEALTH GROUP INC
2.75% 15 May 2040
UNITEDHEALTH GROUP INC
2.9% 15 May 2050
UNITEDHEALTH GROUP INC
2.95% 15 Oct 2027
UNITEDHEALTH GROUP INC
3.7% 15 Aug 2049
UNITEDHEALTH GROUP INC
3.75% 15 Jul 2025
UNITEDHEALTH GROUP INC
3.875% 15 Dec 2028
UNITEDHEALTH GROUP INC
4.25% 15 Jun 2048
UNITEDHEALTH GROUP INC
4.45% 15 Dec 2048
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 10YR ULTRA FUT MAR22
XCBT 20220322
US 2YR NOTE (CBT) MAR22
XCBT 20220331
US 5YR FUTR OPTN FEB22C 121.2
EXP 01/21/2022
US 5YR FUTR OPTN FEB22C 121.5
EXP 01/21/2022
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US BANCORP
1.45% 12 May 2025
US DOLLAR
US LONG BOND(CBT) MAR22
XCBT 20220322
US TREASURY N/B
0.25% 15 Nov 2023
US TREASURY N/B
0.25% 30 Jun 2025
US TREASURY N/B
0.25% 30 Sep 2025
US TREASURY N/B
0.25% 31 Aug 2025
US TREASURY N/B
0.25% 31 May 2025
US TREASURY N/B
0.25% 31 Oct 2025
US TREASURY N/B
0.375% 30 Nov 2025
US TREASURY N/B
0.375% 31 Jan 2026
US TREASURY N/B
0.625% 31 Dec 2027
US TREASURY N/B
0.75% 30 Apr 2026
US TREASURY N/B
0.75% 31 Jan 2028
US TREASURY N/B
1% 31 Jul 2028
US TREASURY N/B
1.125% 15 Aug 2040
US TREASURY N/B
1.125% 31 Aug 2028
US TREASURY N/B
1.125% 31 Oct 2026
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.25% 15 May 2050
US TREASURY N/B
1.25% 30 Apr 2028
US TREASURY N/B
1.25% 30 Nov 2026
US TREASURY N/B
1.25% 30 Sep 2028
US TREASURY N/B
1.25% 31 Mar 2028
US TREASURY N/B
1.25% 31 May 2028
US TREASURY N/B
1.375% 15 Aug 2050
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
1.375% 15 Nov 2040
US TREASURY N/B
1.375% 31 Oct 2028
US TREASURY N/B
1.625% 15 May 2031
US TREASURY N/B
1.625% 15 Nov 2050
US TREASURY N/B
1.75% 15 Aug 2041
US TREASURY N/B
1.75% 30 Sep 2022
US TREASURY N/B
1.875% 15 Feb 2041
US TREASURY N/B
1.875% 15 Feb 2051
US TREASURY N/B
1.875% 15 Nov 2051
US TREASURY N/B
2% 15 Aug 2051
US TREASURY N/B
2% 15 Feb 2050
US TREASURY N/B
2% 15 Nov 2041
US TREASURY N/B
2.375% 15 May 2051
US TREASURY N/B
2.5% 15 Feb 2045
US TREASURY N/B
2.875% 15 Aug 2045
US TREASURY N/B
3.625% 15 Feb 2044
US ULTRA BOND CBT MAR22
XCBT 20220322
VALE OVERSEAS LIMITED
6.875% 21 Nov 2036
VERIZON COMMUNICATIONS
1.75% 20 Jan 2031
VERIZON COMMUNICATIONS
2.1% 22 Mar 2028
VERIZON COMMUNICATIONS
2.355% 15 Mar 2032
VERIZON COMMUNICATIONS
2.55% 21 Mar 2031
VERIZON COMMUNICATIONS
2.625% 15 Aug 2026
VERIZON COMMUNICATIONS
2.65% 20 Nov 2040
VERIZON COMMUNICATIONS
2.875% 20 Nov 2050
VERIZON COMMUNICATIONS
3% 22 Mar 2027
VERIZON COMMUNICATIONS
3.15% 22 Mar 2030
VERIZON COMMUNICATIONS
3.85% 01 Nov 2042
VERIZON COMMUNICATIONS
3.875% 08 Feb 2029
VERIZON COMMUNICATIONS
4% 22 Mar 2050
VERIZON COMMUNICATIONS
4.125% 15 Aug 2046
VERIZON COMMUNICATIONS
4.125% 16 Mar 2027
VERIZON COMMUNICATIONS
4.329% 21 Sep 2028
VERIZON COMMUNICATIONS
4.5% 10 Aug 2033
VERIZON COMMUNICATIONS
4.862% 21 Aug 2046
VERIZON COMMUNICATIONS
5.25% 16 Mar 2037
VERIZON COMMUNICATIONS
5.5% 16 Mar 2047
VISA INC
2.05% 15 Apr 2030
VISA INC
2.7% 15 Apr 2040
VISA INC
3.15% 14 Dec 2025
VISA INC
4.3% 14 Dec 2045
VNO MORTGAGE TRUST
2.995% 15 Nov 2030
VODAFONE GROUP PLC
4.375% 30 May 2028
WALMART INC
1.5% 22 Sep 2028
WALMART INC
1.8% 22 Sep 2031
WALMART INC
2.375% 24 Sep 2029
WALT DISNEY COMPANY/THE
6.2% 15 Dec 2034
WEA FINANCE LLC/WESTFIEL
3.75% 17 Sep 2024
WELLS FARGO + COMPANY
1% 02 Jun 2024
WELLS FARGO + COMPANY
1% 02 Jun 2028
WELLS FARGO + COMPANY
1% 04 Apr 2031
WELLS FARGO + COMPANY
1% 04 Apr 2051
WELLS FARGO + COMPANY
1% 30 Apr 2026
WELLS FARGO + COMPANY
1% 30 Oct 2030
WELLS FARGO + COMPANY
3% 23 Oct 2026
WELLS FARGO + COMPANY
3.45% 13 Feb 2023
WELLS FARGO + COMPANY
3.75% 24 Jan 2024
WELLS FARGO + COMPANY
4.15% 24 Jan 2029
WELLS FARGO + COMPANY
4.3% 22 Jul 2027
WELLS FARGO + COMPANY
4.4% 14 Jun 2046
WELLS FARGO + COMPANY
4.65% 04 Nov 2044
WELLS FARGO + COMPANY
4.75% 07 Dec 2046
WELLS FARGO + COMPANY
4.9% 17 Nov 2045
WELLS FARGO + COMPANY
5.375% 02 Nov 2043
WELLS FARGO + COMPANY
5.606% 15 Jan 2044
WELLS FARGO COMMERCIAL MORTGAG
1% 15 Aug 2049
WELLS FARGO COMMERCIAL MORTGAG
2.967% 15 Aug 2049
WELLS FARGO COMMERCIAL MORTGAG
3.406% 15 May 2048
WESTROCK RKT LLC
4% 01 Mar 2023
WF RBS COMMERCIAL MORTGAGE TRU
1% 15 Mar 2047
WF RBS COMMERCIAL MORTGAGE TRU
3.311% 15 Mar 2045
WILLIAMS COMPANIES INC
4.85% 01 Mar 2048
WILLIAMS COMPANIES INC
4.9% 15 Jan 2045
WILLIAMS COMPANIES INC
5.1% 15 Sep 2045
WYETH LLC
5.95% 01 Apr 2037
Sub-Total: Fund 5728 4 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
7 ELEVEN INC
0.95% 10 Feb 2026
90DAY EUR FUTR DEC22
XCME 20221219
ABBVIE INC
2.3% 21 Nov 2022
ABU DHABI GOVT INT L
0.75% 02 Sep 2023
AERCAP IRELAND CAP/GLOBA
1.65% 29 Oct 2024
AERCAP IRELAND CAP/GLOBA
4.625% 01 Jul 2022
AIA GROUP LTD
3.125% 13 Mar 2023
AIG GLOBAL FUNDING
0.8% 07 Jul 2023
AIR LEASE CORP
4.25% 01 Feb 2024
ALLY AUTO RECEIVABLES TRUST
1.93% 15 May 2024
ALLY FINANCIAL INC
4.125% 13 Feb 2022
AMERICAN TOWER CORP
1.3% 15 Sep 2025
AMGEN INC
2.25% 19 Aug 2023
ANGEL OAK MORTGAGE TRUST
1% 25 Jun 2065
AREIT CRE TRUST
1% 14 Sep 2036
AT+T INC
1% 19 Sep 2023
ATRIUM HOTEL PORTFOLIO TRUST
1% 15 Jun 2035
AUSTRALIAN DOLLAR
FOREIGN CURRENCY
AVON FINANCE
1% 20 Sep 2048
BANCO SANTANDER SA
1% 30 Jun 2024
BANK ACCEPT FUTR DEC22
XMOD 20221219
BANK OF AMERICA CORP
1% 05 Mar 2024
BANK OF AMERICA CORP
1% 24 Oct 2024
BANK OF AMERICA CORP
1% 25 Sep 2025
BANK OF NOVA SCOTIA
1% 15 Sep 2026
BANK OF NOVA SCOTIA
1.95% 01 Feb 2023
BARCLAYS PLC
1% 10 Dec 2024
BARCLAYS PLC
1% 15 Jun 2023
BARCLAYS PLC
1% 16 May 2024
BARCLAYS PLC
1% 16 May 2024
BAT CAPITAL CORP
3.222% 15 Aug 2024
BERRY GLOBAL INC
0.95% 15 Feb 2024
BERRY GLOBAL INC
1.57% 15 Jan 2026
BERRY GLOBAL INC
4.875% 15 Jul 2026
BMW US CAPITAL LLC
3.8% 06 Apr 2023
BOC AVIATION LTD
2.75% 18 Sep 2022
BOEING CO
4.508% 01 May 2023
BOSTON SCIENTIFIC CORP
3.375% 15 May 2022
BRAZILIAN REAL
FOREIGN CURRENCY
BROADCOM INC
3.459% 15 Sep 2026
BWPC0JJ30 CDS USD R V 03MEVENT
1% 20 Dec 2025
BWPC0JZ99 CDS USD R V 03MEVENT
1% 20 Jun 2026
BWPC0KBZ4 CDS USD R V 03MEVENT
1% 20 Dec 2026
CANADIAN DOLLAR
FOREIGN CURRENCY
CANADIAN GOVERNMENT
0.5% 01 Nov 2023
CARRIER GLOBAL CORP
2.242% 15 Feb 2025
CCPC CCWFSZUS2 WELLS FARGO
SWAP CASH COLLATERAL USD
CCWFSXUS7 BMO HARRIS MGCC COC
CENTERPOINT ENERGY RES
0.7% 02 Mar 2023
CENTERPOINT ENERGY RES
1% 02 Mar 2023
CFCRE COMMERCIAL MORTGAGE TRUS
3.367% 15 Jun 2050
CHARTER COMM OPT LLC/CAP
4.464% 23 Jul 2022
CHARTER COMM OPT LLC/CAP
4.5% 01 Feb 2024
CITIGROUP COMMERCIAL MORTGAGE
3.522% 10 Sep 2058
CITIGROUP INC
1% 15 May 2024
CITIGROUP INC
1% 17 May 2024
CITIGROUP INC
1% 24 Jul 2023
CITIGROUP INC
1% 27 Oct 2023
CITRIX SYSTEMS INC
1.25% 01 Mar 2026
CK HUTCHISON INTNTL 21
1.5% 15 Apr 2026
CLASSIC RMBS TRUST
1.528% 15 Mar 2052
COMM MORTGAGE TRUST
3.142% 10 Feb 2048
COMM MORTGAGE TRUST
3.373% 10 Oct 2048
CONNECTICUT ST
5.77% 15 Mar 2025
CREDIT AGRICOLE SA
1% 26 Jan 2027
CROWN CASTLE INTL CORP
1.35% 15 Jul 2025
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/AUD
CURRENCY CONTRACT
USD/CAD
CURRENCY CONTRACT
CAD/USD
CURRENCY CONTRACT
USD/CAD
CURRENCY CONTRACT
USD/CAD
CURRENCY CONTRACT
USD/GBP
CVS HEALTH CORP
2.75% 01 Dec 2022
DAIMLER FINANCE NA LLC
2.55% 15 Aug 2022
DANISH KRONE
FOREIGN CURRENCY
DANSKE BANK A/S
1% 12 Jan 2023
DANSKE BANK A/S
3.875% 12 Sep 2023
DBCG MORTGAGE TRUST
1% 15 Jun 2034
DBS GROUP HOLDINGS LTD
1% 25 Jul 2022
DUKE ENERGY CORP
1% 10 Jun 2023
ELFI GRADUATE LOAN PROGRAM 202
1.53% 26 Dec 2046
EMORY UNIVERSITY
1.566% 01 Sep 2025
ENGIE SA
2.875% 10 Oct 2022
EQUITABLE FINANCIAL LIFE
0.8% 12 Aug 2024
EQUITABLE FINANCIAL LIFE
1% 09 Jan 2026
EURO CURRENCY
FOREIGN CURRENCY
EUROPEAN INVESTMENT BANK
1% 10 Jun 2022
EVERGREEN CREDIT CARD TRUST
1.9% 15 Sep 2024
EXTENDED STAY AMERICA TRUST
1% 15 Jul 2038
FANNIE MAE
0.65% 25 Aug 2025
FANNIE MAE
0.7% 30 Jul 2025
FANNIE MAE
1% 25 Aug 2049
FANNIE MAE
1% 25 Aug 2059
FANNIE MAE
1% 25 Aug 2059
FANNIE MAE
1% 25 Dec 2044
FANNIE MAE
1% 25 Feb 2047
FANNIE MAE
1% 25 Jul 2046
FANNIE MAE
1% 25 Jul 2046
FANNIE MAE
1% 25 Sep 2049
FANNIE MAE
1.75% 25 Mar 2046
FANNIE MAE
3% 25 Oct 2040
FANNIE MAE
5.5% 25 Aug 2035
FANNIE MAE
6% 25 Sep 2031
FANNIEMAE ACES
1% 25 Jun 2031
FANNIEMAE ACES
1% 25 Nov 2022
FANNIEMAE WHOLE LOAN
1% 25 Aug 2037
FED HM LN PC POOL 1Q0184
1% 01 Nov 2036
FED HM LN PC POOL 840291
1% 01 Nov 2041
FED HM LN PC POOL A43389
5.5% 01 Feb 2036
FED HM LN PC POOL A93101
5% 01 Jul 2040
FED HM LN PC POOL C91030
5.5% 01 May 2027
FED HM LN PC POOL G01838
5% 01 Jul 2035
FED HM LN PC POOL G01912
5% 01 Sep 2035
FED HM LN PC POOL G02123
5.5% 01 Mar 2036
FED HM LN PC POOL G02254
5.5% 01 Mar 2036
FED HM LN PC POOL G04092
5.5% 01 Mar 2038
FED HM LN PC POOL G05267
5.5% 01 Dec 2038
FED HM LN PC POOL G06193
5.5% 01 May 2040
FED HM LN PC POOL G06872
5.5% 01 Sep 2039
FED HM LN PC POOL G07786
4% 01 Aug 2044
FED HM LN PC POOL G08105
5.5% 01 Jan 2036
FED HM LN PC POOL G30547
5.5% 01 Jun 2024
FED HM LN PC POOL H09069
6.5% 01 Sep 2037
FED HM LN PC POOL H09070
6.5% 01 Sep 2037
FED HM LN PC POOL L00007
5.5% 01 Mar 2035
FED HM LN PC POOL L10219
5% 01 Jan 2034
FED HM LN PC POOL N30127
4.5% 01 Sep 2033
FED HM LN PC POOL N30926
5% 01 Nov 2032
FED HM LN PC POOL N31490
5% 01 Jan 2038
FED HM LN PC POOL P50425
5% 01 Nov 2034
FED HM LN PC POOL SD8006
4% 01 Aug 2049
FED HM LN PC POOL U90133
4% 01 Aug 2042
FED HM LN PC POOL Z60009
5% 01 Apr 2024
FEDERAL HOME LOAN BANK
0.75% 22 Nov 2023
FEDERAL HOME LOAN BANK
0.92% 26 Feb 2027
FEDERAL HOME LOAN BANK
1.02% 24 Feb 2027
FIRSTKEY HOMES TRUST
1.266% 19 Oct 2037
FNMA POOL 256339
5.5% 01 Jul 2036
FNMA POOL 256370
5.5% 01 Jun 2036
FNMA POOL 256687
5.5% 01 Apr 2037
FNMA POOL 256808
5.5% 01 Jul 2037
FNMA POOL 256900
5.5% 01 Sep 2037
FNMA POOL 526993
1% 01 Nov 2028
FNMA POOL 629058
5.5% 01 May 2032
FNMA POOL 657494
4.75% 01 Aug 2033
FNMA POOL 724068
4.465% 01 Feb 2034
FNMA POOL 734384
5.5% 01 Jul 2033
FNMA POOL 750148
4.465% 01 May 2033
FNMA POOL 776014
4.465% 01 Sep 2033
FNMA POOL 777651
4.49% 01 Feb 2034
FNMA POOL 777652
4.465% 01 Aug 2034
FNMA POOL 782012
4.465% 01 Jan 2035
FNMA POOL 818985
4.465% 01 Jul 2035
FNMA POOL 822771
4.465% 01 May 2035
FNMA POOL 835361
4.5% 01 Sep 2035
FNMA POOL 878661
5.5% 01 Feb 2036
FNMA POOL 880871
5.5% 01 Apr 2036
FNMA POOL 888737
1% 01 Oct 2037
FNMA POOL 899303
5.5% 01 Mar 2037
FNMA POOL 916389
5% 01 May 2027
FNMA POOL 922386
5.5% 01 Jan 2037
FNMA POOL 944052
5.5% 01 Jul 2037
FNMA POOL 962745
5% 01 Apr 2038
FNMA POOL AB6113
4% 01 Aug 2042
FNMA POOL AC3943
4% 01 Jan 2040
FNMA POOL AC4532
5% 01 Jan 2034
FNMA POOL AC5635
4% 01 Mar 2040
FNMA POOL AH0995
3.5% 01 Dec 2040
FNMA POOL AL4287
1% 01 Nov 2040
FNMA POOL AL7271
1% 01 Sep 2041
FNMA POOL AL7824
1% 01 Aug 2034
FNMA POOL AL8835
1% 01 Jan 2042
FNMA POOL AL9066
1% 01 Aug 2025
FNMA POOL MA0213
5% 01 Oct 2039
FNMA POOL MA0445
5% 01 Jun 2040
FNMA POOL MA0565
5.5% 01 Sep 2040
FNMA POOL MA0600
4.5% 01 Dec 2040
FNMA TBA 15 YR 4.5
4.5% 19 Jan 2037
FORD AUTO SECURITIZATION TRUST
0.887% 15 Aug 2024
FORD CREDIT FLOORPLAN MASTER O
2.23% 15 Sep 2024
FREDDIE MAC
0.8% 28 Oct 2026
FREDDIE MAC
1% 15 Apr 2049
FREDDIE MAC
1% 15 Aug 2040
FREDDIE MAC
1% 15 Aug 2049
FREDDIE MAC
1% 15 Jun 2044
FREDDIE MAC
1% 15 Jun 2049
FREDDIE MAC
1% 15 Sep 2048
FREDDIE MAC
1% 25 Sep 2049
FREDDIE MAC
1.5% 15 Dec 2042
FREDDIE MAC
2% 15 May 2026
FREDDIE MAC
5.5% 15 Apr 2036
GA GLOBAL FUNDING TRUST
0.8% 13 Sep 2024
GA GLOBAL FUNDING TRUST
1.25% 08 Dec 2023
GA GLOBAL FUNDING TRUST
1.625% 15 Jan 2026
GENERAL MOTORS FINL CO
3.55% 08 Jul 2022
GEORGIA POWER CO
2.1% 30 Jul 2023
GILEAD SCIENCES INC
1.2% 01 Oct 2027
GLOBAL PAYMENTS INC
1.2% 01 Mar 2026
GLOBAL PAYMENTS INC
1.5% 15 Nov 2024
GNMA II POOL 004113
5% 20 Apr 2038
GNMA II POOL 004215
5.5% 20 Aug 2038
GNMA II POOL 004314
5% 20 Dec 2038
GNMA II POOL 004462
5% 20 Jun 2039
GNMA II POOL 004593
5% 20 Dec 2039
GNMA II POOL 004932
3.5% 20 Jan 2041
GNMA II POOL 004952
3.5% 20 Feb 2041
GNMA II POOL 004994
3.5% 20 Mar 2041
GNMA II POOL 005278
3.5% 20 Jan 2042
GNMA II POOL 005302
3.5% 20 Feb 2042
GNMA II POOL 627122
5.5% 20 Mar 2034
GNMA II POOL 634924
5.5% 20 Nov 2034
GNMA II POOL 737242
5.5% 20 Nov 2037
GNMA II POOL 763305
4.5% 20 May 2041
GNMA II POOL 799902
3.74% 20 Mar 2042
GNMA II POOL AA0711
3.74% 20 Jul 2042
GNMA II POOL AH5878
3.75% 20 Mar 2044
GNMA II POOL AU8923
4.5% 20 Aug 2046
GNMA II POOL AX8408
4.5% 20 Feb 2041
GNMA II POOL BC3090
5% 20 Jun 2035
GNMA II POOL MA0214
3.5% 20 Jul 2042
GNMA II POOL MA0456
3.5% 20 Oct 2042
GNMA II POOL MA0528
3.5% 20 Nov 2042
GNMA II POOL MA0619
3.5% 20 Dec 2042
GNMA II POOL MA0776
3.5% 20 Feb 2043
GNMA II POOL MA1150
3.5% 20 Jul 2043
GNMA II POOL MA1218
3.5% 20 Aug 2043
GNMA II POOL MA1279
3.5% 20 Sep 2043
GNMA II POOL MA1367
3.5% 20 Oct 2043
GNMA II POOL MA1440
3.5% 20 Nov 2043
GNMA II POOL MA1512
3.5% 20 Dec 2043
GNMA II POOL MA1829
3.5% 20 Apr 2044
GNMA II POOL MA1910
3.5% 20 May 2044
GNMA II POOL MA2064
3.5% 20 Jul 2044
GNMA II POOL MA2667
3.5% 20 Mar 2045
GNMA II POOL MA2744
3.5% 20 Apr 2045
GNMA II POOL MA2756
4.5% 20 Apr 2045
GNMA II POOL MA2816
3.5% 20 May 2045
GNMA II POOL MA2883
3.5% 20 Jun 2045
GNMA POOL 678858
5% 15 Mar 2038
GNMA POOL 738317
5% 15 May 2041
GNMA POOL 782386
5% 15 Aug 2038
GNMA POOL 799863
3.75% 15 Apr 2042
GNMA POOL AA0060
3.7% 15 Apr 2042
GNMA POOL AB1552
3.75% 15 Sep 2042
GNMA POOL AC1428
2.69% 15 Jun 2033
GNMA POOL AK0485
3% 15 Oct 2044
GNMA POOL AK4648
3% 15 Oct 2045
GOLDEN ST TOBACCO SECURITIZATI
0.672% 01 Jun 2023
GOLDEN ST TOBACCO SECURITIZATI
1.958% 01 Jun 2025
GOLDMAN SACHS GROUP INC
0.523% 08 Mar 2023
GOLDMAN SACHS GROUP INC
1% 09 Dec 2026
GOLDMAN SACHS GROUP INC
1% 21 Oct 2024
GOVERNMENT NATIONAL MORTGAGE A
1% 20 Apr 2050
GOVERNMENT NATIONAL MORTGAGE A
2.5% 20 Oct 2049
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE BACKED SECURITIES
1% 25 Feb 2052
GS MORTGAGE BACKED SECURITIES
1% 25 Jan 2052
GS MORTGAGE SECURITIES TRUST
2.905% 10 Nov 2049
GS MORTGAGE SECURITIES TRUST
3.119% 10 May 2050
GS MORTGAGE SECURITIES TRUST
3.419% 10 Oct 2032
GS MORTGAGE SECURITIES TRUST
3.467% 10 Jun 2047
HSBC BANK CANADA
0.95% 14 May 2023
HSBC HOLDINGS PLC
1% 11 Mar 2025
HSBC HOLDINGS PLC
1% 16 Feb 2024
HSBC HOLDINGS PLC
1% 17 Aug 2024
HSBC HOLDINGS PLC
1% 18 May 2024
HSBC HOLDINGS PLC
1% 24 May 2025
HYUNDAI CAPITAL AMERICA
2.375% 10 Feb 2023
IMPERIAL BRANDS FIN PLC
3.125% 26 Jul 2024
ING GROEP NV
1% 01 Apr 2027
ING GROEP NV
1% 29 Mar 2022
INTEL CORP
2.875% 11 May 2024
INTL FLAVOR + FRAGRANCES
1.23% 01 Oct 2025
INTL LEASE FINANCE CORP
5.875% 15 Aug 2022
ISRAEL ELECTRIC CORP LTD
5% 12 Nov 2024
JACKSON NATL LIFE GLOBAL
1% 27 Jun 2022
JAPANESE YEN
FOREIGN CURRENCY
JP MORGAN CHASE COMMERCIAL MOR
3.378% 15 Sep 2050
JP MORGAN CHASE COMMERCIAL MOR
3.483% 15 Jun 2045
JP MORGAN MORTGAGE TRUST
1% 25 Feb 2052
JPMBB COMMERCIAL MORTGAGE SECU
3.288% 15 Jan 2048
JPMORGAN CHASE + CO
1% 01 Mar 2025
JPMORGAN CHASE + CO
1% 16 Mar 2024
JPN BANK FOR INT L COOP
1.75% 23 Jan 2023
KANSAI ELECTRIC POWER CO
2.55% 17 Sep 2024
KANSAS CITY SOUTHERN
3% 15 May 2023
KOMMUNEKREDIT
2.5% 14 Apr 2022
KOREA DEVELOPMENT BANK
1% 01 Oct 2022
KUWAIT INTL BOND
2.75% 20 Mar 2022
LEASEPLAN CORPORATION NV
2.875% 24 Oct 2024
LENNAR CORP
5.875% 15 Nov 2024
LLOYDS BANK PLC
2.25% 14 Aug 2022
LLOYDS BANKING GROUP PLC
1% 17 Mar 2023
LSI OPEN POSITION NET ASSET
0.01% 31 Dec 2060
MASSACHUSETTS EDUCATIONAL FINA
1% 25 Apr 2038
MCCORMICK + CO
2.7% 15 Aug 2022
MET LIFE GLOB FUNDING I
0.4% 07 Jan 2024
MET TOWER GLOBAL FUNDING
1.25% 14 Sep 2026
MEXICAN PESO (NEW)
FOREIGN CURRENCY
MFRA TRUST
1% 25 Apr 2065
MITSUBISHI HC CAPITAL
3.406% 28 Feb 2022
MITSUBISHI UFJ FIN GRP
1% 15 Sep 2024
MITSUBISHI UFJ FIN GRP
1.412% 17 Jul 2025
MIZUHO BANK LTD/SYDNEY
1% 07 Aug 2024
MIZUHO FINANCIAL GROUP
1% 08 Sep 2024
MIZUHO FINANCIAL GROUP
1% 19 Jul 2023
MIZUHO FINANCIAL GROUP
1% 25 May 2024
MORGAN STANLEY
1% 10 Dec 2026
MORGAN STANLEY
1% 21 Oct 2025
MORGAN STANLEY BAML TRUST
3.401% 15 May 2050
NATIONWIDE BLDG SOCIETY
1% 26 Apr 2023
NATIONWIDE BLDG SOCIETY
2% 27 Jan 2023
NATWEST GROUP PLC
1% 15 May 2023
NATWEST GROUP PLC
1% 22 May 2024
NAVIENT STUDENT LOAN TRUST
1% 16 Jul 2040
NAVIENT STUDENT LOAN TRUST
1% 26 Jul 2066
NAVIENT STUDENT LOAN TRUST
1.11% 18 Feb 2070
NAVIENT STUDENT LOAN TRUST
1.17% 16 Sep 2069
NAVIENT STUDENT LOAN TRUST
1.31% 15 Jan 2069
NAVIENT STUDENT LOAN TRUST
1.33% 15 Apr 2069
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Dec 2057
NEW RESIDENTIAL MORTGAGE LOAN
1% 25 Jul 2059
NEW YORK ST URBAN DEV CORP REV
2.1% 15 Mar 2022
NEXTERA ENERGY CAPITAL
1% 03 Nov 2023
NISSAN MOTOR ACCEPTANCE
1% 13 Jan 2022
NISSAN MOTOR ACCEPTANCE
1% 28 Sep 2022
NISSAN MOTOR ACCEPTANCE
1.05% 08 Mar 2024
NISSAN MOTOR ACCEPTANCE
2.65% 13 Jul 2022
NOMURA HOLDINGS INC
1.851% 16 Jul 2025
ONSLOW BAY FINANCIAL LLC
1.957% 25 Oct 2061
ONTARIO (PROVINCE OF)
1.75% 24 Jan 2023
ORIX CORP
2.9% 18 Jul 2022
OTIS WORLDWIDE CORP
2.056% 05 Apr 2025
PACIFIC GAS + ELECTRIC
1.75% 16 Jun 2022
PACIFIC GAS + ELECTRIC
2.1% 01 Aug 2027
PACIFIC GAS + ELECTRIC
2.95% 01 Mar 2026
PACIFIC GAS + ELECTRIC
3.25% 15 Jun 2023
PACIFIC GAS + ELECTRIC
3.4% 15 Aug 2024
PACIFIC GAS + ELECTRIC
3.75% 15 Feb 2024
PACIFIC GAS + ELECTRIC
3.85% 15 Nov 2023
PACIFIC LIFE GF II
0.5% 23 Sep 2023
PACIFIC LIFE GF II
1% 04 Jun 2026
PACIFIC LIFE GF II
1.2% 24 Jun 2025
PANASONIC HOLDINGS CORP
2.536% 19 Jul 2022
PARK AEROSPACE HOLDINGS
4.5% 15 Mar 2023
PARK AEROSPACE HOLDINGS
5.25% 15 Aug 2022
PAYPAL HOLDINGS INC
1.35% 01 Jun 2023
PAYPAL HOLDINGS INC
2.2% 26 Sep 2022
PFP III
1% 14 Apr 2037
PHILIP MORRIS INTL INC
2.5% 02 Nov 2022
PNC BANK NA
1% 24 Feb 2023
POUND STERLING
FOREIGN CURRENCY
PPL ELECTRIC UTI
1% 24 Jun 2024
PROTECTIVE LIFE GLOBAL
2.615% 22 Aug 2022
QATAR ENERGY
1.375% 12 Sep 2026
QNB FINANCE LTD
1% 03 May 2022
QNB FINANCE LTD
1% 12 Feb 2022
QUALCOMM INC
1.3% 20 May 2028
RESIMAC
1% 03 Feb 2053
SABINE PASS LIQUEFACTION
5.625% 15 Apr 2023
SANTANDER HOLDINGS USA
3.4% 18 Jan 2023
SAUDI ARABIAN OIL CO
2.875% 16 Apr 2024
SBA TOWER TRUST
1.884% 15 Jul 2050
SHIRE ACQ INV IRELAND DA
2.875% 23 Sep 2023
SK TELECOM CO LTD
3.75% 16 Apr 2023
SK TELECOM CO LTD
3.75% 16 Apr 2023
SKY LTD
3.125% 26 Nov 2022
SLC STUDENT LOAN TRUST
1% 15 Jun 2029
SLC STUDENT LOAN TRUST
1% 15 Mar 2027
SLM STUDENT LOAN TRUST
1% 25 Jun 2043
SLM STUDENT LOAN TRUST
1% 25 Oct 2028
SLM STUDENT LOAN TRUST
1% 27 Dec 2038
SMB PRIVATE EDUCATION LOAN TRU
1.29% 15 Jul 2053
SMBC AVIATION CAPITAL FI
3% 15 Jul 2022
SOCIAL PROFESSIONAL LOAN PROGR
2.65% 25 Sep 2040
SOUTHERN CAL EDISON
1.1% 01 Apr 2024
SOUTHERN CAL EDISON
1.2% 01 Feb 2026
STANDARD CHARTERED PLC
1% 14 Oct 2023
STANDARD CHARTERED PLC
1% 21 May 2025
STRATTON MORTGAGE FUNDING PLC
1% 20 Jul 2060
SUMITOMO MITSUI FINL GRP
0.508% 12 Jan 2024
SUMITOMO MITSUI FINL GRP
1% 16 Oct 2024
SUMITOMO MITSUI FINL GRP
1.474% 08 Jul 2025
SUMITOMO MITSUI TR BK LT
1% 16 Sep 2024
SWAP BOA MERRILL LYNCH BOC BOC
SWAP CASH COLLATERAL USD
SWAP HSBC COC
SWAP CASH COLLATERAL USD
SWCC CCSCXIUS6 COC
SWCC CASH COLLATERAL USD
SWEDISH EXPORT CREDIT
0.25% 29 Sep 2023
SYNCHRONY FINANCIAL
2.85% 25 Jul 2022
TELSTRA CORP LTD
3.125% 07 Apr 2025
THERMO FISHER SCIENTIFIC
1.215% 18 Oct 2024
TOKYO METROPOLITAN GOVT
0.75% 16 Jul 2025
TOWD POINT MORTGAGE TRUST
1% 25 Apr 2060
TOWD POINT MORTGAGE TRUST
1% 25 Jan 2060
TOWD POINT MORTGAGE TRUST
1% 25 Nov 2058
TOWD POINT MORTGAGE TRUST
1% 25 Oct 2059
TOYOTA AUTO LOAN EXTENDED NOTE
1.35% 25 May 2033
TOYOTA AUTO LOAN EXTENDED NOTE
2.56% 25 Nov 2031
TOYOTA MOTOR CREDIT CORP
1% 11 Jan 2022
TOYOTA MOTOR CREDIT CORP
1% 17 May 2022
TREASURY BILL
0.01% 15 Mar 2022
TSMC ARIZONA CORP
1.75% 25 Oct 2026
UBS AG AUSTRALIA
1% 30 Jul 2025
UBS BARCLAYS COMMERCIAL MORTGA
3.525% 10 May 2063
UBS GROUP AG
1% 30 Jul 2024
UNITED WHOLESALE MORTGAGE LLC
1% 25 Dec 2051
UNITEDHEALTH GROUP INC
1.25% 15 Jan 2026
US 10YR NOTE (CBT)MAR22
XCBT 20220322
US 10YR ULTRA FUT MAR22
XCBT 20220322
US 2YR NOTE (CBT) MAR22
XCBT 20220331
US 5YR NOTE (CBT) MAR22
XCBT 20220331
US DOLLAR
US TREASURY N/B
0.75% 15 Nov 2024
US TREASURY N/B
1% 15 Dec 2024
VERIZON COMMUNICATIONS
1% 15 May 2025
VERIZON COMMUNICATIONS
1% 17 Feb 2023
VMWARE INC
2.95% 21 Aug 2022
VOLKSWAGEN GROUP AMERICA
0.875% 22 Nov 2023
WELLS FARGO + COMPANY
1% 02 Jun 2024
WELLS FARGO COMMERCIAL MORTGAG
1% 15 Jan 2059
WF RBS COMMERCIAL MORTGAGE TRU
1% 15 Aug 2047
WF RBS COMMERCIAL MORTGAGE TRU
3.558% 15 Dec 2046
WOODSIDE FINANCE LTD
3.65% 05 Mar 2025
YALE UNIVERSITY
0.873% 15 Apr 2025
Sub-Total: Fund 5736 5 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
ABBVIE INC
3.2% 21 Nov 2029
AEP TEXAS INC
2.1% 01 Jul 2030
AGILENT TECHNOLOGIES INC
2.3% 12 Mar 2031
AMERICAN INTL GROUP
3.75% 10 Jul 2025
AMERICAN INTL GROUP
3.9% 01 Apr 2026
AMGEN INC
2.6% 19 Aug 2026
ANHEUSER BUSCH INBEV WOR
4.75% 23 Jan 2029
ANTHEM INC
2.25% 15 May 2030
ANTHEM INC
3.65% 01 Dec 2027
APPLE INC
3.25% 23 Feb 2026
ARCH CAPITAL FINANCE LLC
4.011% 15 Dec 2026
ASCENSION HEALTH
2.532% 15 Nov 2029
ASTRAZENECA FINANCE LLC
2.25% 28 May 2031
AT+T INC
1.7% 25 Mar 2026
AT+T INC
2.3% 01 Jun 2027
AT+T INC
2.55% 01 Dec 2033
AUTONATION INC
1.95% 01 Aug 2028
AUTOZONE INC
3.75% 18 Apr 2029
AVANGRID INC
3.2% 15 Apr 2025
BANCO SANTANDER SA
3.49% 28 May 2030
BANCO SANTANDER SA
3.8% 23 Feb 2028
BANK
2.726% 15 Nov 2062
BANK OF AMERICA CORP
1% 05 Mar 2029
BANK OF AMERICA CORP
1% 13 Feb 2031
BANK OF AMERICA CORP
1% 22 Apr 2032
BANK OF AMERICA CORP
1% 23 Jul 2029
BANK OF AMERICA CORP
3.95% 21 Apr 2025
BANK OF NY MELLON CORP
3.4% 15 May 2024
BARCLAYS PLC
1% 24 Jun 2031
BARCLAYS PLC
4.337% 10 Jan 2028
BAT CAPITAL CORP
3.557% 15 Aug 2027
BAT CAPITAL CORP
4.7% 02 Apr 2027
BAYLOR SCOTT + WHITE HOL
1.777% 15 Nov 2030
BECTON DICKINSON AND CO
3.734% 15 Dec 2024
BENCHMARK MORTGAGE TRUST
1.672% 15 Jul 2053
BENCHMARK MORTGAGE TRUST
2.263% 15 Mar 2054
BERKSHIRE HATHAWAY INC
2.75% 15 Mar 2023
BERRY GLOBAL INC
0.95% 15 Feb 2024
BERRY GLOBAL INC
1.57% 15 Jan 2026
BOEING CO
2.196% 04 Feb 2026
BOEING CO
2.25% 15 Jun 2026
BOEING CO
2.7% 01 Feb 2027
BOEING CO
3.1% 01 May 2026
BOEING CO
4.508% 01 May 2023
BRIXMOR OPERATING PART
2.5% 16 Aug 2031
BROADCOM CRP / CAYMN FI
3.5% 15 Jan 2028
BROADCOM INC
3.15% 15 Nov 2025
BROADCOM INC
3.419% 15 Apr 2033
BROADCOM INC
4.11% 15 Sep 2028
BROADSTONE NET LEASE LLC
2.6% 15 Sep 2031
BURLINGTN NORTH SANTA FE
3.4% 01 Sep 2024
CAPITAL ONE BANK USA NA
3.375% 15 Feb 2023
CARLISLE COS INC
2.2% 01 Mar 2032
CENOVUS ENERGY INC
2.65% 15 Jan 2032
CENTERPOINT ENER HOUSTON
2.25% 01 Aug 2022
CENTERPOINT ENERGY INC
2.95% 01 Mar 2030
CFCRE COMMERCIAL MORTGAGE TRUS
3.585% 10 Dec 2054
CHARTER COMM OPT LLC/CAP
2.8% 01 Apr 2031
CHARTER COMM OPT LLC/CAP
4.464% 23 Jul 2022
CHARTER COMM OPT LLC/CAP
5.05% 30 Mar 2029
CHEVRON CORP
2.355% 05 Dec 2022
CHUBB INA HOLDINGS INC
2.7% 13 Mar 2023
CIGNA CORP
2.375% 15 Mar 2031
CIGNA CORP
2.4% 15 Mar 2030
CIGNA CORP
4.5% 25 Feb 2026
CINTAS CORPORATION NO. 2
3.7% 01 Apr 2027
CITIBANK CREDIT CARD ISSUANCE
3.96% 13 Oct 2030
CITIGROUP COMMERCIAL MORTGAGE
3.197% 15 Aug 2050
CITIGROUP INC
1% 03 Jun 2031
CITIGROUP INC
1% 05 Nov 2030
CITIGROUP INC
1% 23 Apr 2029
CITIGROUP INC
1% 29 Jan 2031
CITIGROUP INC
3.4% 01 May 2026
CITIGROUP INC
4.45% 29 Sep 2027
CITIGROUP INC
4.6% 09 Mar 2026
CLEVELAND ELECTRIC ILLUM
5.5% 15 Aug 2024
CNA FINANCIAL CORP
3.95% 15 May 2024
CNOOC FINANCE 2013 LTD
2.875% 30 Sep 2029
COMCAST CORP
4.15% 15 Oct 2028
COMM MORTGAGE TRUST
3.42% 10 Aug 2047
COMM MORTGAGE TRUST
3.546% 10 Jun 2047
COMM MORTGAGE TRUST
3.765% 10 Feb 2049
COMM MORTGAGE TRUST
3.819% 10 Jun 2047
COMMONSPIRIT HEALTH
2.76% 01 Oct 2024
COMMONWEALTH EDISON CO
3.7% 15 Aug 2028
CONNECTICUT LIGHT + PWR
2.05% 01 Jul 2031
CONOCOPHILLIPS
3.75% 01 Oct 2027
CONOCOPHILLIPS
4.3% 15 Aug 2028
CONSTELLATION BRANDS INC
2.25% 01 Aug 2031
CONSTELLATION BRANDS INC
3.7% 06 Dec 2026
CONSTELLATION BRANDS INC
4.4% 15 Nov 2025
CONTL AIRLINES 2012 2 A
4% 29 Apr 2026
CREDIT SUISSE GROUP AG
4.55% 17 Apr 2026
CREDIT SUISSE NEW YORK
2.95% 09 Apr 2025
CSAIL COMMERCIAL MORTGAGE TRUS
3.756% 15 Nov 2048
CUBESMART LP
2.25% 15 Dec 2028
CVS HEALTH CORP
4.3% 25 Mar 2028
DEUTSCHE BANK NY
5% 14 Feb 2022
DIAMONDBACK ENERGY INC
3.125% 24 Mar 2031
DIAMONDBACK ENERGY INC
3.5% 01 Dec 2029
DISCOVERY COMMUNICATIONS
4.125% 15 May 2029
DOW CHEMICAL CO/THE
3.625% 15 May 2026
DTE ELECTRIC CO
2.25% 01 Mar 2030
DTE ENERGY CO
2.529% 01 Oct 2024
DUKE ENERGY CAROLINAS
3.95% 15 Nov 2028
DUPONT DE NEMOURS INC
4.493% 15 Nov 2025
EASTMAN CHEMICAL CO
3.8% 15 Mar 2025
EMERA US FINANCE LP
2.639% 15 Jun 2031
EMERA US FINANCE LP
3.55% 15 Jun 2026
ENERGY TRANSFER LP
3.9% 15 Jul 2026
ENERGY TRANSFER LP
4.75% 15 Jan 2026
ENTERGY LOUISIANA LLC
2.4% 01 Oct 2026
ENTERPRISE PRODUCTS OPER
3.125% 31 Jul 2029
ENTERPRISE PRODUCTS OPER
3.35% 15 Mar 2023
EOG RESOURCES INC
3.15% 01 Apr 2025
EQUIFAX INC
2.35% 15 Sep 2031
EQUIFAX INC
2.6% 01 Dec 2024
ESSEX PORTFOLIO LP
1.7% 01 Mar 2028
EVERGY INC
2.9% 15 Sep 2029
EVERSOURCE ENERGY
1.65% 15 Aug 2030
EXPEDIA GROUP INC
4.625% 01 Aug 2027
FANNIE MAE
0.5% 07 Nov 2025
FANNIE MAE
0.5% 17 Jun 2025
FANNIE MAE
0.625% 22 Apr 2025
FANNIE MAE
0.75% 08 Oct 2027
FANNIE MAE
0.875% 05 Aug 2030
FANNIE MAE
1.625% 07 Jan 2025
FANNIE MAE
2.5% 05 Feb 2024
FANNIE MAE
2.875% 12 Sep 2023
FANNIE MAE
6.625% 15 Nov 2030
FED HM LN PC POOL A47038
5% 01 Sep 2035
FED HM LN PC POOL A85726
5% 01 Apr 2039
FED HM LN PC POOL A92478
4.5% 01 Jun 2040
FED HM LN PC POOL A93318
5% 01 Aug 2040
FED HM LN PC POOL A93713
5% 01 Sep 2040
FED HM LN PC POOL A94069
5% 01 Sep 2040
FED HM LN PC POOL A94113
5% 01 Oct 2040
FED HM LN PC POOL A94898
4.5% 01 Nov 2040
FED HM LN PC POOL A95085
4% 01 Nov 2040
FED HM LN PC POOL A95519
4.5% 01 Dec 2040
FED HM LN PC POOL A95575
4% 01 Dec 2040
FED HM LN PC POOL A95960
4% 01 Dec 2040
FED HM LN PC POOL A97040
4% 01 Feb 2041
FED HM LN PC POOL C03469
4.5% 01 May 2040
FED HM LN PC POOL C03517
4.5% 01 Sep 2040
FED HM LN PC POOL C03520
4% 01 Sep 2040
FED HM LN PC POOL C03545
5% 01 Aug 2040
FED HM LN PC POOL C04272
3% 01 Oct 2042
FED HM LN PC POOL C04422
3% 01 Dec 2042
FED HM LN PC POOL C09004
3.5% 01 Jul 2042
FED HM LN PC POOL C09022
3% 01 Jan 2043
FED HM LN PC POOL C09029
3% 01 Mar 2043
FED HM LN PC POOL C09031
2.5% 01 Feb 2043
FED HM LN PC POOL C09055
4% 01 Dec 2043
FED HM LN PC POOL C91176
5.5% 01 May 2028
FED HM LN PC POOL C91908
3% 01 Jan 2037
FED HM LN PC POOL C91960
3.5% 01 Nov 2037
FED HM LN PC POOL C91969
3% 01 Jan 2038
FED HM LN PC POOL G02427
5.5% 01 Dec 2036
FED HM LN PC POOL G03737
6.5% 01 Nov 2037
FED HM LN PC POOL G03812
5.5% 01 Feb 2038
FED HM LN PC POOL G05472
4.5% 01 Jun 2039
FED HM LN PC POOL G05676
4% 01 Nov 2039
FED HM LN PC POOL G05726
5% 01 Aug 2039
FED HM LN PC POOL G05741
4.5% 01 Dec 2039
FED HM LN PC POOL G05927
4.5% 01 Jul 2040
FED HM LN PC POOL G06087
5% 01 Sep 2040
FED HM LN PC POOL G06231
4% 01 Dec 2040
FED HM LN PC POOL G06499
4% 01 Mar 2041
FED HM LN PC POOL G06506
4% 01 Dec 2040
FED HM LN PC POOL G06507
4% 01 Feb 2041
FED HM LN PC POOL G06601
4.5% 01 Dec 2040
FED HM LN PC POOL G07032
3% 01 Jun 2042
FED HM LN PC POOL G07129
3.5% 01 Sep 2042
FED HM LN PC POOL G07388
3.5% 01 May 2043
FED HM LN PC POOL G08368
4.5% 01 Oct 2039
FED HM LN PC POOL G08372
4.5% 01 Nov 2039
FED HM LN PC POOL G08479
3.5% 01 Mar 2042
FED HM LN PC POOL G08521
3% 01 Jan 2043
FED HM LN PC POOL G08601
4% 01 Aug 2044
FED HM LN PC POOL G08624
4% 01 Jan 2045
FED HM LN PC POOL G08654
3.5% 01 Jul 2045
FED HM LN PC POOL G08677
4% 01 Nov 2045
FED HM LN PC POOL G08707
4% 01 May 2046
FED HM LN PC POOL G08731
2.5% 01 Nov 2046
FED HM LN PC POOL G08732
3% 01 Nov 2046
FED HM LN PC POOL G08735
4.5% 01 Oct 2046
FED HM LN PC POOL G08770
3.5% 01 Jul 2047
FED HM LN PC POOL G08772
4.5% 01 Jul 2047
FED HM LN PC POOL G13868
4.5% 01 Jul 2025
FED HM LN PC POOL G14239
4% 01 Sep 2026
FED HM LN PC POOL G16015
3% 01 Jan 2032
FED HM LN PC POOL G16177
2% 01 Jan 2032
FED HM LN PC POOL G16459
3.5% 01 Jul 2032
FED HM LN PC POOL G18475
2.5% 01 Aug 2028
FED HM LN PC POOL G67717
4% 01 Nov 2048
FED HM LN PC POOL J12398
4.5% 01 Jun 2025
FED HM LN PC POOL J12439
4.5% 01 Jun 2025
FED HM LN PC POOL J15031
4% 01 Apr 2026
FED HM LN PC POOL J15719
4% 01 Jun 2026
FED HM LN PC POOL J15847
4% 01 Jun 2026
FED HM LN PC POOL J16059
4% 01 Jul 2026
FED HM LN PC POOL J23935
3% 01 May 2028
FED HM LN PC POOL J24887
3% 01 Jul 2028
FED HM LN PC POOL J27464
3.5% 01 Feb 2029
FED HM LN PC POOL J27964
3% 01 Apr 2029
FED HM LN PC POOL J28440
3% 01 Jun 2029
FED HM LN PC POOL J29007
3% 01 Aug 2029
FED HM LN PC POOL J29036
3% 01 Aug 2029
FED HM LN PC POOL J29049
3% 01 Aug 2029
FED HM LN PC POOL Q02171
5% 01 Jul 2041
FED HM LN PC POOL Q02606
5% 01 Aug 2041
FED HM LN PC POOL Q04673
4% 01 Nov 2041
FED HM LN PC POOL Q10241
3.5% 01 Aug 2042
FED HM LN PC POOL Q10448
3.5% 01 Aug 2042
FED HM LN PC POOL Q11288
3.5% 01 Sep 2042
FED HM LN PC POOL Q11788
3% 01 Oct 2042
FED HM LN PC POOL Q12520
3% 01 Oct 2042
FED HM LN PC POOL Q12841
3.5% 01 Nov 2042
FED HM LN PC POOL Q13630
3% 01 Nov 2042
FED HM LN PC POOL Q14326
2.5% 01 Jan 2043
FED HM LN PC POOL Q15062
3% 01 Feb 2043
FED HM LN PC POOL Q44452
3% 01 Nov 2046
FED HM LN PC POOL Q44963
3.5% 01 Dec 2046
FED HM LN PC POOL Q49494
4.5% 01 Jul 2047
FED HM LN PC POOL QA5902
3% 01 Jan 2050
FED HM LN PC POOL QB0220
3% 01 Jun 2050
FED HM LN PC POOL RB5115
2.5% 01 Jun 2041
FED HM LN PC POOL SD8016
3% 01 Oct 2049
FED HM LN PC POOL SD8090
2% 01 Sep 2050
FED HM LN PC POOL SD8104
1.5% 01 Nov 2050
FED HM LN PC POOL SD8113
2% 01 Dec 2050
FED HM LN PC POOL SD8141
2.5% 01 Apr 2051
FED HM LN PC POOL SD8146
2% 01 May 2051
FED HM LN PC POOL SD8188
2% 01 Jan 2052
FED HM LN PC POOL V60298
3% 01 Oct 2028
FED HM LN PC POOL V60564
3% 01 Jun 2029
FED HM LN PC POOL V60869
2.5% 01 Jul 2030
FED HM LN PC POOL ZM2868
3.5% 01 Mar 2047
FEDERAL HOME LOAN BANK
3.25% 16 Nov 2028
FISERV INC
3.5% 01 Oct 2022
FISERV INC
3.85% 01 Jun 2025
FLOWSERVE CORPORATION
2.8% 15 Jan 2032
FMC CORP
3.45% 01 Oct 2029
FNMA POOL 257281
5% 01 Jul 2028
FNMA POOL 555800
1% 01 Oct 2033
FNMA POOL 655687
6.5% 01 Aug 2032
FNMA POOL 660662
6.5% 01 Sep 2032
FNMA POOL 735061
1% 01 Nov 2034
FNMA POOL 735271
1% 01 Jan 2035
FNMA POOL 735288
1% 01 Mar 2035
FNMA POOL 735382
1% 01 Apr 2035
FNMA POOL 735484
1% 01 May 2035
FNMA POOL 735500
1% 01 May 2035
FNMA POOL 735578
1% 01 Jun 2035
FNMA POOL 735580
1% 01 Jun 2035
FNMA POOL 735591
1% 01 Jun 2035
FNMA POOL 735667
1% 01 Jul 2035
FNMA POOL 735676
1% 01 Jul 2035
FNMA POOL 735989
1% 01 Feb 2035
FNMA POOL 745355
1% 01 Mar 2036
FNMA POOL 745412
1% 01 Dec 2035
FNMA POOL 745418
1% 01 Apr 2036
FNMA POOL 745515
1% 01 May 2036
FNMA POOL 745885
1% 01 Oct 2036
FNMA POOL 745950
1% 01 Nov 2036
FNMA POOL 832690
5% 01 Sep 2035
FNMA POOL 832799
5% 01 Sep 2035
FNMA POOL 888129
1% 01 Feb 2037
FNMA POOL 888286
1% 01 Apr 2037
FNMA POOL 889072
1% 01 Dec 2037
FNMA POOL 889579
1% 01 May 2038
FNMA POOL 889705
1% 01 Jun 2038
FNMA POOL 889983
1% 01 Oct 2038
FNMA POOL 899172
6.5% 01 Feb 2037
FNMA POOL 902669
5% 01 Nov 2036
FNMA POOL 916398
6.5% 01 May 2037
FNMA POOL 938446
5.5% 01 Jul 2022
FNMA POOL 943699
6.5% 01 Aug 2037
FNMA POOL 946924
6.5% 01 Sep 2037
FNMA POOL 948227
6.5% 01 Aug 2037
FNMA POOL 959604
6.5% 01 Nov 2037
FNMA POOL 995930
1% 01 Apr 2039
FNMA POOL AA0472
4% 01 Mar 2039
FNMA POOL AB1047
4.5% 01 May 2040
FNMA POOL AB1141
4.5% 01 Jun 2040
FNMA POOL AB3693
4% 01 Oct 2041
FNMA POOL AB4058
4% 01 Dec 2041
FNMA POOL AB4689
3.5% 01 Mar 2042
FNMA POOL AB5593
3.5% 01 Jul 2042
FNMA POOL AB6017
3.5% 01 Aug 2042
FNMA POOL AB6229
3.5% 01 Sep 2042
FNMA POOL AB6238
3.5% 01 Sep 2042
FNMA POOL AB6390
3% 01 Oct 2042
FNMA POOL AB6832
3.5% 01 Nov 2042
FNMA POOL AB7272
3% 01 Dec 2042
FNMA POOL AB7410
3% 01 Dec 2042
FNMA POOL AB7426
3% 01 Dec 2042
FNMA POOL AB7568
3% 01 Jan 2043
FNMA POOL AB7570
3% 01 Jan 2043
FNMA POOL AB7741
3% 01 Jan 2043
FNMA POOL AB8499
3% 01 Feb 2043
FNMA POOL AB8923
3% 01 Apr 2043
FNMA POOL AB9361
3.5% 01 May 2043
FNMA POOL AB9944
3% 01 Jul 2043
FNMA POOL AC1889
4% 01 Sep 2039
FNMA POOL AC2953
4.5% 01 Sep 2039
FNMA POOL AC8568
4.5% 01 Jan 2040
FNMA POOL AC9564
4.5% 01 Feb 2040
FNMA POOL AD0567
1% 01 Sep 2039
FNMA POOL AD5479
5% 01 Jun 2040
FNMA POOL AD9713
5% 01 Aug 2040
FNMA POOL AD9870
4% 01 Oct 2040
FNMA POOL AE0113
1% 01 Jul 2040
FNMA POOL AE0967
1% 01 Jun 2039
FNMA POOL AH0210
4.5% 01 Dec 2040
FNMA POOL AH0921
4% 01 Dec 2040
FNMA POOL AH0943
4% 01 Dec 2040
FNMA POOL AH2899
4.5% 01 Jan 2041
FNMA POOL AH3765
4% 01 Jan 2041
FNMA POOL AH4404
4% 01 Jan 2041
FNMA POOL AH5984
4.5% 01 Mar 2041
FNMA POOL AI1051
4% 01 Jun 2026
FNMA POOL AK1608
3% 01 Jan 2027
FNMA POOL AL1895
1% 01 Jun 2042
FNMA POOL AL1945
1% 01 Jun 2042
FNMA POOL AL2151
1% 01 Mar 2042
FNMA POOL AL2389
1% 01 Sep 2042
FNMA POOL AL2890
1% 01 Dec 2042
FNMA POOL AL3218
1% 01 Feb 2043
FNMA POOL AL3454
1% 01 Apr 2043
FNMA POOL AL6851
1% 01 Oct 2043
FNMA POOL AL8352
1% 01 Oct 2044
FNMA POOL AL9865
1% 01 Feb 2047
FNMA POOL AO0454
3.5% 01 Aug 2042
FNMA POOL AO3110
3.5% 01 Jun 2042
FNMA POOL AO7185
4% 01 Sep 2042
FNMA POOL AP0457
3% 01 Jul 2027
FNMA POOL AP2611
3.5% 01 Sep 2042
FNMA POOL AP3308
3.5% 01 Sep 2042
FNMA POOL AP3902
3% 01 Oct 2042
FNMA POOL AP4539
3.5% 01 Sep 2042
FNMA POOL AP5143
3% 01 Sep 2042
FNMA POOL AP6032
3% 01 Apr 2043
FNMA POOL AP8903
3.5% 01 Oct 2042
FNMA POOL AP9998
3.5% 01 Oct 2042
FNMA POOL AQ7187
3% 01 Jul 2043
FNMA POOL AQ8684
3% 01 Dec 2042
FNMA POOL AR0190
3% 01 Apr 2043
FNMA POOL AR2626
2.5% 01 Feb 2043
FNMA POOL AR2638
3.5% 01 Feb 2043
FNMA POOL AR6858
3% 01 Feb 2043
FNMA POOL AR9161
3% 01 May 2043
FNMA POOL AR9203
3.5% 01 Mar 2043
FNMA POOL AR9218
3% 01 Mar 2043
FNMA POOL AS2751
4.5% 01 Jun 2044
FNMA POOL AS2826
4% 01 Jul 2044
FNMA POOL AS4155
3% 01 Sep 2044
FNMA POOL AS5133
3.5% 01 Jun 2045
FNMA POOL AS5263
3.5% 01 Jun 2045
FNMA POOL AS5384
4% 01 Jul 2045
FNMA POOL AS6275
3% 01 Dec 2030
FNMA POOL AS6286
4% 01 Dec 2045
FNMA POOL AS6304
4% 01 Dec 2045
FNMA POOL AS7155
3% 01 May 2046
FNMA POOL AS7248
4% 01 May 2046
FNMA POOL AS7693
2% 01 Aug 2031
FNMA POOL AS7877
2.5% 01 Sep 2046
FNMA POOL AS8115
3% 01 Oct 2046
FNMA POOL AS8249
3% 01 Nov 2036
FNMA POOL AS8269
3% 01 Nov 2046
FNMA POOL AS8386
2.5% 01 Nov 2031
FNMA POOL AS8461
3.5% 01 Dec 2046
FNMA POOL AS8570
2.5% 01 Dec 2046
FNMA POOL AS8572
3.5% 01 Dec 2046
FNMA POOL AS8650
3% 01 Jan 2047
FNMA POOL AT2040
3% 01 Apr 2043
FNMA POOL AT2745
3% 01 May 2043
FNMA POOL AU1279
2.5% 01 Jul 2028
FNMA POOL AU5904
3.5% 01 Sep 2033
FNMA POOL AU9300
3% 01 Sep 2028
FNMA POOL AV2223
4% 01 Dec 2043
FNMA POOL AZ4775
3.5% 01 Oct 2045
FNMA POOL BA4750
3.5% 01 Jan 2031
FNMA POOL BC0769
4% 01 Dec 2045
FNMA POOL BC4411
3.5% 01 Mar 2031
FNMA POOL BC9096
3.5% 01 Dec 2046
FNMA POOL BD2436
3.5% 01 Jan 2047
FNMA POOL BH9317
3.5% 01 Sep 2047
FNMA POOL BM1144
1% 01 Mar 2047
FNMA POOL BM3855
1% 01 Mar 2048
FNMA POOL BM4676
1% 01 Oct 2048
FNMA POOL BM4703
1% 01 Feb 2048
FNMA POOL BM4716
1% 01 Dec 2030
FNMA POOL BN0340
4.5% 01 Dec 2048
FNMA POOL BN1628
4.5% 01 Nov 2048
FNMA POOL BP4416
2.5% 01 May 2050
FNMA POOL BP5568
3% 01 Jun 2050
FNMA POOL BP6618
2.5% 01 Aug 2050
FNMA POOL BQ4074
2% 01 Dec 2050
FNMA POOL BR0462
2.5% 01 Apr 2051
FNMA POOL BR6470
2.5% 01 Mar 2051
FNMA POOL BR8460
2.5% 01 Apr 2051
FNMA POOL BR8759
2.5% 01 Apr 2051
FNMA POOL BR9085
2.5% 01 May 2051
FNMA POOL CA2622
3.5% 01 Nov 2048
FNMA POOL CA5416
2.5% 01 Mar 2050
FNMA POOL FM3134
1% 01 Nov 2048
FNMA POOL FM8205
1% 01 Aug 2051
FNMA POOL MA0243
5% 01 Nov 2029
FNMA POOL MA0318
4.5% 01 Feb 2030
FNMA POOL MA0918
4% 01 Dec 2041
FNMA POOL MA1035
3% 01 Apr 2027
FNMA POOL MA1062
3% 01 May 2027
FNMA POOL MA1272
3% 01 Dec 2042
FNMA POOL MA2495
3.5% 01 Jan 2046
FNMA POOL MA2806
3% 01 Nov 2046
FNMA POOL MA2833
3% 01 Dec 2046
FNMA POOL MA2863
3% 01 Jan 2047
FNMA POOL MA2895
3% 01 Feb 2047
FNMA POOL MA3058
4% 01 Jul 2047
FNMA POOL MA3101
4.5% 01 Aug 2047
FNMA POOL MA3182
3.5% 01 Nov 2047
FNMA POOL MA3212
4.5% 01 Dec 2047
FNMA POOL MA3364
3.5% 01 May 2033
FNMA POOL MA3385
4.5% 01 Jun 2048
FNMA POOL MA3833
2.5% 01 Nov 2049
FNMA POOL MA3871
3% 01 Dec 2049
FNMA POOL MA4045
2% 01 Jun 2040
FNMA POOL MA4093
2% 01 Aug 2040
FNMA POOL MA4119
2% 01 Sep 2050
FNMA POOL MA4138
1.5% 01 Sep 2050
FNMA POOL MA4158
2% 01 Oct 2050
FNMA POOL MA4159
2.5% 01 Oct 2050
FNMA POOL MA4181
1.5% 01 Nov 2050
FNMA POOL MA4209
1.5% 01 Dec 2050
FNMA POOL MA4232
2% 01 Jan 2041
FNMA POOL MA4236
1.5% 01 Jan 2051
FNMA POOL MA4255
2% 01 Feb 2051
FNMA POOL MA4268
2% 01 Feb 2041
FNMA POOL MA4281
2% 01 Mar 2051
FNMA POOL MA4305
2% 01 Apr 2051
FNMA POOL MA4306
2.5% 01 Apr 2051
FNMA POOL MA4329
2% 01 May 2036
FNMA POOL MA4333
2% 01 May 2041
FNMA POOL MA4334
2.5% 01 May 2041
FNMA POOL MA4465
2% 01 Nov 2051
FNMA POOL MA4474
2% 01 Nov 2041
FNMA TBA 15 YR 1.5
1.5% 19 Jan 2037
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FNMA TBA 30 YR 3
3% 14 Feb 2052
FORTIS INC
3.055% 04 Oct 2026
FREDDIE MAC
0.375% 05 May 2023
FREDDIE MAC
0.375% 20 Apr 2023
FREDDIE MAC
6.25% 15 Jul 2032
GEN LUX SARL/GEN USA INC
1.75% 10 Apr 2026
GENERAL MOTORS FINL CO
2.4% 10 Apr 2028
GENERAL MOTORS FINL CO
3.6% 21 Jun 2030
GENERAL MOTORS FINL CO
4% 15 Jan 2025
GLAXOSMITHKLINE CAP INC
2.8% 18 Mar 2023
GLP CAPITAL LP / FIN II
3.25% 15 Jan 2032
GNMA II POOL 004520
5% 20 Aug 2039
GNMA II POOL 004746
4.5% 20 Jul 2040
GNMA II POOL 004747
5% 20 Jul 2040
GNMA II POOL 004833
4% 20 Oct 2040
GNMA II POOL 004922
4% 20 Jan 2041
GNMA II POOL 004923
4.5% 20 Jan 2041
GNMA II POOL 004945
4% 20 Feb 2041
GNMA II POOL 004978
4.5% 20 Mar 2041
GNMA II POOL 004979
5% 20 Mar 2041
GNMA II POOL 004984
5.5% 20 Mar 2041
GNMA II POOL 005017
4.5% 20 Apr 2041
GNMA II POOL 005115
4.5% 20 Jul 2041
GNMA II POOL 005140
4.5% 20 Aug 2041
GNMA II POOL 005332
4% 20 Mar 2042
GNMA II POOL MA0023
4% 20 Apr 2042
GNMA II POOL MA0317
3% 20 Aug 2042
GNMA II POOL MA0318
3.5% 20 Aug 2042
GNMA II POOL MA0391
3% 20 Sep 2042
GNMA II POOL MA0392
3.5% 20 Sep 2042
GNMA II POOL MA0462
3.5% 20 Oct 2042
GNMA II POOL MA0624
3% 20 Dec 2042
GNMA II POOL MA0626
4% 20 Dec 2042
GNMA II POOL MA0698
3% 20 Jan 2043
GNMA II POOL MA0783
3.5% 20 Feb 2043
GNMA II POOL MA0851
3% 20 Mar 2043
GNMA II POOL MA0933
3% 20 Apr 2043
GNMA II POOL MA1997
4.5% 20 Jun 2044
GNMA II POOL MA2303
3.5% 20 Oct 2044
GNMA II POOL MA2304
4% 20 Oct 2044
GNMA II POOL MA2372
4% 20 Nov 2044
GNMA II POOL MA2445
3.5% 20 Dec 2044
GNMA II POOL MA2446
4% 20 Dec 2044
GNMA II POOL MA2678
3.5% 20 Mar 2045
GNMA II POOL MA2754
3.5% 20 Apr 2045
GNMA II POOL MA2891
3% 20 Jun 2045
GNMA II POOL MA2960
3% 20 Jul 2045
GNMA II POOL MA3033
3% 20 Aug 2045
GNMA II POOL MA3245
4% 20 Nov 2045
GNMA II POOL MA3311
4% 20 Dec 2045
GNMA II POOL MA3662
3% 20 May 2046
GNMA II POOL MA3737
4% 20 Jun 2046
GNMA II POOL MA3802
3% 20 Jul 2046
GNMA II POOL MA3803
3.5% 20 Jul 2046
GNMA II POOL MA3872
2.5% 20 Aug 2046
GNMA II POOL MA3936
3% 20 Sep 2046
GNMA II POOL MA3937
3.5% 20 Sep 2046
GNMA II POOL MA3939
4.5% 20 Sep 2046
GNMA II POOL MA4003
3% 20 Oct 2046
GNMA II POOL MA4005
4% 20 Oct 2046
GNMA II POOL MA4069
3.5% 20 Nov 2046
GNMA II POOL MA4070
4% 20 Nov 2046
GNMA II POOL MA4071
4.5% 20 Nov 2046
GNMA II POOL MA4125
2.5% 20 Dec 2046
GNMA II POOL MA4126
3% 20 Dec 2046
GNMA II POOL MA4127
3.5% 20 Dec 2046
GNMA II POOL MA4198
4.5% 20 Jan 2047
GNMA II POOL MA4263
4% 20 Feb 2047
GNMA II POOL MA4322
4% 20 Mar 2047
GNMA II POOL MA4383
4% 20 Apr 2047
GNMA II POOL MA4510
3.5% 20 Jun 2047
GNMA II POOL MA4586
3.5% 20 Jul 2047
GNMA II POOL MA4653
4% 20 Aug 2047
GNMA II POOL MA4654
4.5% 20 Aug 2047
GNMA II POOL MA4720
4% 20 Sep 2047
GNMA II POOL MA4899
3% 20 Dec 2047
GNMA II POOL MA4961
3% 20 Jan 2048
GNMA II POOL MA5397
3.5% 20 Aug 2048
GNMA II POOL MA5467
4.5% 20 Sep 2048
GNMA II POOL MA5530
5% 20 Oct 2048
GNMA II POOL MA5650
3.5% 20 Dec 2048
GNMA II POOL MA5930
3.5% 20 May 2049
GNMA II POOL MA6038
3% 20 Jul 2049
GNMA II POOL MA6153
3% 20 Sep 2049
GNMA II POOL MA6338
3% 20 Dec 2049
GNMA II POOL MA7254
2% 20 Mar 2051
GNMA II POOL MA7255
2.5% 20 Mar 2051
GNMA II POOL MA7367
2.5% 20 May 2051
GNMA II POOL MA7534
2.5% 20 Aug 2051
GNMA POOL 676515
5.5% 15 Feb 2038
GNMA POOL 676754
5.5% 15 Mar 2038
GNMA POOL 677222
5.5% 15 Aug 2038
GNMA POOL 723344
4% 15 Sep 2039
GNMA POOL 723430
4.5% 15 Nov 2039
GNMA POOL 737111
4.5% 15 Apr 2040
GNMA POOL 738882
4% 15 Oct 2041
GNMA POOL 745243
4% 15 Jul 2040
GNMA POOL 771561
4% 15 Aug 2041
GNMA POOL 782528
5% 15 Jan 2039
GNMA POOL AA5821
3% 15 Nov 2042
GNMA POOL AB3031
3% 15 Oct 2042
GNMA POOL AB9110
3% 15 Oct 2042
GNMA POOL AD2413
3.5% 15 May 2043
GNMA POOL AD2414
3.5% 15 May 2043
GNMA POOL AD8784
3% 15 Mar 2043
GNMA POOL AN6808
3.5% 15 Jul 2045
GOLDMAN SACHS GROUP INC
1% 01 May 2029
GOLDMAN SACHS GROUP INC
1% 27 Jan 2032
GOLDMAN SACHS GROUP INC
3.85% 26 Jan 2027
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
3.119% 10 May 2050
HALLIBURTON CO
3.8% 15 Nov 2025
HEALTHPEAK PROPERTIES
3% 15 Jan 2030
HOST HOTELS + RESORTS LP
2.9% 15 Dec 2031
HSBC HOLDINGS PLC
1% 13 Mar 2028
HSBC HOLDINGS PLC
1% 19 Jun 2029
HYDRO QUEBEC
8.05% 07 Jul 2024
IHS MARKIT LTD
4.125% 01 Aug 2023
INGERSOLL RAND GL HLD CO
4.25% 15 Jun 2023
INTUIT INC
1.35% 15 Jul 2027
ITALY GOV T INT BOND
2.375% 17 Oct 2024
JEFFERIES GRP LLC / CAP
2.625% 15 Oct 2031
JPMBB COMMERCIAL MORTGAGE SECU
3.362% 15 Jul 2045
JPMORGAN CHASE + CO
1% 08 Nov 2032
JPMORGAN CHASE + CO
1% 15 Oct 2030
JPMORGAN CHASE + CO
1% 22 Apr 2031
JPMORGAN CHASE + CO
1% 22 Apr 2032
JPMORGAN CHASE + CO
1% 23 Jan 2029
JPMORGAN CHASE + CO
3.3% 01 Apr 2026
JPMORGAN CHASE + CO
3.875% 10 Sep 2024
JPMORGAN CHASE + CO
3.9% 15 Jul 2025
JPN BANK FOR INT L COOP
3.25% 20 Jul 2023
KAISER FOUNDATION HOSPIT
3.15% 01 May 2027
KIMCO REALTY CORP
1.9% 01 Mar 2028
KINROSS GOLD CORP
4.5% 15 Jul 2027
LABORATORY CORP OF AMER
3.6% 01 Feb 2025
LINCOLN NATIONAL CORP
3.05% 15 Jan 2030
LYB INT FINANCE III
2.25% 01 Oct 2030
MAGELLAN MIDSTREAM PARTN
3.25% 01 Jun 2030
MARKEL CORP
3.35% 17 Sep 2029
MARRIOTT INTERNATIONAL
3.125% 15 Jun 2026
MARSH + MCLENNAN COS INC
3.5% 03 Jun 2024
MARTIN MARIETTA
2.4% 15 Jul 2031
MARTIN MARIETTA MATERIAL
2.5% 15 Mar 2030
MCDONALD S CORP
3.7% 30 Jan 2026
MITSUBISHI UFJ FIN GRP
1% 20 Jul 2027
MORGAN STANLEY
1% 04 May 2027
MORGAN STANLEY
1% 22 Jan 2031
MORGAN STANLEY
1% 23 Jan 2030
MORGAN STANLEY
1% 24 Jan 2029
MORGAN STANLEY
1% 28 Apr 2032
MORGAN STANLEY
3.875% 27 Jan 2026
MORGAN STANLEY BAML TRUST
3.451% 15 Jul 2050
MORGAN STANLEY BAML TRUST
3.719% 15 Jul 2050
MPLX LP
2.65% 15 Aug 2030
MPLX LP
4% 15 Mar 2028
MPLX LP
4.125% 01 Mar 2027
MPLX LP
4.25% 01 Dec 2027
MPLX LP
4.8% 15 Feb 2029
MYLAN INC
4.55% 15 Apr 2028
NATWEST GROUP PLC
1% 22 Mar 2025
NEWMONT CORP
2.6% 15 Jul 2032
NEWMONT CORP
2.8% 01 Oct 2029
NEXTERA ENERGY CAPITAL
2.75% 01 Nov 2029
NOMURA HOLDINGS INC
2.608% 14 Jul 2031
NOMURA HOLDINGS INC
2.648% 16 Jan 2025
O REILLY AUTOMOTIVE INC
1.75% 15 Mar 2031
OHIOHEALTH CORP
2.297% 15 Nov 2031
ONCOR ELECTRIC DELIVERY
2.95% 01 Apr 2025
ONEOK INC
3.1% 15 Mar 2030
ONEOK INC
4% 13 Jul 2027
OWENS CORNING
3.95% 15 Aug 2029
OWENS CORNING
4.2% 01 Dec 2024
PACIFIC GAS + ELECTRIC
1.75% 16 Jun 2022
PACIFIC GAS + ELECTRIC
4.55% 01 Jul 2030
PACIFICORP
2.7% 15 Sep 2030
PARAMOUNT GLOBAL
3.875% 01 Apr 2024
PEACEHEALTH OBLIGATED GR
1.375% 15 Nov 2025
PENTAIR FINANCE SARL
4.5% 01 Jul 2029
PEOPLES UNITED BANK
4% 15 Jul 2024
PHILIP MORRIS INTL INC
1.125% 01 May 2023
PHILLIPS 66
2.15% 15 Dec 2030
PHILLIPS 66 PARTNERS LP
3.75% 01 Mar 2028
PIONEER NATURAL RESOURCE
1.125% 15 Jan 2026
PIONEER NATURAL RESOURCE
1.9% 15 Aug 2030
PIONEER NATURAL RESOURCE
2.15% 15 Jan 2031
PLAINS ALL AMER PIPELINE
3.55% 15 Dec 2029
PLAINS ALL AMER PIPELINE
3.8% 15 Sep 2030
PRIVATE EXPORT FUNDING
1.4% 15 Jul 2028
PRIVATE EXPORT FUNDING
3.55% 15 Jan 2024
PROV ST JOSEPH HLTH OBL
2.532% 01 Oct 2029
PROVINCE OF QUEBEC
7.125% 09 Feb 2024
PUBLIC SERVICE ENTERPRIS
2.45% 15 Nov 2031
PUGET ENERGY INC
2.379% 15 Jun 2028
PUGET ENERGY INC
3.65% 15 May 2025
PUGET ENERGY INC
4.1% 15 Jun 2030
RAYTHEON TECH CORP
4.125% 16 Nov 2028
REALTY INCOME CORP
3% 15 Jan 2027
REALTY INCOME CORP
3.1% 15 Dec 2029
REPUBLIC OF INDONESIA
3.4% 18 Sep 2029
REPUBLIC OF INDONESIA
3.5% 11 Jan 2028
REPUBLIC OF PANAMA
7.125% 29 Jan 2026
REPUBLIC OF PERU
2.783% 23 Jan 2031
REPUBLIC OF PHILIPPINES
2.457% 05 May 2030
REPUBLICA ORIENT URUGUAY
4.375% 27 Oct 2027
ROGERS COMMUNICATIONS IN
3% 15 Mar 2023
SAN DIEGO G + E
3.6% 01 Sep 2023
SEMPRA ENERGY
3.4% 01 Feb 2028
SIMON PROPERTY GROUP LP
2.45% 13 Sep 2029
SIMON PROPERTY GROUP LP
3.5% 01 Sep 2025
SIMON PROPERTY GROUP LP
3.75% 01 Feb 2024
SOUTHERN CAL EDISON
3.5% 01 Oct 2023
SOUTHWEST AIRLINES CO
2.625% 10 Feb 2030
SOUTHWEST AIRLINES CO
4.75% 04 May 2023
SOUTHWEST AIRLINES CO
5.125% 15 Jun 2027
STANFORD UNIVERSITY
1.289% 01 Jun 2027
STATE OF ISRAEL
4% 30 Jun 2022
STEEL DYNAMICS INC
3.45% 15 Apr 2030
STRYKER CORP
3.375% 15 May 2024
STRYKER CORP
3.5% 15 Mar 2026
SUMITOMO MITSUI BANKING
3.95% 19 Jul 2023
SUTTER HEALTH
3.695% 15 Aug 2028
SUZANO AUSTRIA GMBH
6% 15 Jan 2029
SWAP JP MORGAN COC
SWAP CASH COLLATERAL USD
T MOBILE USA INC
2.05% 15 Feb 2028
T MOBILE USA INC
3.875% 15 Apr 2030
TAKEDA PHARMACEUTICAL
2.05% 31 Mar 2030
TAMPA ELECTRIC CO
2.4% 15 Mar 2031
TELEDYNE FLIR LLC
2.5% 01 Aug 2030
TELEDYNE TECHNOLOGIES IN
2.25% 01 Apr 2028
TENN VALLEY AUTHORITY
0.75% 15 May 2025
TENN VALLEY AUTHORITY
1.5% 15 Sep 2031
TENN VALLEY AUTHORITY
2.875% 01 Feb 2027
TEXTRON INC
2.45% 15 Mar 2031
THERMO FISHER SCIENTIFIC
2% 15 Oct 2031
TOTALENERGIES CAP INTL
2.7% 25 Jan 2023
TRANSCONT GAS PIPE LINE
3.25% 15 May 2030
TYSON FOODS INC
4% 01 Mar 2026
UBS BARCLAYS COMMERCIAL MORTGA
2.92% 10 Mar 2046
UNITED AIRLINES 2012 1 A
4.15% 11 Oct 2025
UNITED MEXICAN STATES
4% 02 Oct 2023
UNITED MEXICAN STATES
4.15% 28 Mar 2027
UNITED MEXICAN STATES
4.5% 22 Apr 2029
UNITEDHEALTH GROUP INC
3.75% 15 Jul 2025
UNIV OF CALIFORNIA CA REVENUES
3.063% 01 Jul 2025
UNUM GROUP
4% 15 Jun 2029
US BANK NA CINCINNATI
2.65% 23 May 2022
US BANK NA CINCINNATI
3.4% 24 Jul 2023
US DOLLAR
US TREASURY N/B
0.125% 15 Sep 2023
US TREASURY N/B
0.125% 31 Aug 2023
US TREASURY N/B
0.25% 30 Sep 2025
US TREASURY N/B
0.375% 31 Jan 2026
US TREASURY N/B
0.375% 31 Oct 2023
US TREASURY N/B
0.5% 15 Mar 2023
US TREASURY N/B
0.75% 30 Apr 2026
US TREASURY N/B
0.75% 31 Mar 2026
US TREASURY N/B
0.875% 30 Jun 2026
US TREASURY N/B
1% 15 Dec 2024
US TREASURY N/B
1.25% 15 Aug 2031
US TREASURY N/B
1.25% 30 Nov 2026
US TREASURY N/B
1.375% 15 Nov 2031
US TREASURY N/B
1.375% 31 Dec 2028
US TREASURY N/B
1.5% 30 Nov 2028
US TREASURY N/B
1.625% 30 Apr 2023
US TREASURY N/B
2% 15 Aug 2025
US TREASURY N/B
2.125% 15 May 2025
US TREASURY N/B
2.25% 15 Nov 2025
US TREASURY N/B
2.625% 15 Feb 2029
US TREASURY N/B
3.125% 15 Nov 2028
US TREASURY N/B
6.25% 15 Aug 2023
VALE OVERSEAS LIMITED
6.25% 10 Aug 2026
VALERO ENERGY CORP
4% 01 Apr 2029
VENTAS REALTY LP
3.85% 01 Apr 2027
VERISK ANALYTICS INC
4.125% 12 Sep 2022
VERIZON COMMUNICATIONS
2.55% 21 Mar 2031
VERIZON COMMUNICATIONS
4.016% 03 Dec 2029
VERIZON COMMUNICATIONS
4.329% 21 Sep 2028
VIATRIS INC
2.7% 22 Jun 2030
VULCAN MATERIALS CO
3.5% 01 Jun 2030
WALT DISNEY COMPANY/THE
3% 15 Sep 2022
WASTE MANAGEMENT INC
2.9% 15 Sep 2022
WELLS FARGO + COMPANY
1% 11 Feb 2031
WELLS FARGO + COMPANY
3% 23 Oct 2026
WELLS FARGO COMMERCIAL MORTGAG
2.194% 15 Jun 2053
WELLS FARGO COMMERCIAL MORTGAG
2.674% 15 Jul 2048
WELLS FARGO COMMERCIAL MORTGAG
2.925% 15 Apr 2050
WELLTOWER INC
2.7% 15 Feb 2027
WESTINGHOUSE AIR BRAKE
3.45% 15 Nov 2026
WEYERHAEUSER CO
4% 15 Apr 2030
WILLIAMS COMPANIES INC
2.6% 15 Mar 2031
WILLIAMS COMPANIES INC
3.75% 15 Jun 2027
WILLIAMS COMPANIES INC
4.3% 04 Mar 2024
XCEL ENERGY INC
0.5% 15 Oct 2023
XCEL ENERGY INC
1.75% 15 Mar 2027
XCEL ENERGY INC
4% 15 Jun 2028
YALE UNIVERSITY
1.482% 15 Apr 2030
Sub-Total: Fund 5739 6 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
Sub-Total: Fund 5740 7 of 15
Total
(b) Identity of issue, borrower,
(c) Description of investment including maturity date,
(e) Fair
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
ADVANCE AUTO PARTS
1.75% 01 Oct 2027
AERCAP IRELAND CAP/GLOBA
3% 29 Oct 2028
AFN ABSPROP001 LLC
2.21% 20 May 2051
AIRCASTLE LTD
2.85% 26 Jan 2028
AMERICAN CAMPUS CMNTYS
3.3% 15 Jul 2026
AMSR TRUST
1.355% 17 Nov 2037
ANGLO AMERICAN CAPITAL
5.625% 01 Apr 2030
ANHEUSER BUSCH INBEV WOR
4.75% 23 Jan 2029
ANTARES HOLDINGS
2.75% 15 Jan 2027
ANTARES HOLDINGS
3.95% 15 Jul 2026
ASHTEAD CAPITAL INC
2.45% 12 Aug 2031
AT+T INC
1.65% 01 Feb 2028
AT+T INC
4.35% 01 Mar 2029
AVENTURA MALL TRUST
1% 05 Jul 2040
AVIATION CAPITAL GROUP
1.95% 20 Sep 2026
AVIATION CAPITAL GROUP
1.95% 30 Jan 2026
BANCO DEL ESTADO CHILE
2.704% 09 Jan 2025
BANCO SANTANDER SA
1% 14 Sep 2027
BANK OF AMERICA CORP
1% 14 Jun 2029
BANK OF AMERICA CORP
1% 20 Oct 2032
BAXTER INTERNATIONAL INC
2.272% 01 Dec 2028
BAYER US FINANCE II LLC
4.375% 15 Dec 2028
BERKSHIRE HATHAWAY ENERG
1.65% 15 May 2031
BFLD TRUST
1% 15 Jun 2038
BLACKSTONE HOLDINGS FINA
1.625% 05 Aug 2028
BLACKSTONE SECURED LEND
2.125% 15 Feb 2027
BLACKSTONE SECURED LEND
2.75% 16 Sep 2026
BNP PARIBAS
1% 12 Aug 2035
BOC AVIATION USA CORP
1.625% 29 Apr 2024
BOEING CO
1.167% 04 Feb 2023
BOEING CO
3.1% 01 May 2026
BOEING CO
3.25% 01 Feb 2028
BOEING CO
5.15% 01 May 2030
BPCE SA
1% 19 Oct 2032
BRIGHTHSE FIN GLBL FUND
1% 12 Apr 2024
BRIGHTHSE FIN GLBL FUND
1.55% 24 May 2026
BRIXMOR OPERATING PART
2.5% 16 Aug 2031
CADILLAC FAIRVIEW PRP TR
2.5% 15 Oct 2031
CAPITAL AUTOMOTIVE LP
2.01% 15 Dec 2050
CAPITAL AUTOMOTIVE REIT
2.69% 15 Feb 2050
CENTERPOINT ENERGY RES
0.7% 02 Mar 2023
CHARTER COMM OPT LLC/CAP
2.25% 15 Jan 2029
CIGNA CORP
2.375% 15 Mar 2031
CITIGROUP COMMERCIAL MORTGAGE
2.456% 10 Nov 2042
CITIGROUP COMMERCIAL MORTGAGE
2.505% 15 Nov 2049
CITIGROUP INC
1% 01 May 2025
CITIGROUP INC
3.2% 21 Oct 2026
CK HUTCHISON INTNTL 21
1.5% 15 Apr 2026
CMFT NET LEASE MASTER ISSUER L
2.09% 20 Jul 2051
COLLEGE AVE STUDENT LOANS
1.76% 25 Jun 2052
COLLEGE AVE STUDENT LOANS
2.32% 26 Jul 2055
COMCAST CORP
3.3% 01 Apr 2027
COMM MORTGAGE TRUST
1% 12 Apr 2035
CREDIT SUISSE MORTGAGE TRUST
3.04% 15 Feb 2035
CREDIT SUISSE MORTGAGE TRUST
3.159% 15 Dec 2041
CREDIT SUISSE MORTGAGE TRUST
3.303% 15 Sep 2037
CREDIT SUISSE NEW YORK
1.25% 07 Aug 2026
CVS HEALTH CORP
1.875% 28 Feb 2031
DAIMLER TRUCKS FINAN NA
2% 14 Dec 2026
DEUTSCHE BANK COMMERCIAL MORTG
2.833% 10 Aug 2036
DIAGEO CAPITAL PLC
2.125% 29 Apr 2032
DISCOVER BANK
2.45% 12 Sep 2024
DISCOVERY COMMUNICATIONS
3.625% 15 May 2030
DTE ENERGY CO
1.05% 01 Jun 2025
EDVESTINU PRIVATE EDUCATION LO
1.8% 25 Nov 2045
ELFI GRADUATE LOAN PROGRAM 202
1.53% 26 Dec 2046
EMERSON ELECTRIC CO
1.8% 15 Oct 2027
EMERSON ELECTRIC CO
2% 21 Dec 2028
FANNIE MAE
3.5% 25 Mar 2036
FANNIE MAE
4% 25 Mar 2042
FANNIE MAE
4.5% 25 May 2043
FANNIEMAE ACES
1% 25 Aug 2030
FED HM LN PC POOL QB3228
3% 01 Sep 2050
FEDERAL FARM CREDIT BANK
1.9% 03 May 2030
FEDERAL FARM CREDIT BANK
2% 14 Apr 2033
FEDERAL FARM CREDIT BANK
2.13% 19 Apr 2034
FEDERAL HOME LOAN BANK
1.6% 17 Dec 2026
FEDERAL HOME LOAN BANK
1.7% 15 Sep 2031
FEDERAL HOME LOAN BANK
1.75% 20 Jun 2031
FEDERAL HOME LOAN BANK
3.125% 13 Jun 2025
FIRSTENERGY TRANSMISSION
4.35% 15 Jan 2025
FLEX LTD
3.75% 01 Feb 2026
FNMA POOL 995692
1% 01 May 2024
FNMA POOL 995865
1% 01 Jul 2024
FNMA POOL AE0443
1% 01 Oct 2039
FNMA POOL AE0982
1% 01 Mar 2026
FNMA POOL AT2717
2.5% 01 May 2043
FNMA POOL BD7160
4% 01 Apr 2047
FNMA POOL BF0400
4% 01 Aug 2059
FNMA POOL BM4963
3% 01 May 2048
FNMA POOL BM5166
1% 01 Nov 2046
FNMA POOL BM5587
1% 01 Jun 2046
FNMA POOL BO1846
3.5% 01 Aug 2049
FNMA POOL BQ9213
2% 01 Jan 2051
FNMA POOL BR1936
2% 01 Feb 2051
FNMA POOL BR7217
2% 01 Apr 2051
FNMA POOL BT5523
3% 01 Jul 2051
FNMA POOL CA5354
3.5% 01 Mar 2050
FNMA POOL CA7057
3.5% 01 Sep 2050
FNMA POOL CA9299
3% 01 Feb 2051
FNMA POOL CB0007
3% 01 Apr 2051
FNMA POOL FM4319
1% 01 Sep 2050
FNMA POOL FM4582
1% 01 Oct 2050
FNMA POOL FM6541
1% 01 Mar 2051
FNMA POOL FM7532
1% 01 Apr 2051
FNMA POOL FM9852
1% 01 Dec 2051
FNMA TBA 30 YR 2
2% 25 Jul 2051
FNMA TBA 30 YR 2.5
2.5% 25 Jul 2051
FNMA TBA 30 YR 3
3% 13 Jan 2052
FORD MOTOR CREDIT CO LLC
3.087% 09 Jan 2023
FORD MOTOR CREDIT CO LLC
3.664% 08 Sep 2024
FREDDIE MAC
2% 25 Jun 2046
FREDDIE MAC
2.5% 15 Aug 2046
FREDDIE MAC
3.5% 15 May 2043
FREDDIE MAC SCRT
4.5% 25 Jun 2057
FRESENIUS MED CARE III
1.875% 01 Dec 2026
FRESENIUS MED CARE III
2.375% 16 Feb 2031
GENERAL MOTORS FINL CO
1.05% 08 Mar 2024
GENERAL MOTORS FINL CO
1.5% 10 Jun 2026
GLOBAL PAYMENTS INC
2.15% 15 Jan 2027
GNMA II TBA 30 YR 2
2% 21 Jan 2052
GNMA II TBA 30 YR 2.5
2.5% 21 Jan 2052
GNMA II TBA 30 YR 3
3% 20 Jul 2049
GNMA POOL 487698
4.5% 15 Mar 2039
GNMA POOL 487825
4.5% 15 Apr 2039
GNMA POOL 615516
4.5% 15 Sep 2033
GNMA POOL 719256
4.5% 15 Jul 2040
GNMA POOL 738538
4% 15 Jul 2041
GNMA POOL 748483
4.5% 15 Aug 2040
GNMA POOL 758027
4.5% 15 Feb 2041
GOLDMAN SACHS GROUP INC
1% 21 Oct 2027
GOVERNMENT NATIONAL MORTGAGE A
3% 20 Dec 2044
GOVERNMENT STIF 7 BPS
ERISA GOVERNMENT STIF 7
GS MORTGAGE SECURITIES TRUST
2.905% 10 Nov 2049
HIGHWOODS REALTY LP
3.875% 01 Mar 2027
HOME DEPOT INC
2.5% 15 Apr 2027
HOUSTON GALLERIA MALL TRUST
3.086% 05 Mar 2037
HSBC HOLDINGS PLC
1% 22 Nov 2027
INTL FLAVOR + FRAGRANCES
1.832% 15 Oct 2027
JPMORGAN CHASE + CO
1% 22 Apr 2027
LSEGA FINANCING PLC
2% 06 Apr 2028
LYB INT FINANCE III
1.25% 01 Oct 2025
MARTIN MARIETTA MATERIAL
3.45% 01 Jun 2027
MDC HOLDINGS INC
2.5% 15 Jan 2031
MERCK + CO INC
2.15% 10 Dec 2031
MIZUHO FINANCIAL GROUP
1% 25 May 2024
MORGAN STANLEY
1% 16 Sep 2036
MORGAN STANLEY
1% 20 Oct 2032
MORGAN STANLEY
3.625% 20 Jan 2027
MORGAN STANLEY
4.35% 08 Sep 2026
MVW OWNER TRUST
2.25% 20 Dec 2033
NEWMARKET CORP
4.1% 15
11-K
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25 Jun 21
Annual report of employee stock purchases
4:25pm
11-K
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12 Jun 20
Annual report of employee stock purchases
4:31pm
11-K
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14 Jun 19
Annual report of employee stock purchases
4:24pm
11-K
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15 Jun 18
Annual report of employee stock purchases
4:18pm
11-K
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16 Jun 17
Annual report of employee stock purchases
12:00am
11-K
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15 Jun 16
Annual report of employee stock purchases
12:00am
11-K
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24 Jun 15
Annual report of employee stock purchases
12:00am
11-K
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24 Jun 14
Annual report of employee stock purchases
12:00am