Amendment to Annual Report of Employee Stock Purchase/Savings Plan Form 11 K/A

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

Amendment No.1

FORM 11-K/A

ANNUAL REPORT

(Mark One)

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

For the fiscal year ended December 31, 2023

OR

¨		TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission file number 1-5805

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

JPMORGAN CHASE 401(k)

SAVINGS PLAN

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

JPMORGAN CHASE & CO.

383 Madison Avenue

New York, New York 10179

EXPLANATORY NOTE

This Amendment No. 1 on Form 11-K/A amends the Annual Report on Form 11-K of the JPMorgan Chase 401(k) Savings Plan (the "Plan"), filed on June 27, 2024 (the "Original Form 11-K"). The Original Form 11-K reported delinquent participant contributions for 2023 related to off-cycle pay periods. The purpose of this Amendment is to disclose that additional delinquent participant contributions related to off-cycle pay periods were identified for 2021 and 2022. The Report of the Registered Public Accounting Firm on page 3 of the Original Form 11-K has been dual dated to expand the scope of the audit to cover the additional delinquent contributions. Footnote 12, Off-cycle Payroll Contributions, on page 17 of the Original Form 11-K has been amended to reference 2021 and 2022 and to disclose that the operational process was updated to address this issue effective July 1, 2024. The supplemental Schedule of Delinquent Participant Contributions on page 95 of the Original Form 11-K has been updated to include the additional delinquent participant contributions identified for 2021 and 2022. No other changes have been made to the Original Form 11-K.

Table of Contents

	Page
Report of Independent Registered Public Accounting Firm	3
Financial Statements:
Statements of Net Assets Available for Benefits	4
Statements of Changes in Net Assets Available for Benefits	5
Notes to Financial Statements	6
Supplemental Schedules:
Schedule of Assets (Held at End of Year)	18
Schedule of Assets (Acquired and Disposed of within Year)	81
Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible	94
Schedule of Delinquent Participant Contributions	95
Signature of Principal Accounting Officer	98
Index to Exhibit:	99
Exhibit 23: Consent of Independent Registered Public Accounting Firm	100

2

Report of Independent Registered Public Accounting Firm

To the Plan Administrator and Plan Participants of

JPMorgan Chase 401(k) Savings Plan

New York, New York

Opinion on the Financial Statements

We have audited the accompanying Statements of Net Assets Available for Benefits of JPMorgan Chase 401(k) Savings Plan (the "Plan") as of December 31, 2023 and 2022 and the related Statements of Changes in Net Assets Available for Benefits for the years then ended, and the related notes and schedules (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2023 and 2022, and the changes in net assets available for benefits for the years then ended, 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 in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audits 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 (1) Schedule of Assets (Held at End of Year) as of December 31, 2023, (2) Schedule of Assets (Both Acquired and Disposed of within Plan Year) for the year ended December 31, 2023, (3) Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible as of December 31, 2023 and (4) Schedule of Delinquent Contributions for the years ended December 31, 2023, 2022, and 2021, have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental information is the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor's (DOL) Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.

Meaden & Moore, Ltd.

We have served as the Plan's auditor since 2006.

Cleveland, Ohio

June 27, 2024

except for Note 12, as to which the date is October 10, 2024

December 31,	2023	2022
Assets:
Investments at fair value	$	40,133,351,968	$	32,522,308,003
Investments at contract value	2,425,277,812	2,559,827,516
Total investments	42,558,629,780	35,082,135,519
Receivables:
Employers' contributions	1,107,443,179	961,639,661
Notes receivable from participants	581,834,377	530,163,208
Receivable for investments sold	207,567,216	125,042,234
Participants' contributions	50,128,510	42,441,602
Accrued interest and dividends	30,411,010	24,592,259
Other	15,850,351	19,897,859
Total receivables	1,993,234,643	1,703,776,823
Cash and currency	372,599	1,317,492
Total assets	44,552,237,022	36,787,229,834
Liabilities:
Derivative payables at fair value	1,828,784	9,180,858
Mortgage-backed securities sold short at fair value	2,291,625	1,632,438
Total liabilities at fair value	4,120,409	10,813,296
Payable for investments purchased	505,094,953	341,291,670
Cash overdraft	1,187,397	599,308
Accrued administrative expenses	1,943,994	2,304,911
Other	12,423,680	2,906,548
Total liabilities	524,770,433	357,915,733
Net assets available for benefits	$	44,027,466,589	$	36,429,314,101

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

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Years Ended December 31,	2023	2022
Additions:
Contributions:
Participants	$	1,538,514,237	$	1,359,523,416
Employers	1,118,299,504	973,939,966
Rollovers	471,622,853	234,070,685
Total contributions	3,128,436,594	2,567,534,067
Investment income:
Dividend income:
JPMorgan Chase & Co. common stock	161,011,358	162,160,792
Other	133,630,684	109,559,288
Interest income	141,264,530	80,445,800
Net appreciation/(depreciation) in fair value of investments	6,732,080,073	(6,677,018,204)
Net increase/(decrease) in investment income	7,167,986,645	(6,324,852,324)
Interest income on notes receivable from participants	31,768,523	18,676,892
Total additions, net	10,328,191,762	(3,738,641,365)
Deductions:
Benefits paid to participants	2,711,361,429	2,293,246,378
Administrative expenses	18,677,845	18,307,067
Total deductions	2,730,039,274	2,311,553,445
Net change during the year	7,598,152,488	(6,050,194,810)
Net assets available for benefits, beginning of year	36,429,314,101	42,479,508,911
Net assets available for benefits, end of year	$	44,027,466,589	$	36,429,314,101

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

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1. Description of the Plan

The JPMorgan Chase 401(k) Savings Plan ("Plan") is a defined contribution plan sponsored by JPMorgan Chase Bank, National Association ("JPMorgan Chase Bank, N.A."), a wholly-owned bank subsidiary of JPMorgan Chase & Co. ("JPMorgan Chase"), which is a leading global financial services firm and one of the largest banking institutions in the United States of America ("U.S."), with operations worldwide. JPMorgan Chase Bank, N.A. is a national banking association that has retail branches in 48 states and Washington, D.C. and operates nationally as well as through non-U.S. bank branches and subsidiaries, and representative offices.

The following is a general description of the Plan. Refer to the Plan's Summary Plan Description and governing legal Plan document for a more complete description of the Plan.

General

The Plan enables eligible employees of JPMorgan Chase and certain of its affiliated companies (i.e., "Participants") to save and invest for their retirement in individual accounts. All amounts contributed to a Participant's account under the Plan are held in a trust fund administered by JPMorgan Chase Bank, N.A., as Trustee.

The Plan is administered by the plan administrator who is appointed by the Board of Directors of JPMorgan Chase or JPMorgan Chase Bank, N.A. The Plan is subject to and is intended to comply with the provisions of the Employee Retirement Income Security Act of 1974, as amended ("ERISA") and the Internal Revenue Code of 1986, as amended ("Code"). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the Participant's individual investment decisions.

Eligibility

Full-time employees are eligible to enroll in the Plan as of their first day of employment. Part-time employees who are regularly scheduled to work 20 hours or more per week are eligible to participate after completing 60 days of service. Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 3% before-tax contribution rate on ongoing compensation (base salary/regular pay and any non-annual cash incentive compensation) unless they otherwise enroll themselves or opt out of the Plan within their first 31 days of eligibility. Further, unless the employees elect a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased annually by 1% until they reach a before-tax contribution rate of 10%. Unless another investment election is chosen, Participant contributions are invested in one of the Plan's qualified default investment alternative funds, the Target Date Funds.

Contributions

Participant contributions

The Plan allows Participants to defer on a pre-tax and/or Roth 401(k) basis through payroll deductions up to 50% (in 1% increments) of their eligible compensation subject to certain legal limitations ("Contributions"). Eligible compensation generally means base salary/regular pay and variable incentive compensation. Eligible compensation excludes overtime, sign-on bonuses and similar awards, referral awards, stipends, non-cash awards (such as equity awards), and allowances. The maximum annual eligible compensation under the Plan may not exceed the applicable statutory limit.

In addition, Participants who are age 50 or older are permitted to make additional Contributions known as "catch-up" contributions.

Matching contributions

Generally, except as discussed below, each contributing employer ("Contributing Employer") makes an annual matching contribution ("Matching Contribution") on behalf of each Participant who has completed one year of service in an amount equal to 100% of the Participant's Contributions up to 5% of eligible compensation - provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met. Participants whose total annual cash compensation is $250,000 or more are not eligible to receive Matching Contributions. The determination of total annual cash compensation is made each August 1 and applies for the next succeeding calendar year.

Matching Contributions are invested in the same manner as a Participant's Contributions.

Non-matching contributions

Each Contributing Employer provides an annual profit-sharing contribution to the Plan (known as "automatic pay credits") on behalf of each Participant who has completed one year of service-provided that the Participant is employed by JPMorgan Chase at the end of the calendar year, unless certain specified conditions are met- based upon a percentage of eligible compensation capped at $100,000 annually.

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Non-matching Contributions are invested in the same manner as a Participant's Contributions or, in a Target Date Fund in the absence of such an election.

Discretionary contributions

In December 2023 and 2022, JPMorgan Chase Bank, N.A., on behalf of each Contributing Employer, announced the granting of discretionary contributions to certain non-highly compensated employees. The contributions were allocated to the accounts of the eligible employees in January 2024 and 2023, respectively. The awards were immediately 100% vested and were invested in the same manner as the Participant's Contributions or, in a Target Date Fund in the absence of such an election.

Rollover contributions

The Plan accepts qualifying rollover contributions made by Participants in cash from qualified retirement plans of other employers; individual retirement accounts ("IRA"); governmental 457 plans; and 403(b) plans.

Dividend election

The JPMorgan Chase Common Stock Fund has been designated as a non-leveraged employee stock ownership plan. As such, Participants may elect to have any dividends attributable to their vested balance paid to them on a quarterly basis rather than reinvested; the dividend payments are not subject to an early distribution tax penalty. If a Participant makes no election, the dividend income will automatically be reinvested in the Participant's account in the JPMorgan Chase Common Stock Fund.

Vesting

A Participant's Contributions are 100% vested, including any associated investment performance (or "earnings"). Participants become 100% vested in the value of the Matching Contributions and automatic pay credits, including any associated investment performance, after they have completed three years of service. Employer discretionary contributions, if any, vest according to the schedule communicated at the time they were announced.

Forfeited amounts

In accordance with the Plan's governing document, amounts that are forfeited, including unvested employer contributions, can be used to offset the cost of a Contributing Employer's future contributions and/or Plan expenses that would otherwise be paid directly by the Contributing Employer. For the years ended December 31, 2023 and 2022, $14,976,321and $12,952,282, respectively, of forfeited amounts were used to offset the cost of Contributing Employer contributions and/or Plan expenses that would have otherwise been paid directly by a Contributing Employer.

Distributions

Withdrawal of contributions

The Plan allows a Participant to withdraw all or any portion of his or her vested account balance attributable to after-tax contributions or contributions rolled over from another qualified plan or IRA, if any. Certain individuals who participated in prior plans may also withdraw other types of non-forfeitable employer contributions, subject to certain restrictions.

Participants who have withdrawn all amounts permissible under the preceding paragraph may request to withdraw up to the remaining amount of their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions). Participants who do not have the amounts described in the preceding paragraph may request to withdraw their vested account balance only upon attaining age 59 ½ or for reasons of financial hardship (limited to amounts that are eligible to be withdrawn for financial hardship per Plan provisions).

The Plan allows for in-plan Roth conversions whereby certain Plan Participants who are eligible to take an in-service withdrawal or distribution can convert certain non-Roth account balances in the Plan to Roth accounts.

Payment of vested benefits

A Participant who terminates employment may elect to receive the value of his or her vested benefit under the Plan. In the event of the death of a married Participant, fully vested benefits will be distributed to the Participant's spouse or to another beneficiary if the spouse previously consented. An unmarried Participant may designate anyone as his or her beneficiary. If there is no spouse or living beneficiary on the date of the Participant's death, the value of the vested benefit is distributed to the Participant's estate.

A terminated Participant whose vested account balance under the Plan (including loans) is $1,000 or more may elect to: (1) receive a lump sum payment; (2) obtain a rollover payment to an IRA (traditional or Roth) or another employer's qualified plan; (3) receive monthly, quarterly or annual installments over a period not exceeding their life expectancy, or (4) defer receipt of the distribution until April 1 of the year after he or she attains the age of72 (or age 73 or 75, depending on the Participant's date of birth). A Participant will be deemed to have elected to defer receipt of his or her account balance to April

7

1 of the year following the year in which he or she attains age 72 (or age 73 or 75, depending on the Participant's date of birth) unless otherwise elected by the month following the date of his or her 65th birthday.

If a terminated Participant's vested account balance does not exceed $1,000, the account balance, less any required income tax withholding, will be paid to the Participant in a single lump sum. However, the Participant may elect to directly roll over the distribution to an IRA (traditional or Roth) or another employer's qualified plan without any required income tax withholding.

Notes receivable from participants

The Plan permits Participants to borrow a portion of their vested account balance without paying income taxes or incurring income tax penalties. The minimum loan amount is $1,000. The maximum aggregate amount of all loans to any Participant under the Plan is the lesser of $50,000 (reduced by the highest loan balance outstanding during the 12-month period preceding the date of the new loan) or 50% of the vested value of their account balance. The interest rate on a loan is based on the prime rate in effect on the first business day of the month, and it is fixed for the duration of the loan. Generally, loans must be paid off within five years. If, however, the loan is for the purchase of a principal residence, the repayment period may be up to 15 years. The Plan generally limits Participants to two outstanding loans at any time. Loan principal and interest are paid through payroll deductions. Notes receivable from participants in the Statement of Net Assets Available for Benefits are measured at the principal plus accrued interest amount outstanding.

Administrative expenses

To the extent not paid in full or in part by the Contributing Employers, the trustee uses Plan assets to pay the expenses of the Plan, such as taxes (if any) incurred on the income or assets of the trust, brokerage commissions and other expenses associated with the purchase and sale of investments, investment management fees and other expenses directly attributable to the administration of the Plan.

2. Summary of significant accounting policies

Basis of presentation

The accounting and financial reporting policies of the Plan conform to accounting principles generally accepted in the United States of America ("U.S. GAAP").

Use of estimates in the preparation of financial statements

The preparation of financial statements requires Plan management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes in net assets available for benefits, and the disclosure of contingent assets and liabilities. Actual results could be different from these estimates.

Investment valuation

Investments are recorded at fair value, except for synthetic guaranteed investment contracts ("synthetic GICs"), which are recorded at contract value. Investments measured at fair value include certain investments that use the net asset value per share ("NAV") or its equivalent as a practical expedient. For information related to the Plan's valuation methodologies for its investments recorded at fair value, refer to Note 3.

Synthetic GICs

A synthetic GIC is an investment contract associated with the Stable Value Fund in which the Plan owns the underlying investment assets and purchases wrapper contracts from insurance companies or other financial institutions which provide market value and cash flow risk protection to the Plan. The Plan accounts for its synthetic GICs at contract value as that is the amount Participants would receive if they were to withdraw or transfer all or a portion of their investments in the Stable Value Fund. For a discussion of synthetic GIC investment contracts, refer to Note 5.

Participant withdrawals

Participant withdrawals are recorded when paid.

Differences between financial statements and Form 5500

The Plan does not reflect as liabilities amounts allocated to the accounts of Participants who have elected to withdraw from the Plan but have not yet been paid. The U.S. Department of Labor, however, requires that these amounts be reported as a liability on Internal Revenue Service ("IRS") Form 5500. As a result, amounts allocated to withdrawals by Participants that have been processed and approved for payment prior to December 31, but are not yet paid as of that date are recorded on IRS Form 5500 as benefits paid.

8

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

December 31,	2023	2022
Net assets available for benefits per the financial statements	$	44,027,466,589	$	36,429,314,101
Less: Amounts allocated to withdrawing Participants	(7,442,767)	(4,051,713)
Net assets available for benefits per Form 5500	$	44,020,023,822	$	36,425,262,388

The following is a reconciliation of benefits paid to Participants as disclosed per the financial statements to Form 5500.

Year ended December 31,	2023	2022
Benefits paid to Participants per the financial statements	$	2,711,361,429	$	2,293,246,378
Add: Amounts allocated to withdrawing Participants at end of year	7,442,767	4,051,713
Less: Amounts allocated to withdrawing Participants at beginning of year	(4,051,713)	(3,946,770)
Benefits paid to Participants per Form 5500	$	2,714,752,483	$	2,293,351,321

Foreign currency translation

The Plan revalues assets, liabilities, additions and deductions denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.

3. Fair value measurements

Determination of fair value

The following is a description of the Plan's valuation methodologies for assets and liabilities measured at fair value. The Plan has an established and well-structured process for determining fair values. Fair value is defined 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. Fair value is based on quoted market prices or inputs, where available. If prices or quotes are not available, fair value is based on valuation models and other valuation techniques that consider relevant transaction characteristics (such as maturity) and use as inputs, observable or unobservable market parameters, including but not limited to yield curves, interest rates, volatilities, equity or debt prices, foreign exchange rates and credit curves. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value. These adjustments may include amounts to reflect constraints on liquidity and unobservable parameters when the Plan is unable to observe a recent market price for a financial instrument that trades in an inactive (or less active) market. No adjustments to quoted prices are applied for instruments classified within level 1 of the fair value hierarchy (refer to the discussion below for further information on the fair value hierarchy).

The Plan uses various methodologies and assumptions in the determination of fair value. The use of different methodologies or assumptions by other market participants compared with those used by the Plan could result in a different estimate of fair value at the reporting date.

During 2023 no changes were made to the Plan's valuation models that had, or are expected to have, a material impact on the Plan's financial statements.

Fair value hierarchy

A three-level fair value hierarchy has been established under U.S. GAAP for disclosure of fair value measurements. The fair value hierarchy is based on the observability of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:

•Level 1 - inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.

•Level 2 - inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.

•Level 3 - one or more inputs to the valuation methodology are unobservable and significant to the fair value measurement.

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A financial instrument's categorization within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.

The following table describes the valuation methodologies generally used by the Plan to measure its instruments at fair value, including the general classification of such instruments pursuant to the fair value hierarchy.

Instrument	Valuation methodology	Classifications in the fair value hierarchy
JPMorgan Chase & Co. common stock	Closing price reported on the New York Stock Exchange	Level 1
Other equity, corporate debt, asset-backed, U.S. federal, state, local and non-U.S. government and mortgage-backed securities and repurchase agreements.	Quoted market prices	Level 1
In the absence of quoted market prices, securities are valued based on:	Level 2
•Observable market prices for similar securities
•Relevant broker quotes
•Independent pricing services
•Discounted cash flows
In addition, the following inputs to discounted cash flows are used for the following products:
Mortgage- and asset-backed securities specific inputs:
•Collateral characteristics
•Deal-specific payment and loss allocations
•Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity
Collateralized loan obligations ("CLOs") specific inputs:
•Collateral characteristics
•Deal-specific payment and loss allocations
•Expected prepayment speed, conditional default rates, loss severity
•Credit spreads
•Credit rating data
Fund investments (e.g., mutual, money market and other) and registered investment companies	Net asset value
•NAV is supported by the ability to redeem and purchase at NAV level.	Level 1
•Adjustments to the NAV as required for restrictions on redemption or where observable activity is limited.	Level 2(a)
Derivatives	Non-exchange traded derivatives that are valued using independent pricing services.	Level 2
Refer to Note 6 for further information on derivative instruments.

(a) Excludes certain investments that are measured at fair value using the net asset value per share (or its equivalents) as a practical expedient.

Investments measured at net asset value

The Plan also uses as a practical expedient the NAV per share (or its equivalent) to measure the fair value of multiple investments that (a) do not have a readily determinable fair value and (b) either have the attributes of an investment company or prepare their financial statements consistent with the measurement principles of an investment company. These investments are not required to be classified in the fair value hierarchy and consist predominantly of investments in certain collective investment funds and registered investment companies.

The investment strategies for collective investment funds and registered investment companies vary, and they may invest directly and indirectly in a broad range of equity, debt and derivative investments with the objective of mirroring or exceeding the total return of certain market indices (e.g., Standard & Poor's ("S&P") 500 Index, Russell 1000 Index, Bloomberg U.S. Aggregate Bond Index). Strategies may vary based on global macroeconomic views, expected directional movements in the financial markets, market capitalization (e.g., large, medium or small cap stocks), and other strategies. Certain of these

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investments could be subject to restrictions on redemption in the future as indicated above; and they may be sold based on the level of capital markets activity, market levels, the performance of the broader economy and investment-specific issues.

The Plan has no commitments to make additional investments in financial instruments that are valued at NAV.

The following tables present the financial instruments carried at fair value as of December 31, 2023 and 2022, by major product category and fair value hierarchy.

Assets and liabilities measured at fair value on a recurring basis

Fair value hierarchy
December 31, 2023	Level 1	Level 2	Total fair value
Equity securities:
JPMorgan Chase & Co.	$	6,467,518,896	$	-	$	6,467,518,896
Other equity securities	4,012,231,276	-	4,012,231,276
Total equity securities	10,479,750,172	-	10,479,750,172
Corporate debt and asset-backed securities	-	2,062,386,913	2,062,386,913
U.S. federal, state, local and non-U.S. government securities	654,441,580	27,126,052	681,567,632
Mortgage-backed securities	191,234,848	85,579,319	276,814,167
Money market funds and other(a)	294,668,407	35,370,127	330,038,534
Derivative receivables	-	790,456	790,456
Total assets measured at fair value	$	11,620,095,007	$	2,211,252,867	$	13,831,347,874
Investments measured at NAV(b)	26,302,004,094
Total investments at fair value	$	40,133,351,968
Mortgage-backed securities sold short	$	2,291,625	$	2,291,625
Derivative payables	-	1,828,784	1,828,784
Total liabilities measured at fair value	$	2,291,625	$	1,828,784	$	4,120,409

Fair value hierarchy
December 31, 2022	Level 1	Level 2	Total fair value
Equity securities:
JPMorgan Chase & Co.	$	5,348,755,914	$	-	$	5,348,755,914
Other equity securities	3,292,031,908	-	3,292,031,908
Total equity securities	8,640,787,822	-	8,640,787,822
Corporate debt and asset-backed securities	-	1,749,460,666	1,749,460,666
U.S. federal, state, local and non-U.S. government securities	627,193,707	19,211,062	646,404,769
Mortgage-backed securities	101,866,263	59,948,292	161,814,555
Money market funds and other(a)	319,518,815	40,104,675	359,623,490
Derivative receivables	-	4,506,951	4,506,951
Total assets measured at fair value	$	9,689,366,607	$	1,873,231,646	$	11,562,598,253
Investments measured at NAV(b)	20,959,709,750
Total investments at fair value	$	32,522,308,003
Mortgage-backed securities sold short	$	1,632,438	$	1,632,438
Derivative payables	-	9,180,858	9,180,858
Total liabilities measured at fair value	$	1,632,438	$	9,180,858	$	10,813,296

(a)Money market funds and other consists of mutual funds, money market funds, and resale agreements.

(b)Investments that are measured at fair value using the NAV per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy.

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4. Investment program

As of December 31, 2023, the Plan offers Participants 30 investment options, which consist of: ten target date funds (most of the underlying funds are index funds) and 20 core investment funds, which are composed of six fixed-income funds, nine domestic equity funds (five are index funds), three international equity funds (two are index funds), one emerging markets equity index fund, and the JPMorgan Chase Common Stock Fund.

Fund transactions are processed on a daily basis and are recorded at an aggregate level within the Trust Fund. Empower Plan Services, LLC is the third-party administrator and record-keeper.

Participants may elect to direct or change the allocation of their account balances and contributions in the investment funds on a daily basis. Participant requests for fund re-allocations, transfers and distributions are processed on a daily basis using NAV. Changes generally become effective on the same business day if the New York Stock Exchange is open and the request is made before 4 p.m. Eastern Time, or by the close of the New York Stock Exchange, whichever is earlier. Otherwise, the changes generally become effective on the next business day.

The Plan Administrator may place restrictions on investments in the funds and on daily transfers and re-allocations among funds.

5. Synthetic GICs

The Stable Value Fund invests in synthetic GICs, a synthetic GIC is an investment contract issued by an insurance company or other financial institution that is backed by a portfolio of bonds or other fixed income securities (the "underlying assets") that are owned by the Plan. The investment contract is designed to protect the contract value of these underlying assets. Under these contracts, realized and unrealized gains and losses on the underlying assets are not immediately recognized in the net assets of the Plan, but are amortized over the maturity or duration of the underlying assets, through adjustments to the future interest crediting rate of the synthetic GICs as discussed further below. The issuers of the investment contracts guarantee that all qualified participant withdrawals will take place at the contract value.

The Plan accounts for synthetic GICs at contract value. Contract value represents contributions made under the contract, plus earnings, less Participant withdrawals and administrative expenses. Participants may customarily direct the withdrawal or transfer of all or a portion of their investment at contract value, subject to certain limitations. The Plan has not recognized any provision for credit losses to reflect the credit risk of the issuers of the synthetic GICs (which generally arise when there are net realized and unrealized losses).

There are no events known to the Plan that are probable of occurring that would limit its ability to transact at contract value with the issuer of the investment contract nor with Participants. The investment contracts cannot be terminated by their issuer at a value other than contract value, except under a limited number of very specific circumstances including termination of the Plan or loss of qualified status of the Plan, material misrepresentations by the Plan sponsor or investment manager, failure by these same parties to meet material obligations under the contract, or other similar types of events.

The following is a summary of the Plan's investments related to the synthetic GICs recorded at contract value:

December 31, 2023	Contract Value	Unrealized Gains/(Losses)	Market Value of Underlying Assets
Synthetic GICs:
MetLife Contract	$	639,179,981	$	(39,865,061)	$	599,314,920
Prudential Contract	654,883,042	(41,493,545)	613,389,497
Transamerica Contract	562,587,615	(36,598,178)	525,989,437
VOYA Contract	568,627,174	(37,189,663)	531,437,511
Total synthetic GICs	$	2,425,277,812	$	(155,146,447)	$	2,270,131,365
December 31, 2022	Contract Value	Unrealized Gains/(Losses)	Market Value of Underlying Assets
Synthetic GICs:
MetLife Contract	$	674,246,201	$	(54,027,348)	$	620,218,853
Prudential Contract	691,073,890	(56,339,108)	634,734,782
Transamerica Contract	594,014,291	(49,720,970)	544,293,321
VOYA Contract	600,493,134	(50,531,497)	549,961,637
Total synthetic GICs	$	2,559,827,516	$	(210,618,923)	$	2,349,208,593

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6. Derivative instruments

Derivative contracts derive their value from underlying asset prices, indices, reference rates, other inputs or a combination of these factors and may expose counterparties to risks and rewards of an underlying asset or liability without having to actually invest in, own, or exchange the asset or liability. The Plan uses derivatives to manage and invest in market and credit risk exposures, predominantly using interest rate, credit derivative, foreign exchange and equity contracts. For a further discussion of credit derivatives, refer to the discussion in the Credit derivatives section of this Note.

Accounting for derivatives

Derivatives are recorded on the Statements of Net Assets Available for Benefits at fair value, with all changes in fair value reflected in the Statements of Changes in Net Assets Available for Benefits.

Notional amount of derivative contracts

The following table summarizes the notional amount of derivative contracts outstanding which the Plan is a counterparty to as of December 31, 2023 and 2022.

	Notional amounts(a)
December 31,	2023	2022
Interest rate contracts
Swaps	$	389,778,348	$	279,301,142
Futures and forwards	249,922,074	267,579,912
Written options	100,505,571	169,768,999
Purchased options	19,483,720	107,553,800
Total interest rate contracts	759,689,713	824,203,853
Credit derivatives	9,200,000	10,183,636
Foreign exchange contracts
Spot, futures and forwards	46,035,146	56,125,255
Total foreign exchange contracts	46,035,146	46035146	56,125,255
Equity contracts
Futures and forwards	9,700	11,350
Total equity contracts	9,700	11,350
Total derivative notional amounts	$	814,934,559	$	890,524,094

(a)Represents the sum of gross long and gross short third-party notional derivative contracts.

While the notional amounts disclosed above give an indication of the volume of the Plan's derivative activities, the notional amounts significantly exceed, in the Plan's view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is simply a reference amount used to calculate payments.

Impact of derivatives on the Statements of Net Assets Available for Benefits

The following table summarizes the gross fair values of derivative receivables and payables (irrespective of any legally enforceable master netting agreements) by contract type which the Plan is a counterparty to as of December 31, 2023 and 2022, respectively.

	Gross derivative receivables(a)	Gross derivative payables
December 31,	2023	2022	2023	2022
Contract type
Interest rate	$	759,613	$	4,480,575	$	1,314,087	$	8,108,066
Credit	8,786	2,354	4,589	88,069
Foreign exchange	22,057	24,022	510,108	984,723
Gross fair value of derivative receivables and payables	$	790,456	$	4,506,951	$	1,828,784	$	9,180,858

(a) Derivative receivables are recorded on the Statement of Net Assets Available for Benefits in the Investments at fair value line.

13

Derivatives gains and losses

The following table presents derivatives gains/(losses), by contract type which the Plan is counterparty to, for the years ended December 31, 2023 and 2022. All amounts are recorded in net appreciation/(depreciation) in fair value of investments in the Statements of Changes in Net Assets Available for Benefits.

	Derivatives gains/(losses)
Year ended December 31,	2023	2022
Contract type
Interest rate	$	3,814,619	$	15,074,909
Credit	228,810	(1,225,200)
Foreign exchange	(235,162)	5,393,837
Equity	4,718,628	(3,640,237)
Other	14,667	271,334
Total	$	8,541,562	$	15,874,643

Credit risk, liquidity risk and credit-related contingent features

In addition to the specific market risks introduced by each derivative contract type, derivatives expose the Plan to credit risk - the risk that derivative counterparties may fail to meet their payment obligations under the derivative contracts and the collateral, if any, held by the Plan proves to be of insufficient value to cover the payment obligation. It is the policy of the Plan to actively pursue, where possible, the use of legally enforceable master netting agreements and collateral agreements to mitigate derivative counterparty credit risk inherent in derivative receivables. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated or accelerated and settled through a single payment in a single currency in the event of a default (e.g., bankruptcy, failure to make a required payment or securities transfer or deliver collateral or margin when due). Collateral/margin agreements provide for a security interest in, or title transfer of, securities or cash collateral/margin to the demanding party with a value equal to the amount of the margin deficit on a net basis across all transactions governed by the master netting agreement, less any threshold. The collateral/margin agreement grants to the demanding party, upon default by the counterparty, the right to set off any amounts payable by the counterparty against any posted collateral or the cash equivalent of any posted collateral/margin. It also grants to the demanding party the right to liquidate collateral/margin and to apply the proceeds to an amount payable by the counterparty.

The amount of derivative receivables reported on the Statements of Net Assets Available for Benefits is the fair value of the derivative contracts excluding the impact of any legally enforceable master netting agreements and cash collateral held by the Plan. These amounts represent the cost to the Plan to replace the contracts at then-current market rates should the counterparty default. However, in the Plan's view, the appropriate measure of current credit risk should take into consideration the collateral held by the Plan. The Plan has received $2,048,775 and $291,087 of cash collateral and no securities collateral as of December 31, 2023 and 2022, respectively.

While derivative receivables expose the Plan to credit risk, derivative payables expose the Plan to liquidity risk, as the derivative contracts may require the Plan to post cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties' favor. Certain derivative contracts also provide for termination of the contract, generally upon a ratings downgrade of the counterparty or in the event sufficient collateral is not delivered as required, at the fair value of the derivative contracts. The aggregate fair value of derivative payables that contain termination features was $1,828,784 and $9,180,858 as of December 31, 2023 and 2022, respectively. The Plan has posted $9,751,392 and $15,128,231 of cash collateral as of December 31, 2023 and 2022, respectively and $6,762,201 of securities collateral as of December 31, 2023. No securities collateral was posted as of December 31, 2022.

Credit derivatives

Credit derivatives are financial instruments whose value is derived from the credit risk associated with the debt of a third-party issuer (the reference entity) and which allow one party (the protection purchaser) to transfer that risk to another party (the protection seller). Credit derivatives expose the protection purchaser to the creditworthiness of the protection seller, as the protection seller is required to make payments under the contract when the reference entity experiences a credit event, such as a bankruptcy, a failure to pay its obligation or a restructuring. The seller of credit protection receives a premium for providing protection but has the risk that the underlying instrument referenced in the contract will be subject to a credit event.

The Plan primarily enters into credit default swaps ("CDS"), which are credit derivative contracts between two counterparties that provides protection against a credit event on either a single referenced entity ("single-name") or a broad-based index. Protected credit events are specified at the inception of a transaction.

14

The following table summarizes the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives as of December 31, 2023 and 2022, where the Plan is the seller of protection. All of the credit derivative contracts, where the Plan is the seller of protection, were credit default swaps. Upon a credit event, the Plan as a seller of protection would typically pay out only a percentage of the full notional amount of net protection sold, as the amount actually required to be paid on the contracts takes into account the recovery value of the reference obligation at the time of settlement. The Plan does not use notional amounts as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Plan's view, the risks associated with such derivatives. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based.

Protection sold - credit derivatives ratings(a)/maturity profile

Risk rating of reference entity	Total notional amount
December 31,	<1 year	1-5 years	>5 years	Fair value of receivables(b)	Fair value of payables(b)	Net Fair value
2023	Investment-grade	$	700,000	$	6,600,000	400,000	$	7,700,000	$	8,786	(4,402)	$	4,384
Noninvestment-grade	-	1,500,000	-	1,500,000	-	(187)	(187)
Total	$	700,000	$	8,100,000	$	400,000	$	9,200,000	$	8,786	$	(4,589)	$	4,197
2022	Investment-grade	$	1,800,000	$	6,350,000	400,000	$	8,550,000	$	2,354	(88,069)	$	(85,715)
Noninvestment-grade	-	500,000	-	500,000	-	-	-
Total	$	1,800,000	$	6,850,000	$	400,000	$	9,050,000	$	2,354	$	(88,069)	$	(85,715)

(a)The ratings scale is primarily based on external credit ratings as defined by S&P and Moody's Investor Services.

(b)Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received and posted by the Plan.

7. Transactions with affiliated parties

Certain Plan investments are managed by parties that meet the definition of party in interest, as defined by ERISA. The following summary of transactions qualify as party-in-interest transactions for the years ended December 31, 2023 and 2022.

Aggregate cost of purchases	Aggregate proceeds from sales, redemptions and distributions to participants
2023	2022	2023	2022
JPMorgan Chase & Co. common stock	$	1,381,274,137	$	1,556,974,143	$	1,583,901,624	$	1,497,549,780
Funds managed by JPMorgan Investment Management Inc.:
Core Bond Fund	96,997,017	33,499,772	37,511,897	51,633,540
Emerging Markets Debt Fund	13,360,293	27,172,836	58,396,978	68,098,997
Short-Term Fixed Income Fund	2,316,140,636	1,807,493,243	2,244,103,759	1,772,809,878
Small Cap Core Fund	681,352,946	665,769,747	695,681,288	688,525,135
Stable Value Fund	671,790,131	719,381,771	848,578,090	486,908,944

8. Tax status and federal income taxes

On May 12, 2017, the Plan received a favorable tax determination letter from the IRS confirming its tax qualified status under Code Section 401(a) of the Code, and therefore, the related trust is exempt from taxation. The Plan is required to operate in accordance with the applicable provisions of the Code to maintain its qualified status. The Plan Administrator believes the Plan is operating in compliance with the applicable requirements of the Code.

U.S. GAAP requires the management of the Plan to evaluate tax positions taken by the Plan and recognize an income tax liability if the Plan has taken uncertain tax positions that more-likely-than-not would not be sustained upon examination by applicable taxing authorities. Management of the Plan has analyzed tax positions taken by the Plan and has concluded that, as of December 31, 2023 and 2022, there were no uncertain tax positions taken, or expected to be taken, that would require

15

recognition of a liability or that would require disclosure in the financial statements. The Plan is subject to audits by the taxing authorities; however, there are currently no audits in progress for any tax period.

Participants who are not currently receiving a distribution under the Plan do not pay any U.S. federal income tax on Contributing Employer contributions or income earned by the Trust. When a Participant, or his or her beneficiary or estate, receives a distribution under the Plan, the distribution is generally taxable. The tax treatment of any distribution from the Trust depends on individual circumstances.

9. Commitments and contingencies

In accordance with the provisions of U.S. GAAP for contingencies, the Plan accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. Plan management evaluates the Plan's outstanding legal proceedings, if any, periodically to assess whether any litigation reserve is required, and makes adjustments in such reserves, upwards or downwards, as appropriate, based on Plan management's best judgment after consultation with counsel.

While the outcome of litigation is inherently uncertain, Plan management believes, based upon its current knowledge, after consultation with counsel, in light of all information known to it at December 31, 2023 that there are no pending or threatened legal proceedings affecting the Plan that would require the establishment of a litigation reserve. There is no assurance that the Plan will not need to establish a reserve, or to adjust the amount of such a reserve, for a litigation-related liability in the future.

10. Risks and uncertainties

The Plan's investments include financial instruments that are exposed to various risks such as market, credit and liquidity risks. The instruments include investments in equities, fixed income securities, swaps, currency and commodities, futures, forwards, options, and other derivative contracts. Due to the level of risk associated with certain financial instruments, and the sensitivity of certain fair value estimates to changes in valuation assumptions, it is at least reasonably possible that changes in the values of financial instruments will occur in the near term and such changes could materially affect the Participants' account balances and the amounts reported in the Statements of Net Assets Available for Benefits and the Statements of Changes in Net Assets Available for Benefits.

Market risk is the risk associated with the effect of changes in market factors, such as interest and foreign exchange rates, equity and commodity prices, credit spreads or implied volatilities, on the value of assets and liabilities held for both the short and long term. Economies and financial markets throughout the world are becoming increasingly interconnected, which increases the likelihood that events or conditions in one country or region will adversely impact markets or issuers in other countries or regions. Securities in a fund's portfolio may under perform in comparison to securities in general financial markets, a particular financial market or other asset classes due to a number of factors, including inflation (or expectations for inflation), deflation (or expectations for deflation), interest rates, global demand for particular products or resources, market instability, debt crises and downgrades, embargoes, tariffs, sanctions and other trade barriers, regulatory events, other governmental trade or market control programs and related geopolitical events. In addition, the value of a fund's investments may be negatively affected by the occurrence of global events such as war, terrorism, environmental disasters, natural disasters or events, country instability, and infectious disease epidemics or pandemics. Governments, their regulatory agencies, or self-regulatory organizations may take actions that affect the instruments in which a fund invests, or the issuers of such instruments, in ways that could also have a significant negative impact on a fund's investment performance.

In many cases, the Plan's financial instruments serve to reduce, rather than increase, exposure to losses from market or other risks. In addition, the measurement of market risk is meaningful only when all related and offsetting transactions are identified. The investment managers may limit the Plan's market risk by holding or purchasing offsetting positions.

Credit risk is the risk associated with the default or change in credit profile of a counterparty. Regarding derivative assets, the Plan is subject to the risk of counterparty nonperformance except for written options, which obligate the Plan to perform, but do not give rise to counterparty credit risk. The Plan predominantly enters into derivative contracts with counterparties of high credit quality; therefore, the risk of counterparty nonperformance is considered to be negligible.

Concentration of credit risk arises when investments or counterparties are engaged in similar business activities or activities in the same geographic region, or when they have similar economic features that would cause their ability to meet contractual obligations to be similarly affected by changes in economic conditions. The Plan's exposure to a concentration of credit risk is limited by the broad diversification of its investments across the Participant directed fund elections. Additionally, the investments within each Fund are further diversified into various financial instruments, with the exception of the JPMorgan

16

Chase Common Stock Fund, which invests predominantly in JPMorgan Chase & Co. common stock. The Plan's exposure to credit risk from synthetic GICs is limited to the excess of the carrying value of the contract over the market value of the underlying investments.

11. Plan termination

JPMorgan Chase reserves the right to amend, modify or terminate the Plan at any time. In the event of termination, the value of Participants' accounts will be paid in accordance with the provisions of the Plan and the provisions of ERISA

12. Off-cycle Payroll Contributions

Certain contributions to the 401(k) trust for off-cycle pay periods throughout the plan years ended December 31, 2023, 2022 and 2021 were remitted to the trust with other contributions from the next on-cycle payroll as set forth in the Schedule of Delinquent Participant Contributions. The operational process was updated to address this issue effective July 1, 2024.

13. Subsequent Events

In preparing the financial statements, management of the Plan has performed an evaluation of material events that occurred subsequent to December 31, 2023, and through June 27, 2024, the date these financial statements were available to be issued. There were no material subsequent events that occurred that would require disclosure or recognition in these financial statements.

17

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES:
	3M CO	28,350 SHARES	$	2,806,141	$	3,099,222
	ABERCROMBIE & FITCH CO	36,947 SHARES	1,510,898	3,259,464
	ABM INDUSTRIES INC	100,249 SHARES	4,016,380	4,494,163
	ACADEMY SPORTS &	22,900 SHARES	1,069,491	1,511,400
	ACADIA HEALTHCARE CO INC	65,932 SHARES	3,135,827	5,126,872
	ACADIA PHARMACEUTICALS	92,089 SHARES	2,343,345	2,883,307
	ACCENTURE PLC	15,950 SHARES	4,796,859	5,597,015
	ACELYRIN INC	157,000 SHARES	3,615,318	1,171,220
	ACM RESEARCH INC	105,233 SHARES	1,203,986	2,056,253
	ACUSHNET HOLDINGS CORP	49,566 SHARES	2,300,754	3,131,084
	ACV AUCTIONS INC	313,759 SHARES	6,143,602	4,753,449
	ADAPTIVE BIOTECHNOLOGIES	11,469 SHARES	461,115	56,198
	ADECOAGRO SA	345,678 SHARES	3,195,678	3,837,026
	ADEIA INC	88,482 SHARES	927,049	1,096,292
	ADIENT PLC	62,822 SHARES	2,796,812	2,284,208
	ADTALEM GLOBAL EDUCATION	35,400 SHARES	2,131,373	2,086,830
	ADVANCED MICRO DEVICES	141,902 SHARES	16,994,459	20,917,774
	ADVANSIX INC	20,805 SHARES	886,484	623,318
	AENA SME SA	35,939 SHARES	5,225,109	6,514,773
	AGREE REALTY CORP REIT	63,878 SHARES	4,414,532	4,021,120
	AIR LIQUIDE SA	24,103 SHARES	3,527,949	4,689,262
	AIRBNB INC	146,704 SHARES	21,634,504	19,972,283
	AIRBUS SE ADR	256,464 SHARES	7,046,920	9,891,816
	AKZO NOBEL NV	119,577 SHARES	8,921,509	9,883,029
	ALBANY INTERNATIONAL	3,425 SHARES	289,455	336,404
	ALIMENTATION COUCHE-TARD	77,846 SHARES	3,472,082	4,606,646
ALKERMES PLC	38,190 SHARES	1,183,761	1,059,391
ALLIANZ SE	29,390 SHARES	6,749,831	7,855,067
ALLOGENE THERAPEUTICS	156,087 SHARES	1,507,706	501,039
ALPHA METALLURGICAL	11,724 SHARES	1,808,175	3,973,498
ALPHABET INC	860,386 SHARES	57,386,775	121,254,199
ALPHATEC HOLDINGS INC	75,801 SHARES	458,909	1,145,353
ALSTOM SA	653,354 SHARES	15,950,416	8,790,641
AMADEUS IT GROUP SA	70,719 SHARES	4,201,978	5,068,409
AMALGAMATED FINL CORP	6,200 SHARES	143,274	167,028
	AMAZON.COM INC	776,048 SHARES	83,548,204	117,912,733
	AMEREN CORP	69,652 SHARES	5,476,632	5,038,626
	AMERICAN AXLE &	92,476 SHARES	600,268	814,714
	AMERICAN EQUITY	17,203 SHARES	632,361	959,927

18

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
	AMERICAN EXPRESS CO	13,200 SHARES	2,476,925	2,472,888
	AMERICAN INTERNATIONAL	239,071 SHARES	12,273,955	16,197,060
	AMERICAN STATES WATER CO	23,187 SHARES	2,105,281	1,864,699
	AMERICAN TOWER CORP REIT	107,536 SHARES	23,125,326	23,214,872
	AMERIS BANCORP	44,519 SHARES	1,685,658	2,361,733
	AMICUS THERAPEUTICS INC	283,315 SHARES	2,991,628	4,020,240
	AMN HEALTHCARE SERVICES	11,500 SHARES	1,196,728	861,120
	ANDERSONS INC/THE	28,929 SHARES	1,088,180	1,664,575
ANGIODYNAMICS INC	115,945 SHARES	1,266,555	909,009
	ANHEUSER-BUSCH INBEV	120,956 SHARES	6,542,112	7,805,733
	ANI PHARMACEUTICALS INC	10,000 SHARES	619,596	551,400
	ANSYS INC	39,128 SHARES	12,045,093	14,198,769
	APELLIS PHARMACEUTICALS	78,892 SHARES	3,542,024	4,722,475
	API GROUP CORP	143,522 SHARES	3,648,374	4,965,861
	APOGEE ENTERPRISES INC	14,091 SHARES	503,942	752,600
	APPLE HOSPITALITY REIT	106,901 SHARES	1,720,022	1,775,626
	APPLE INC	786,899 SHARES	48,474,855	151,501,664
	APPLIED INDUSTRIAL	2,900 SHARES	454,991	500,801
	APPLIED MATERIALS INC	18,825 SHARES	969,214	3,050,968
	ARCBEST CORP	28,707 SHARES	1,499,949	3,450,868
	ARCH RESOURCES INC	9,398 SHARES	716,393	1,559,504
	ARCUTIS BIOTHERAPEUTICS	425,672 SHARES	3,149,771	1,374,921
	ARES MANAGEMENT CORP	117,229 SHARES	11,983,242	13,940,873
	ARGAN INC	29,643 SHARES	1,259,679	1,386,996
	ARMADA HOFFLER	15,995 SHARES	215,551	197,858
	ARROWHEAD	29,803 SHARES	681,040	911,972
	ASANA INC	83,558 SHARES	2,194,553	1,588,438
	ASBURY AUTOMOTIVE GROUP	16,619 SHARES	3,377,860	3,738,776
	ASGN INC	66,664 SHARES	5,867,851	6,411,077
	ASML HOLDING NV NY REG	22,057 SHARES	13,055,605	16,695,384
	ASSA ABLOY AB	89,773 SHARES	1,937,811	2,585,978
	ASSETMARK FINANCIAL	122,310 SHARES	3,281,160	3,663,185
	ASSOCIATED BANC-CORP	26,000 SHARES	501,267	556,140
	ASTRAZENECA PLC	75,989 SHARES	9,530,719	10,268,302
	ATARA BIOTHERAPEUTICS	443,828 SHARES	1,082,952	227,595
ATI INC	10,812 SHARES	275,809	491,622
	ATKORE INC	40,956 SHARES	1,510,368	6,552,960
	ATLANTIC UNION	49,629 SHARES	1,554,863	1,813,444

19

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
	ATLASSIAN CORP	81,685 SHARES	11,797,362	19,429,594
	ATRICURE INC	75,974 SHARES	3,318,657	2,711,512
	ATRION CORP	968 SHARES	378,175	366,669
	AVALONBAY COMMUNITIES	71,956 SHARES	13,905,620	13,471,602
	AVEPOINT INC	425,157 SHARES	1,869,104	3,490,539
	AVIAT NETWORKS INC	29,528 SHARES	924,780	964,384
	AVIENT CORP	162,391 SHARES	5,682,846	6,750,594
	AXA SA	205,013 SHARES	5,139,286	6,678,530
	AXCELIS TECHNOLOGIES INC	5,968 SHARES	970,396	773,990
	AXIS CAPITAL HOLDINGS	86,222 SHARES	4,586,909	4,774,112
	AXONICS INC	13,469 SHARES	675,766	838,176
	AXSOME THERAPEUTICS INC	38,669 SHARES	1,419,347	3,077,666
	B2GOLD CORP	735,839 SHARES	2,842,751	2,325,251
	BAKER HUGHES CO	141,188 SHARES	3,983,216	4,825,806
	BANC OF CALIFORNIA INC	46,130 SHARES	633,029	619,526
	BANCO BRADESCO SA ADR	728,256 SHARES	2,045,669	2,548,896
BANCORP INC/THE	55,603 SHARES	1,728,320	2,144,052
	BANK OF AMERICA CORP	538,360 SHARES	17,673,077	18,126,581
	BANK OF NT BUTTERFIELD &	101,409 SHARES	2,870,552	3,246,102
	BANKUNITED INC	113,408 SHARES	3,541,721	3,677,821
	BANNER CORP	24,686 SHARES	1,418,901	1,322,182
	BARCLAYS PLC	5,954,612 SHARES	11,714,846	11,673,347
	BARRETT BUSINESS	13,200 SHARES	1,332,066	1,528,560
	BAXTER INTERNATIONAL INC	239,818 SHARES	9,778,174	9,271,364
	BAYER AG	82,221 SHARES	4,968,054	3,054,459
	BEACON ROOFING SUPPLY	46,880 SHARES	2,577,225	4,079,498
	BECTON DICKINSON & CO	45,964 SHARES	10,609,428	11,207,402
	BELLRING BRANDS INC	71,169 SHARES	2,986,785	3,944,898
	BENCHMARK ELECTRONICS	50,466 SHARES	1,206,404	1,394,880
	BERKELEY GROUP HOLDINGS	51,542 SHARES	2,186,374	3,080,285
	BEST BUY CO INC	46,383 SHARES	3,217,644	3,630,861
	BGC PARTNERS INC	98,600 SHARES	613,586	711,892
	BIOHAVEN LTD	3,577 SHARES	23,916	153,096
	BLACKLINE INC	31,489 SHARES	2,258,880	1,966,173
	BLACKSTONE GROUP INC	53,296 SHARES	3,660,860	6,977,512
	BLADE AIR MOBILITY INC	186,111 SHARES	735,294	656,972
	BLOOM ENERGY	31,489 SHARES	1,276,297	466,037

20

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
	BLOOMIN' BRANDS INC	137,243 SHARES	3,093,576	3,863,390
	BLUEBIRD BIO INC	3,329 SHARES	69,002	4,594
	BLUEGREEN VACATIONS	23,616 SHARES	629,335	1,774,034
	BLUELINX HOLDINGS INC	7,645 SHARES	573,425	866,255
	BLUEPRINT MEDICINES CORP	15,860 SHARES	1,360,525	1,462,926
	BNP PARIBAS SA	50,333 SHARES	2,698,936	3,480,026
	BOEING CO	38,400 SHARES	7,356,311	10,009,344
BOISE CASCADE CO	16,242 SHARES	985,126	2,101,065
	BOOT BARN HOLDINGS INC	79,000 SHARES	5,420,692	6,064,040
	BOSTON SCIENTIFIC CORP	147,545 SHARES	5,572,685	8,529,576
	BOX INC	136,946 SHARES	3,824,709	3,507,187
	BOYD GAMING CORP	26,303 SHARES	1,438,657	1,646,831
	BP PLC	1,983,115 SHARES	11,101,078	11,784,622
	BRANDYWINE REALTY TRUST	202,358 SHARES	932,689	1,092,733
	BRAZE INC	34,229 SHARES	1,374,123	1,818,587
	BRIDGE INVESTMENT GROUP	207,914 SHARES	3,318,395	2,033,399
	BRIDGEBIO PHARMA INC	16,641 SHARES	451,841	671,797
	BRIGHTSPHERE INVESTMENT	91,543 SHARES	1,543,840	1,753,964
	BRIGHTSPIRE CAPITAL INC	189,900 SHARES	1,285,823	1,412,856
	BRINK'S CO	22,633 SHARES	1,218,269	1,990,572
BRISTOL-MYERS SQUIBB CO	80,148 SHARES	6,010,804	4,112,394
BRITISH AMERICAN TOBACCO	223,586 SHARES	8,310,313	6,542,805
BROADSTONE NET LEASE INC	50,933 SHARES	840,124	877,066
BROOKLINE BANCORP INC	346,717 SHARES	3,955,339	3,782,682
BRP GROUP INC	10,185 SHARES	286,038	244,644
BRUNSWICK CORP/DE	30,880 SHARES	2,099,399	2,987,640
BUCKLE INC/THE	37,900 SHARES	1,297,116	1,801,008
BUSINESS FIRST	23,802 SHARES	449,397	586,719
BYLINE BANCORP INC	58,089 SHARES	1,368,969	1,368,577
C3.AI INC	17,006 SHARES	382,788	488,242
CABALETTA BIO INC	65,850 SHARES	1,353,427	1,494,795
CABOT CORP	32,485 SHARES	2,146,943	2,712,498
CACI INTERNATIONAL INC	9,365 SHARES	3,097,754	3,032,949
CACTUS INC	166,820 SHARES	5,632,465	7,573,628
CADENCE DESIGN SYSTEMS	44,267 SHARES	10,592,843	12,057,003
CALIFORNIA RESOURCES	20,238 SHARES	842,877	1,106,614
CALIX INC	52,785 SHARES	2,823,537	2,306,177

21

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
CAL-MAINE FOODS INC	20,900 SHARES	960,483	1,199,451
CANADIAN PACIFIC KANSAS	72,975 SHARES	5,767,777	5,802,138
CAPITAL CITY BANK GROUP	18,386 SHARES	496,601	541,100
CARETRUST REIT INC	29,067 SHARES	548,885	650,519
CARREFOUR SA	289,547 SHARES	5,494,412	5,298,284
CARS.COM INC	36,234 SHARES	753,775	687,359
CARVANA CO	16,100 SHARES	438,123	852,334
CASELLA WASTE SYSTEMS	70,488 SHARES	5,617,487	6,023,904
CATALYST PHARMACEUTICALS	71,503 SHARES	192,065	1,201,965
CAVA GROUP INC	107,942 SHARES	3,915,698	4,639,347
CBIZ INC	43,297 SHARES	2,320,433	2,709,959
CENTRAL GARDEN & PET CO	48,076 SHARES	1,774,146	2,117,267
CENTRAL PACIFIC	15,950 SHARES	347,592	313,896
CENTURY COMMUNITIES INC	95,999 SHARES	5,250,368	8,749,349
CF INDUSTRIES HOLDINGS	90,487 SHARES	4,327,028	7,193,717
CHAMPIONX CORP	81,258 SHARES	1,750,852	2,373,546
CHARLES SCHWAB CORP	76,800 SHARES	4,492,991	5,283,840
CHEFS' WAREHOUSE INC	163,048 SHARES	5,035,179	4,798,503
CHESAPEAKE UTILITIES	42,241 SHARES	4,006,439	4,461,917
CHORD ENERGY CORP	70,550 SHARES	10,104,323	11,727,527
CHUBB LTD	88,990 SHARES	13,849,813	20,111,740
CIE FINANCIERE RICHEMONT	32,483 SHARES	3,850,982	4,467,305
CIGNA GROUP	23,688 SHARES	5,431,075	7,093,372
CIRRUS LOGIC INC	8,970 SHARES	665,714	746,214
CITI TRENDS INC	63,298 SHARES	3,914,220	1,790,067
CITIGROUP INC	57,100 SHARES	2,891,244	2,937,224
CITY HOLDING CO	684 SHARES	61,941	75,418
CITY OFFICE REIT INC	36,400 SHARES	230,453	222,404
CIVITAS RESOURCES INC	12,419 SHARES	970,520	849,211
CLEAR SECURE INC	126,419 SHARES	4,083,110	2,610,552
CLEARWAY ENER-C RG	68,127 SHARES	2,092,376	1,868,724
CLEARWAY ENERGY INC	18,099 SHARES	354,347	462,972
CNX RESOURCES CORP	30,641 SHARES	358,563	612,820
COASTAL FINANCIAL	27,304 SHARES	1,138,303	1,212,571
COCA-COLA CO	90,320 SHARES	4,714,353	5,322,558
COCA-COLA CONSOLIDATED	1,600 SHARES	431,122	1,485,440
COGENT COMMUNICATIONS	78,899 SHARES	4,628,987	6,001,058

22

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
COLGATE-PALMOLIVE CO	127,066 SHARES	9,647,214	10,128,431
COMFORT SYSTEMS USA INC	33,096 SHARES	1,737,688	6,806,854
COMMERCIAL METALS CO	90,285 SHARES	2,976,090	4,517,861
COMMUNITY HEALTHCARE	14,868 SHARES	600,978	396,084
COMMVAULT SYSTEMS INC	35,931 SHARES	2,184,652	2,869,090
COMPASS GROUP PLC	167,223 SHARES	3,538,605	4,574,754
CONAGRA BRANDS INC	377,091 SHARES	11,761,333	10,807,428
CONCRETE PUMPING	315,267 SHARES	2,426,039	2,585,189
CONMED CORP	45,059 SHARES	5,801,288	4,934,411
CONNECTONE BANCORP INC	171,844 SHARES	2,614,096	3,936,946
CONOCOPHILLIPS	46,718 SHARES	2,550,989	5,422,558
CONSOL ENERGY INC	4,131 SHARES	202,345	415,289
CONSTELLIUM SE	479,573 SHARES	7,344,546	9,572,277
CONSTRUCTION PARTNERS	115,261 SHARES	3,594,039	5,016,159
CONTRA ADURO BIOTECH I	76,740 SHARES	-	-
COPART INC	288,417 SHARES	11,693,512	14,132,433
COPT DEFENSE PROPERTIES	116,810 SHARES	2,884,531	2,993,840
CORE & MAIN INC	29,357 SHARES	678,504	1,186,316
COUSINS PROPERTIES INC	49,024 SHARES	1,684,725	1,193,734
CREDO TECHNOLOGY GROUP	165,797 SHARES	2,901,448	3,228,068
CRINETICS	89,546 SHARES	2,693,709	3,186,047
CROCS INC	34,463 SHARES	2,800,280	3,219,189
CRODA INTERNATIONAL PLC	26,563 SHARES	1,491,804	1,710,057
CROSS COUNTRY HEALTHCARE	45,003 SHARES	1,252,668	1,018,868
CUMMINS INC	38,267 SHARES	7,671,786	9,167,625
CUSTOMERS BANCORP INC	69,216 SHARES	2,098,504	3,988,226
CVB FINANCIAL CORP	128,064 SHARES	2,786,264	2,585,612
CVR ENERGY INC	26,727 SHARES	832,156	809,828
CVS HEALTH CORP	122,555 SHARES	8,923,173	9,676,943
CYMABAY THERAPEUTICS INC	144,272 SHARES	2,481,762	3,407,705
DAKTRONICS INC	209,100 SHARES	2,202,575	1,773,168
DANAHER CORP	94,051 SHARES	20,440,078	21,757,758
DANONE SA	155,737 SHARES	9,971,630	10,095,007
DARLING INGREDIENTS INC	20,587 SHARES	1,435,669	1,026,056
DAVE & BUSTER'S	47,500 SHARES	2,088,813	2,557,875
DELEK US HOLDINGS INC	44,887 SHARES	1,080,022	1,158,079
DESCARTES SYSTEMS GROUP	27,151 SHARES	1,699,263	2,282,313

23

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
DEUTSCHE TELEKOM AG	436,664 SHARES	8,899,467	10,491,349
DIAGEO PLC	264,937 SHARES	11,022,588	9,645,903
DNOW INC	257,911 SHARES	2,175,336	2,919,553
DOLE PLC	120,800 SHARES	1,376,143	1,484,632
DOMINION ENERGY INC	163,999 SHARES	10,855,546	7,707,953
DONNELLEY FINANCIAL	74,771 SHARES	2,377,955	4,663,467
DORIAN LPG LTD	28,069 SHARES	660,223	1,231,387
DORMAN PRODUCTS INC	30,935 SHARES	2,569,554	2,580,288
DUOLINGO INC	10,825 SHARES	1,632,039	2,455,651
EAGLE BULK SHIPPING INC	7,435 SHARES	352,655	411,899
EASTERLY GOVERNMENT	27,600 SHARES	379,318	370,944
EASTERN BANKSHARES INC	355,646 SHARES	5,259,725	5,050,173
ECHOSTAR CORP	23,621 SHARES	453,263	391,400
ECOVYST INC	19,687 SHARES	225,288	192,342
EDGEWELL PERSONAL CARE	44,215 SHARES	1,421,416	1,619,595
ELANCO ANIMAL HEALTH INC	355,413 SHARES	7,615,762	5,295,654
ELEVANCE HEALTH INC	35,702 SHARES	13,340,622	16,835,635
ELF BEAUTY INC	93,012 SHARES	3,048,463	13,425,352
ELI LILLY & CO	59,061 SHARES	29,627,160	34,427,838
ENACT HOLDINGS INC	33,800 SHARES	936,638	976,482
ENANTA PHARMACEUTICALS	33,327 SHARES	1,339,201	313,607
ENBRIDGE INC	1 SHARE	-	36
ENCORE WIRE CORP	20,298 SHARES	2,140,770	4,335,653
ENEL SPA	1,572,054 SHARES	11,685,273	11,687,112
ENERGY RECOVERY INC	47,360 SHARES	1,026,811	892,262
ENERPAC TOOL GROUP CORP	191,451 SHARES	4,923,383	5,952,212
ENOVA INTERNATIONAL INC	9,152 SHARES	396,550	506,655
ENPRO INC	31,827 SHARES	3,794,566	4,988,564
ENSTAR GROUP LTD	900 SHARES	211,808	264,915
ENTERPRISE FINANCIAL	99,654 SHARES	4,439,397	4,449,552
ENVESTNET INC	33,142 SHARES	1,672,888	1,641,192
EOG RESOURCES INC	41,250 SHARES	4,721,933	4,989,188
EQT CORP	169,669 SHARES	6,761,253	6,559,404
EQUINIX INC REIT USD	18,137 SHARES	11,204,195	14,607,358
EQUITABLE HOLDINGS INC	265,943 SHARES	6,932,022	8,855,902
EQUITY BANCSHARES INC	5,200 SHARES	170,880	176,280

24

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
EQUITY COMMONWEALTH REIT	31,719 SHARES	698,726	609,005
ERO COPPER CORP	142,789 SHARES	2,154,564	2,254,638
ESPERION THERAPEUTICS	527,339 SHARES	793,276	1,576,744
ESSENT GROUP LTD	92,416 SHARES	4,151,927	4,874,019
ESSENTIAL PROPERTIES	45,012 SHARES	1,014,807	1,150,507
EVERI HOLDINGS INC	89,442 SHARES	1,510,349	1,008,011
EVERTEC INC	76,348 SHARES	2,581,959	3,125,687
EXTREME NETWORKS INC	33,489 SHARES	784,192	590,746
EXXON MOBIL CORP	106,178 SHARES	8,220,671	10,615,676
FABRINET	23,018 SHARES	2,352,902	4,381,016
FANUC CORP	312,500 SHARES	10,569,446	9,192,350
FEDERAL AGRICULTURAL	2,900 SHARES	476,232	554,538
FEDERATED HERMES INC	31,916 SHARES	1,245,530	1,080,676
FIFTH THIRD BANCORP	272,342 SHARES	8,451,528	9,393,076
FINANCIAL INSTITUTIONS	4,177 SHARES	132,989	88,970
FIRST BANCORP/PUERTO	314,993 SHARES	3,570,222	5,181,635
FIRST BANCORP/SOUTHERN	60,619 SHARES	2,126,068	2,243,509
FIRST BANCSHARES INC	19,903 SHARES	554,160	583,755
FIRST CITIZENS	1,246 SHARES	1,219,161	1,768,037
FIRST COMMONWEALTH	27,922 SHARES	404,461	431,116
FIRST FINANCIAL CORP	10,428 SHARES	453,913	448,717
FIRST INDUSTRIAL REALTY	12,395 SHARES	282,622	652,845
FIRST INTERSTATE	63,630 SHARES	1,627,182	1,956,623
FIRST MERCHANTS CORP	54,205 SHARES	1,827,219	2,009,921
FIRST MID BANCSHARES INC	18,000 SHARES	480,646	623,880
FIRSTCASH HOLDINGS INC	23,821 SHARES	2,257,511	2,581,958
FISERV INC	108,960 SHARES	11,438,227	14,474,246
FLEETCOR TECHNOLOGIES	89,028 SHARES	16,148,751	25,160,203
FLYWIRE CORP	192,419 SHARES	5,723,037	4,454,500
FNB CORP/PA	22,375 SHARES	288,708	308,104
FORESTAR GROUP INC	29,864 SHARES	639,935	987,602
FORWARD AIR CORP	6,684 SHARES	590,570	420,223
FRESH DEL MONTE PRODUCE	13,800 SHARES	329,329	362,250
FRESHPET INC	64,979 SHARES	4,690,656	5,637,578
FULGENT GENETICS INC	24,468 SHARES	1,039,979	707,370
GARTNER INC	18,999 SHARES	7,778,800	8,570,639
GENERAL DYNAMICS CORP	47,343 SHARES	11,214,200	12,293,557

25

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
GENERAL ELECTRIC CO	90,131 SHARES	6,271,310	11,503,420
GIBRALTAR INDUSTRIES INC	14,241 SHARES	795,391	1,124,754
G-III APPAREL GROUP LTD	43,300 SHARES	1,089,690	1,471,334
GLOBAL MEDICAL REIT INC	14,783 SHARES	201,346	164,091
GLOBAL PAYMENTS INC	77,663 SHARES	9,864,609	9,863,201
GMS INC	42,537 SHARES	1,771,348	3,506,325
GOGO INC	35,652 SHARES	455,249	361,155
GOLD ENTERTAINMENT GROUP	3,410 SHARES	-	1
GOLDEN ENTERTAINMENT INC	69,750 SHARES	2,796,065	2,785,118
GRAY TELEVISION INC	50,233 SHARES	657,710	450,088
GREAT LAKES DREDGE &	371,586 SHARES	3,312,137	2,853,780
GREEN BRICK PARTNERS INC	25,400 SHARES	1,013,416	1,319,276
GREEN PLAINS INC	30,159 SHARES	813,052	760,610
GREIF INC	8,863 SHARES	603,014	581,324
GRID DYNAMICS HOLDINGS	398,024 SHARES	6,073,452	5,305,660
GRIFFON CORP	47,255 SHARES	2,816,885	2,880,192
GROUP 1 AUTOMOTIVE INC	9,326 SHARES	2,431,560	2,842,005
GSK PLC	507,886 SHARES	9,567,159	9,389,365
GUARDANT HEALTH INC	80,597 SHARES	2,432,381	2,180,149
GULFPORT ENERGY CORP	3,200 SHARES	359,231	426,240
HAMILTON LANE INC	23,598 SHARES	1,624,712	2,676,957
HARTFORD FINANCIAL	155,449 SHARES	10,352,686	12,494,991
HAYWARD HOLDINGS INC	297,185 SHARES	3,541,306	4,041,716
HB FULLER CO	22,641 SHARES	1,399,621	1,843,204
HEALTH CATALYST INC	279,291 SHARES	2,847,551	2,586,235
HEALTHEQUITY INC	52,731 SHARES	3,249,920	3,496,065
HEARTLAND FINANCIAL USA	12,600 SHARES	439,302	473,886
HECLA MINING CO	241,800 SHARES	1,032,118	1,163,058
HEIDRICK & STRUGGLES	30,793 SHARES	922,041	909,317
HELMERICH & PAYNE INC	7,800 SHARES	390,990	282,516
HERBALIFE LTD	83,601 SHARES	1,844,183	1,275,751
HERC HOLDINGS INC	50,049 SHARES	5,918,719	7,451,796
	HERITAGE COMMERCE CORP	98,944 SHARES	1,054,697	981,524
	HEXCEL CORP	69,969 SHARES	4,460,876	5,160,214
	HILLTOP HOLDINGS INC	80,020 SHARES	2,406,050	2,817,504
HILTON GRAND VACATIONS	38,815 SHARES	1,431,474	1,559,587
HILTON WORLDWIDE	101,969 SHARES	13,852,887	18,567,535

26

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
	HIRERIGHT HOLDINGS	155,399 SHARES	2,462,656	2,090,117
	HOME BANCSHARES INC/AR	43,800 SHARES	895,459	1,109,454
	HONEYWELL INTERNATIONAL	32,900 SHARES	6,233,490	6,899,459
	HOPE BANCORP INC	67,200 SHARES	742,396	811,776
	HOULIHAN LOKEY INC	29,920 SHARES	1,557,902	3,587,707
	HUB GROUP INC	42,676 SHARES	1,943,283	3,923,631
	HUBSPOT INC	28,764 SHARES	13,448,540	16,698,653
	HUDSON TECHNOLOGIES INC	10,880 SHARES	138,487	146,771
	HUMANA INC	5,200 SHARES	2,261,932	2,380,612
	HUNTINGTON BANCSHARES	575,305 SHARES	8,248,268	7,317,880
HURON CONSULTING GROUP	64,461 SHARES	4,310,309	6,626,591
	IBERDROLA SA	359,534 SHARES	3,943,078	4,714,280
	IDACORP INC	16,094 SHARES	1,512,261	1,582,362
	IDEX CORP	16,897 SHARES	2,271,702	3,668,508
IES HOLDINGS INC	11,964 SHARES	640,600	947,788
IMMUNOVANT INC	54,518 SHARES	828,847	2,296,843
	INARI MEDICAL INC	75,655 SHARES	5,666,878	4,911,523
	INDEPENDENCE REALTY	338,143 SHARES	4,105,867	5,173,588
	INFINEON TECHNOLOGIES AG	58,223 SHARES	2,149,241	2,431,146
INFORMATION SERVICES	371,802 SHARES	2,329,404	1,751,187
ING GROEP NV	492,966 SHARES	5,358,850	7,365,649
INGEVITY CORP	11,751 SHARES	817,293	554,882
INMODE LTD	40,148 SHARES	1,444,324	892,892
	INNOVATIVE INDUSTRIAL	7,337 SHARES	810,634	739,716
	INSIGHT ENTERPRISES INC	15,149 SHARES	2,149,631	2,684,251
INSMED INC	51,430 SHARES	1,149,078	1,593,816
	INSPIRE MEDICAL SYSTEMS	14,246 SHARES	2,199,700	2,898,064
INTAPP INC	112,339 SHARES	2,245,578	4,271,129
	INTEGRA LIFESCIENCES	30,233 SHARES	1,691,946	1,316,647
INTEGRAL AD SCIENCE	47,253 SHARES	852,109	679,971
INTEL CORP	214,250 SHARES	7,979,915	10,766,063
INTELLIA THERAPEUTICS	30,191 SHARES	3,461,558	920,524
INTER PARFUMS INC	5,100 SHARES	658,913	734,451
INTERNATIONAL MONEY	71,347 SHARES	1,647,906	1,576,055
INTERNATIONAL PAPER CO	178,671 SHARES	8,012,132	6,458,957
INTUIT INC	40,204 SHARES	17,063,085	25,128,706
INVENTRUST PROPERTIES	47,900 SHARES	1,207,388	1,213,786

27

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
IRIDIUM COMMUNICATIONS	14,384 SHARES	874,581	592,045
JACKSON FINANCIAL INC	52,250 SHARES	1,871,044	2,675,200
JAKKS PACIFIC INC	11,700 SHARES	360,101	415,935
JAMES RIVER GROUP	115,470 SHARES	2,863,432	1,066,943
JOBY AVIATION INC	133,400 SHARES	861,256	887,110
JOHN B SANFILIPPO & SON	17,419 SHARES	1,919,476	1,794,854
JOHN WILEY & SONS INC	25,222 SHARES	1,142,357	800,546
JOHNSON & JOHNSON	104,189 SHARES	15,013,140	16,330,583
*	JPMORGAN CHASE & CO	38,021,863 SHARES	3,585,975,673	6,467,518,896
JULIUS BAER GROUP LTD	6,043 SHARES	338,841	338,534
KBR INC	37,621 SHARES	728,566	2,084,580
KENVUE INC	383,791 SHARES	7,890,013	8,263,020
KERING SA	18,064 SHARES	9,083,338	7,961,805
KFORCE INC	26,667 SHARES	1,255,185	1,801,623
KIMBERLY-CLARK CORP	61,161 SHARES	7,746,806	7,431,673
KINGFISHER PLC	566,131 SHARES	1,487,688	1,755,905
KINSALE CAPITAL GROUP	852 SHARES	172,023	285,343
KIRBY CORP	94,352 SHARES	6,434,296	7,404,745
KITE REALTY GROUP TRUST	77,737 SHARES	1,406,321	1,777,068
KKR & CO INC	143,237 SHARES	11,506,802	11,867,185
KKR REAL ESTATE FINANCE	17,537 SHARES	349,742	232,015
KOHL'S CORP	133,758 SHARES	3,886,878	3,836,179
KOKUSAI ELECTRIC CORP	29,900 SHARES	380,430	650,046
KONINKLIJKE PHILIPS NV	422,063 SHARES	9,107,884	9,830,499
KONTOOR BRANDS INC	89,728 SHARES	2,660,616	5,600,822
KOSMOS ENERGY LTD	657,028 SHARES	4,706,618	4,408,658
KRYSTAL BIOTECH INC	25,592 SHARES	2,989,263	3,174,944
KURA ONCOLOGY INC	123,769 SHARES	1,734,255	1,779,798
KURA SUSHI USA INC	8,631 SHARES	898,617	655,956
L3HARRIS TECHNOLOGIES	74,076 SHARES	15,833,974	15,601,887
LADDER CAPITAL CORP REIT	543,756 SHARES	6,128,137	6,258,631
LANDSEA HOMES CORP	129,764 SHARES	1,031,384	1,705,099
LANTHEUS HOLDINGS INC	56,349 SHARES	3,968,012	3,493,638
LANXESS AG	138,582 SHARES	4,160,514	4,343,010
LAS VEGAS SANDS CORP	103,925 SHARES	5,080,955	5,114,149
LEAR CORP	5,425 SHARES	739,876	766,064
LEGAL & GENERAL GROUP	1,538,550 SHARES	4,318,538	4,924,934

28

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
LIBERTY ENERGY INC	170,904 SHARES	2,638,823	3,100,199
LIBERTY LATIN AMERICA	214,443 SHARES	1,718,325	1,574,012
LIFESTANCE HEALTH GROUP	323,421 SHARES	2,534,252	2,532,386
LIGHT & WONDER INC	22,500 SHARES	1,946,882	1,847,475
LINK REIT	200,800 SHARES	1,046,629	1,127,620
LIONS GATE ENTERTAINMENT	97,215 SHARES	1,946,016	1,059,644
LITTELFUSE INC	9,984 SHARES	1,995,027	2,671,319
LIVE OAK BANCSHARES INC	10,500 SHARES	335,545	477,750
LIVENT CORP	21,623 SHARES	620,647	388,782
LIVERAMP HOLDINGS INC	106,487 SHARES	2,660,890	4,033,728
LONGBOARD	171,930 SHARES	1,661,431	1,036,738
LULULEMON ATHLETICA INC	16,577 SHARES	5,781,300	8,475,654
LUXFER HOLDINGS PLC	16,989 SHARES	258,003	151,882
LYONDELLBASELL	7 SHARES	-	666
MACOM TECHNOLOGY	94,801 SHARES	5,661,343	8,811,753
MADRIGAL PHARMACEUTICALS	11,311 SHARES	2,907,470	2,617,139
MAGNITE INC	66,183 SHARES	804,118	618,149
MAGNOLIA OIL & GAS CORP	28,728 SHARES	422,000	611,619
MARCUS & MILLICHAP INC	65,892 SHARES	2,061,367	2,878,163
MARSH & MCLENNAN COS INC	70,369 SHARES	5,332,885	13,332,814
MASTEC INC	12,212 SHARES	666,619	924,693
MASTERCARD INC	159,080 SHARES	37,430,399	67,849,211
MATADOR RESOURCES CO	75,550 SHARES	2,758,583	4,295,773
MATERION CORP	19,451 SHARES	2,283,525	2,531,159
MATSON INC	20,598 SHARES	1,514,485	2,257,541
MAXLINEAR INC	89,975 SHARES	2,263,224	2,138,706
MEDPACE HOLDINGS INC	15,186 SHARES	2,915,190	4,654,965
MEDTRONIC PLC	143,843 SHARES	12,015,630	11,849,786
MEIRAGTX HOLDINGS PLC	114,909 SHARES	1,157,710	806,661
MERCANTILE BANK CORP	3,805 SHARES	125,071	153,646
MERCHANTS BANCORP/IN	54,798 SHARES	1,470,739	2,333,299
MERCK & CO INC	63,029 SHARES	4,741,372	6,871,422
MERIT MEDICAL SYSTEMS	33,059 SHARES	2,698,394	2,511,162
MERITAGE HOMES CORP	17,249 SHARES	2,138,103	3,004,776
META PLATFORMS INC	158,906 SHARES	39,144,013	56,246,368
METTLER-TOLEDO	3,834 SHARES	2,954,664	4,650,489

29

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
MFA FINANCIAL INC REIT	138,508 SHARES	1,529,949	1,560,985
MGE ENERGY INC	28,914 SHARES	2,202,322	2,090,771
MICROCHIP TECHNOLOGY INC	146,838 SHARES	7,036,115	13,241,851
MICRON TECHNOLOGY INC	111,331 SHARES	7,389,812	9,500,988
MICROSOFT CORP	554,462 SHARES	77,039,545	208,499,890
MICROSTRATEGY INC	7,298 SHARES	4,416,092	4,609,563
MID PENN BANCORP INC	3,995 SHARES	70,661	96,999
MIDWESTONE FINANCIAL	6,294 SHARES	135,969	169,372
MILLERKNOLL INC	142,597 SHARES	3,721,030	3,804,488
MOELIS & CO	17,630 SHARES	624,124	989,572
MONGODB INC	45,109 SHARES	14,081,992	18,442,815
MONOLITHIC POWER SYSTEMS	37,448 SHARES	12,675,836	23,621,449
MORGAN STANLEY	136,313 SHARES	12,481,787	12,711,187
MR COOPER GROUP INC	43,794 SHARES	1,998,257	2,851,865
MSCI INC	29,049 SHARES	15,172,735	16,431,567
MUELLER INDUSTRIES INC	119,498 SHARES	3,793,092	5,634,331
MURAL ONCOLOGY PLC	3,819 SHARES	89,519	22,608
MURATA MANUFACTURING CO	450,200 SHARES	8,897,640	9,557,729
MURPHY OIL CORP	78,385 SHARES	3,219,067	3,343,904
MVB FINANCIAL CORP	1,800 SHARES	76,372	40,608
MYR GROUP INC	39,598 SHARES	4,916,388	5,727,059
NATERA INC	16,585 SHARES	1,735,811	1,038,884
NATIONAL BANK HOLDINGS	10,000 SHARES	357,556	371,900
NATIONAL HEALTHCARE CORP	33,177 SHARES	2,092,403	3,066,218
NATIONAL STORAGE	157,602 SHARES	5,215,034	6,535,754
NATURE'S SUNSHINE	21,200 SHARES	356,701	366,548
NATWEST GROUP PLC	1,188,865 SHARES	3,423,276	3,325,150
NEOGENOMICS INC	97,892 SHARES	1,604,581	1,583,893
NETFLIX INC	42,861 SHARES	17,628,761	20,868,164
NEW JERSEY RESOURCES	28,620 SHARES	1,424,255	1,275,880
NEWS CORP	584,214 SHARES	10,199,859	14,342,454
NEXTERA ENERGY INC	36,650 SHARES	2,453,478	2,226,121
NMI HOLDINGS INC	84,883 SHARES	2,184,071	2,519,327
NOBLE CORP PLC	61,373 SHARES	2,826,497	2,955,724
NORFOLK SOUTHERN CORP	35,022 SHARES	7,442,811	8,278,500
NORTHWEST NATURAL	21,843 SHARES	1,039,720	850,566
NORTHWESTERN ENERGY	16,034 SHARES	920,149	815,970

30

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
NOVARTIS AG	69,020 SHARES	5,601,190	6,959,814
NOWAUTO INC	12,999 SHARES	-	1
NVIDIA CORP	184,335 SHARES	29,905,902	91,286,379
OCEANEERING	74,498 SHARES	1,530,081	1,585,317
OCEANFIRST FINANCIAL	95,817 SHARES	1,859,238	1,663,383
ODDITY TECH LTD	62,400 SHARES	2,084,324	2,903,472
ODP CORP/THE	44,339 SHARES	1,938,560	2,496,286
OFG BANCORP	94,376 SHARES	2,581,820	3,537,212
O-I GLASS INC	65,577 SHARES	1,073,181	1,074,151
OIL STATES INTERNATIONAL	89,486 SHARES	708,082	607,610
OLD NATIONAL BANCORP/IN	149,899 SHARES	2,627,109	2,531,794
OLD SECOND BANCORP INC	75,381 SHARES	1,080,935	1,163,883
OLINK HOLDING AB	36,186 SHARES	811,265	910,078
OLO INC	202,110 SHARES	1,644,854	1,156,069
OLYMPIC STEEL INC	4,610 SHARES	135,148	307,487
OMNICELL INC	17,110 SHARES	2,008,620	643,849
ONE GAS INC	47,388 SHARES	3,457,672	3,019,563
ONTO INNOVATION INC	9,308 SHARES	987,011	1,423,193
OOMA INC	93,827 SHARES	1,115,165	1,006,764
OPEN LENDING CORP	91,783 SHARES	737,118	781,073
OPKO HEALTH INC	373,470 SHARES	825,107	563,940
OPTIMIZERX CORP	37,398 SHARES	810,095	535,165
OPTION CARE HEALTH INC	158,303 SHARES	4,454,916	5,333,228
ORION SA	162,855 SHARES	2,665,753	4,515,969
OSI SYSTEMS INC	24,311 SHARES	2,171,471	3,137,335
OVID THERAPEUTICS INC	522,500 SHARES	2,012,016	1,682,450
OVINTIV INC	53,274 SHARES	1,519,603	2,339,794
PALOMAR HOLDINGS INC	35,176 SHARES	1,906,417	1,952,268
PANOLAM HOLDINGS CO	268 SHARES	-	-
PATHWARD FINANCIAL INC	50,707 SHARES	2,516,633	2,683,922
PATTERSON-UTI ENERGY INC	276,078 SHARES	2,639,819	2,981,642
PAYCOR HCM INC	188,524 SHARES	4,991,733	4,070,233
PBF ENERGY INC	30,946 SHARES	943,667	1,360,386
PEABODY ENERGY CORP	11,840 SHARES	260,143	287,949
PENNYMAC FINANCIAL	11,755 SHARES	772,264	1,038,789
PEOPLES BANCORP INC/OH	6 SHARES	197	203
PERDOCEO EDUCATION CORP	75,700 SHARES	1,332,273	1,329,292

31

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
PERFICIENT INC	16,446 SHARES	1,650,148	1,082,476
PFIZER INC	283,393 SHARES	9,758,196	8,158,884
PHILIP MORRIS	126,826 SHARES	11,682,685	11,931,790
PHILLIPS EDISON & CO INC	74,133 SHARES	2,434,813	2,704,372
PINNACLE FINANCIAL	81,126 SHARES	4,813,373	7,075,810
PIPER SANDLER COS	10,080 SHARES	1,353,364	1,762,690
PJT PARTNERS INC	7,097 SHARES	488,762	722,971
PLATCOM INC	1 SHARE	-	-
PLYMOUTH INDUSTRIAL REIT	343,296 SHARES	7,214,163	8,263,135
PNM RESOURCES INC	43,384 SHARES	1,985,844	1,804,774
POPULAR INC	55,805 SHARES	3,314,728	4,579,916
PORTLAND GENERAL	73,073 SHARES	3,142,790	3,166,984
POTLATCHDELTIC CORP REIT	46,562 SHARES	2,118,457	2,286,194
PREFERRED BANK/LOS	9,800 SHARES	607,153	715,890
PREMIER FINANCIAL CORP	9,005 SHARES	147,918	217,021
PRESTIGE CONSUMER	106,381 SHARES	5,647,723	6,512,645
PRIMO WATER CORP	131,675 SHARES	2,053,925	1,981,709
PRIMORIS SERVICES CORP	49,045 SHARES	757,835	1,628,784
PROGRESSIVE CORP/THE	151,340 SHARES	17,293,266	24,105,435
PROGYNY INC	242,316 SHARES	9,252,428	9,009,309
PROLOGIS INC REIT	60,998 SHARES	8,253,816	8,131,033
PROTAGONIST THERAPEUTICS	49,106 SHARES	1,354,419	1,126,001
PROTHENA CORP PLC	34,276 SHARES	2,080,918	1,245,590
PRUDENTIAL PLC	959,996 SHARES	13,332,460	10,857,579
PTC THERAPEUTICS INC	27,841 SHARES	1,369,381	767,298
Q2 HOLDINGS INC	167,541 SHARES	6,389,061	7,272,955
QCR HOLDINGS INC	32,812 SHARES	1,694,168	1,915,893
QUALCOMM INC	163,917 SHARES	16,429,202	23,707,316
QUALYS INC	18,986 SHARES	2,607,161	3,726,572
QUANTERIX CORP	21,539 SHARES	1,357,426	588,876
QUINSTREET INC	57,698 SHARES	982,018	739,688
RADIAN GROUP INC	112,187 SHARES	2,310,820	3,202,939
RADIANT LOGISTICS INC	103,359 SHARES	695,508	686,304
RAMBUS INC	72,287 SHARES	3,524,046	4,933,588
RAPID7 INC	49,889 SHARES	2,111,149	2,848,662
RECKITT BENCKISER GROUP	179,576 SHARES	13,777,770	12,407,653
RELX PLC	188,735 SHARES	5,442,570	7,472,480

32

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
REMITLY GLOBAL INC	58,761 SHARES	1,035,824	1,141,139
REPAY HOLDINGS CORP	80,476 SHARES	604,720	687,265
REPLIMUNE GROUP INC	76,162 SHARES	1,437,838	642,046
RESIDEO TECHNOLOGIES INC	34,420 SHARES	713,431	647,784
RETAIL OPPORTUNITY	309,525 SHARES	4,763,413	4,342,635
REVOLUTION MEDICINES INC	103,779 SHARES	2,782,936	2,976,382
REX AMERICAN RESOURCES	12,727 SHARES	309,983	601,987
RIO TINTO PLC	31,012 SHARES	1,856,818	2,309,582
RIOT PLATFORMS INC	125,728 SHARES	1,069,956	1,945,012
RISKIFIED LTD	276,064 SHARES	1,323,510	1,291,980
RLI CORP	18,078 SHARES	2,178,958	2,406,543
RLJ LODGING TRUST REIT	124,210 SHARES	1,403,275	1,455,741
ROCHE HOLDING AG	44,458 SHARES	13,918,733	12,915,085
ROLLS-ROYCE HOLDINGS PLC	5,340,678 SHARES	6,001,714	20,404,464
RPM INTERNATIONAL INC	47,325 SHARES	3,904,085	5,282,890
RPT REALTY REIT	24,447 SHARES	250,636	313,655
RUSH ENTERPRISES INC	77,234 SHARES	2,821,329	3,884,870
RWE AG	134,246 SHARES	5,319,474	6,106,782
RYANAIR HOLDINGS PLC ADR	39,856 SHARES	3,281,320	5,315,196
RYERSON HOLDING CORP	16,437 SHARES	646,905	570,035
RYMAN HOSPITALITY	34,185 SHARES	2,851,047	3,762,401
S&P GLOBAL INC	57,518 SHARES	13,007,517	25,337,831
SABRA HEALTH CARE REIT	141,100 SHARES	1,960,723	2,013,497
SAFE BULKERS INC	86,727 SHARES	280,928	340,837
SAGE THERAPEUTICS INC	35,067 SHARES	2,205,541	759,902
SALESFORCE INC	74,798 SHARES	14,050,913	19,682,346
SAMSUNG ELECTRONICS CO	13,423 SHARES	14,790,584	20,107,654
SANDVIK AB	21,163 SHARES	360,426	458,000
SANOFI SA	71,338 SHARES	7,066,958	7,073,404
SAP SE	58,194 SHARES	6,539,408	8,966,333
SAVERS VALUE VILLAGE INC	67,400 SHARES	1,100,329	1,171,412
SCANSOURCE INC	22,127 SHARES	439,182	876,450
SCHNITZER STEEL	14,218 SHARES	744,387	428,815
SEAWORLD ENTERTAINMENT	36,512 SHARES	2,126,370	1,928,929
SEGRO PLC REIT	192,288 SHARES	1,773,661	2,172,821
SELECT ENERGY SERVICES	68,256 SHARES	739,263	518,063
SEMPRA	75,761 SHARES	4,746,209	5,661,620

33

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
SEMTECH CORP	82,407 SHARES	2,978,634	1,805,537
SERVICENOW INC	30,616 SHARES	11,001,709	21,629,898
SEVEN & I HOLDINGS CO	122,800 SHARES	4,726,292	4,873,500
SHELL PLC	324,335 SHARES	10,074,772	10,676,644
SHIFT4 PAYMENTS INC	105,222 SHARES	5,098,165	7,822,203
SHOPIFY INC	161,579 SHARES	9,926,346	12,587,004
SHUTTERSTOCK INC	34,861 SHARES	3,261,635	1,683,089
SI-BONE INC	46,652 SHARES	550,093	979,225
SIEMENS AG ADR	158,652 SHARES	12,141,627	14,840,308
SIGNET JEWELERS LTD	31,917 SHARES	973,998	3,423,417
SIMPLY GOOD FOODS CO	47,500 SHARES	1,640,552	1,881,000
SIMPSON MANUFACTURING CO	3,900 SHARES	627,195	772,122
SITE CENTERS CORP REIT	86,538 SHARES	1,180,184	1,179,513
SITIME CORP	30,082 SHARES	3,781,126	3,672,411
SKYLINE CHAMPION CORP	12,007 SHARES	753,150	891,640
SKYWARD SPECIALTY	87,500 SHARES	1,816,556	2,964,500
SKYWEST INC	50,332 SHARES	1,790,990	2,627,330
SL GREEN REALTY CORP	28,337 SHARES	1,091,754	1,279,982
SM ENERGY CO	122,129 SHARES	4,673,577	4,728,835
SMART GLOBAL HOLDINGS	73,537 SHARES	1,137,316	1,392,055
SOCIAL CAPITAL	289,800 SHARES	1,182,409	1,298,304
SONOS INC	83,098 SHARES	1,564,264	1,424,300
SOUTH PLAINS FINANCIAL	2,217 SHARES	60,773	64,204
SOUTHERN CO/THE	283,466 SHARES	16,015,298	19,876,636
SOUTHSIDE BANCSHARES INC	9,567 SHARES	303,464	299,638
SOUTHSTATE CORP	10,047 SHARES	799,798	848,469
SOUTHWEST AIRLINES CO	163,574 SHARES	5,805,962	4,724,017
SPARTANNASH CO	35,802 SHARES	1,100,384	821,656
SPRINGWORKS THERAPEUTICS	69,237 SHARES	2,678,613	2,527,151
SPROUT SOCIAL INC	157,271 SHARES	9,840,892	9,662,730
SPROUTS FARMERS MARKET	43,700 SHARES	1,824,426	2,102,407
SPS COMMERCE INC	16,606 SHARES	2,892,143	3,218,907
SQUARESPACE INC	43,188 SHARES	1,263,187	1,425,636
STAG INDUSTRIAL INC REIT	48,603 SHARES	1,620,691	1,908,154
STANLEY BLACK & DECKER	118,266 SHARES	10,148,101	11,601,895
STERLING INFRASTRUCTURE	44,861 SHARES	933,873	3,944,628
STEVEN MADDEN LTD	37,823 SHARES	1,198,383	1,588,566

34

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
STONEX GROUP INC	13,861 SHARES	872,471	1,023,358
STRIDE INC	28,900 SHARES	1,552,582	1,715,793
STRYKER CORP	23,376 SHARES	5,369,853	7,000,177
SUMITOMO MITSUI	55,100 SHARES	1,971,921	2,688,949
SUMMIT HOTEL PROPERTIES	299,525 SHARES	2,773,884	2,012,808
SUMMIT MATERIALS INC	78,342 SHARES	2,149,501	3,013,025
SUN COUNTRY AIRLINES	138,810 SHARES	4,405,876	2,183,481
SUNCOKE ENERGY INC	27,102 SHARES	259,950	291,075
SUNCOR ENERGY INC	211,377 SHARES	6,555,981	6,772,519
SUNNOVA ENERGY	32,742 SHARES	756,202	499,316
SUNOPTA INC	145,500 SHARES	695,485	795,885
SUPER MICRO COMPUTER INC	27,097 SHARES	6,027,465	7,702,593
SURGERY PARTNERS INC	18,470 SHARES	760,326	590,855
SUTRO BIOPHARMA INC	8,098 SHARES	121,470	34,740
SYNDAX PHARMACEUTICALS	89,272 SHARES	1,475,013	1,929,168
TAKEDA PHARMACEUTICAL CO	234,300 SHARES	8,947,631	6,737,496
TANDEM DIABETES CARE INC	103,464 SHARES	2,962,083	3,060,465
TANGER INC REIT	30,800 SHARES	770,993	853,776
TAYLOR MORRISON HOME	94,354 SHARES	2,481,319	5,033,786
TEEKAY TANKERS LTD	26,953 SHARES	1,006,231	1,346,841
TELEPHONE AND DATA	14,500 SHARES	276,402	266,075
TENCENT HOLDINGS LTD	103,400 SHARES	4,442,305	3,887,820
TENET HEALTHCARE CORP	16,655 SHARES	1,307,779	1,258,619
TEREX CORP	7,221 SHARES	141,874	414,919
TERRENO REALTY CORP REIT	24,816 SHARES	1,552,323	1,555,219
TESLA INC	30,461 SHARES	8,100,246	7,568,949
TETRA TECH INC	22,626 SHARES	3,231,576	3,776,958
TEXAS INSTRUMENTS INC	27,408 SHARES	3,241,329	4,671,968
THRYV HOLDINGS INC	52,072 SHARES	1,220,898	1,059,665
TITAN INTERNATIONAL INC	22,265 SHARES	332,791	331,303
TITAN MACHINERY INC	24,767 SHARES	888,122	715,271
TJX COS INC/THE	226,739 SHARES	15,253,020	21,270,386
TOTALENERGIES SE ADR	289,498 SHARES	14,198,005	19,506,375
TOWER SEMICONDUCTOR LTD	149,383 SHARES	3,614,157	4,559,169
TOWNE BANK/PORTSMOUTH VA	21,282 SHARES	565,694	633,352
TRANSUNION	284,748 SHARES	14,957,664	19,565,035
TRAVERE THERAPEUTICS INC	107,811 SHARES	1,652,192	969,221

35

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
TREACE MEDICAL CONCEPTS	39,293 SHARES	1,007,267	500,986
TRI POINTE HOMES INC	65,799 SHARES	1,658,110	2,329,285
TRICO BANCSHARES	28,770 SHARES	1,311,328	1,236,247
TRINET GROUP INC	42,152 SHARES	2,108,080	5,013,137
TRINITY INDUSTRIES INC	272,130 SHARES	7,235,837	7,235,937
TRONOX HOLDINGS PLC	32,450 SHARES	341,466	459,492
TWIST BIOSCIENCE CORP	34,018 SHARES	1,293,555	1,253,903
TYRA BIOSCIENCES INC	127,368 SHARES	2,096,595	1,764,047
TYSON FOODS INC	99,246 SHARES	5,711,100	5,334,473
UBER TECHNOLOGIES INC	362,464 SHARES	12,879,184	22,316,908
UBS GROUP	62,139 SHARES	1,152,794	1,926,962
UFP INDUSTRIES INC	46,140 SHARES	3,355,502	5,792,877
ULTRA CLEAN HOLDINGS INC	18,229 SHARES	634,853	622,338
UMB FINANCIAL CORP	3,700 SHARES	281,825	309,135
UMH PROPERTIES INC REIT	268,465 SHARES	5,343,057	4,112,883
UNICREDIT SPA	377,559 SHARES	4,911,691	10,245,338
UNILEVER PLC	93,950 SHARES	4,997,130	4,551,164
UNION PACIFIC CORP	31,345 SHARES	6,386,753	7,698,959
UNISYS CORP	389,338 SHARES	2,097,832	2,188,080
UNITED BANKSHARES INC/WV	17,500 SHARES	553,954	657,125
UNITED OVERSEAS BANK LTD	211,500 SHARES	4,516,199	4,561,576
UNITED PARCEL SERVICE	27,994 SHARES	3,642,126	4,401,497
UNITEDHEALTH GROUP INC	78,082 SHARES	21,427,850	41,107,831
UNITIL CORP	58,704 SHARES	3,020,494	3,086,069
UNIVERSAL DISPLAY CORP	14,665 SHARES	1,698,338	2,804,828
UPBOUND GROUP INC	37,137 SHARES	1,328,778	1,261,544
URANIUM ENERGY CORP	172,700 SHARES	948,105	1,105,280
URBAN EDGE PROPERTIES	72,407 SHARES	1,312,946	1,325,048
URBAN OUTFITTERS INC	56,500 SHARES	2,004,425	2,016,485
US BANCORP	254,553 SHARES	11,306,381	11,017,054
USANA HEALTH SCIENCES	28,337 SHARES	1,811,728	1,518,863
UTZ BRANDS HOLDINGS LLC	190,471 SHARES	3,133,749	3,093,249
V2X INC	48,305 SHARES	1,829,109	2,243,283
VALARIS LTD	9,930 SHARES	728,837	680,900
VALEO SE	215,247 SHARES	4,621,917	3,308,600
VALVOLINE INC	41,700 SHARES	1,261,899	1,567,086
VARONIS SYSTEMS INC	134,365 SHARES	3,036,938	6,084,047

36

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
VAXCYTE INC	52,116 SHARES	2,142,797	3,272,885
VEECO INSTRUMENTS INC	101,979 SHARES	2,517,886	3,164,408
VERACYTE INC	65,769 SHARES	1,738,043	1,809,305
VERADIGM INC	103,082 SHARES	1,785,681	1,081,330
VERALTO CORP	1 SHARE	29	27
VERICEL CORP	43,298 SHARES	1,876,799	1,541,842
VERIS RESIDENTIAL INC	24,224 SHARES	442,300	381,044
VERISIGN INC	6,268 SHARES	1,318,382	1,290,957
VERIZON COMMUNICATIONS	199,124 SHARES	7,798,777	7,506,975
VERONA PHARMA PLC ADR	80,940 SHARES	1,670,422	1,609,087
VERTEX PHARMACEUTICALS	37,563 SHARES	13,786,517	15,284,009
VICTORY CAPITAL HOLDINGS	93,361 SHARES	2,906,097	3,215,353
VIKING THERAPEUTICS INC	142,661 SHARES	2,164,128	2,654,921
VINCI SA	37,285 SHARES	3,554,964	4,682,948
VIRTUS INVESTMENT	3,609 SHARES	679,090	872,512
VISA INC	65,890 SHARES	9,829,294	17,154,462
VISTEON CORP	9,449 SHARES	1,442,498	1,180,180
VITA COCO CO INC/THE	80,100 SHARES	2,208,051	2,054,565
VITAL FARMS INC	35,553 SHARES	492,518	557,827
VSE CORP	42,154 SHARES	2,153,229	2,723,570
WALMART INC	90,279 SHARES	10,988,681	14,232,484
WALT DISNEY CO/THE	26,109 SHARES	3,221,254	2,357,382
WARBY PARKER INC-CLASS A	83,019 SHARES	1,044,581	1,170,568
WASTE CONNECTIONS INC	55,139 SHARES	8,124,028	8,230,599
WATTS WATER TECHNOLOGIES	24,468 SHARES	4,230,821	5,097,663
WEATHERFORD	100,781 SHARES	6,239,217	9,859,405
WELLS FARGO & CO	418,975 SHARES	18,924,453	20,621,950
WELLTOWER INC	176,615 SHARES	14,460,305	15,925,375
WESBANCO INC	17,400 SHARES	501,155	545,838
WESCO INTERNATIONAL INC	20,130 SHARES	942,518	3,500,204
WESTAMERICA BANCORP	8,014 SHARES	376,661	452,070
WESTERN ALLIANCE BANCORP	83,119 SHARES	3,471,428	5,468,399
WESTERN DIGITAL CORP	287,976 SHARES	11,037,952	15,081,303
WEYERHAEUSER CO REIT	366,909 SHARES	10,654,466	12,757,426
WH SMITH PLC	301,270 SHARES	4,868,803	5,123,347
WILLIAMS COS INC/THE	115,250 SHARES	3,779,508	4,014,158
WINGSTOP INC	33,356 SHARES	3,621,247	8,558,482

37

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
EQUITY SECURITIES(CONTINUED):
WINTRUST FINANCIAL CORP	80,068 SHARES	6,188,943	7,426,308
WORKIVA INC	34,694 SHARES	3,464,462	3,522,482
WSFS FINANCIAL CORP	63,785 SHARES	2,566,261	2,929,645
XENCOR INC	132,251 SHARES	4,732,408	2,807,689
XPEL INC	13,617 SHARES	1,011,668	733,275
XPERI INC	119,820 SHARES	2,041,553	1,320,416
YELP INC	61,273 SHARES	1,923,955	2,900,664
Y-MABS THERAPEUTICS INC	2,286 SHARES	36,576	15,591
ZIMMER BIOMET HOLDINGS	74,850 SHARES	9,215,009	9,109,245
ZOETIS INC	115,759 SHARES	19,734,052	22,847,354
ZOOMINFO TECHNOLOGIES	727,868 SHARES	24,813,773	13,458,279
ZUORA INC	54,326 SHARES	531,996	510,664
ZURN ELKAY WATER	73,565 SHARES	1,684,613	2,163,547
	TOTAL EQUITY SECURITIES	6,682,073,442	10,479,750,172
CORPORATE DEBT AND ASSET-BACKED SECURITIES:
	8TH AVENUE FOOD AND PROVISIONS	ZCP 21/SEP/2025 1,810,386	1,741,926	1,740,994
	ABN AMRO BANK NV	6.58% 13/OCT/2026 700,000	700,000	710,860
ABN AMRO FUNDING USA	ZCP 21/MAY/2024 4,500,000	4,401,829	4,403,912
ACADIA HEALTHCARE CO INC	5.00% 15/APR/2029 845,000	791,131	811,183
	ACADIA HEALTHCARE CO INC	5.50% 01/JUL/2028 2,874,000	2,847,301	2,837,702
	ADAPTHEALTH LLC	4.63% 01/AUG/2029 469,000	420,340	361,833
	ADAPTHEALTH LLC	5.13% 01/MAR/2030 1,061,000	1,064,914	828,153
	ADVENTIST HEALTH SYSTEM/WEST	2.43% 01/SEP/2024 200,000	200,000	195,452
AEP TEXAS INC	2.10% 01/JUL/2030 2,300,000	2,290,731	1,932,681
	AERCAP IRELAND CAPITAL DAC	2.88% 14/AUG/2024 400,000	383,212	392,332
	AG ISSUER LLC	6.25% 01/MAR/2028 1,085,000	1,052,335	1,078,538
AG TTMT ESCROW ISSUER LLC	8.63% 30/SEP/2027 1,694,000	1,746,256	1,781,060
AHS HOSPITAL CORP	2.78% 01/JUL/2051 300,000	300,000	200,899
AIR CANADA	5.25% 01/OCT/2030 622,890	622,890	610,651
	AIR CANADA	3.88% 15/AUG/2026 1,754,000	1,756,825	1,675,563
	AIR PRODUCTS & CHEMI	ZCP 28/MAR/2024 5,000,000	4,935,354	4,933,125
	AKER BP ASA	2.00% 15/JUL/2026 1,000,000	998,270	921,994
	ALBERTSONS COS INC	3.25% 15/MAR/2026 2,420,000	2,319,274	2,282,692

38

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	ALBERTSONS COS INC	4.63% 15/JAN/2027 1,563,000	1,578,319	1,519,851
	ALBERTSONS COS INC	6.50% 15/FEB/2028 843,000	844,054	851,676
	ALBERTSONS COS INC	7.50% 15/MAR/2026 800,000	799,765	814,682
	ALIANZ FINANCE	ZCP 29/JAN/2024 10,500,000	10,454,675	10,451,793
	ALIANZ FINANCE	ZCP 29/JAN/2024 5,600,000	5,575,783	5,574,290
	ALLEGION US HOLDING CO INC	3.20% 01/OCT/2024 400,000	381,688	391,939
	ALLIANT HOLDINGS INTERMEDIATE LLC	4.25% 15/OCT/2027 1,360,000	1,368,963	1,307,028
	ALLIANT HOLDINGS INTERMEDIATE LLC	5.88% 01/NOV/2029 1,505,000	1,494,400	1,425,951
	ALLIANT HOLDINGS INTERMEDIATE LLC	6.75% 15/APR/2028 3,705,000	3,701,526	3,790,337
	ALLIANT HOLDINGS INTERMEDIATE LLC	6.75% 15/OCT/2027 3,656,000	3,632,964	3,624,396
	ALLY AUTO RECEIVABLES TRUST	4.62% 15/OCT/2025 4,179,801	4,166,594	4,171,349
	ALLY AUTO RECEIVABLES TRUST	5.29% 16/JUN/2025 1,149,671	1,148,283	1,148,927
	ALTICE FRANCE HOLDING SA	6.00% 15/FEB/2028 2,135,000	2,140,155	1,025,628
	ALTICE FRANCE SA	5.13% 15/JUL/2029 3,011,000	2,812,465	2,338,325
	ALTICE FRANCE SA	5.50% 15/JAN/2028 2,173,000	2,199,048	1,789,643
	ALTICE FRANCE SA	5.50% 15/OCT/2029 1,115,000	1,115,000	873,837
ALTICE FRANCE SA	8.13% 01/FEB/2027 861,000	868,534	793,621
	AMERICAN AIRLINES INC	5.50% 20/APR/2026 5,148,856	5,273,307	5,111,807
	AMERICAN AIRLINES INC	5.75% 20/APR/2029 1,097,371	1,148,063	1,075,424
	AMERICAN AIRLINES INC	8.50% 15/MAY/2029 925,000	925,000	976,681
	AMERICAN AXLE & MANUFACTURING INC	6.25% 15/MAR/2026 466,000	479,284	462,579
	AMERICAN BUILDERS & CONTR SUPPLY	3.88% 15/NOV/2029 1,111,000	952,683	990,446
	AMERICAN BUILDERS & CONTR SUPPLY	4.00% 15/JAN/2028 2,011,000	2,018,554	1,903,518
	AMERICAN EXPRESS CO	3.38% 03/MAY/2024 1,600,000	1,599,840	1,587,756
	AMERICAN HONDA FINANCE CORP	5.00% 23/MAY/2025 800,000	799,448	802,148
	AMERICAN HONDA FINANCE CORP	FLT 10/JAN/2025 400,000	400,000	400,360
	AMERICAN TOWER CORP	2.40% 15/MAR/2025 300,000	284,832	289,839
	AMERICAN TOWER CORP	3.65% 15/MAR/2027 500,000	466,700	481,183
	AMGEN INC	5.75% 02/MAR/2063 500,000	495,360	527,099
	ANZ NEW ZEALAND INT'L LTD	3.40% 19/MAR/2024 915,000	910,338	911,136
	APPLE INC	3.00% 09/FEB/2024 7,661,000	7,639,983	7,638,140
	APX GROUP INC	6.75% 15/FEB/2027 499,000	529,574	497,753
	ARAMARK SERVICES INC	5.00% 01/FEB/2028 844,000	749,145	818,665
ARBOR REALTY COMM REAL ESTATE	FLT 15/JAN/2037 1,100,000	1,065,281	1,093,154
	ARCHES BUYER INC	4.25% 01/JUN/2028 3,170,000	3,012,713	2,870,991
	ARCHES BUYER INC	6.13% 01/DEC/2028 2,054,000	1,828,421	1,776,710
	ARCHROCK PARTNERS LP	6.25% 01/APR/2028 2,129,000	2,148,547	2,097,065

39

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	ARCHROCK PARTNERS LP	6.88% 01/APR/2027 445,000	447,781	446,113
	ARDAGH METAL PACK FINANCE USA	4.00% 01/SEP/2029 5,494,000	5,017,193	4,654,741
	ARDAGH METAL PACK FINANCE USA	6.00% 15/JUN/2027 2,962,000	2,972,198	2,943,488
	ARDAGH PACKAGING FINANCE PLC	5.25% 30/APR/2025 1,500,000	1,500,000	1,454,220
	ARETEC GROUP INC	10.00% 15/AUG/2030 1,900,000	1,911,066	2,019,035
	ARETEC GROUP INC	7.50% 01/APR/2029 1,530,000	1,300,966	1,379,424
	ARKANSAS ELCT COOP CRP	ZCP 23/JAN/2024 10,600,000	10,564,502	10,560,708
ARROW ELECTRONICS INC	3.25% 08/SEP/2024 400,000	373,756	392,765
	ASBURY AUTOMOTIVE GROUP INC	4.63% 15/NOV/2029 638,000	579,904	590,722
	ASBURY AUTOMOTIVE GROUP INC	5.00% 15/FEB/2032 2,678,000	2,619,967	2,435,257
	ASCEND LEARNING LLC	ZCP 17/NOV/2028 2,070,033	2,002,762	2,037,834
	ASCEND LEARNING LLC	ZCP 17/NOV/2029 909,000	906,728	788,394
	ASSURED GUARANTY US HOLDINGS INC	3.15% 15/JUN/2031 1,100,000	1,096,887	976,571
	ASSUREDPARTNERS INC	5.63% 15/JAN/2029 2,421,000	2,339,613	2,259,762
	ASSUREDPARTNERS INC	7.00% 15/AUG/2025 1,409,000	1,367,939	1,411,194
	AT&T INC	2.55% 01/DEC/2033 1,021,000	862,168	832,954
	AT&T INC	3.65% 01/JUN/2051 1,000,000	996,130	756,520
	ATHENAHEALTH GROUP INC	6.50% 15/FEB/2030 3,959,000	3,844,703	3,594,067
	ATHENE	0.95% 08/JAN/2024 1,295,000	1,293,686	1,294,051
	ATI INC	4.88% 01/OCT/2029 278,000	275,915	258,464
	ATI INC	5.13% 01/OCT/2031 2,558,000	2,575,888	2,377,426
	ATLAS SENIOR LOAN FUND LTD	FLT 16/JAN/2030 280,520	280,576	280,508
	AUST & NZ BANKING GROUP	ZCP 12/MAR/2024 2,700,000	2,670,375	2,670,500
	AUST & NZ BANKING GROUP	ZCP 15/MAY/2024 2,200,000	2,155,138	2,155,241
	AUST & NZ BANKING GROUP	ZCP 18/MAR/2024 3,000,000	2,964,944	2,964,578
	AUST & NZ BANKING GROUP	ZCP 01/APR/2024 1,423,000	1,403,204	1,403,303
	AUST & NZ BANKING GROUP	ZCP 18/JUL/2024 1,000,000	969,167	971,072
	AVANTOR FUNDING INC	3.88% 01/NOV/2029 3,983,000	3,921,575	3,616,541
	AVANTOR FUNDING INC	4.63% 15/JUL/2028 733,000	737,581	708,225
	AVIENT CORP	7.13% 01/AUG/2030 634,000	645,249	659,911
	AXALTA COATING SYSTEMS LLC	3.38% 15/FEB/2029 1,216,000	1,216,000	1,092,226
	AXALTA COATING SYSTEMS LLC	4.75% 15/JUN/2027 1,686,000	1,722,388	1,641,743
	BACARDI LTD	5.30% 15/MAY/2048 700,000	689,115	671,364
	BALL CORP	6.00% 15/JUN/2029 2,156,000	2,156,000	2,201,718
	BANCO SANTANDER SA	4.38% 12/APR/2028 775,000	719,138	753,153
	BANK OF AMERICA	1.20% 24/OCT/2026 1,800,000	1,800,000	1,671,475
	BANK OF AMERICA	1.73% 22/JUL/2027 2,900,000	2,900,000	2,657,973

40

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	BANK OF AMERICA	2.30% 21/JUL/2032 1,200,000	1,200,000	981,105
	BANK OF AMERICA	5.62% 13/DEC/2024 10,441,577	10,441,577	10,445,234
BANK OF AMERICA	5.76% 16/FEB/2024 4,800,000	4,799,593	4,800,833
BANK OF AMERICA	5.44% 08/FEB/2024 964,000	963,590	963,714
	BANK OF MONTREAL	ZCP 12/APR/2024 4,000,000	3,936,951	3,937,875
	BANK OF MONTREAL	4.69% 28/JUL/2029 800,000	800,000	804,759
	BANK OF NEW ZEALAND	3.50% 20/FEB/2024 250,000	249,137	249,325
	BANK OF NOVA SCOTIA	4.75% 02/FEB/2026 900,000	899,208	898,240
BANK OF NOVA SCOTIA	FLT 31/MAY/2024 1,807,000	1,807,000	1,809,487
	BANQUE ET CAISSE	ZCP 01/FEB/2024 5,500,000	5,473,478	5,472,279
	BANQUE ET CAISSE	ZCP 06/FEB/2024 2,700,000	2,685,015	2,684,366
	BANQUE FEDERATIVE DU CREDIT MUTUE	0.65% 27/FEB/2024 300,000	297,557	297,692
	BARCLAYS BANK PLC	5.50% 09/AUG/2028 700,000	677,985	703,437
	BARCLAYS BANK PLC	ZCP 06/JUN/2024 4,000,000	3,905,444	3,905,428
	BARCLAYS BANK PLC	ZCP 09/FEB/2024 7,165,000	7,122,076	7,119,839
BARCLAYS BANK PLC NY	6.00% 08/AUG/2024 1,650,000	1,650,000	1,654,546
	BAT CAPITAL CORP	2.73% 25/MAR/2031 1,600,000	1,600,000	1,343,774
	BATH & BODY WORKS INC	5.25% 01/FEB/2028 456,000	455,068	451,096
	BATH & BODY WORKS INC	6.63% 01/OCT/2030 2,461,000	2,595,543	2,517,335
	BATH & BODY WORKS INC	6.88% 01/NOV/2035 773,000	761,741	782,801
BATH & BODY WORKS INC	7.50% 15/JUN/2029 1,440,000	1,474,185	1,496,250
	BAUSCH + LOMB CORP	8.38% 01/OCT/2028 1,876,000	1,906,030	1,979,067
	BAUSCH HEALTH COS INC	4.88% 01/JUN/2028 2,326,000	1,843,783	1,401,737
	BAUSCH HEALTH COS INC	11.00% 30/SEP/2028 909,000	1,960,371	660,825
	BAUSCH HEALTH COS INC	14.00% 15/OCT/2030 180,000	388,242	98,863
	BAUSCH HEALTH COS INC	5.50% 01/NOV/2025 1,069,000	1,073,118	977,889
	BAYTEX ENERGY CORP	8.50% 30/APR/2030 1,725,000	1,697,344	1,784,759
	BC LTD	9.00% 30/JAN/2028 511,000	1,102,108	498,276
	BEACON ROOFING SUPPLY INC	4.13% 15/MAY/2029 1,671,000	1,610,977	1,518,694
	BEACON ROOFING SUPPLY INC	4.50% 15/NOV/2026 2,614,000	2,633,559	2,534,721
	BEACON ROOFING SUPPLY INC	6.50% 01/AUG/2030 1,730,000	1,750,836	1,769,217
	BETONY CLO 2 LTD	FLT 30/APR/2031 750,604	748,998	750,595
	BLACK KNIGHT INFOSERV LLC	3.63% 01/SEP/2028 1,590,000	1,428,610	1,511,661
	BLACKSTONE MORTGAGE TRUST INC	3.75% 15/JAN/2027 2,275,000	2,275,000	2,023,553
	BMW US CAPITAL LLC	FLT 01/APR/2024 262,000	262,119	262,106
	BMW US CAPITAL LLC	FLT 01/APR/2025 495,000	497,225	497,406
	BMW US CAPITAL LLC	1.25% 12/AUG/2026 2,700,000	2,694,141	2,475,681

41

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	BMW US CAPITAL LLC	FLT 12/AUG/2024 1,896,000	1,894,639	1,897,746
	BMW VEHICLE LEASE TRUST	1.10% 25/MAR/2025 3,681,384	3,649,547	3,660,493
	BMW VEHICLE LEASE TRUST	5.27% 25/FEB/2025 1,920,945	1,917,388	1,919,780
	BMW VEHICLE OWNER TRUST	5.59% 25/JUL/2024 1,959,560	1,959,539	1,959,728
	BMW VEHICLE OWNER TRUST	5.59% 25/JUL/2024 111,975	111,975	111,984
	BNP PARIBAS SA	2.59% 20/JAN/2028 1,900,000	1,900,000	1,759,219
BNP PARIBAS NY BRANCH	5.95% 03/OCT/2024 2,269,000	2,269,000	2,279,181
	BNZ INTNL FDG LTD	ZCP 13/MAR/2024 5,900,000	5,835,808	5,833,809
	BOEING CO	5.81% 01/MAY/2050 700,000	700,378	727,798
	BOFA SECURITIES INC	ZCP 19/JUL/2024 1,800,000	1,743,569	1,746,977
	BOMBARDIER INC	7.88% 15/APR/2027 1,707,000	1,710,853	1,707,377
	BOOST NEWCO BORROWER LLC	7.50% 15/JAN/2031 3,144,000	3,182,561	3,322,335
	BOXER PARENT CO INC	7.13% 02/OCT/2025 498,000	498,000	500,669
	BOXER PARENT CO INC	9.13% 01/MAR/2026 303,000	303,000	302,814
	BOYD GAMING CORP	4.75% 01/DEC/2027 714,000	714,893	686,849
	BOYD GAMING CORP	4.75% 15/JUN/2031 2,147,000	2,165,236	1,972,059
	BPCE SA	1.65% 06/OCT/2026 300,000	273,654	279,245
	BPCE SA	2.28% 20/JAN/2032 700,000	700,000	561,589
	BPCE SA	ZCP 28/MAY/2024 2,500,000	2,442,022	2,444,130
	BPCE SA	ZCP 31/JAN/2024 5,000,000	4,976,667	4,975,388
	BRANDYWINE OPERATING PARTN LP	3.95% 15/NOV/2027 200,000	162,800	178,795
BRANDYWINE OPERATING PARTN LP	4.55% 01/OCT/2029 700,000	546,000	612,354
	BRIGHTHOUSE F S	ZCP 29/MAY/2024 5,377,000	5,250,593	5,254,196
	BRIGHTHOUSE F S	ZCP 29/FEB/2024 1,370,000	1,357,797	1,357,198
	BROADCOM INC	3.46% 15/SEP/2026 2,024,000	1,995,257	1,958,162
	BROADCOM INC	4.15% 15/NOV/2030 200,000	218,158	191,313
	BROADSTREET PARTNERS INC	5.88% 15/APR/2029 2,842,000	2,849,834	2,653,028
	BWX TECHNOLOGIES INC	4.13% 30/JUN/2028 935,000	942,013	867,016
	CAESARS ENTERTAINMENT INC	4.63% 15/OCT/2029 4,284,000	4,193,455	3,863,074
	CAESARS ENTERTAINMENT INC	6.25% 01/JUL/2025 3,254,000	3,271,302	3,263,092
	CAESARS ENTERTAINMENT INC	7.00% 15/FEB/2030 4,380,000	4,426,109	4,489,728
	CAESARS ENTERTAINMENT INC	8.13% 01/JUL/2027 2,349,000	2,409,309	2,408,608
	CAISSE D'AMORT DE LA	ZCP 23/FEB/2024 1,000,000	991,864	991,661
CAISSE D'AMORT DE LA	ZCP 26/FEB/2024 3,000,000	2,974,785	2,973,609
	CAISSE D'AMORT DE LA	ZCP 04/MAR/2024 2,900,000	2,872,849	2,871,364
	CAISSE D'AMORT DE LA	ZCP 06/FEB/2024 5,500,000	5,469,838	5,468,272
	CAISSE D'AMORT DE LA	ZCP 02/FEB/2024 2,900,000	2,885,898	2,885,005

42

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	CAISSE D'AMORT DE LA	ZCP 26/JAN/2024 1,614,000	1,607,948	1,607,327
	CAISSE DES DEPOTS	ZCP 31/JAN/2024 8,200,000	8,163,052	8,159,899
	CALLON PETROLEUM CO	6.38% 01/JUL/2026 3,734,000	3,455,756	3,716,063
	CALLON PETROLEUM CO	7.50% 15/JUN/2030 957,000	949,950	965,297
	CALLON PETROLEUM CO	8.00% 01/AUG/2028 331,000	330,063	338,335
	CALPINE CORP	4.50% 15/FEB/2028 1,598,000	1,603,993	1,518,743
	CAMELOT FINANCE SA	4.50% 01/NOV/2026 2,471,000	2,551,739	2,414,213
	CANADIAN IMPER. HLDG	ZCP 01/MAR/2024 2,500,000	2,477,167	2,476,412
	CANADIAN PACIFIC RAILWAY CO	2.45% 02/DEC/2031 900,000	899,685	836,359
	CANPACK SA	3.88% 15/NOV/2029 2,982,000	2,982,000	2,528,438
	CANTOR FITZGERALD LP	4.88% 01/MAY/2024 800,000	797,648	793,876
	CANTOR FITZGERALD LP	7.20% 12/DEC/2028 700,000	698,642	718,448
	CAPITAL ONE PRIME AUTO REC TRUST	2.71% 16/JUN/2025 564,989	561,983	562,985
	CAPITAL ONE PRIME AUTO REC TRUST	3.74% 15/SEP/2025 1,354,678	1,345,927	1,347,963
	CAPITAL ONE PRIME AUTO REC TRUST	3.74% 15/SEP/2025 3,076,219	3,060,482	3,060,971
	CAPITAL ONE PRIME AUTO REC TRUST	FLT 15/SEP/2025 729,201	729,428	729,536
	CARLYLE GLOBAL MARKET STRATEGIES	FLT 14/AUG/2030 1,916,264	1,916,264	1,915,329
	CARLYLE GLOBAL MARKET STRATEGIES	FLT 27/JUL/2031 748,266	746,283	748,237
	CARMAX AUTO OWNER TRUST	1.47% 15/DEC/2026 3,013,770	2,904,723	2,918,821
	CARMAX AUTO OWNER TRUST	0.50% 15/AUG/2025 602,351	595,567	596,035
	CARMAX AUTO OWNER TRUST	5.63% 15/JUL/2024 1,907,643	1,907,292	1,907,592
	CARNIVAL CORP	4.00% 01/AUG/2028 2,644,000	2,650,610	2,457,664
	CARNIVAL CORP	5.75% 01/MAR/2027 658,000	661,734	642,536
	CARNIVAL CORP	6.00% 01/MAY/2029 2,842,000	2,874,854	2,733,734
	CARNIVAL CORP	7.00% 15/AUG/2029 741,000	742,853	774,074
	CARNIVAL CORP	7.63% 01/MAR/2026 1,495,000	1,581,377	1,522,085
	CARNIVAL HOLDINGS BERMUDA LTD	10.38% 01/MAY/2028 586,000	578,675	637,556
	CATALENT PHARMA SOLUTIONS INC	3.13% 15/FEB/2029 1,884,000	1,721,645	1,648,726
	CATALENT PHARMA SOLUTIONS INC	3.50% 01/APR/2030 726,000	601,118	631,880
	CATAMARAN CLO 2014-1 LTD	FLT 22/APR/2030 1,957,889	1,958,281	1,958,253
	CATERPILLAR FINAN SERVICES CORP	FLT 10/JAN/2024 310,000	309,999	309,997
	CATERPILLAR FINAN SERVICES CORP	FLT 13/SEP/2024 565,000	564,986	564,897
	CBAM 2018-5 LTD	FLT 17/APR/2031 1,047,485	1,020,460	1,046,370
CCO HOLDINGS LLC	4.50% 01/MAY/2032 1,039,000	820,810	889,460
	CCO HOLDINGS LLC	4.50% 15/AUG/2030 4,961,000	4,932,505	4,472,533
	CCO HOLDINGS LLC	4.75% 01/FEB/2032 3,113,000	2,950,283	2,745,541
	CCO HOLDINGS LLC	4.75% 01/MAR/2030 4,896,000	4,952,308	4,472,964

43

(A)	(B)	(C)	(D)	(E)
	IDENTITY OF ISSUE, BORROWER, LESSOR, OR SIMILAR PARTY	DESCRIPTION OF INVESTMENT INCLUDING MATURITY DATE, RATE OF INTEREST, COLLATERAL, PAR, OR MATURITY VALUE	COST	CURRENT VALUE
CORPORATE DEBT AND ASSET-BACKED SECURITIES (CONTINUED):
	CCO HOLDINGS LLC	5.00% 01/FEB/2028 3,279,000	3,182,225	3,138,449
	CCO HOLDINGS LLC	5.13% 01/MAY/2027 5,174,000	5,127,280	4,993,010
	CD&R SMOKEY BUYER INC	6.75% 15/JUL/2025 3,854,000	3,775,390	3,812,916
	CDP FINANCIAL INC	ZCP 04/MAR/2024 800,000	792,505	792,106
	CDP FINANCIAL INC	ZCP 02/MAY/2024 5,750,000	5,641,657	5,643,944
	CDP FINANCIAL INC	ZCP 16/DEC/2024 2,900,000	2,759,874	2,760,372
	CDP FINANCIAL INC	ZCP 22/OCT/2024 2,500,000	2,386,916	2,396,478
	CEDAR FAIR LP	5.38% 15/APR/2027 1,305,000	1,241,381	1,276,886
	CEDAR FAIR LP	5.50% 01/MAY/2025 2,060,000	2,086,858	2,049,574
CEDAR FAIR LP	6.50% 01/OCT/2028 635,000	635,000	631,244
	CENGAGE LEARNING ACQUISITIONS, INC.	ZCP 29/JUN/2026 1,841,019	1,825,123	1,849,184
	CENTENE CORP	3.00% 15/OCT/2030 400,000	336,448	346,613
	CENTERPOINT ENERGY HOUSTON ELEC	4.95% 01/APR/2033 500,000	498,780	509,812
	CENTRAL PARENT INC	7.25% 15/JUN/2029 979,000	960,355	1,000,486
	CENTRAL PARENT LLC	8.00% 15/JUN/2029 363,000	363,000	378,885
	CHARLES RIVER LABS INTERNAT	4.00% 15/MAR/2031 250,000	235,000	225,636
	CHARLES RIVER LABS INTERNAT	4.25% 01/MAY/2028 1,473,000	1,506,848	1,400,475
	CHART INDUSTRIES INC	7.50% 01/JAN/2030 1,395,000	1,421,156	1,459,658
	CHENIERE ENERGY INC	4.63% 15/OCT/2028 700,000	639,772	682,474
	CHURCHILL DOWNS INC	6.75% 01/MAY/2031 1,097,000	1,098,371	1,113,384
	CHURCHILL DOWNS INC	5.75% 01/APR/2030 900,000	837,443	877,492
	CIFC FUNDING 2013-III-R LTD	FLT 24/APR/2031 667,041	663,906	666,846
	CINEMARK USA INC	8.75% 01/MAY/2025 928,000	944,541	932,640
	CINEMARK USA INC	5.25% 15/JUL/2028 1,643,000	1,492,980	1,506,057
	CINEMARK USA INC	5.88% 15/MAR/2026 2,925,000	2,498,223	2,859,563
	CITIBANK NA	5.49% 04/DEC/2026 1,000,000	1,000,000	1,018,475
	CITIBANK NA	5.86% 29/SEP/2025 500,000	500,000	508,393
	CITIBANK NA	3.65% 23/JAN/2024 250,000	249,661	249,720
	CITIGROUP GBL MKTS INC	ZCP 19/SEP/2024 1,750,000	1,677,786	1,683,986
	CITIZENS AUTO RECEIVABLES TRUST	5.74% 16/SEP/2024 3,855,562	3,856,008	3,856,314
	CIVITAS RESOURCES INC	8.38% 01/JUL/2028 586,000	588,200	611,793
	CIVITAS RESOURCES INC	8.63% 01/NOV/2030 1,430,000	1,490,575	1,516,474
	CIVITAS RESOURCES INC	8.75% 01/JUL/2031 646,000	651,285	687,903
	CLARIOS GLOBAL LP	6.25% 15/MAY/2026 599,000	616,045	599,724
	CLARIOS GLOBAL LP	6.75% 15/MAY/2025 809,000	829,963	816,119
	CLARIOS GLOBAL LP	8.50% 15/MAY/2027 3,150,000	3,195,784	3,160,890
	CLARIVATE SCIENCE HOLDINGS CORP	3.88% 01/JUL/2028 2,245,000	2,058,355	2,117,041