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

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 11-K

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

For the fiscal year ended December 31, 2023

Commission File No. 1-9924

__________________________________

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

CITI RETIREMENT SAVINGS PLAN

Plans Administration Committee

388 Greenwich Street, 15th Floor

New York, NY 10013

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

Citigroup Inc.

388 Greenwich Street

New York, NY 10013

CITI RETIREMENT SAVINGS PLAN

Financial Statements and Supplemental Schedule

December 31, 2023 and 2022

(With Report of Independent Registered Public Accounting Firm Thereon)

CITI RETIREMENT SAVINGS PLAN

Financial Statements and Supplemental Schedule

December 31, 2023 and 2022

Table of Contents

Page
Report of Independent Registered Public Accounting Firm	1
Financial Statements:
Statements of Net Assets Available for Benefits as of December 31, 2023 and 2022	3
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2023 and 2022	4
Notes to Financial Statements	5
Supplemental Schedule:*
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2023	15
Signatures	76
Exhibit Index	77

* Other schedules required by Form 5500 which are not applicable have been omitted

Report of Independent Registered Public Accounting Firm

To the Plan Participants and Plan Administrator

Citi Retirement Savings Plan:

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of Citi Retirement Savings Plan (the Plan) as of December 31, 2023 and 2022, the related statements of changes in net assets available for benefits for the years ended December 31, 2023 and 2022, and the related notes (collectively, 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 ended December 31, 2023 and 2022, in conformity with U.S. generally accepted accounting principles.

Basis for Opinion

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these 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 audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

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Accompanying Supplemental Information

The Schedule H, line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2023, has 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 the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ KPMG LLP

We have served as the Plan's auditor since 1987.

New York, New York

June 27, 2024

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CITI RETIREMENT SAVINGS PLAN

Statements of Net Assets Available for Benefits

December 31, 2023 and 2022

2023	2022
Assets:
Investments:
Investments, at fair value	$	18,928,869,990	$	15,637,777,884
Investments in fully benefit-responsive investment contracts, at contract value	1,038,208,094	1,224,668,199
Total investments	19,967,078,084	16,862,446,083
Receivables:
Employer contributions	541,344,705	468,514,042
Interest and dividends	7,943,445	6,387,294
Receivable for securities sold	1,611,717	3,704,566
Participant contributions	455,520	533,096
Participant loans	207,405,891	197,215,177
Total receivables	758,761,278	676,354,175
Total assets	20,725,839,362	17,538,800,258
Liabilities:
Payable for securities purchased	5,126,029	6,013,104
Other investment liabilities	13,719,148	13,086,043
Payable for trustee, administrative fees and other	6,139,873	4,111,644
Total liabilities	24,985,050	23,210,791
Net assets available for benefits	$	20,700,854,312	$	17,515,589,467
See accompanying notes to financial statements.

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CITI RETIREMENT SAVINGS PLAN

Statements of Changes in Net Assets Available for Benefits

Years Ended December 31, 2023 and 2022

2023	2022
Additions to net assets attributable to:
Investment income (loss):
Dividends	$	59,712,241	$	35,181,384
Interest	26,874,322	22,740,113
Net appreciation (depreciation) in fair value of investments	2,855,072,023	(3,125,265,006)
Net investment income (loss)	2,941,658,586	(3,067,343,509)
Interest income on loans receivable from participants	11,221,190	9,371,415
Contributions:
Employer	541,368,158	468,560,846
Participants	856,989,258	739,710,443
Rollover	118,763,501	108,390,417
Total contributions	1,517,120,917	1,316,661,706
Total additions (reductions) to net assets	4,470,000,693	(1,741,310,388)
Deductions from net assets attributable to:
Distributions to participants	1,268,208,683	1,117,942,390
Trustee and administrative expenses	16,029,543	17,573,253
Dividends paid directly to participants	497,622	496,773
Total deductions from net assets	1,284,735,848	1,136,012,416
Net increase (decrease)	3,185,264,845	(2,877,322,804)
Net assets available for benefits at:
Beginning of year	17,515,589,467	20,392,912,271
End of year	$	20,700,854,312	$	17,515,589,467
See accompanying notes to financial statements.

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(1)Description of the Plan

The following brief description of the Citi Retirement Savings Plan (the Plan) is provided for general information purposes only. Participants should refer to the Plan's Summary Plan Description and legal Plan document for a more complete description of the Plan.

(a)General

The Plan was established in 1987 and is a defined contribution plan designed to encourage savings on the part of eligible employees. The Plan covers eligible employees of Citigroup Inc. (the Company), its subsidiaries and affiliates. The Company is the Plan Sponsor, as defined by the Plan document. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA), and the Internal Revenue Code of 1986, as amended (the Code). The Plan is designed to comply with Section 404(c) of ERISA and the related regulations. The Plan provides for participant-directed accounts, which permits a participant or beneficiary to exercise control over the assets in the account and make investment decisions. As a result, the Plan's fiduciaries may be released from liability for any losses that result from the participant's or beneficiary's individual investment decisions.

The Plan was initially designed as an Employee Stock Ownership Plan (ESOP) within the meaning of Section 4975(e)(7) of the Code. Effective March 1, 2003, the Plan consists of a non-leveraged ESOP component and a non-ESOP component. The ESOP component consists of any amount invested in the Citigroup Common Stock Fund under the Plan.

Bank of New York Mellon is the trustee and the custodian of the Plan. The Plan is administered by Alight Solutions Inc., a third-party administrator.

(b)Eligibility

Eligible employees generally include (1) employees working in the U.S. and paid from a Company payroll or (2) U.S. citizens or lawful permanent residents of the U.S. performing services overseas in an expatriate employment classification in each case who are performing services for the Company and participating subsidiaries, as defined in the Plan document.

Full-time and part-time employees are eligible to participate on the first day of the first pay period after the participant becomes an employee of the Company.

(c)Employee Contributions

Eligible employees may defer on a before-tax and/or Roth basis through payroll deductions up to 50% (in 1% increments) of their eligible pay subject to certain legal limitations. Eligible pay generally includes base salary, overtime, commissions, shift differential pay, and periodic incentive bonuses. The maximum annual eligible pay under the Plan does not exceed the applicable statutory limit.

Newly hired and rehired eligible employees are automatically enrolled in the Plan at a 6% before-tax contribution rate unless they otherwise enroll themselves or opt out of the Plan. Participants who are automatically enrolled in the Plan, but do not make an investment election, are invested in the Plan's default investment, which is the Plan's "target retirement date" fund consistent with the participant's projected year of retirement. Further, unless the participant elects a different rate, for employees who are automatically enrolled, their contribution rate is automatically increased by 1% annually until they reach a before-tax contribution rate of 15%.

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Participants who are age 50 or older by the end of the Plan year are permitted to make additional contributions up to 49% of their eligible pay, known as "catch-up" contributions, up to the applicable statutory limit. There is no automatic enrollment for catch-up contributions.

(d)Employer Contributions

During 2023 and 2022, employer contributions consisted of three components: the Company matching contribution, fixed contribution, and transition contribution. A one-time Company contribution is also provided to certain grandfathered participants on a limited basis when they become eligible.

The Company matching contribution was equal to 100% of the participant's before-tax and/or Roth contributions up to 6% of the participant's eligible compensation (up to the annual compensation maximum set by the Code) for eligible employees at all compensation levels. Company matching contributions did not exceed the lesser of the participant's contribution or 6% of the participant's eligible compensation up to the statutory limit. Catch-up contributions are not subject to matching contributions. Participants must contribute to the Plan to receive Company matching contributions.

A fixed contribution of up to 2% of eligible pay is credited to the Plan accounts of eligible employees whose qualifying annual compensation, as defined in the Plan, is $100,000 or less.

An annual transition contribution is credited to the Plan accounts of certain employees who were eligible to receive benefits under the Plan, the Citigroup Pension Plan, and the Citigroup Ownership Program in 2007, prior to the Plans' redesign. If an employee's total benefit opportunity under the three programs was greater than his or her benefit opportunity under the Plan, an additional transition contribution is credited. Participants receiving this transition contribution generally have long service and must be continuously employed by the Company since December 31, 2006.

Matching, fixed, and transition contributions are invested in the same manner as a participant's contributions, or, in the Plan's qualified default investment alternative in the absence of such an election.

At December 31, 2023 and 2022, the employer contribution receivable was $541.3 million and $468.5 million, respectively. Company contributions relating to 2023 and 2022 were received and credited to participant accounts during the first quarter of 2024 and 2023, respectively.

(e)Participant Accounts

The Plan maintains a separate account for each participant, to which contributions, expenses, and investment gains and losses are allocated.

Participants may elect to invest their account balance among the investment fund options offered under the Plan in whole increments of 1%.

A participant may elect to suspend or resume his or her contributions, subject to the Plan's notice requirements. In addition, a participant may change the rate of his or her contributions, subject to the Plan's notice requirements, and may elect to change the allocation of future contributions among the funds daily. A participant may also elect to transfer the value of his or her contributions in whole increments of 1% to other Plan investment funds, subject to certain restrictions.

Changes requested by participants are implemented as soon as administratively practicable, in accordance with the Plan document.

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(f)Rollover and Transfer Contributions

The Plan accepts qualifying rollover contributions made by participants in cash from qualified retirement plans or Individual Retirement Accounts (IRA). Such transfers or rollovers to the Plan may only be made with the approval of the Plan's management and do not affect any other contributions made by or on behalf of a participant.

Rollover contributions into the Plan in 2023 and 2022 amounted to $118.8 million and $108.4 million, respectively.

(g)Investment Options

Plan assets are held in a trust fund and are invested in the investment options offered under the Plan at the direction of Plan participants, in accordance with the Plan document.

Subject to certain restrictions, Plan participants may move a portion or all of their account balances among the Plan's investment options through a fund transfer, reallocation, or rebalance, generally not more frequently than once every seven calendar days.

Restrictions are subject to change at any time depending on generally applicable Plan rules or the requirements of the funds.

To the extent required by the compliance procedures of a mutual fund to ensure the fund's adherence to the market timing rules mandated by the Securities and Exchange Commission and upon request by a mutual fund, the Plan may provide reports to the fund detailing Plan participants' trading activity in that particular fund. The Company also may restrict the ability of certain Plan participants to invest in or divest from the Citigroup Common Stock Fund.

In general, no investment-related transaction costs are associated with the Plan, though the funds have the right to impose redemption fees, should they decide to do so.

The Plan does not directly participate in securities lending programs; however, there are investment funds that engage in securities lending which are available to Plan participants. The investment manager for an investment option determines the terms of, and the extent to which, securities lending is used. Engaging in securities lending is intended to benefit Plan participants investing in such investment offering.

(h)Vesting

The rights of a participant to his or her own contributions, matching contributions, and any earnings thereon are at all times fully vested and non-forfeitable.

Company fixed and transition contributions, as described in note 1(d), vest according to the following schedule:

•Upon completion of three years of service, any fixed and/or transition contributions made on a participant's behalf will be immediately vested;

•If a participant reaches age 55, dies, or becomes disabled while in service;

•In the case of a full or partial termination of the Plan or complete discontinuance of contributions under the Plan.

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Once a participant is vested in his or her Company contributions, those contributions are available for distribution or rollover once he or she leaves the Company or is otherwise eligible to take a distribution, as more fully described in notes 1(k) and (l).

(i)Forfeited Accounts

Forfeitures may be used to offset expenses of the Plan. During 2023 and 2022, $927,977 and $421,712, respectively, of forfeitures were used to offset Plan expenses. As of December 31, 2023 and 2022, unallocated forfeitures were $2,242,225 and $598,929, respectively.

(j)Loans Receivable from Participants

Subject to the Plan's provisions and the requirements contained within ERISA and the Code, participants may apply for up to two loans from the Plan at a fixed annual interest rate equal to the prime rate, as published in The Wall Street Journal for the fifteenth business day of the month in which the loan application is initiated, plus 1%. Loans may be made for a minimum amount of $1,000, the maximum of which would be the lesser of 50% of the participant's vested account balance or $50,000, less the highest outstanding loan balance in the previous twelve months. The interest rates for loans receivable from participants as of December 31, 2023 and 2022 ranged from 4.25% to 10.25% in both years. Loan terms range from 1 to 5 years for general-purpose loans or up to 20 years for the purchase of a primary residence.

Loans receivable from participants are valued at unpaid principal plus any accrued but unpaid interest.

Each loan is secured through the vested balance in the participant's Plan account. If a participant defaults on his or her loan by failing to make timely repayments, the outstanding principal and interest due on the loan is treated as a deemed distribution and reported as a taxable distribution to the participant as soon as administratively practicable in the year of default. If the participant has an outstanding loan and takes a distribution of his or her Plan benefit, the outstanding principal and interest due on the loan is deducted from the account balance before an amount is distributed to the participant.

A participant applying for a loan through the Plan will be charged a $50 loan application fee. The loan application fee is nonrefundable and will be used to offset the administrative expenses associated with the loan. The fee will be deducted from the participant's Plan account at the time his or her loan request is processed. Plan participants who reside in Florida may be subject to a nominal tax imposed by Florida law, which is deducted from the participant's Plan account at the time his or her loan request is processed as soon as administratively practicable.

(k)Withdrawals

Prior to termination of employment, a participant may withdraw, subject to the Plan's notice requirements, all or a portion of the vested value of his or her participant account if the participant has attained age 59½ or becomes totally and permanently disabled, or a certain portion of the value of his or her participant account in the event of demonstrated financial hardship, subject to the Plan's provisions. Withdrawals to which a participant is entitled are the amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant's account, less allocated expenses. Withdrawals from the Citigroup Common Stock Fund may be paid in either shares of common stock or cash at the discretion of the participant, with the exception of a hardship withdrawal, which must be paid in cash. Fractional shares and withdrawals from other funds are paid in cash.

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(l)Distributions

A participant, after leaving the Company, can have the total of his or her vested account distributed in accordance with the provisions of the Plan. The value of this distribution will be based on the value of the participant's vested account at the valuation date that coincides with the distribution to the extent administratively practicable.

If the value of a participant's account exceeds $5,000, the participant may elect to defer the commencement of his or her distribution until the date he or she must take the first required minimum distribution (RMD). If the participant is still employed at RMD age, minimum distributions must commence when the participant retires or otherwise separates from service.

If the value of a participant's account is at least $1,000 and does not exceed $5,000, the Plan will automatically roll the participant's account over to an IRA, if the participant does not elect otherwise within 90 days of receiving a notice from the Plan. However, if the Plan participant is age 65 or older and his or her account balance is $5,000 or less, the Plan will distribute his or her account as a lump-sum distribution and withhold the applicable taxes. If the value of a participant's account is less than $1,000, the Plan will distribute the participant's account upon termination of employment, unless otherwise instructed.

Distributions to which a participant is entitled are the vested amounts that can be provided by the contributions and income thereon (including net realized and unrealized investment gains and losses) allocated to each participant's account, less allocated expenses. Fractional shares and distributions from other funds are paid in cash.

(2)Summary of Significant Accounting Policies

(a)Basis of Accounting

The accompanying financial statements have been prepared under the accrual basis of accounting and are displayed in U.S. dollars.

(b)Use of Estimates

The preparation of the financial statements in conformity with U.S. generally accepted accounting principles (GAAP) requires the Plan's management to make estimates and assumptions that affect the reported amounts of assets and liabilities, changes therein, and disclosure of contingent assets and liabilities at the date the financial statements are prepared. Actual results could differ from those estimates and assumptions. Significant estimates inherent in the preparation of the financial statements include the fair value of investments.

(c)Investment Valuation and Income Recognition

Investments held by the Plan are generally stated at fair value with the exception of fully benefit-responsive investment contracts, which according to GAAP are stated at contract value.

Equity investments traded on national securities exchanges are valued at their closing market prices. When no trades are reported, they are valued at the most recent reported sale price on the last business day of the year; securities traded in the over the counter market are valued at their last sale or bid price. This includes U.S. and non-U.S. equities in separately managed accounts, and the Citigroup Common Stock Fund.

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Mutual funds are valued at the net asset value (NAV) as reported by the underlying fund or its agent. Exchange-traded funds are valued at their last sale price.

Debt securities for which published quotations are not available are valued based on yields currently available on comparable securities of other issuers with similar credit ratings, and long-term debt securities are valued using the latest available bid prices as quoted by dealers making a market in the securities.

Collective trust funds are determined to have readily determinable fair values and valued based on NAV. Participant-directed redemptions from these collective trust funds generally can be made daily, subject to a Plan imposed 7-day minimum holding period on investments (other than BNY Mellon Stable Value Fund (Fund) related investments, which have a longer holding period).

Purchases and sales of investments are recorded on a trade-date basis. Securities purchased or sold near year-end may result in payments on these securities not being made or received until after the Plan's year-end. The amounts of such payments are recorded as payables or receivables as of year-end in the statements of net assets available for benefits. Interest income is recorded as earned on the accrual basis. Dividend income is recorded on the ex-dividend date.

Pending foreign exchange purchases are marked to market based upon year-end forward exchange rates.

(d)Fair Value of Other Assets and Liabilities

The carrying value of other assets and liabilities approximates fair value because of the short-term nature of these items.

(e)Payment of Benefits

Benefits are recorded when paid.

(3)Guaranteed Investment Contracts (GIC)

The Plan's Fund is a custom investment vehicle that invests in fully benefit-responsive investment contracts, which are synthetic GICs issued by insurance companies.

The Plan's GICs consist of the underlying investments, which are fixed-income securities owned directly by the Plan and "wrapper" contracts purchased from the insurance companies. The wrapper contracts guarantee full payment of principal and interest and provide an interest crediting rate of not less than zero. The wrapper contracts amortize the realized and unrealized gains and losses on the underlying fixed income investments over the duration of the investments, through adjustments to the future interest crediting rate. These investments are credited with earnings on the underlying investments and charged for participant withdrawals and administrative expenses. Participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at contract value.

There are no reserves against contract value for credit risk of the contract issuers or otherwise.

An investment contract is considered fully benefit-responsive if all of the following criteria are met:

•The investment contract is between the Fund and the issuer and the contract cannot be sold or assigned.

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•The contract issuer must be obligated to repay principal and interest to participants in the Fund or provide prospective crediting rate adjustments that cannot result in an interest crediting rate less than zero.

•All permitted participant-initiated transactions occur at contract value, without limitations.

•An event that limits the ability of the participant to transact at contract value is not probable.

•The Fund must allow participants reasonable access to their funds.

The Plan's management has concluded that the GICs are fully benefit-responsive investment contracts and has reported such contracts at contract value, as shown in the table below:

2023	2022
Synthetic GICs	$	1,038,208,094	$	1,224,668,199

In addition, the Fund owns units of the Bank of New York Mellon Short-Term Investment Fund, which serves as the Fund's short-term liquidity vehicle, included in the fair value hierarchy table in cash equivalents and short-term investments.

(4)Fair Value Measurements

FASB Accounting Standards Codification (ASC) 820, Fair Value Measurement, provides a framework for measuring fair value, which provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are described below:

•Level 1 - Quoted prices for identical instruments in active markets.

•Level 2 - Quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-derived valuations in which all significant inputs and value drivers are observable in the market.

•Level 3 - Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable.

This hierarchy requires the Plan's management to use observable market data, when available, and to minimize the use of unobservable inputs when determining fair value. As required by ASC 820, assets are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.

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

The table below categorizes the Plan's investments by level within the fair value hierarchy as of December 31, 2023.

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December 31, 2023
Level 1	Level 2	Total
Investments, at fair value:
Cash equivalents and short-term investments	$	14,223,451	$	87,926,762	$	102,150,213
Collective trust funds	-	16,446,915,505	16,446,915,505
U.S. equities	893,140,787	-	893,140,787
Non-U.S. equities	528,569,247	-	528,569,247
Mutual funds and other registered investment companies	958,094,238	-	958,094,238
Investments, at fair value	$	2,394,027,723	$	16,534,842,267	$	18,928,869,990
Other investment liabilities	$	-	$	(13,719,148)	$	(13,719,148)

The table below categorizes the Plan's investments by level within the fair value hierarchy as of December 31, 2022.

December 31, 2022
Level 1	Level 2	Total
Investments, at fair value:
Cash equivalents and short-term investments	$	13,853,350	$	67,250,583	$	81,103,933
Collective trust funds	-	13,413,539,732	13,413,539,732
U.S. equities	787,036,825	-	787,036,825
Non-U.S. equities	487,299,352	-	487,299,352
Mutual funds and other registered investment companies	867,817,749	-	867,817,749
Non-U.S. corporate bonds	-	980,293	980,293
Investments, at fair value	$	2,156,007,276	$	13,481,770,608	$	15,637,777,884
Other investment liabilities	$	-	$	(13,086,043)	$	(13,086,043)

There were no transfers or reclassifications of investments between levels within the fair value hierarchy during the years ended December 31, 2023 and 2022, and there were no changes in valuation methodologies used to measure the fair value of the Plan's investments as of and for the years ended December 31, 2023 and 2022.

(5)Administrative Expenses

Plan provisions allow for administrative expenses, including, but not limited to, audit fees, custodial and trustee fees, investment manager fees, and recordkeeping fees to be paid by the Plan and allocated to participant accounts. Expenses related to monthly investment service fees and loan fees are charged to participants' investment balances and are reflected in the value of their participant accounts. These expenses are reported in trustee and administrative expenses in the statements of changes in net assets

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available for benefits, or if paid by the investment funds, are included in net appreciation (depreciation) in fair value of investments.

Any expenses not borne by the Plan are paid by the Company.

(6)Risks and Uncertainties

The Plan invests in a variety of investment securities. Investment securities, in general, are exposed to various risks, such as interest rate, credit, foreign exchange, and overall market volatility risk. Due to the level of risk associated with certain investment securities, it is reasonable to expect that changes in the values of investment securities will occur in the near term and that such changes could materially affect participant account balances and the net assets available for plan benefits.

The Plan's exposure to a concentration of credit risk is limited by the diversification of investments across participant-directed fund elections and one election that is closed to new contributions. Additionally, the investments within each investment fund option are further diversified into varied financial instruments, with the exception of the Citigroup Common Stock Fund, which primarily invest in the securities of a single issuer. At December 31, 2023 and 2022, approximately 3% and 3% of the Plan's total investments were invested in Citigroup common stock, respectively.

Plan investments include a variety of investments that may directly or indirectly invest in securities with contractual cash flows. The value, liquidity, and related income of these securities are sensitive to changes in economic conditions and may be adversely affected by shifts in the market's perception of the issuers and changes in interest rates.

(7)Party-in-Interest Transactions

Certain Plan investments are units of the Citigroup Common Stock Fund, which consists of common stock issued by the Company. The Plan's investment in the Citigroup Common Stock Fund was $595.9 million and $513.9 million at December 31, 2023 and 2022, respectively.

The Plan held no direct investments through other investment options in the Company's common stock at December 31, 2023 and 2022. However, certain of the collective trust funds and mutual funds may have invested in Citigroup common stock if consistent with the fund's objective. In 2023 and 2022, the Company paid $24.1 million and $22.4 million, respectively, to the participants for dividends on common stocks held directly.

At December 31, 2023 and 2022, the Plan held $87.9million and $67.2 million, respectively, of the Bank of New York Mellon Short-Term Investment Fund. At December 31, 2023 and 2022, the Plan also held through its investment in synthetic GICs valued at $1,185,319 and $601,939, respectively, of Bank of New York Mellon corporate bonds and the Bank of New York Mellon Short-Term Investment Fund.

These transactions qualify as exempt party-in-interest transactions.

(8)Tax Status

The Internal Revenue Service (the IRS) has determined and informed the Plan by a letter dated April 8, 2016 that the Plan as amended and restated effective January 1, 2014 and related trust are established in accordance with applicable sections of the Code and, therefore, the Plan qualifies as tax-exempt under Section 401(a) of the Code. Although the Plan has been amended since receiving the favorable determination letter, the Plan's management and the Plan's legal counsel believe that the Plan, as amended, continues to be qualified as tax-exempt and continues to operate in compliance with the applicable requirements of the Code. Therefore, no provision for income taxes is included in the Plan's financial statements.

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GAAP requires the Plan's management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan's management has concluded that, as of December 31, 2023 and 2022, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements.

The Plan is subject to audits by taxing jurisdictions. The Company believes the Plan is no longer subject to tax examination for years prior to 2020.

(9)Plan Termination

Although it has not expressed any intention to do so, the Plan Sponsor reserves the right under the Plan to amend or discontinue its contributions at any time and to amend or terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, either full or partial, all amounts credited to the impacted participants' accounts will become 100% vested and, therefore, will not be subject to forfeiture.

(10) Subsequent Events

The Plan's management evaluated subsequent events through the date on which the financial statements were issued, and determined that, other than those disclosed throughout the financial statements, no additional disclosures were required.

(11)Reconciliation of Financial Statements to Form 5500

The following is a reconciliation of amounts reported in the financial statements to amounts reported on Form 5500 as of and for the years ended December 31, 2023 and 2022:

2023	2022
Net assets available for benefits per the financial statements	$	20,700,854,312	$	17,515,589,467
Adjustment from contract value to fair value for fully benefit-responsive investment contracts	(72,808,703)	(99,854,224)
Net assets available for benefits per Form 5500	$	20,628,045,609	$	17,415,735,243
Net increase (decrease) in net assets available for benefits per the financial statements	$	3,185,264,845	$	(2,877,322,804)
Prior year adjustment from contract value to fair value for fully benefit-responsive investment contracts	99,854,224	(14,940,610)
Current year adjustment from contract value to fair value for fully benefit-responsive investment contracts	(72,808,703)	(99,854,224)
Net increase (decrease) in net assets per Form 5500	$	3,212,310,366	$	(2,992,117,638)

14

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Cash equivalents and short-term investments:
Australian Dollar	$	7,470
Brazil Real	747
Canadian Dollar	13,847
Chinese Yuan Renminbi	4,795,404
Danish Krone	13,206
Euro	32,824
Hong Kong Dollar	7,520
Indian Rupee	64,628
Japanese Yen	92,429
Mexican Peso	1,703,681
New Zealand Dollar	1,209
Norwegian Krone	3
Polish Zloty	22
Pound Sterling	20,031
Qatari Riyal	16
Saudi Arabia Riyal	14,133
Singapore Dollar	594
South African Rand	19
Swiss Franc	421
Thailand Baht	34
Turkish Lira	3
U.S. Dollar	7,299,985
Vietnam Dong	155,225
*	Collective U.S. Gov't Stif 15 Bps	5.26%	87,926,762
Total cash equivalents and short-term investments	$	102,150,213
Collective trust funds:
Blackrock LifePath Index 2025 Fund F	14,019,147	$	358,566,325
Blackrock LifePath Index 2030 Fund F	17,312,919	510,194,396
Blackrock LifePath Index 2035 Fund F	20,228,905	593,746,687
Blackrock LifePath Index 2040 Fund F	19,669,155	659,675,934
Blackrock LifePath Index 2045 Fund F	25,026,080	808,575,129
Blackrock LifePath Index 2050 Fund F	23,456,166	634,212,510
Blackrock LifePath Index 2055 Fund F	13,221,631	466,069,087
Blackrock LifePath Index 2060 Fund F	7,031,388	144,341,736
Blackrock LifePath Index Refirement Fund F	16,085,808	400,235,808
BlackRock MSCI ACWI ESG Focus Index Fund F	2,552,446	42,765,973
EAFE Equity Index Fund F	22,580,588	1,261,530,048
Emerging Markets Index Fund F	36,816,700	462,561,332
Equity Index Fund F	51,362,749	5,094,817,664

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Intl Multi Cap Equity Tr	7,252,874	107,560,119
LS CIT Core Plus Fixed Income	1,242,667	19,857,826
Mid Capitalization Equity Index Fund F	7,670,922	1,094,700,804
Roll Select Commodity Index Fd	5,988,462	75,890,584
Russell 1000 Growth Fund F	2,132,209	127,480,100
Russell 1000 Value Fund F	679,531	34,020,806
Russell 2000 Index Fund F	9,228,173	617,207,889
Russell 3000 Index Fund F	14,090,523	1,374,437,534
US Debt Index Fund F	38,526,263	1,270,049,092
US Treasury Inflation Protected Securities Fund F	9,596,918	229,612,987
Wellington Emerging Markets Debt Fund	6,177,010	58,805,135
Total collective trust funds	$	16,446,915,505
U.S. equities:
10X Genomics Inc	2,913	$	163,001
A10 Networks Inc	4,630	60,979
Aaon Inc	2,365	174,701
Abercrombie & Fitch Co	1,297	114,443
Academy Sports & Outdoors Inc	1,767	116,638
Acadia Pharmaceuticals Inc	5,923	185,463
Aci Worldwide Inc	2,742	83,911
Acuity Brands Inc	2,335	478,287
Adaptive Biotechnologies Corp	10,278	50,363
Addus Homecare Corp	11,682	1,084,692
Adeia Inc	23,668	293,244
Advanced Energy Industries Inc	1,608	175,098
Affirm Holdings Inc	7,085	348,155
Agilysys Inc	1,665	141,265
Agios Pharmaceuticals Inc	1,704	37,957
Agree Realty Corp	49,960	3,145,007
Akero Therapeutics Inc	2,353	54,943
Albany International Corp	336	33,030
Alector Inc	1,063	8,481
Alexandria Real Estate Equitie	17,085	2,165,821
Alight Inc	24,984	213,113
Allegro Microsystems Inc	41,911	1,268,647
Allison Transmission Holdings	7,340	426,845
Allogene Therapeutics Inc	2,121	6,810
Alpha Metallurgical Resources	589	199,539
Amedisys Inc	2,078	197,496
American Homes 4 Rent	58,491	2,103,351
American Tower Corp	2,515	542,926
Ameris Bancorp	23,372	1,239,852
Amicus Therapeutics Inc	5,667	80,414
Amkor Technology Inc	26,130	869,352
Amn Healthcare Services Inc	6,023	451,018

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Amphastar Pharmaceuticals Inc	2,586	159,914
Api Group Corp	5,987	207,160
Appfolio Inc	838	145,213
Arcellx Inc	898	49,844
Array Technologies Inc	52,804	887,123
Arvinas Inc	1,458	60,007
Asbury Automotive Group Inc	661	148,615
Asgn Inc	821	78,980
Ashland Inc	3,065	258,452
Aspen Technology Inc	282	62,170
Ati Inc	5,605	254,864
Atkore Inc	4,534	725,500
Atlassian Corp	19,731	4,693,265
Atricure Inc	1,644	58,657
Avalonbay Communities Inc	19,160	3,587,038
Avidity Biosciences Inc	2,502	22,640
Avnet Inc	11,137	561,323
Axcelis Technologies Inc	1,998	259,089
Azek Co Inc/The	3,493	133,591
Balchem Corp	553	82,233
Baldwin Insurance Group Inc/Th	4,519	108,556
Bancorp Inc/The	5,038	194,277
Beacon Roofing Supply Inc	6,012	523,185
Belden Inc	3,117	240,818
Bellring Brands Inc	9,951	551,577
Berkshire Hills Bancorp Inc	6,515	161,772
Bgc Group Inc	73,388	529,863
Biomea Fusion Inc	599	8,694
Bj'S Wholesale Club Holdings I	16,363	1,090,709
Blackbaud Inc	1,610	139,551
Bloomin' Brands Inc	42,701	1,202,044
Blue Owl Capital Inc	9,323	138,916
Blueprint Medicines Corp	2,987	275,490
Boise Cascade Co	150	19,363
Booz Allen Hamilton Holding Co	2,408	307,993
Boston Properties Inc	35,222	2,471,540
Bowlero Corp	29,736	421,060
Box Inc	6,386	163,557
Boyd Gaming Corp	6,817	426,783
Brady Corp	3,837	225,185
Bridgebio Pharma Inc	22,652	914,458
Bright Horizons Family Solutio	1,088	102,504
Brinker International Inc	4,458	192,477
Brink'S Co/The	11,370	999,980
Brixmor Property Group Inc	98,512	2,292,373
Broadridge Financial Solutions	677	139,203
Bruker Corp	1,246	91,582

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Brunswick Corp/De	1,231	119,137
Buckle Inc/The	6,029	286,508
Builders Firstsource Inc	1,498	250,046
Bumble Inc	10,311	151,986
Caci International Inc	912	295,381
Cactus Inc	3,540	160,738
Cadre Holdings Inc	1,469	48,312
Caesars Entertainment Inc	21,355	1,001,107
Caleres Inc	42,012	1,291,024
Camden Property Trust	7,726	767,161
Caretrust Reit Inc	23,950	535,998
Cars.Com Inc	14,735	279,518
Carvana Co	2,395	126,787
Casella Waste Systems Inc	3,956	338,046
Casey'S General Stores Inc	465	127,758
Castle Biosciences Inc	29,637	639,568
Catalent Inc	2,211	99,354
Catalyst Pharmaceuticals Inc	17,897	300,849
Cava Group Inc	607	26,076
Cavco Industries Inc	464	160,837
Cbiz Inc	3,628	227,095
Celsius Holdings Inc	1,423	77,581
Centrus Energy Corp	1,266	68,900
Cerevel Therapeutics Holdings	2,908	123,292
Championx Corp	45,103	1,317,437
Charles River Laboratories Int	677	159,940
Chart Industries Inc	8,282	1,129,142
Chegg Inc	14,504	164,768
Chemed Corp	110	64,186
Choice Hotels International In	1,469	166,424
Chord Energy Corp	6,087	1,011,855
Churchill Downs Inc	2,517	339,573
Cirrus Logic Inc	1,458	121,283
*	Citigroup Inc	11,584,797	595,921,933
Civitas Resources Inc	15,667	1,071,292
Clean Harbors Inc	1,328	231,781
Clearfield Inc	7,292	212,037
Cno Financial Group Inc	33,066	922,536
Coca-Cola Consolidated Inc	308	286,268
Cogent Communications Holdings	1,597	121,438
Coherent Corp	5,353	233,000
Collegium Pharmaceutical Inc	33,828	1,041,232
Comfort Systems Usa Inc	1,948	400,618
Commercial Metals Co	25,945	1,298,284
Concentrix Corp	10,817	1,062,341
Conmed Corp	1,301	142,499
Core & Main Inc	4,890	197,590

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Corecivic Inc	28,178	409,429
Corvel Corp	947	234,105
Coty Inc	9,372	116,402
Cousins Properties Inc	48,157	1,172,625
Crinetics Pharmaceuticals Inc	1,143	40,653
Crocs Inc	1,209	112,973
Cross Country Healthcare Inc	36,622	829,128
Csw Industrials Inc	897	186,067
Cto Realty Growth Inc	21,027	364,393
Cubesmart	41,655	1,930,721
Curtiss-Wright Corp	1,858	413,956
Cvb Financial Corp	53,087	1,071,833
Cymabay Therapeutics Inc	2,482	58,619
Cytokinetics Inc	2,946	245,940
Darling Ingredients Inc	20,457	1,019,556
Dave & Buster'S Entertainment	5,266	283,565
Day One Biopharmaceuticals Inc	1,342	19,595
Deckers Outdoor Corp	322	215,446
Denali Therapeutics Inc	23,537	505,105
Dick'S Sporting Goods Inc	1,116	163,942
Digital Realty Trust Inc	22,737	3,059,984
Digitalocean Holdings Inc	18,461	677,328
Dime Community Bancshares Inc	6,307	169,837
Diodes Inc	2,468	198,704
Dnow Inc	14,309	161,974
Domino'S Pizza Inc	512	211,026
Doubleverify Holdings Inc	33,390	1,228,089
Douglas Emmett Inc	25,900	375,549
Dun & Bradstreet Holdings Inc	18,016	210,784
Duolingo Inc	681	154,384
Dycom Industries Inc	17,263	1,986,840
Eagle Materials Inc	1,499	304,020
Ecovyst Inc	32,768	320,148
Element Solutions Inc	4,544	105,156
Elf Beauty Inc	1,957	282,451
Embecta Corp	735	13,922
Emcor Group Inc	432	93,084
Employers Holdings Inc	4,431	174,565
Enact Holdings Inc	6,607	190,876
Encompass Health Corp	24,826	1,656,397
Encore Capital Group Inc	8,981	455,783
Endeavor Group Holdings Inc	8,257	195,950
Enersys	16,205	1,636,118
Ensign Group Inc/The	3,814	427,958
Entegris Inc	10,490	1,257,000
Entravision Communications Cor	25,572	106,634
Epam Systems Inc	5,979	1,777,931

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Equinix Inc	11,622	9,359,949
Equity Lifestyle Properties In	39,501	2,786,431
Equity Residential	9,731	595,175
Essential Properties Realty Tr	27,628	706,183
Essex Property Trust Inc	7,096	1,759,316
Euronet Worldwide Inc	1,329	134,898
Evercore Inc	4,509	771,338
Everi Holdings Inc	2,505	28,228
Evolent Health Inc	2,791	92,189
Exact Sciences Corp	17,463	1,291,908
Exelixis Inc	9,766	234,293
Exlservice Holdings Inc	62,065	1,914,683
Exponent Inc	512	45,069
Extra Space Storage Inc	34,581	5,544,288
Extreme Networks Inc	19,990	352,633
Factset Research Systems Inc	375	178,991
Fair Isaac Corp	187	217,209
Farmland Partners Inc	46,385	578,882
Federal Agricultural Mortgage	4,680	894,922
Federal Realty Investment Trus	26,057	2,685,135
Federal Signal Corp	3,215	246,733
First Industrial Realty Trust	2,477	130,450
First Merchants Corp	30,975	1,148,563
Firstcash Holdings Inc	4,859	526,633
Flywire Corp	16,265	376,546
Fnb Corp/Pa	66,457	915,112
Formfactor Inc	2,194	91,526
Fortinet Inc	1,966	115,060
Fortrea Holdings Inc	9,132	318,693
Frontdoor Inc	9,440	332,476
Fti Consulting Inc	3,686	733,903
Gaming And Leisure Properties	36,481	1,800,320
Gartner Inc	287	129,645
Gibraltar Industries Inc	652	51,465
Globus Medical Inc	3,755	200,106
Grand Canyon Education Inc	1,745	230,449
Granite Construction Inc	6,330	321,922
Graphic Packaging Holding Co	52,332	1,289,982
Green Brick Partners Inc	2,096	108,843
Griffon Corp	4,119	251,069
Group 1 Automotive Inc	1,118	340,586
Guardant Health Inc	3,338	90,291
Gxo Logistics Inc	3,814	233,258
Hackett Group Inc/The	6,750	153,690
Haemonetics Corp	8,437	721,371
Halozyme Therapeutics Inc	10,658	393,934
Hamilton Lane Inc	1,447	164,140

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Hancock Whitney Corp	6,215	301,978
Hanover Insurance Group Inc/Th	6,876	834,933
Healthpeak Properties Inc	73,935	1,463,920
Herc Holdings Inc	607	90,333
Heritage Commerce Corp	16,236	161,057
Hilton Grand Vacations Inc	2,183	87,728
Hope Bancorp Inc	16,076	194,197
Hub Group Inc	4,103	377,257
Huron Consulting Group Inc	8,382	861,691
Icf International Inc	8,682	1,164,112
Ideaya Biosciences Inc	1,205	42,890
Igm Biosciences Inc	934	7,762
Immunogen Inc	27,075	802,759
Immunovant Inc	9,051	381,310
Inari Medical Inc	1,511	98,081
Informatica Inc	4,798	136,210
Insight Enterprises Inc	2,335	413,746
Insmed Inc	37,042	1,147,943
Insperity Inc	1,579	185,049
Inspire Medical Systems Inc	734	149,407
Intellia Therapeutics Inc	2,021	61,611
Inter Parfums Inc	1,453	209,234
Interdigital Inc	6,730	730,443
International Money Express In	7,110	157,058
Intra-Cellular Therapies Inc	12,651	906,076
Invitation Homes Inc	64,993	2,216,923
Ionis Pharmaceuticals Inc	3,829	193,703
Iovance Biotherapeutics Inc	73,115	594,423
Irhythm Technologies Inc	1,034	110,659
Iridium Communications Inc	5,502	226,476
Iron Mountain Inc	20,120	1,407,966
Jamf Holding Corp	20,357	367,644
Janus International Group Inc	32,500	424,125
John Bean Technologies Corp	1,465	145,683
Kadant Inc	1,023	286,709
Karuna Therapeutics Inc	1,023	323,736
Kimco Realty Corp	171,659	3,658,051
Kinsale Capital Group Inc	316	105,942
Kite Realty Group Trust	64,797	1,481,253
Kla Corp	1,755	1,020,334
Kosmos Energy Ltd	96,717	648,970
Krystal Biotech Inc	489	60,661
Kulicke & Soffa Industries Inc	2,609	142,790
Kymera Therapeutics Inc	2,081	52,972
Lamar Advertising Co	5,872	624,097
Landstar System Inc	985	190,728
Lantheus Holdings Inc	8,447	523,719

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Lattice Semiconductor Corp	2,734	188,632
Laureate Education Inc	49,458	678,069
Lci Industries	3,327	418,355
Legalzoom.Com Inc	28,294	319,722
Leonardo Drs Inc	31,945	640,182
Life Time Group Holdings Inc	83,218	1,254,933
Lifestance Health Group Inc	73,045	571,942
Light & Wonder Inc	1,497	122,904
Lincoln Electric Holdings Inc	1,061	230,670
Lincoln National Corp	16,665	449,445
Lindblad Expeditions Holdings	34,028	383,493
Linde Plc	9,547	3,887,370
Littelfuse Inc	386	103,326
Livent Corp	38,019	683,587
Liveramp Holdings Inc	1,731	65,583
Louisiana-Pacific Corp	2,856	202,286
Lpl Financial Holdings Inc	416	94,716
Lulu'S Fashion Lounge Holdings	41,313	76,841
Madrigal Pharmaceuticals Inc	244	56,568
Manhattan Associates Inc	953	205,195
Marathon Digital Holdings Inc	3,193	75,009
Marketaxess Holdings Inc	516	151,083
Matador Resources Co	3,931	223,497
Mattel Inc	9,561	180,506
Maxlinear Inc	2,932	69,688
Mcgrath Rentcorp	499	59,683
Medical Properties Trust Inc	39,360	193,257
Medpace Holdings Inc	1,059	324,539
Mercadolibre Inc	5,649	8,876,532
Merit Medical Systems Inc	3,418	259,612
Microstrategy Inc	269	170,176
Mid-America Apartment Communit	9,213	1,238,844
Mirion Technologies Inc Cw25	40,314	81,838
Mks Instruments Inc	656	67,442
Modine Manufacturing Co	36,687	2,190,222
Moelis & Co	8,981	504,100
Molina Healthcare Inc	932	336,749
Monolithic Power Systems Inc	242	152,955
Monte Rosa Therapeutics Inc	299	1,691
Moog Inc	333	48,254
Morphic Holding Inc	1,209	34,928
Msa Safety Inc	935	157,859
Murphy Usa Inc	1,017	362,565
Myr Group Inc	10,977	1,587,560
Natera Inc	32,738	2,050,740
Ncr Atleos Corp	7,340	178,299
Ncr Voyix Corp	14,783	249,974

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Nelnet Inc	1,537	135,571
Neogenomics Inc	2,598	42,017
Netstreit Corp	60,201	1,074,587
Neurocrine Biosciences Inc	1,017	133,979
Nevro Corp	18,860	405,867
New Jersey Resources Corp	2,059	91,774
Nexstar Media Group Inc	5,001	783,967
Nnn Reit Inc	37,494	1,615,975
Northern Oil & Gas Inc	25,446	943,283
Nurix Therapeutics Inc	971	10,020
Nutanix Inc	7,364	351,207
Nuvalent Inc	773	56,911
Nv5 Global Inc	520	57,771
Oceanfirst Financial Corp	19,605	340,350
Old National Bancorp/In	19,732	333,275
Olin Corp	3,426	184,818
Omnicell Inc	1,318	49,604
Onto Innovation Inc	6,489	992,091
Option Care Health Inc	7,442	250,728
Ormat Technologies Inc	1,666	126,301
Osi Systems Inc	2,806	362,120
Pacira Biosciences Inc	1,529	51,580
Palomar Holdings Inc	673	37,328
Par Pacific Holdings Inc	10,858	394,904
Patrick Industries Inc	968	97,133
Patterson-Uti Energy Inc	78,701	849,971
Paylocity Holding Corp	469	77,315
Payoneer Global Inc	17,296	90,114
Pbf Energy Inc	468	20,574
Peapack-Gladstone Financial Co	7,830	233,502
Pebblebrook Hotel Trust	125,035	1,998,053
Pediatrix Medical Group Inc	10,319	95,968
Pegasystems Inc	2,437	119,063
Pennymac Financial Services In	2,734	241,621
Penske Automotive Group Inc	814	130,699
Penumbra Inc	548	137,803
Perficient Inc	1,670	109,949
Performance Food Group Co	21,270	1,470,810
Petco Health & Wellness Co Inc	29,898	94,476
Petiq Inc	14,189	280,230
Phillips Edison & Co Inc	27,165	990,993
Phinia Inc	6,186	187,370
Photronics Inc	7,391	231,834
Piedmont Lithium Inc	8,582	242,264
Pinnacle Financial Partners In	7,233	630,832
Pliant Therapeutics Inc	1,065	19,282
Pool Corp	513	204,503

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Portillo'S Inc	22,153	352,897
Portland General Electric Co	35,525	1,539,636
Post Holdings Inc	2,358	207,645
Power Integrations Inc	1,876	154,040
Powerschool Holdings Inc	5,281	124,415
Preferred Bank/Los Angeles Ca	4,278	312,502
Prestige Consumer Healthcare I	1,608	98,417
Primerica Inc	1,212	249,469
Primoris Services Corp	7,327	243,345
Privia Health Group Inc	60,366	1,390,226
Procept Biorobotics Corp	2,429	101,793
Progress Software Corp	17,563	953,656
Progyny Inc	18,161	675,243
Prologis Inc	84,335	11,241,782
Propetro Holding Corp	19,915	166,885
Ptc Inc	1,281	224,173
Ptc Therapeutics Inc	2,758	76,014
Public Storage	4,228	1,289,692
Pure Storage Inc	515	18,362
Quaker Chemical Corp	349	74,539
Qualys Inc	1,667	327,289
Quidelortho Corp	1,179	86,929
Radnet Inc	18,161	631,474
Rambus Inc	4,023	274,601
Range Resources Corp	1,622	49,360
Rapid7 Inc	1,997	114,015
Rayonier Inc	48,874	1,632,872
Rbc Bearings Inc	1,043	297,079
Realty Income Corp	28,978	1,663,902
Red Rock Resorts Inc	1,602	85,413
Redwood Trust Inc	24,061	178,291
Regal Rexnord Corp	4,790	708,991
Relay Therapeutics Inc	3,846	42,343
Reliance Worldwide Corp Ltd	41,745	126,187
Repligen Corp	1,140	204,897
Replimune Group Inc	2,789	23,512
Revance Therapeutics Inc	5,688	49,997
Revolution Medicines Inc	1,311	37,606
Rexford Industrial Realty Inc	89,969	5,047,291
Rhythm Pharmaceuticals Inc	1,155	53,075
Riot Platforms Inc	2,495	38,593
Rli Corp	958	127,525
Rocket Pharmaceuticals Inc	1,722	51,619
Ryan Specialty Holdings Inc	4,031	173,433
Ryman Hospitality Properties I	18,597	2,046,743
S&T Bancorp Inc	5,765	192,658
Safehold Inc	12,156	284,440

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Saia Inc	778	341,088
Samsonite International Sa	225,762	744,488
Sba Communications Corp	10,970	2,782,966
Scholar Rock Holding Corp	2,134	40,128
Science Applications Internati	5,636	700,672
Select Water Solutions Inc	21,917	166,354
Selective Insurance Group Inc	1,770	176,104
Servisfirst Bancshares Inc	1,591	105,983
Shift4 Payments Inc	2,889	214,758
Shockwave Medical Inc	433	82,528
Simon Property Group Inc	4,450	634,756
Simply Good Foods Co/The	7,239	286,650
Simpson Manufacturing Co Inc	1,602	317,085
Siteone Landscape Supply Inc	1,227	199,452
Sitime Corp	5,289	645,654
Skyline Champion Corp	2,116	157,098
Slm Corp	64,506	1,233,356
Sm Energy Co	2,222	86,047
Smartsheet Inc	4,061	194,215
Solo Brands Inc	27,705	170,664
Sonder Holdings Inc	83	281
Southstate Corp	3,736	315,511
Southwest Gas Holdings Inc	19,259	1,220,065
Southwestern Energy Co	22,978	150,507
Spirit Realty Capital Inc	5,406	236,167
Springworks Therapeutics Inc	643	23,456
Sprout Social Inc	18,660	1,146,495
Sps Commerce Inc	1,921	372,352
Spx Technologies Inc	2,517	254,208
Stag Industrial Inc	23,648	928,438
Stagwell Inc	26,142	173,318
Sterling Check Corp	20,899	290,909
Steven Madden Ltd	16,329	685,832
Stifel Financial Corp	15,567	1,076,455
Stonex Group Inc	7,557	557,930
Stride Inc	2,285	135,669
Summit Materials Inc	41,412	1,592,709
Sun Communities Inc	25,654	3,428,580
Sun Country Airlines Holdings	19,558	307,655
Super Micro Computer Inc	2,736	777,790
Supernus Pharmaceuticals Inc	1,857	53,743
Symbotic Inc	1,787	91,737
Taylor Morrison Home Corp	30,236	1,613,081
Td Synnex Corp	10,079	1,084,559
Tegna Inc	33,588	513,892
Teledyne Technologies Inc	339	151,417
Tempur Sealy International Inc	5,317	270,993

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Tenable Holdings Inc	3,807	175,347
Tenet Healthcare Corp	3,199	241,764
Teradata Corp	2,417	105,158
Terreno Realty Corp	975	61,099
Texas Roadhouse Inc	2,878	351,765
Thor Industries Inc	1,864	220,423
Thryv Holdings Inc	1,819	37,019
Tidewater Inc	5,032	362,809
Tko Group Holdings Inc	21,373	1,743,580
Topbuild Corp	1,271	475,797
Topgolf Callaway Brands Corp	18,157	260,378
Toro Co/The	754	72,415
Transmedics Group Inc	1,197	94,515
Travel + Leisure Co	1,300	50,826
Tyler Technologies Inc	465	194,431
Udr Inc	46,227	1,770,034
Ufp Industries Inc	2,977	373,722
Ultra Clean Holdings Inc	8,349	285,044
Ultragenyx Pharmaceutical Inc	2,011	96,153
United Community Banks Inc/Ga	36,323	1,062,808
United Parks & Resorts Inc	841	44,441
Universal Health Services Inc	10,158	1,548,421
Univest Financial Corp	5,813	128,053
Us Silica Holdings Inc	11,487	129,914
Valmont Industries Inc	792	185,014
Valvoline Inc	2,003	75,263
Varonis Systems Inc	14,270	646,133
Vaxcyte Inc	1,585	99,515
Vector Group Ltd	20,211	227,981
Ventas Inc	29,202	1,455,442
Verra Mobility Corp	58,461	1,346,355
Vertiv Holdings Co	4,574	219,703
Vestis Corp	8,044	170,049
Vesync Co Ltd	281,642	194,048
Viad Corp	6,675	241,629
Vici Properties Inc	12,798	408,009
Viper Energy Inc	19,633	616,094
Vishay Intertechnology Inc	60,871	1,459,073
Visteon Corp	1,059	132,238
Vivid Seats Inc	30,306	191,532
Vontier Corp	5,788	199,966
Voya Financial Inc	2,974	216,960
Wabash National Corp	10,949	280,507
Walker & Dunlop Inc	3,348	371,650
Watsco Inc	361	154,778
Watts Water Technologies Inc	1,465	305,195
Webster Financial Corp	14,192	720,380

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Welltower Inc	33,047	2,979,796
Wendy'S Co/The	6,574	128,062
Wesco International Inc	9,879	1,717,766
West Pharmaceutical Services I	569	200,283
Western Alliance Bancorp	8,258	543,325
Weyerhaeuser Co	56,002	1,947,204
Willscot Mobile Mini Holdings	3,794	168,831
Wingstop Inc	1,236	317,229
Wintrust Financial Corp	18,651	1,729,918
Woodward Inc	1,866	254,024
Workiva Inc	1,372	139,308
World Kinect Corp	42,399	965,849
Xencor Inc	2,824	59,954
Xpo Inc	3,294	288,522
Yum China Holdings Inc	11,504	488,135
Zebra Technologies Corp	151	41,185
Zentalis Pharmaceuticals Inc	895	13,561
Zurn Elkay Water Solutions Cor	18,361	540,010
Total U.S. equities	$	893,140,787
Non-U.S. equities:
3I Group Plc	83,488	$	2,576,687
A2A Spa	571,193	1,172,969
A2B Australia Ltd	10,202	14,828
Aalberts Nv	6,608	286,562
Abb India Ltd	7,579	425,792
Abb Ltd	32,406	1,436,145
Abc Arbitrage	4,596	24,396
Abc-Mart Inc	6,692	116,999
Accelleron Industries Ag	12,637	394,281
Accent Group Ltd	89,991	119,126
Accenture Plc	7,410	2,600,082
Accton Technology Corp	23,922	407,654
Adastria Co Ltd	2,996	73,853
Addiko Bank Ag	2,286	33,713
Adentra Inc	8,582	208,077
Adesso Se	1,124	133,300
Adf Group Inc	16,621	87,226
Adriatic Metals Plc	101,024	276,423
Ad-Sol Nissin Corp	1,198	13,245
Advantech Co Ltd	14,935	181,030
Advantest Corp	65,475	2,227,860
Adways Inc	7,990	28,620
Adyen Nv	3,239	4,173,884
Aedas Homes Sa	12,653	254,662
Ag Barr Plc	3,653	23,892
Aia Group Ltd	409,009	3,564,442

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Aib Group Plc	113,911	488,226
Aida Engineering Ltd	17,378	101,694
Aiful Corp	198,448	534,900
Aims Apac Reit	437,744	431,406
Air Liquide Sa	22,852	4,445,973
Air New Zealand Ltd	502,732	202,124
Airtac International Group	15,368	505,741
Aisan Industry Co Ltd	7,291	60,868
Ait Corp	3,196	39,127
Aj Bell Plc	61,630	245,910
Akbank Tas	187,581	231,951
Aker Solutions Asa	109,284	452,172
Alchip Technologies Ltd	7,974	850,903
Aldrees Petroleum And Transpor	4,274	201,506
Alfa Financial Software Holdin	73,828	131,763
Alibaba Group Holding Ltd	341,748	3,308,702
Alinma Bank	16,956	175,208
Alkermes Plc	4,201	116,538
Alleima Ab	8,853	67,306
Alps Alpine Co Ltd	50,835	442,980
Alps Logistics Co Ltd	5,094	60,011
Als Ltd	13,087	114,753
Alsea Sab De Cv	34,089	129,434
Also Holding Ag	1,227	366,052
Altus Group Ltd	831	26,555
Amadeus It Group Sa	40,649	2,913,280
Amano Corp	6,791	160,993
Amaze Co Ltd	1,099	8,962
Ambea Ab	100,116	522,541
Amplifon Spa	25,068	867,853
Ams-Osram Ag	52,482	131,822
Anest Iwata Corp	2,996	23,569
Anglogold Ashanti Plc	62,845	1,174,566
Anjoy Foods Group Co Ltd	31,198	460,171
Anta Sports Products Ltd	15,948	154,709
Aon Plc	14,715	4,282,487
Apl Apollo Tubes Ltd	12,707	234,683
Apollo Hospitals Enterprise Lt	5,176	354,808
Arabian Contracting Services C	994	62,805
Arabian Internet & Communicati	2,203	203,363
Arca Continental Sab De Cv	157,766	1,729,833
Arcadium Lithium Plc	86,339	660,418
Arch Capital Group Ltd	36,400	2,703,423
Arcos Dorados Holdings Inc	15,006	190,425
Aris Mining Corp	27,265	90,361
Ariston Holding Nv	25,349	175,430
Aritzia Inc	11,316	235,993

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Ascential Plc	291,615	1,090,715
Asia Commercial Bank Jsc	129,835	127,899
Asian Paints Ltd	5,015	205,035
Asm International Nv	6,494	3,371,070
Asmedia Technology Inc	3,987	235,785
Asml Holding Nv	4,166	3,153,092
Asmpt Ltd	37,752	360,186
Aspeed Technology Inc	4,286	435,714
Assured Guaranty Ltd	7,318	547,641
Astena Holdings Co Ltd	18,576	62,721
Astral Ltd	19,569	448,593
Astrazeneca Plc	21,441	2,897,341
Atlas Copco Ab	118,642	2,043,132
Ats Corporation	5,191	224,845
Attendo Ab	18,924	67,788
Aucnet Inc	3,096	40,101
Auction Technology Group Plc	29,820	198,437
Audax Renovables Sa	23,244	33,380
Audinate Group Ltd	34,738	383,521
Audiocodes Ltd	2,521	30,426
Aurelia Metals Ltd	301,579	22,636
Autohome Inc	33,917	951,724
Avant Group Corp	8,389	84,619
Awa Bank Ltd/The	4,994	83,523
Axalta Coating Systems Ltd	6,023	204,609
Axis Bank Ltd	42,224	2,782,561
Axis Capital Holdings Ltd	11,552	639,661
Aya Gold & Silver Inc	14,719	108,391
Bae Systems Plc	250,146	3,541,224
Baidu Inc	20,832	309,736
Bajaj Finance Ltd	6,120	538,923
Baltic Classifieds Group Plc	73,019	220,146
Banca Mediolanum Spa	63,824	601,674
Banca Monte Dei Paschi Di Sien	28,999	97,575
Banco Bradesco Sa	162,668	572,299
Banco Btg Pactual Sa	57,911	448,374
Banco Comercial Portugues Sa	586,252	177,702
Banco De Sabadell Sa	238,291	292,973
Bandai Namco Holdings Inc	53,317	1,068,946
Bang & Olufsen A/S	35,842	51,201
Bangkok Dusit Medical Services	225,862	183,627
Bank Central Asia Tbk Pt	2,568,705	1,568,223
Bank Mandiri Persero Tbk Pt	7,159,998	2,813,417
Bank Of Iwate Ltd/The	5,992	106,306
Bank Of Saga Ltd/The	1,698	22,268
Bank Rakyat Indonesia Persero	3,428,967	1,274,984
Bawag Group Ag	22,239	1,178,679

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Bayer Ag	14,599	542,338
Bci Minerals Ltd	57,020	11,089
Bdo Unibank Inc	147,181	346,855
Beiersdorf Ag	14,722	2,206,905
Beijer Ref Ab	18,363	245,799
Belimo Holding Ag	499	275,181
Beneteau Saca	2,969	40,934
Bff Bank Spa	64,543	735,790
Bharat Electronics Ltd	179,924	398,275
Bid Corp Ltd	7,243	168,988
Bidvest Group Ltd/The	10,295	142,032
Big Yellow Group Plc	24,581	382,921
Bim Birlesik Magazalar As	17,352	176,701
Biohaven Ltd	4,481	191,808
Blue Star Ltd	21,043	239,479
Boe Varitronix Ltd	95,878	86,687
Boiron Sa	3,624	161,028
Bonesupport Holding Ab	16,547	309,009
Bosideng International Holding	253,678	114,030
Bp Plc	256,472	1,524,079
Bper Banca Spa	10,597	35,421
Bridgepoint Group Plc	70,386	250,519
Bright Smart Securities & Comm	868,896	160,236
Britannia Industries Ltd	3,407	218,562
Bumitama Agri Ltd	488,879	224,222
Bumrungrad Hospital Pcl	38,574	250,887
Bunka Shutter Co Ltd	10,786	107,266
Bupa Arabia For Cooperative In	3,195	181,621
Bureau Veritas Sa	65,753	1,661,143
Business Brain Showa-Ota Inc	1,997	30,915
Business Engineering Corp	799	23,350
Buzzi Spa	32,542	989,985
Bw Lpg Ltd	19,794	294,890
Byd Co Ltd	20,932	574,720
Cafe De Coral Holdings Ltd	105,866	122,154
Cairn Homes Plc	291,269	428,451
Camtek Ltd/Israel	8,796	610,255
Canadian National Railway Co	12,165	1,528,314
Canadian Natural Resources Ltd	33,101	2,179,221
Canadian Pacific Kansas City L	70,911	5,606,252
Cancom Se	4,961	161,984
Capgemini Se	19,270	4,017,804
Capricorn Energy P Ord	2,983	6,450
Carel Industries Spa	13,835	379,026
Carlit Holdings Co Ltd	4,095	26,983
Carlsberg As	14,087	1,767,622
Carpenter Tan Holdings Ltd	37,452	23,646

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Cathay Media And Education Gro	290,631	29,031
Cedar Woods Properties Ltd	13,141	44,745
Cellebrite Di Ltd	41,955	363,330
Cembre Spa	397	16,334
Cementir Holding Nv	5,179	54,583
Central Depository Services In	8,058	176,658
Central Glass Co Ltd	8,789	166,139
Central Pattana Pcl	88,810	180,833
Central Security Patrols Co Lt	2,397	43,321
Ceragon Networks Ltd	7,570	16,352
Cettire Ltd	27,795	55,001
Cg Power & Industrial Solution	45,185	246,741
Champion Iron Ltd	25,710	147,190
Check Point Software Technolog	6,549	1,000,545
China Leon Inspection Holding	399,493	80,834
China Oilfield Services Ltd	117,051	241,292
China Overseas Property Holdin	169,784	127,416
China Resources Gas Group Ltd	77,601	254,413
China Resources Mixc Lifestyle	99,673	355,496
Chiyoda Corp	31,360	75,853
Cholamandalam Investment And F	13,788	208,740
Chrysos Corp Ltd	6,766	37,398
Ci&T Inc	13,861	72,911
Cie Automotive Sa	4,680	132,968
Cie De Saint-Gobain Sa	18,909	1,392,385
Cie Financiere Richemont Sa	18,327	2,520,470
Cie Financiere Tradition Sa	123	17,223
Cie Generale Des Etablissement	23,153	830,212
Civmec Ltd	117,950	69,745
Clas Ohlson Ab	61,178	959,150
Clicks Group Ltd	8,687	154,713
Cnooc Energy Technology & Serv	307,809	123,693
Coca-Cola Europacific Partners	13,293	887,197
Cochlear Ltd	805	164,052
Codan Ltd	21,059	122,862
Coforge Ltd	2,942	221,859
Cognyte Software Ltd	29,312	188,475
Colopl Inc	8,289	34,750
Compass Group Plc	215,607	5,898,384
Computer Age Management Servic	893	28,449
Computer Modelling Group Ltd	25,579	196,504
Comture Corp	1,997	26,197
Conduit Holdings Ltd	6,405	38,293
Continental Ag	29,211	2,482,018
Core Corp	1,298	16,172
Corp Inmobiliaria Vesta Sab De	123,974	594,695
Costain Group Plc	236,228	190,925

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Coveo Solutions Inc	31,948	232,599
Creditaccess Grameen Ltd	14,083	270,200
Credo Technology Group Holding	31,898	621,060
Crispr Therapeutics Ag	2,424	151,733
Croda International Plc	6,919	445,441
Cts Co Ltd	8,789	40,522
Cummins India Ltd	8,386	197,911
Daiei Kankyo Co Ltd	19,875	351,453
Dai-Ichi Cutter Kogyo Kk	3,995	37,405
Daikin Industries Ltd	8,371	1,364,824
Daisue Construction Co Ltd	3,296	31,677
Daiwa Industries Ltd	2,497	26,743
Daiwabo Holdings Co Ltd	11,086	242,745
Darktrace Plc	82,572	385,999
Dassault Syst Shs	14,022	685,165
Datalogic Spa	16,647	124,309
Dbs Group Holdings Ltd	78,151	1,979,411
Deceuninck Nv	47,538	119,466
Definity Financial Corp	9,008	253,368
Delta Electronics Inc	174,430	1,781,782
Denso Corp	79,327	1,196,833
Dentalcorp Holdings Ltd	20,433	107,852
Descartes Sys Group Inc	5,228	441,433
Descartes Systems Group Inc/Th	3,806	319,926
Deutsche Boerse Ag	9,991	2,058,251
Dexerials Corp	2,896	84,765
Dfds A/S	5,007	165,445
Diageo Plc	35,760	1,301,965
Digital Hearts Holdings Co Ltd	5,193	37,243
Dino Polska Sa	2,972	348,231
Diploma Plc	2,758	125,962
Disco Corp	4,785	1,187,220
Dixon Technologies India Ltd	7,120	561,843
Dksh Holding Ag	4,642	322,104
Dof Group Asa	23,553	131,522
Domino'S Pizza Group Plc	22,955	110,262
Dowlais Group Plc	82,965	113,008
Dr Martens Plc	13,204	14,914
Dr Sulaiman Al Habib Medical S	2,927	221,548
Dream International Ltd	99,873	49,882
Dri Healthcare Trust	15,128	136,150
Dsm-Firmenich Ag	7,962	809,124
Dundee Precious Metals Inc	2,351	15,120
Dynapac Co Ltd	1,099	11,627
E.Sun Financial Holding Co Ltd	240,739	202,378
Eastnine Ab	681	11,625
Econocom Group Sa/Nv	19,321	54,853

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Edenred Se	4,154	248,417
Eguarantee Inc	5,992	87,051
Ehime Bank Ltd/The	2,597	18,566
Eiken Chemical Co Ltd	26,766	324,465
Einhell Germany Ag	253	46,055
Eldorado Gold Corp	18,406	238,725
Electric Power Development Co	19,575	317,759
Elis Sa	5,206	108,641
Elite Material Co Ltd	36,879	459,033
Elm Co	1,716	373,029
Elmera Group Asa	67,071	199,448
Emaar Properties Pjsc	966,683	2,084,576
Ememory Technology Inc	3,987	318,277
Emerald Resources Nl	50,197	103,099
Emirates Central Cooling Syste	263,272	118,993
Enea Ab	4,087	22,953
Enerplus Corp	10,968	168,245
Engie Sa	185,635	3,264,158
Eni Spa	82,154	1,392,848
Enn Energy Holdings Ltd	151,480	1,115,453
Ensign Energy Services Inc	14,182	23,339
Equatorial Energia Sa	167,975	1,235,192
Eramet Sa	1,547	122,189
Eri Holdings Co Ltd	3,695	44,874
Ermenegildo Zegna Nv	25,665	296,949
Ero Copper Corp	20,174	320,532
Escorts Kubota Ltd	4,035	144,643
Esker Sa	1,062	187,171
Eslead Corp	1,298	31,588
Esr Group Ltd	523,003	723,365
Essent Group Ltd	23,042	1,215,240
Essilorluxottica Sa	8,753	1,755,876
Eurofins Scientific Se	5,650	368,099
Evertec Inc	2,643	108,220
Evolution Ab	25,263	3,013,680
Evotec Se	5,810	136,566
Evraz Plc	78,936	81,397
Exchange Income Corp	6,059	207,246
Exedy Corp	3,296	60,642
Experian Plc	141,337	5,769,264
Expro Group Holdings Nv	19,044	366,422
Fabasoft Ag	1,107	23,226
Fabrinet	2,374	451,836
Fanuc Corp	40,162	1,181,386
Faraday Technology Corp	39,869	463,775
Fcc Co Ltd	19,076	235,437
Fd Technologies Plc	10,496	153,869

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Ferguson Plc	17,385	3,343,249
Ferrari Nv	13,904	4,687,660
Fidea Holdings Co Ltd	1,798	19,255
Filo Corp	13,183	211,056
Finecobank Banca Fineco Spa	20,530	308,086
Firm Capital Mtg Invt Corp	1,698	13,958
Fisher & Paykel Healthcare Cor	10,610	158,531
Flatexdegiro Ag	38,120	470,355
Fluidra Sa	15,984	332,823
Fomento Economico Mexicano Sab	97,567	2,047,649
Foraco International S A	7,663	11,914
Formula Systems 1985 Ltd	3,988	257,047
Fortum Oyj	84,893	1,224,733
Foxtons Group Plc	23,310	13,669
Fpt Corp	88,088	348,913
Fractal Gaming Group Ab	3,809	13,191
Frencken Group Ltd	249,683	255,532
Fresh Del Monte Produce Inc	6,871	180,375
Fsn E-Commerce Ventures Ltd	40,196	84,026
F-Tech Inc	4,994	22,599
Ftgroup Co Ltd	4,794	40,363
Fuchs Petrolub Se Npv (Reg)	11,933	427,743
Fuchs Petrolub Se Prf Npv (Reg	3,839	170,908
Fuji Corp/Miyagi	1,798	21,015
Fuji Seal International Inc	2,697	32,784
Fujii Sangyo Corp	699	11,847
Fujimori Kogyo Co Ltd	1,398	37,490
Fukui Computer Holdings Inc	2,796	49,986
Fukuoka Financial Group Inc	5,393	127,273
Fullcast Holdings Co Ltd	4,295	55,837
Funding Circle Holdings Plc	112,018	57,120
Fuso Chemical Co Ltd	3,795	112,391
Futaba Industrial Co Ltd	10,487	60,251
Future Corp	19,975	250,073
Fuyao Glass Industry Group Co	48,838	257,473
G5 Entertainment Ab	7,741	119,676
Galp Energia Sgps Sa	51,689	761,697
Gambling.Com Group Ltd	1,003	9,777
Games Workshop Group Plc	191	24,002
Gamma Communications Plc	28,878	414,527
Gaztransport Et Technigaz Sa	2,378	314,958
Gentrack Group Ltd	7,694	32,250
Genuit Group Plc	45,218	232,591
Genus Plc	9,755	269,843
Gestamp Automocion Sa	24,898	96,484
Giga Prize Co Ltd	899	9,933
Gigacloud Technology Inc	25,698	470,152

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Gilat Satellite Networks Ltd	9,464	57,825
Gildan Activewear Inc	47,385	1,574,715
Global Dominion Access Sa	13,540	50,255
Global Unichip Corp	5,980	339,062
Globant Sa	1,077	256,418
Godrej Properties Ltd	7,304	176,723
Gold Road Resources Ltd	72,964	97,832
Grupo Aeroportuario Del Centro	14,552	154,328
Grupo Aeroportuario Del Surest	3,176	934,556
Grupo Financiero Banorte Sab D	439,136	4,436,867
Gvs Spa	24,701	152,117
H World Group Ltd	83,394	280,346
Haier Smart Home Co Ltd	71,509	201,930
Hansol Chemical Co Ltd	4,676	824,123
Hanwa Co Ltd	15,880	562,631
Hapvida Participacoes E Invest	1,204,372	1,103,313
Havells India Ltd	8,349	137,244
Hdfc Bank Ltd	120,727	2,797,380
Hdfc Life Insurance Co Ltd	16,757	130,230
Helios Towers Plc	156,873	177,983
Henkel Ag & Co Kgaa	27,328	2,199,497
Hera Spa	67,452	221,447
Hesai Group	1,998	18,015
Higashi Twenty One Co Ltd	1,798	13,823
Hikari Tsushin Inc	1,997	331,258
Hill & Smith Plc	10,160	247,126
Hioki Ee Corp	699	31,341
Hiscox Ltd	19,821	266,320
Hitachi Ltd	33,385	2,408,345
Hitachi Zosen Corp	34,956	232,327
Hoa Phat Group Jsc	251,880	290,170
Hodogaya Chemical Co Ltd	2,597	68,518
Hoegh Autoliners Asa	1,598	14,515
Hoist Finance Ab	20,726	76,401
Hongfa Technology Co Ltd	45,942	179,046
Horiba Ltd	5,094	398,508
Hoya Corp	7,773	971,799
Hsbc Bank Plc	265,544	250,647
Huali Industrial Group Co Ltd	17,777	131,948
Huaneng Lancang River Hydropow	162,868	198,182
Hypoport Se	892	174,184
Iberpapel Gestion Sa	495	9,850
Ibersol Sgps Sa	6,785	50,070
Icici Bank Ltd	310,606	7,404,838
Icon Plc	23,863	6,754,902
Idec Corp/Japan	12,085	246,099
Idp Education Ltd	12,298	168,088

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Ifast Corp Ltd	7,291	45,377
Ig Port Inc	599	19,892
Ihi Corp	9,088	177,991
I'Ll Inc	3,496	79,219
Imcd Nv	2,826	491,902
Immunocore Holdings Plc	10,178	695,388
Impro Precision Industries Ltd	454,423	139,669
Indian Hotels Co Ltd	56,980	300,156
Indus Holding Ag	1,067	26,334
Info Edge India Ltd	2,914	180,018
Infomedia Ltd	23,604	23,193
Ing Groep Nv	109,154	1,630,923
Inghams Group Ltd	339,284	916,782
Init Innovation In Traffic Sys	387	13,022
Inmode Ltd	11,317	251,679
Innodisk Corp	12,958	131,728
Intact Financial Corp	4,744	733,392
Integrated Diagnostics Holding	157,271	55,831
Intelbras Sa Industria De Tele	35,067	158,820
Interglobe Aviation Ltd	5,414	193,054
Intermediate Capital Group Plc	28,334	607,000
International Container Termin	57,522	256,369
International Game Technology	1,844	50,546
Interpump Group Spa	1,195	61,896
Intesa Sanpaolo Spa	503,679	1,470,816
Iqe Plc	612,094	191,173
Iren Spa	130,450	284,313
Italian Sea Group Spa/The	3,068	27,893
Itau Unibanco Holding Sa	377,783	2,638,207
Ituran Location And Control Lt	382	10,392
Ivanhoe Electric Inc / Us	3,798	38,283
Izumi Co Ltd	1,898	48,712
Jamieson Wellness Inc	9,088	218,699
Janus Henderson Group Plc	29,637	893,558
Japan Electronic Materials Cor	2,597	33,320
Japan Investment Adviser Co Lt	1,398	13,191
Japan Transcity Corp	7,490	32,623
Jason Furniture Hangzhou Co Lt	52,334	258,266
Jeol Ltd	1,698	74,547
Jindal Stainless Ltd	11,787	81,040
Johnson Service Group Plc	238,569	430,645
Jpm -Cw24 Shenzhen Mind	9,569	387,132
Jsp Corp	2,497	32,446
Jtc Plc	28,998	301,465
Julius Baer Group Ltd	12,202	683,571
Justsystems Corp	3,496	81,203
Jyp Entertainment Corp	1,914	150,526

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Kajaria Ceramics Ltd	9,580	149,854
Kakaku.Com Inc	30,761	380,966
Kamei Corp	4,295	52,090
Kanaden Corp	4,095	45,165
Kanzhun Ltd	39,877	662,363
Kardex Holding Ag	748	193,756
Kaufman & Broad Sa	1,149	38,189
Kaynes Technology India Ltd	4,371	137,116
Kbc Group Nv	26,370	1,710,517
Kei Industries Ltd	8,518	332,629
Keller Group Plc	9,867	110,696
Kenko Mayonnaise Co Ltd	2,497	30,090
Keyence Corp	6,069	2,674,248
Keywords Studios Plc	18,849	399,358
Kia Corp	15,771	1,224,587
Kid Asa	9,059	104,549
Kier Group Plc	83,943	114,716
Kinaxis Inc	1,149	129,531
King Yuan Electronics Co Ltd	27,964	77,359
Klabin Sa	82,659	378,105
Klingelnberg Ag	927	18,060
Knaus Tabbert Ag	3,131	160,829
Koike Sanso Kogyo Co Ltd	999	29,966
Koito Manufacturing Co Ltd	2,491	38,835
Kokusai Electric Corp	42,554	925,148
Konica Minolta Inc	169,684	496,849
Konoike Transport Co Ltd	4,894	67,690
Kontron Ag	10,602	251,786
Kose Corp	7,973	598,030
Kpit Technologies Ltd	22,539	410,042
Krs Corp	2,197	14,089
Kubota Corp	28,701	432,109
Kudelski Sa	5,415	7,785
Kuriyama Holdings Corp	10,686	68,297
Kweichow Moutai Co Ltd	4,485	1,091,579
Kyocera Corp	84,111	1,227,837
Laboratorios Farmaceuticos Rov	5,994	398,626
Lac Co Ltd	4,494	22,475
Lagardere Sa	1,180	23,948
Lancashire Holdings Ltd	16,533	131,516
Lassonde Industries Inc	299	31,762
Lawson Inc	4,694	242,493
Lectra	374	12,894
Leejam Sports Co Jsc	4,276	230,563
Legrand Sa	21,059	2,188,995
Leifheit Ag	568	10,201
Lh Group Ltd	109,860	12,944

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Li Ning Co Ltd	244,659	654,844
Life Corp	2,397	56,192
Lifull Co Ltd	12,185	15,470
Like Inc	2,497	25,893
Lime Technologies Ab	356	10,461
Linamar Corp	1,194	57,994
Linde Plc	1	409
Localiza Rent A Car Sa	58,317	761,683
Lojas Renner Sa	64,074	229,777
London Stock Exchange Group Pl	22,017	2,602,883
L'Oreal Sa	6,896	3,432,557
Lotes Co Ltd	10,509	366,376
Luceco Plc	84,665	133,835
Lucero Energy Corp	271,924	113,422
Luzhou Laojiao Co Ltd	8,672	219,377
Lvmh Moet Hennessy Louis Vuitt	6,639	5,380,207
M&A Capital Partners Co Ltd	1,598	27,566
M1 Kliniken Ag	2,594	32,090
Macrotech Developers Ltd	20,815	256,029
Maezawa Industries Inc	2,497	17,374
Mahindra & Mahindra Ltd	13,197	274,266
Mandatum Oyj	8,031	36,106
Maple Leaf Foods Inc	9,819	187,942
Marco Polo Marine Ltd	1,626,035	62,867
Marcopolo Sa	152,844	221,828
Marimekko Oyj	4,904	72,100
Marklines Co Ltd	3,196	66,716
Marks & Spencer Group Plc	305,227	1,059,919
Masonite International Corp	3,299	279,293
Matsui Construction Co Ltd	2,197	13,060
Matsukiyococokara & Co	59,994	1,062,595
Matsuoka Corp	3,096	31,844
Max Healthcare Institute Ltd	33,228	274,029
Maxell Ltd	7,490	82,885
Mcj Co Ltd	5,493	42,743
Mda Ltd	50,858	444,326
Me Group International Plc	21,420	34,132
Medacta Group Sa	1,435	214,172
Mediatek Inc	27,909	923,003
Medipal Holdings Corp	4,394	71,240
Megachips Corp	4,394	145,878
Meidensha Corp	2,297	39,675
Meituan	42,860	449,536
Melexis Nv	197	19,832
Menicon Co Ltd	5,193	86,532
Merck Kgaa	23,779	3,785,032
Metawater Co Ltd	12,984	201,411

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Methanex Corp	3,715	175,948
Mfe-Mediaforeurope Nv	3,044	10,986
Micronics Japan Co Ltd	2,796	72,797
Mitani Sangyo Co Ltd	19,475	46,416
Mito Securities Co Ltd	24,069	71,877
Mitra Adiperkasa Tbk Pt	1,045,583	121,556
Mitsuba Corp	5,693	39,572
Mitsubishi Electric Corp	71,255	1,010,350
Mitsubishi Kakoki Kaisha Ltd	1,498	34,589
Mitsubishi Logisnext Co Ltd	2,697	26,434
Mitsui-Soko Holdings Co Ltd	2,397	79,995
Miura Co Ltd	5,193	103,441
Modec Inc	14,981	246,318
Modern Dental Group Ltd	155,802	85,797
Montana Aerospace Ag	21,928	460,109
Mony Group Plc	16,445	58,742
Moon Environment Technology Co	59,624	114,083
Moonlake Immunotherapeutics	499	30,131
Morguard Corp	399	32,108
Moriroku Holdings Co Ltd	1,997	39,417
Morita Holdings Corp	2,297	25,320
Morito Co Ltd	5,793	52,799
Mota-Engil Sgps Sa	22,488	98,374
Motherson Sumi Wiring India Lt	181,417	134,623
Motorcycle Holdings Ltd	7,324	9,995
Mount Gibson Iron Ltd	341,842	128,291
Moury Construct Sa	36	16,681
Mtu Aero Engines Ag	2,697	581,640
Multiplan Empreendimentos Imob	28,806	168,532
Murakami Corp	2,097	61,293
Musashi Seimitsu Industry Co L	8,789	94,135
Nachi-Fujikoshi Corp	4,994	130,172
Nagarro Se	1,680	162,278
Nakanishi Inc	9,088	152,850
Navigator Co Sa/The	3,912	15,332
Navigator Holdings Ltd	15,541	226,125
Nec Networks & System Integrat	6,492	109,547
Nestle India Ltd	1,133	362,000
Nestle Sa	52,291	6,058,253
Net One Systems Co Ltd	15,281	260,511
Netease Inc	90,648	1,632,203
Netwealth Group Ltd	6,295	66,149
New Hope Corp Ltd	106,021	373,293
New Hope Service Holdings Ltd	131,833	19,584
Nexity Sa	9,176	170,803
Nextage Co Ltd	25,767	473,015
Nicca Chemical Co Ltd	7,990	54,123

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Nichia Steel Works Ltd	11,785	26,666
Nichirin Co Ltd	2,097	48,647
Nifco Inc/Japan	3,595	92,959
Nihon Flush Co Ltd	2,697	17,368
Nihon Trim Co Ltd	699	14,976
Nikkiso Co Ltd	3,595	26,268
Nippon Ceramic Co Ltd	5,293	105,317
Nippon Chemical Industrial Co	1,798	23,871
Nippon Information Development	1,298	17,019
Nippon Light Metal Holdings Co	7,490	93,140
Nippon Sanso Holdings Corp	41,159	1,102,389
Nippon Seiki Co Ltd	26,865	218,579
Nippon Sharyo Ltd	999	14,572
Nippon Shinyaku Co Ltd	3,496	123,874
Nippon Soda Co Ltd	12,484	480,841
Nipro Corp	39,650	311,336
Niterra Co Ltd	13,383	317,915
Nitori Holdings Co Ltd	8,571	1,147,766
Nkt A/S	174	11,943
Noble Corp Plc	9,286	447,228
Nomad Foods Ltd	10,473	177,513
Nomura Research Institute Ltd	44,049	1,281,342
Nordea Bank Abp	90,974	1,125,868
Nordnet Ab Publ	14,941	253,518
North Media A/S	3,608	34,756
Norva24 Group Ab	61,524	144,685
Nova Ljubljanska Banka Dd	23,252	371,153
Nova Ltd	1,186	163,012
Novanta Inc	1,965	330,897
Novartis Ag	16,512	1,665,058
Novo Nordisk A/S	82,798	8,565,300
Nrj Group	4,157	33,703
Nsd Co Ltd	9,388	180,530
Nsl Ltd/Singapore	41,647	25,100
Ntpc Ltd	213,854	799,636
Nu Holdings Ltd/Cayman Islands	23,069	192,161
Nuvista Energy Ltd	23,571	197,349
Obara Group Inc	12,384	331,612
Oberoi Realty Ltd	10,249	177,761
Obic Business Consultants Co L	3,096	141,649
Obrascon Huarte Lain Sa	205,779	102,200
Ocean Wilsons Holdings Ltd	1,489	22,780
Odfjell Technology Ltd	3,163	17,285
Ohba Co Ltd	3,496	22,762
Okea Asa	167,760	439,400
Okuma Corp	2,097	90,377
Olink Holding Ab	14,394	362,022

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Olympus Corp	74,843	1,083,252
Ooh!Media Ltd	141,148	159,397
Optim Corp	3,296	19,310
Orange Sa	136,870	1,557,894
Orion Corp/Republic Of Korea	1,517	136,756
Orion Sa	5,884	163,150
Oro Co Ltd	1,598	29,289
Oxford Nanopore Technologies P	46,014	122,126
Page Industries Ltd	397	183,968
Palram Industries 1990 Ltd	4,054	42,656
Parken Sport & Entertainment A	2,584	51,304
Patria Investments Ltd	8,727	135,363
Pca Corp	1,498	11,955
Pdd Holdings Inc	9,486	1,387,896
Pernod Ricard Sa	14,563	2,569,895
Perrigo Co Plc	2,924	94,088
Persimmon Plc	10,462	185,245
Persol Holdings Co Ltd	120,547	207,011
Petroleo Brasileiro Sa	49,314	787,542
Pidilite Industries Ltd	4,440	144,884
Pilbara Minerals Ltd	72,914	196,525
Piovan Spa	1,063	12,560
Piquadro Spa	10,710	25,910
Pole To Win Holdings Inc	41,847	143,368
Polycab India Ltd	9,531	628,232
Popular Inc	13,571	1,113,788
Pr Times Corp	1,598	20,482
Proact It Group Ab	4,083	38,082
Prologis Property Mexico Sa De	67,581	321,254
Prosegur Cia De Seguridad Sa	20,423	39,706
Prosus Nv	17,586	524,207
Prothena Corp Plc	2,519	91,528
Proya Cosmetics Co Ltd	16,249	227,735
Prudential Plc	70,377	795,968
Psp Swiss Property Ag	198	27,631
Puuilo Oyj	47,770	470,968
Pwr Holdings Ltd	1,624	10,815
Qiagen Nv	22,757	990,449
Qifu Technology Inc	53,967	853,752
Qingdao Hiron Commercial Cold	38,152	81,551
Quilter Plc Ord Gbp0.08167	57,959	75,955
Radcom Ltd	3,414	27,514
Radware Ltd	4,920	82,061
Raia Drogasil Sa	67,595	409,111
Rakus Co Ltd	12,284	227,642
Ramelius Resources Ltd	95,469	109,766
Randstad Nv	7,728	484,232

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Rasa Corp	2,697	28,863
Reach Subsea Asa	217,744	96,483
Reckitt Benckiser Group Plc	22,886	1,581,314
Record Plc	31,026	28,082
Recruit Holdings Co Ltd	27,306	1,154,964
Redcare Pharmacy Nv	4,078	592,801
Redrow Plc	17,359	136,205
Regional Sab De Cv	75,042	719,598
Reitmans (Canada) Ltd	35,631	63,501
Reject Shop Ltd/The	7,183	26,712
Reliance Industries Ltd	103,072	5,089,880
Relx Plc	131,249	5,203,536
Remy Cointreau Sa	1,198	152,248
Renesas Electronics Corp	73,747	1,333,382
Renishaw Plc	4,044	184,450
Rentokil Initial Plc	3,988	114,083
Resurs Holding Ab	41,172	97,559
Retailors Ltd	6,132	121,915
Rexel Sa	24,651	674,497
Rheon Automatic Machinery Co L	2,796	29,833
Richelieu Hardware Ltd	6,352	231,128
Rightmove Plc	55,981	410,774
Riken Vitamin Co Ltd	2,597	41,166
Rio Tinto Plc	13,733	1,022,735
Riyadh Cables Group Co	6,603	162,356
Roche Holding Ag	19,244	5,590,362
Rolls-Royce Holdings Plc	323,331	1,235,311
Rotork Plc	109,344	451,072
Royal Bam Group Nv	11,001	29,384
Royal Unibrew A/S	2,107	140,866
Rs Technologies Co Ltd	2,796	59,289
Rumo Sa	54,322	256,649
Russel Metals Inc	2,896	98,909
Ryanair Holdings Plc	23,952	3,194,200
Ryohin Keikaku Co Ltd	18,077	302,545
Safran Sa	17,699	3,117,667
Sakai Moving Service Co Ltd	2,397	46,246
Sakata Inx Corp	34,756	334,788
Salik Co Pjsc	209,992	177,816
Samsung Biologics Co Ltd	951	561,130
Samsung Electronics Co Ltd	201,104	11,614,496
Sandvik Ab	100,434	2,173,543
Sanko Metal Industrial Co Ltd	1,898	60,906
Sankyu Inc	8,490	311,977
Sansan Inc	5,094	57,771
Sansha Electric Manufacturing	2,996	28,138
Santen Pharmaceutical Co Ltd	10,686	106,500

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Sanwa Holdings Corp	18,976	287,842
Sap Se	28,275	4,356,492
Sapiens International Corp Nv	25,242	730,517
Sato Holdings Corp	4,195	62,959
Sato Shoji Corp	1,498	15,483
Sats Asa	14,456	21,579
Saudia Dairy & Foodstuff Co	1,483	131,704
Sawai Group Holdings Co Ltd	7,490	276,762
Sb Technology Corp	6,292	105,997
Scandi Standard Ab	8,821	50,328
Scandic Hotels Group Ab	7,552	34,787
Scandinavian Tobacco Group A/S	1,149	19,964
Schneider Electric Se	27,766	5,575,424
Schoeller-Bleckmann Oilfield E	4,114	200,857
Schott Pharma Ag & Co Kgaa	7,355	272,977
Scout24 Se	2,577	182,624
Screen Holdings Co Ltd	5,793	490,185
Scroll Corp	6,991	47,606
Sega Sammy Holdings Inc	15,480	216,536
Seibu Giken Co Ltd	2,896	35,870
Seiko Group Corp	3,595	68,705
Sendas Distribuidora S/A	327,230	911,444
Sensata Technologies Holding P	5,609	210,734
Sensirion Holding Ag	1,307	129,546
Serica Energy Plc	48,158	140,955
Service Stream Ltd	689,323	442,138
Seven & I Holdings Co Ltd	23,121	917,574
Seven Group Holdings Ltd	17,839	449,172
Severfield Plc	108,168	87,699
Sfs Group Ag	581	71,963
Shandong Pharmaceutical Glass	44,344	160,063
Shandong Weigao Group Medical	213,729	208,294
Shenzhen Inovance Technology C	16,583	147,632
Shenzhen Megmeet Electrical Co	59,724	207,159
Shenzhen Mindray Bio-Medical E	1,595	65,346
Shepherd Neame Ltd	1,093	10,098
Shibaura Electronics Co Ltd	899	35,513
Shibaura Machine Co Ltd	799	19,609
Shift Inc	300	76,127
Shimadzu Corp	30,695	858,263
Shimamura Co Ltd	499	55,824
Shimojima Co Ltd	1,698	15,512
Shin Maint Holdings Co Ltd	4,494	46,703
Shin-Etsu Chemical Co Ltd	20,928	878,362
Ship Healthcare Holdings Inc	899	15,350
Shopify Inc	7,782	608,830
Siemens Healthineers Ag	27,828	1,616,957

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Sika Ag	2,950	959,280
Siltronic Ag	3,658	357,444
Sinbon Electronics Co Ltd	16,945	165,082
Sinko Industries Ltd	1,898	35,938
Siteminder Ltd	40,489	141,728
Sitoy Group Holdings Ltd	121,845	13,888
Sk Hynix Inc	22,332	2,453,592
Skan Group Ag	1,098	105,372
Sligro Food Group Nv	2,538	44,461
Smartgroup Corp Ltd	27,161	161,607
Smc Corp	2,491	1,338,853
Smk Corp	899	16,335
Sms Co Ltd	8,989	184,866
Snc-Lavalin Group Inc	8,826	285,536
Societe Pour L'Informatique In	4,444	342,680
Socionext Inc	2,996	54,407
Softcat Plc	17,903	310,394
Softcreate Holdings Corp	4,594	56,050
Sohgo Security Services Co Ltd	54,331	312,621
Sonova Holding Ag	2,901	945,813
Sony Group Corp	16,543	1,573,583
Sophia Genetics Sa	23,051	108,570
Sparekassen Sjaelland-Fyn A/S	752	22,266
Spie Sa	22,485	702,931
Spin Master Corp	8,117	214,582
Spirax Group Plc	2,810	376,367
Ssab Ab	30,013	229,552
Stanley Electric Co Ltd	3,595	67,660
Stanmore Resources Ltd	76,186	208,463
Star Mica Holdings Co Ltd	3,995	17,966
Starhill Global Reit	498,966	198,588
Step Energy Services Ltd	9,621	28,601
Steris Plc	13,044	2,867,795
Sto Se & Co Kgaa	234	36,091
Storagevault Canada Inc	69,396	275,247
Stroeer Se & Co Kgaa	1,426	84,680
Subsea 7 Sa	19,314	281,852
Sumitomo Riko Co Ltd	12,784	95,756
Sumitomo Seika Chemicals Co Lt	5,193	183,821
Sun Inc	14,282	97,961
Suncor Energy Inc	88,839	2,860,039
Supcon Technology Co Ltd	11,574	74,010
Suzuken Co Ltd/Aichi Japan	7,890	261,302
Suzuki Motor Corp	26,310	1,125,875
Syncona Ltd	75,507	118,780
System Support Inc	1,598	21,842
Tadano Ltd	3,396	28,398

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Taiheiyo Cement Corp	19,575	403,499
Taikisha Ltd	1,099	31,833
Taiwan Semiconductor Manufactu	405,147	15,801,778
Takamatsu Construction Group C	1,898	37,271
Takeuchi Manufacturing Co Ltd	12,983	394,626
Takuma Co Ltd	11,985	152,084
Tamar Petroleum Ltd	12,946	58,816
Tanseisha Co Ltd	14,382	89,057
Tata Consultancy Services Ltd	17,055	777,472
Tata Consumer Products Ltd	18,298	238,981
Tata Motors Ltd	31,737	297,469
Tatton Asset Management Plc	3,235	21,939
Tbs Holdings Inc	4,894	104,103
Teamlease Services Ltd	4,501	172,992
Teamviewer Se	45,349	704,339
Tecan Group Ag	554	226,157
Techmatrix Corp	14,082	175,003
Technipfmc Plc	5,041	101,532
Technogym Spa	5,277	52,845
Technoprobe Spa	21,969	209,798
Tecsys Inc	1,194	29,722
Teekay Tankers Ltd	17,563	877,609
Telkom Indonesia Persero Tbk P	57,510	1,481,468
Temairazu Inc	3,096	66,322
Tenaris Sa	12,045	418,671
Tencent Holdings Ltd	149,996	5,639,835
Terasaki Electric Co Ltd	1,298	16,384
Terumo Corp	30,396	996,512
Tesco Plc	248,580	920,564
Tgs Asa	29,951	389,881
Thales Sa	14,459	2,139,515
Thomson Reuters Corporation	17,480	2,568,170
Thyssenkrupp Ag	39,265	273,778
Tikehau Capital Sca	9,191	209,156
Tinc Comm Va	1,928	25,019
Titagarh Rail System Ltd	19,304	242,071
Titan Co Ltd	11,474	506,815
Tkc Corp	3,496	93,228
Tocalo Co Ltd	7,590	80,437
Tokai Carbon Co Ltd	25,268	183,801
Tokyo Century Corp	15,181	164,427
Tokyo Seimitsu Co Ltd	3,196	196,567
Tokyo Tatemono Co Ltd	25,767	386,016
Tomato Bank Ltd	2,497	20,403
Tomoku Co Ltd	4,394	66,985
Tomy Co Ltd	6,592	104,382
Topy Industries Ltd	1,798	32,580

Interest	Maturity	Number of	Cost	Current
Identity of issuer	rate	date	shares/units	value**	value
Toronto Dominion Bank	17,640	1,145,435
Torrent Pharmaceuticals Ltd	5,906	163,648
Toshiba Tec Corp	5,193	107,603
Totvs Sa	48,043	333,203
Towa Bank Ltd/The	6,092	26,187
Toyo Engineering Corp	13,782	76,939
Toyo Tire Corp	22,372	374,500
Toyota Boshoku Corp	16,479	261,540
Transat A T Inc	39,214	110,927
Transocean Ltd	10,682	67,833
Trelleborg Ab	10,025	335,838
Trent Ltd	11,033	405,042
Tricon Residential Inc	95,498	869,032
Trip.Com Group Ltd	5,831	207,295
Tripod Technology Corp	38,873	246,989
Trivago Nv	5,941	14,497
Trusco Nakayama Corp	15,780	273,782
Trustpilot Group Plc	66,228	125,375
Tsingtao Brewery Co Ltd	35,954	241,275
Tsutsumi Jewelry Co Ltd	999	16,195
Tube Investments Of India Ltd	5,957	253,515
Tvs Motor Co Ltd	8,248	200,795
Ubicom Holdings Inc	2,996	35,471
Ubisoft Entertainment Sa	1,022	26,082
Ubs Group Ag	151,673	4,703,454
Unicredit Spa	30,935	839,436
Unilever Plc	21,650	1,048,759
Unimicron Technology Corp	306,997	1,760,526
Union Tool Co	3,496	82,814
Unipol Gruppo Spa	80,510	459,083
Unipres Corp	4,095	27,680
Unitronics	4,507	38,803
Uno Minda Ltd	37,961	313,696
User Local Inc	3,196	41,757
Valaris Ltd	10,977	752,672
Valmet Oyj	7,275	209,822
Valuecommerce Co Ltd	5,693	59,237
Vamos Locacao De Caminhoes Maq	536,646	1,112,489
Van Lanschot Kempen Nv	5,798	180,283
Varun Beverages Ltd	45,344	673,996
Vicat Saca	4,117	149,388
Victrex Plc	17,166	333,066
Viking Line Abp	527	10,980
Vinci Partners Investments Ltd	11,265	123,354
Virbac Saca	659	261,768
Vision Inc/Tokyo Japan	4,894	42,697
Vista Energy Sab De Cv	30,662	904,829