# EDGAR Filing Document

**Accession Number:** 0000871839
**File Stem:** 0001099263-26-006583
**Filing Date:** 2026-5
**Character Count:** 717014
**Document Hash:** 308d443d0bf49d6d5fef2b84dc9aa546
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-006583.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001099263-26-006583

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Balanced Fund, Inc.
- **CENTRAL INDEX KEY:** 0000871839

**ORGANIZATION NAME:**
- **EIN:** 521725684
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06275
- **FILM NUMBER:** 261035213

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE BALANCED FUND INC
- **DATE OF NAME CHANGE:** 19920717

## Series and Classes Contracts Data

### T. Rowe Price Balanced Fund, Inc. (Series ID: S000002068)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000005423 | T. Rowe Price Balanced Fund, Inc.   | RPBAX           |
| C000166328 | T. Rowe Price Balanced Fund-I Class | RBAIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** T. Rowe Price Balanced Fund, Inc.

- **b. Investment Company Act file number:** 811-06275

- **c. CIK number of Registrant:** 0000871839

- **d. LEI of Registrant:** 549300YW1EW4HR7IEA10

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** T. Rowe Price Balanced Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002068

- **c. LEI of Series:** BL52WOAVD9QC4LOPHA21

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $5032866449.40

**Total Liabilities:** $59209954.58

**Net Assets:** $4973656494.82

**Delayed Delivery Securities:** $3270000.00

**Stand-by Commitments:** $34261836.04

**Cash Not Reported:** $4929348.67

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1351.401267 | **1-Year:** -46063.157330 | **5-Year:** -224565.936533 | **10-Year:** -200570.376208 | **30-Year:** -43365.300181

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -130.081721 | **1-Year:** -211.276181 | **5-Year:** -381.439231 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005423 | 2.11%                | 1.79%                | -5.05%               |
| Class ID C000166328 | 2.12%                | 1.80%                | -5.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37158157.18             | $63345168.11                               |
| Month 2  | $47132042.56             | $36618389.66                               |
| Month 3  | $37821203.43             | $-311929647.70                             |

### Schedule of Portfolio Investments

| Name                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3I GROUP PLC                             | 3I GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    136352 | NS      | $4443848.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M CO                                    | 3M CO                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4050 | NS      | $588181.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD-REG                              | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    118152 | NS      | $9606698.91   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    120497 | NS      | $12371426.99  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1280312.76   | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     17405 | NS      | $3785413.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1838406.34   | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $912618.19    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419501.19    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                 | ABN AMRO BANK NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    116075 | NS      | $3679671.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                      | ABRY LIQUID CREDIT CLO 2026-3 LTD                                               | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1465000 | PA      | $1459009.62   | 0.03%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                    | ACCENTURE CAPITAL INC                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158826.82    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                        | ADMIRAL GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |    114483 | NS      | $4788338.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ADOBE INC                                | ADOBE INC                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3112 | NS      | $756464.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                   | ADVANCED MICRO DEVICES INC                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     59377 | NS      | $12079063.11  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                 | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       809 | NS      | $809687.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                       | AERCAP HOLDINGS NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     43400 | NS      | $5953612.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    935000 | PA      | $924169.08    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP       | AESTAS LLC dba OPENAI LLC EV UNITS Class A                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4877 | NS      | $3353849.01   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2026-2A A 144A                     | AFFIRM MASTER TRUST                                                             | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1447936.70   | 0.03%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGL 2021-10A A1R2 144A                   | AGL CLO 10 LTD                                                                  | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2390222.40   | 0.05%             | 2039-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A A1R 144A                    | AGL CLO 13 LTD                                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   3285000 | PA      | $3282102.63   | 0.07%             | 2034-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                   | AGNICO EAGLE MINES LTD                                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       996 | NS      | $202168.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHS HOSPITAL CORP                        | AHS HOSPITAL CORP                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1479681.36   | 0.03%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                            | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    614400 | NS      | $6826799.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC 144A                       | AIB GROUP PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    650000 | PA      | $680070.66    | 0.01%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                           | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     50789 | NS      | $10498010.36  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                       | AIRBNB INC                                                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2000 | NS      | $252560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                | AIRBUS SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     52725 | NS      | $9968872.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                         | AJINOMOTO CO INC                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    162200 | NS      | $4585594.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                  | AKAMAI TECHNOLOGIES INC                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      5300 | NS      | $608705.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AKER BP ASA                              | AKER BP ASA                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |    103752 | NS      | $3835601.91   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP 144A                  | ALCON FINANCE CORP                                                              | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1201497.32   | 0.02%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2847872.27   | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    655000 | PA      | $652022.03    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    136984 | NS      | $2147154.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                      | ALLIANT ENERGY CORP                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     20260 | NS      | $1453857.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                            | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     50978 | NS      | $10569778.52  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCLN 2025-A A2 144A                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963663 | PA      | $965140.28    | 0.02%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                     | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083494 | PA      | $1083854.39   | 0.02%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659070.50    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196670.54    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC CL A                        | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    143889 | NS      | $41376720.84  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1731778.19   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL C                        | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    253375 | NS      | $72683152.50  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                             | ALPHABET INC                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68319.06     | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                         | ALTRIA GROUP INC                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     14224 | NS      | $938641.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     55734 | NS      | $3186913.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2712427.26   | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    346563 | NS      | $72178676.01  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1534953.30   | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                 | AMCOR FLEXIBLES NORTH AMERICA INC                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161686.05    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                       | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     74314 | NS      | $8168594.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1832498.08   | 0.04%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP                                                                     | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    565000 | PA      | $549762.12    | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SA DE CV                   | AMERICA MOVIL SAB DE CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $325688.57    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     33159 | NS      | $10029934.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591456.17    | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                   | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2361628.76   | 0.05%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                   | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163216.39    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP             | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     12915 | NS      | $971853.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                      | AMERICAN TOWER CORP                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3098 | NS      | $534652.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                               | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     58932 | NS      | $12632663.52  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3899 | NS      | $1371863.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    447000 | PA      | $263398.00    | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP-CL A                       | AMPHENOL CORP                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     14694 | NS      | $1856586.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                            | AMPHENOL CORP                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    895000 | PA      | $913874.91    | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     28205 | NS      | $8973138.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHC 2026-22A AR4 144A                  | ANCHORAGE CAPITAL CLO 2026-22 LTD                                               | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |    765000 | PA      | $763935.89    | 0.02%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AOMT 2020-6 A2 144A                      | ANGEL OAK MORTGAGE TRUST 2020-6                                                 | CUSIP: 03465AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182308 | PA      | $170032.37    | 0.00%             | 2065-05-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A1 144A                      | ANGEL OAK MORTGAGE TRUST 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614257 | PA      | $546437.46    | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL 144A              | ANGLO AMERICAN CAPITAL PLC                                                      | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $479503.81    | 0.01%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN             | ANNALY CAPITAL MANAGEMENT INC                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    104873 | NS      | $2218063.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                          | ANTOFAGASTA PLC                                                                 | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    820000 | PA      | $814779.02    | 0.02%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                          | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    143107 | NS      | $6417558.71   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                   | ANZ GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    391089 | NS      | $9834030.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AON PLC-CLASS A                          | AON PLC                                                                         | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      4000 | NS      | $1291120.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                           | API GROUP CORP                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     15696 | NS      | $636001.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC             | APOLLO GLOBAL MANAGEMENT INC                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     13790 | NS      | $1536481.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2016695.57   | 0.04%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    425052 | NS      | $107873947.08 | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                    | APPLIED MATERIALS INC                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     11000 | NS      | $3759690.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP-CLASS A                    | APPLOVIN CORP                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      3985 | NS      | $1586030.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                         | ARCELORMITTAL SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $164902.50    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                        | ARES CAPITAL CORP                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86653.55     | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES 2025-ALF9A A1 144A                  | ARES LOAN FUNDING IX LTD                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    885000 | PA      | $883484.00    | 0.02%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                     | ARES MANAGEMENT CORP                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      5869 | NS      | $640307.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE - ADR                          | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      8848 | NS      | $6461252.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIFL 2026-A A2 144A                     | ARI FLEET LEASE TRUST 2026-A                                                    | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $458443.82    | 0.01%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A3 144A                     | ARI FLEET LEASE TRUST 2026-A                                                    | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169188.66    | 0.00%             | 2034-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                      | ARISTA NETWORKS INC                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     51523 | NS      | $6325993.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363894.94    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASICS CORP                               | ASICS CORP                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    295600 | NS      | $7947240.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                       | ASML HOLDING NV                                                                 | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      6098 | NS      | $8054421.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                          | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     20235 | NS      | $26907625.80  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                          | ASTRAZENECA PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    142700 | NS      | $28143294.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1890709.25   | 0.04%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166192.51    | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2939127.09   | 0.06%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATCLO 2023-22A A1R 144A                  | ATLAS SENIOR LOAN FUND XXII LTD                                                 | CUSIP: 04940BAN0<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |    690000 | PA      | $690000.00    | 0.01%             | 2039-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                        | ATMOS ENERGY CORP                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1259959.61   | 0.03%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                        | ATMOS ENERGY CORP                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      6988 | NS      | $1290823.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                 | AUGUSTA SPINCO CORP                                                             | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1357903.93   | 0.03%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                             | AUTODESK INC                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1925 | NS      | $460845.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                          | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     34843 | NS      | $3693140.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM 144A            | AUTORIDAD DEL CANAL DE PANAMA                                                   | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    510000 | PA      | $498740.27    | 0.01%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                                                    | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2694280.96   | 0.05%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      3069 | NS      | $10366406.82  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649152.95    | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                | AVALONBAY COMMUNITIES INC                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2366 | NS      | $386486.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $361972.22    | 0.01%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AESOP 2026-1A B 144A                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RLM4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $275791.04    | 0.01%             | 2030-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA SA                                   | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    190033 | NS      | $8732313.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                | AXIS CAPITAL HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2719 | NS      | $275733.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                      | AXON ENTERPRISE INC                                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1200 | NS      | $509628.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                          | BAKER HUGHES CO                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13762 | NS      | $840170.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                | BALL CORP                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     99702 | NS      | $5893385.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA             | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    468265 | NS      | $10114322.29  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3600000 | PA      | $3703354.36   | 0.07%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $190406.72    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1050466 | NS      | $11776478.91  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204954.59    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A5                       | BANK 2024-BNK47                                                                 | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1092703.21   | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51 A5                       | BANK 2025-BNK51                                                                 | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $309569.69    | 0.01%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201471.17    | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    298102 | NS      | $14532472.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2108162.03   | 0.04%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH                            | BANK OF AMERICA CORP                                                            | CUSIP: 590188JB5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $731830.81    | 0.01%             | 2028-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH                            | BANK OF AMERICA CORP                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $944472.64    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1976415.44   | 0.04%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $189912.99    | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2472257.69   | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                         | BANK OF MONTREAL                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2035000 | PA      | $2005591.61   | 0.04%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP             | BANK OF NEW YORK MELLON CORP/THE                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     12066 | NS      | $1431389.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NEW YORK MELLON CORP/THE                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $2062027.58   | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | BANK OF NEW YORK MELLON CORP/THE                                                | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201004.44    | 0.00%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                      | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1988567.98   | 0.04%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                       | BANK5 2024-5YR8                                                                 | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $768368.05    | 0.02%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14 A3                      | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1653138.72   | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 A3                      | BANK5 2026-5YR20                                                                | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $20289.37     | 0.00%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                            | BANNER HEALTH                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $595901.35    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BARC 2021-NQM1 A3 144A                   | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                          | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626067 | PA      | $577734.89    | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2055000 | PA      | $2111145.72   | 0.04%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $757079.61    | 0.02%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   1452038 | NS      | $7599217.20   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $270965.95    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A B1R 144A                   | BARINGS CLO LTD 2021-III                                                        | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1655000 | PA      | $1653431.06   | 0.03%             | 2035-01-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BABSN 2023-4A A1R 144A                   | BARINGS CLO LTD 2023-IV                                                         | CUSIP: 06763MAL9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    855000 | PA      | $853412.27    | 0.02%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    810000 | PA      | $847937.65    | 0.02%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1258560.63   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BATLN 2024-25A BR 144A                   | BATTALION CLO XXV LTD                                                           | CUSIP: 07134FAL4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |   2365000 | PA      | $2365000.00   | 0.05%             | 2037-03-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                           | BAWAG GROUP AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     20453 | NS      | $3109419.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                 | BAXTER INTERNATIONAL INC                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162875.32    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                | BAYER US FINANCE LLC                                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1619268.66   | 0.03%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP     | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1391748.09   | 0.03%             | 2029-11-01      | Variable      | 6.42%                 | Yes           |                  3 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                   | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     82385 | PA      | $82605.25     | 0.00%             | 2031-12-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                   | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                               | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   1023413 | PA      | $1022185.86   | 0.02%             | 2048-07-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                   | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $7592.75      | 0.00%             | 2034-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C27 A3                       | BBCMS MORTGAGE TRUST 2024-5C27                                                  | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $295651.36    | 0.01%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/MEXICO                  | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: YV5671248<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1345000 | PA      | $1354752.40   | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES              | BE SEMICONDUCTOR INDUSTRIES NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |     19211 | NS      | $4114878.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BMARK 2023-B39 A5                        | BENCHMARK 2023-B39 MORTGAGE TRUST                                               | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $792879.73    | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-B41 A5                        | BENCHMARK 2025-B41 MORTGAGE TRUST                                               | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $515645.40    | 0.01%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A3                        | BENCHMARK 2025-V16 MORTGAGE TRUST                                               | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285000 | PA      | $1319036.44   | 0.03%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V19 A3                        | BENCHMARK 2025-V19 MORTGAGE TRUST                                               | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1402440.19   | 0.03%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-B42 A5                        | BENCHMARK 2026-B42 MORTGAGE TRUST                                               | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645000 | PA      | $1642747.67   | 0.03%             | 2059-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-V21 A3                        | BENCHMARK 2026-V21 MORTGAGE TRUST                                               | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3880000 | PA      | $3931733.59   | 0.08%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY HLDGS                 | BERKSHIRE HATHAWAY ENERGY CO                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1258238.60   | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B              | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     58112 | NS      | $27847270.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP BILLITON FIN USA LTD                 | BHP BILLITON FINANCE USA LTD                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $181679.28    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                         | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    100285 | NS      | $3634898.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LTD                            | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    117970 | NS      | $4268452.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                            | BLACKROCK INC                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1696 | NS      | $1631060.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                           | BLACKSTONE INC                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3270 | NS      | $376017.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                | BLOCK INC                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     24850 | NS      | $1495473.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2025-C13 A5                          | BMO 2025-C13 MORTGAGE TRUST                                                     | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1398726.59   | 0.03%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     11337 | NS      | $2256403.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                     | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4006 | NS      | $16866541.92  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS             | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3694 | NS      | $288242.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201545.24    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                           | BORGWARNER INC                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151721.12    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY 144A                  | BOSTON GAS CO                                                                   | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256663.61    | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     23584 | NS      | $1479896.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HGVGI 2019-A A 144A                      | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80969 | PA      | $80680.61     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                            | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $609578.06    | 0.01%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                   | BRIDGEPOINT GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    702809 | NS      | $2189754.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND 144A             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1105301.66   | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES             | BRIGHTSPRING HEALTH SERVICES INC                                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5990 | NS      | $255233.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     21949 | NS      | $1331206.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561893.71    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309325.35    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1219183.37   | 0.02%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443394.61    | 0.01%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    186170 | NS      | $57621476.70  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3674622.80   | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                          | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    129565 | NS      | $5250218.57   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BT GROUP PLC                             | BT GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   2613708 | NS      | $7325092.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |    135127 | NS      | $4068058.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON NORTH SANTA FE                | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $706257.63    | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO A 144A                      | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2560000 | PA      | $2559987.71   | 0.05%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC A 144A                      | BX TRUST 2025-ROIC                                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3123250 | PA      | $3107633.86   | 0.06%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                      | BX TRUST 2025-VOLT                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270000 | PA      | $3259781.25   | 0.07%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                  | BXP INC                                                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2884 | NS      | $149679.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    965000 | PA      | $961948.75    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                   | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149819.34    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                     | CAMERON LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    475000 | PA      | $402422.86    | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC 144A                     | CAMERON LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    575000 | PA      | $526867.41    | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY CO                 | CANADIAN NATIONAL RAILWAY CO                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      7535 | NS      | $774371.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RAILWAY                    | CANADIAN NATIONAL RAILWAY CO                                                    | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1155000 | PA      | $1229492.32   | 0.02%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATURAL RESOURCES               | CANADIAN NATURAL RESOURCES LTD                                                  | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    132821 | NS      | $6479212.90   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1695000 | PA      | $1198216.46   | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $915095.21    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP            | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       392 | NS      | $586596.64    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP          | CANVA SERIES A CVT PFD STOCK PP                                                 | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        25 | NS      | $37410.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A-3 CVT PFD STOCK PP        | CANVA SERIES A-3 CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $2992.84      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP               | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      7567 | NS      | $1380447.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377445.86    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1205157.47   | 0.02%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                      | CARDINAL HEALTH INC                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      4339 | NS      | $916874.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2023-3 B                           | CARMAX AUTO OWNER TRUST 2023-3                                                  | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $589228.21    | 0.01%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                           | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106428.42    | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A3                          | CARMAX AUTO OWNER TRUST 2025-4                                                  | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $526548.00    | 0.01%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                          | CARMAX AUTO OWNER TRUST 2025-4                                                  | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $525199.05    | 0.01%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                      | CARRIER GLOBAL CORP                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     12169 | NS      | $685236.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRVNA 2021-P4 C                          | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                          | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1672700.38   | 0.03%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                     | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236439.42    | 0.00%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P2 A4                         | CARVANA AUTO RECEIVABLES TRUST 2025-P2                                          | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055000 | PA      | $1066326.37   | 0.02%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                         | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                          | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1385000 | PA      | $1378125.97   | 0.03%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 A4                         | CARVANA AUTO RECEIVABLES TRUST 2026-P1                                          | CUSIP: 14689FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3040000 | PA      | $3018594.75   | 0.06%             | 2032-07-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2026-P1 B                          | CARVANA AUTO RECEIVABLES TRUST 2026-P1                                          | CUSIP: 14689FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $668491.79    | 0.01%             | 2032-07-12      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                               | CARVANA CO                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     80484 | NS      | $25302559.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                          | CARVANA CO                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    433180 | PA      | $451033.47    | 0.01%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                          | CARVANA CO                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    591639 | PA      | $639960.49    | 0.01%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                 | CATERPILLAR FINANCIAL SERVICES CORP                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3352830.80   | 0.07%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                          | CATERPILLAR INC                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     20006 | NS      | $14173450.76  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                  | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       550 | NS      | $154588.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC - A                       | CBRE GROUP INC                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      6040 | NS      | $818178.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503724.10    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    555000 | PA      | $568244.57    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     36676 | NS      | $11521398.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                              | CENCORA INC                                                                     | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378281.18    | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                       | CENOVUS ENERGY INC                                                              | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    144000 | NS      | $3820320.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENT 2025-CITY A 144A                    | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2680000 | PA      | $2699219.35   | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2024637.84   | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186233.42    | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6712 | NS      | $219750.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TX ST TRNPRTN COMM 1ST TR SR C           | CENTRAL TEXAS TURNPIKE SYSTEM                                                   | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1820000 | PA      | $1416934.61   | 0.03%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC               | CF INDUSTRIES HOLDINGS INC                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2640 | NS      | $342777.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES               | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2300 | NS      | $396750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                    | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    173946 | NS      | $16347445.08  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                      | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2089645.11   | 0.04%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $883230.80    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A A3 144A                    | CHASE AUTO OWNER TRUST 2025-1                                                   | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215442.96    | 0.00%             | 2030-06-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A A2R 144A                   | CHENANGO PARK CLO LTD                                                           | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    292751 | PA      | $292674.04    | 0.01%             | 2030-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC 144A                 | CHENIERE ENERGY INC                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1344986.54   | 0.03%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                             | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89199 | NS      | $18455273.10  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                          | CHEVRON USA INC                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1618702.17   | 0.03%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CHICAGO IL INTL ARPT BLD AMERICA         | CHICAGO O'HARE INTERNATIONAL AIRPORT                                            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $827060.30    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC               | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    124784 | NS      | $3994335.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     44541 | NS      | $14517248.13  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD             | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    148100 | NS      | $8167490.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTIC-UNSP ADR             | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     33767 | NS      | $929267.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CIENA CORP                               | CIENA CORP                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5600 | NS      | $2174088.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC 2018-1A A1R 144A                    | CIFC FUNDING 2018-I LTD                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    520000 | PA      | $519815.40    | 0.01%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588159.34    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1234 | NS      | $329169.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                              | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13064 | NS      | $2209644.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                        | CISCO SYSTEMS INC                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    173430 | NS      | $13456433.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984275.26   | 0.04%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     70749 | NS      | $8023644.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2596151.48   | 0.05%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A                  | CITIGROUP MORTGAGE LOAN TRUST INC                                               | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    654218 | PA      | $576279.39    | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| L A CA DEPT ARPTS BAB TXB SUB SR C       | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                      | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1141385.40   | 0.02%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                            | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     10318 | NS      | $3047421.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP                                                                 | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $706446.89    | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7508 | NS      | $582470.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1055138.45   | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                       | CNA FINANCIAL CORP                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156604.07    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                   | CNH INDUSTRIAL CAPITAL LLC                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2080332.95   | 0.04%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                   | CNH INDUSTRIAL CAPITAL LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159956.15    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                  | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3076989.97   | 0.06%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                         | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     48064 | NS      | $3655267.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPEAN PARTN 144A            | COCA-COLA EUROPACIFIC PARTNERS PLC                                              | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2345430.59   | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                     | COLGATE-PALMOLIVE CO                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    110202 | NS      | $9392516.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2025-8 A1 144A                      | COLT 2025-8 MORTGAGE LOAN TRUST                                                 | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   1330136 | PA      | $1334712.73   | 0.03%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A            | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2304987.35   | 0.05%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1105265.39   | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 144A                        | COMCAST CORP                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2408931.54   | 0.05%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    755000 | PA      | $696133.26    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                        | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    342312 | NS      | $9550822.63   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160368.50    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS                           | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    154912 | NS      | $20448384.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                  | CONSOLIDATED EDISON INC                                                         | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     10455 | NS      | $1183296.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                     | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     29130 | NS      | $8134552.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1131410.15   | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3497474.64   | 0.07%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     14025 | NS      | $334636.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                              | CORNING INC                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     11940 | NS      | $1623481.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC 144A                         | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2645000 | PA      | $2479981.48   | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORPAY INC                               | CORPAY INC                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2570 | NS      | $747844.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                              | CORTEVA INC                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     26008 | NS      | $2177129.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                         | COSTAR GROUP INC                                                                | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      5059 | NS      | $204080.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                    | COSTCO WHOLESALE CORP                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4615 | NS      | $4598524.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON CNTY GA BABS                      | COUNTY OF FULTON GA                                                             | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2757380.36   | 0.06%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                  | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1195000 | PA      | $1177681.62   | 0.02%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC 144A             | CRH AMERICA FINANCE INC                                                         | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2577927.48   | 0.05%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                  | CRH AMERICA FINANCE INC                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1409111.66   | 0.03%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                  | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      7214 | NS      | $758335.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS 2024-H4 A1 144A                    | CROSS 2024-H4 MORTGAGE TRUST                                                    | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232029 | PA      | $233781.18    | 0.00%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A             | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      7516 | NS      | $2934321.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1273312.23   | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                         | CROWN CASTLE INC                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180892.00    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTL CORP                   | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    735000 | PA      | $724142.37    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSG NV                                   | CSG NV                                                                          | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |     26556 | NS      | $716415.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                 | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    233380 | NS      | $9580249.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5808 | NS      | $212863.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       296 | NS      | $159253.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                 | CVC CAPITAL PARTNERS PLC                                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |    174945 | NS      | $2283958.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50058.20     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1407873.93   | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2551745.71   | 0.05%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     89200 | NS      | $6406344.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201215.89    | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                    | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2264905.86   | 0.05%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA 144A             | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2139183.44   | 0.04%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| DALLAS FT WORTH TX ARPT TXBL SER A       | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                         | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $992939.99    | 0.02%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                             | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     30659 | NS      | $5812946.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                     | DANSKE BANK A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    395000 | PA      | $406024.30    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                   | DARDEN RESTAURANTS INC                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1055 | NS      | $206822.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP         | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      3879 | NS      | $737010.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP        | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      8505 | NS      | $1615950.00   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP        | DATABRICKS SER I CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      1526 | NS      | $289940.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                    | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      9096 | NS      | $1073782.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAUCH CORPORATION                        | DAUCH CORPORATION                                                               | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |         1 | NS      | $3.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DBC 2025-DBC A 144A                      | DBC 2025-DBC MORTGAGE TRUST                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599625.66    | 0.01%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                   | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    198100 | NS      | $8815475.40   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DRMT 2026-INV1 A1 144A                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1                                  | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612897 | PA      | $607935.21    | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                               | DEERE & CO                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     38897 | NS      | $21910680.10  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                  | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |    134045 | NS      | $6310550.68   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES -C                     | DELL TECHNOLOGIES INC                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3700 | NS      | $607281.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESCARTES SYSTEMS GRP/THE                | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      8207 | NS      | $587292.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DETROIT MI CITY SD QSCB                  | DETROIT CITY SCHOOL DISTRICT                                                    | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2117696.80   | 0.04%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-2 A3 144A                      | DEXT ABS 2025-2 LLC                                                             | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $164805.25    | 0.00%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DIAGEO PLC                               | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    245982 | NS      | $4574579.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      5092 | NS      | $1007146.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173606.25    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                             | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    253129 | NS      | $7920066.58   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                          | DOLLAR TREE INC                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     51014 | NS      | $5586543.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO S PIZZA INC                       | DOMINO'S PIZZA INC                                                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       858 | NS      | $307841.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                         | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     17211 | NS      | $2584231.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                               | DOVER CORP                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3686 | NS      | $768346.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HONK 2020-2A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1149198 | PA      | $1077943.13   | 0.02%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313706 | PA      | $301935.79    | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HONK 2021-1A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438502 | PA      | $1297637.06   | 0.03%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2613723.50   | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                       | DTE ENERGY CO                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      4074 | NS      | $595700.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732293.57    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $635640.92    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                  | DUKE ENERGY INDIANA LLC                                                         | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132933.09    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A            | EAGLE FUNDING LUXCO SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1930000 | PA      | $1938421.98   | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                    | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      6143 | NS      | $655826.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                           | EATON CORP PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2000 | NS      | $715340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                               | ECOLAB INC                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2259 | NS      | $600939.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                | EDWARDS LIFESCIENCES CORP                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     14500 | NS      | $1161160.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV5 A1 144A                   | EFMT 2025-INV5                                                                  | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287262 | PA      | $286161.24    | 0.01%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6 A1 144A                   | EFMT 2025-NQM6                                                                  | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364670 | PA      | $362521.45    | 0.01%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 A1F 144A                  | EFMT 2026-NQM1                                                                  | CUSIP: 26846GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695970 | PA      | $695158.57    | 0.01%             | 2071-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                      | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268950 | PA      | $276537.91    | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                      | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216242 | PA      | $222188.98    | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A            | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1429806.80   | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP            | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    294987 | NS      | $6397640.57   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTHEM INC                               | ELEVANCE HEALTH INC                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $792116.00    | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     10843 | NS      | $3174288.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                           | ELF BEAUTY INC                                                                  | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3906 | NS      | $236742.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY & CO                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2800489.06   | 0.06%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                           | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     31394 | NS      | $28875259.38  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2019-2 A3 144A                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70349 | PA      | $68562.24     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2020-2 A1 144A                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                       | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357162 | PA      | $339923.16    | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-2 A1 144A                      | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420350 | PA      | $357971.88    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELM20 2022-7A AR2 144A                   | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385000 | PA      | $1382304.79   | 0.03%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                      | EMERSON ELECTRIC CO                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      6102 | NS      | $799484.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                       | ENACT HOLDINGS INC                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375719.95    | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                 | ENBRIDGE ENERGY PARTNERS LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239445.72    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1535000 | PA      | $1523988.73   | 0.03%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $589661.08    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $794777.42    | 0.02%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $245701.28    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | ENBRIDGE INC                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $365868.53    | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                 | ENEL SPA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    770486 | NS      | $8423592.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | ENERGY TRANSFER LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1962368.53   | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                 | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197754.71    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENGIE                                    | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    280602 | NS      | $9043088.69   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA 144A                             | ENI SPA                                                                         | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    735000 | PA      | $751815.87    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A3 144A                       | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156279.49    | 0.00%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                       | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111601.95    | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 144A                       | ENTERPRISE FLEET FINANCING 2024-4 LLC                                           | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256991 | PA      | $257551.23    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A4 144A                       | ENTERPRISE FLEET FINANCING 2024-4 LLC                                           | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $675755.43    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                       | ENTERPRISE FLEET FINANCING 2025-3 LLC                                           | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1280000.42   | 0.03%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    695000 | PA      | $695832.84    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2835788.67   | 0.06%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                 | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1447978.31   | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5216 | NS      | $754077.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942858.13    | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                 | EQT CORP                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     14558 | NS      | $926471.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                              | EQUIFAX INC                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     21045 | NS      | $3789573.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                              | EQUINIX INC                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1617 | NS      | $1585048.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                              | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    115728 | NS      | $4930520.53   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                   | EQUITABLE HOLDINGS INC                                                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     21757 | NS      | $807402.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES              | EQUITY LIFESTYLE PROPERTIES INC                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     65400 | NS      | $4082268.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC 144A                | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $432638.36    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                      | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     30346 | NS      | $3278135.26   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      6772 | NS      | $654581.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                       | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1257297.02   | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                 | ESSEX PROPERTY TRUST INC                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     16965 | NS      | $4105530.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                         | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     20154 | NS      | $4696388.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COMPANIES-CL A              | ESTEE LAUDER COS INC/THE                                                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      6476 | NS      | $464782.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                        | EVERSOURCE ENERGY                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209012.50    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| EART 2025-4A B                           | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $943928.84    | 0.02%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $675207.90    | 0.01%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 A3                          | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                               | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $826793.47    | 0.02%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH A 144A                      | EXTENDED STAY AMERICA TRUST 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1100000.00   | 0.02%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532363.31    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     82597 | NS      | $14013407.02  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                          | FAIR ISAAC CORP                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       118 | NS      | $125969.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3620000 | PA      | $3182577.30   | 0.06%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735000 | PA      | $748913.55    | 0.02%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7360000 | PA      | $5923489.92   | 0.12%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3790000 | PA      | $3473053.67   | 0.07%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7275000 | PA      | $7172277.00   | 0.14%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1605000 | PA      | $1660260.15   | 0.03%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120000 | PA      | $1056388.48   | 0.02%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA APR                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F022444<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $458059.71    | 0.01%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501765 | PA      | $516105.93    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35569 | PA      | $34020.05     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58161 | PA      | $59147.14     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21102 | PA      | $21069.51     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31376S6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.45        | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885918 | PA      | $1596530.72   | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416XJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358222 | PA      | $349922.54    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121543 | PA      | $113615.71    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138EKJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12830 | PA      | $12725.33     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352483 | PA      | $334278.35    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353790 | PA      | $352271.23    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12916 | PA      | $13131.00     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138XMF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362238 | PA      | $352495.84    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EMNX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310090 | PA      | $285649.51    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X4XA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181241 | PA      | $163524.18    | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38868 | PA      | $37095.70     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454261 | PA      | $416853.97    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167506 | PA      | $1077112.50   | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675388 | PA      | $639602.99    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413866 | PA      | $365819.15    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940647 | PA      | $829344.07    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47566 | PA      | $49245.55     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180041 | PA      | $175869.49    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138E2LR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398341 | PA      | $387782.13    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31384AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $149.13       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918940 | PA      | $789228.39    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121774 | PA      | $110443.20    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1430705 | PA      | $1218589.26   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410K5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $215.22       | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224502 | PA      | $208893.09    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243972 | PA      | $238319.37    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162150 | PA      | $146299.42    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    745589 | PA      | $707463.53    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406892 | PA      | $368757.21    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2956934 | PA      | $2513039.11   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3694 | PA      | $3821.04      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65369 | PA      | $64126.44     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40237 | PA      | $41625.13     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1538967 | PA      | $1394733.56   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37299 | PA      | $35369.39     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18786 | PA      | $19619.95     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640904 | PA      | $647640.51    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2628115 | PA      | $2248811.37   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XQXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354336 | PA      | $362105.37    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27749 | PA      | $27105.60     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438498 | PA      | $1478550.00   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR MODIFIED STEP RATE             | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310728 | PA      | $310114.35    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86815 | PA      | $86680.31     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531816 | PA      | $1240801.63   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2490821 | PA      | $2505466.76   | 0.05%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81111 | PA      | $82459.16     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54215 | PA      | $52001.57     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140W4AB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3513714 | PA      | $3619963.32   | 0.07%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799395 | PA      | $651062.53    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170275 | PA      | $177259.97    | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936167 | PA      | $925522.59    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54546 | PA      | $57393.61     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593746 | PA      | $483644.28    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86356 | PA      | $78320.93     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404537 | PA      | $392101.35    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1831653 | PA      | $1566282.61   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9673 | PA      | $10012.44     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EKF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7242 | PA      | $7227.47      | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $119278.32    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239778 | PA      | $229986.59    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525890 | PA      | $2385896.61   | 0.05%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222312 | PA      | $211816.29    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5929 | PA      | $5900.37      | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405288 | PA      | $373343.74    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706050 | PA      | $648054.37    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025994 | PA      | $981303.49    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23754 | PA      | $24585.83     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332719 | PA      | $329616.41    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569475 | PA      | $523914.07    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540628 | PA      | $489959.48    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303853 | PA      | $285661.61    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151430 | PA      | $138988.61    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476687 | PA      | $445597.65    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20122 | PA      | $19080.65     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877211 | PA      | $866098.79    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492011 | PA      | $1413256.69   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417DQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349100 | PA      | $321648.69    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XDGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575848 | PA      | $515342.48    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168575 | PA      | $174254.75    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952041 | PA      | $808137.18    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4953 | PA      | $5037.51      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28999 | PA      | $29494.62     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249083 | PA      | $1011345.69   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417YVG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11978 | PA      | $11700.38     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36499 | PA      | $38271.76     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438963 | PA      | $397823.35    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14552 | PA      | $14529.44     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790200 | PA      | $712956.99    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687349 | PA      | $623392.66    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193838 | PA      | $174890.27    | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1895009 | PA      | $1539629.87   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EK2B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109291 | PA      | $106393.85    | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63770 | PA      | $66602.65     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2178561 | PA      | $1767722.43   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46045 | PA      | $46831.71     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268181 | PA      | $266920.04    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555485 | PA      | $1330608.03   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593650 | PA      | $562931.32    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454764 | PA      | $460434.77    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631508 | PA      | $579622.66    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9871121 | PA      | $8033762.08   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147553 | PA      | $146859.09    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3114 | PA      | $2903.29      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443245 | PA      | $391341.93    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140LVQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785330 | PA      | $724204.06    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1555340 | PA      | $1270178.15   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10401 | PA      | $10720.59     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1385 | PA      | $1408.27      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73000 | PA      | $71064.67     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92951 | PA      | $94496.11     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505916 | PA      | $475626.64    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y8PB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445890 | PA      | $2427449.46   | 0.05%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18501 | PA      | $17544.04     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404068 | PA      | $1263269.04   | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3870 | PA      | $4022.83      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206171 | PA      | $202247.68    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442800 | PA      | $410158.92    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271521 | PA      | $250119.96    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9436 | PA      | $9005.62      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44784 | PA      | $43106.60     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4364335 | PA      | $3534695.37   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685825 | PA      | $1371445.69   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17738 | PA      | $17073.96     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31373UUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.08         | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410LHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9593 | PA      | $9578.23      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31384VQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        83 | PA      | $85.39        | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641534 | PA      | $582303.76    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2356517 | PA      | $2054091.47   | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95535 | PA      | $95346.16     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298985 | PA      | $285961.45    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503815 | PA      | $490460.89    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16629 | PA      | $16172.22     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347868 | PA      | $320036.67    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416CD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68101 | PA      | $69233.21     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3492225 | PA      | $2839760.31   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290680 | PA      | $1249347.82   | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140MAYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673124 | PA      | $545075.45    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75301 | PA      | $73556.22     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320126 | PA      | $317451.01    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42147 | PA      | $42847.38     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144473 | PA      | $131030.51    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2359629 | PA      | $2033773.14   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17466 | PA      | $16812.28     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115993 | PA      | $119995.94    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138YR3Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282288 | PA      | $265219.60    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254619 | PA      | $2994234.02   | 0.06%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630150 | PA      | $589051.78    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7523812 | PA      | $6116395.64   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138YGXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195129 | PA      | $182382.80    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1159416 | PA      | $946844.62    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701743 | PA      | $710288.47    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23041 | PA      | $23437.43     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118498 | PA      | $112227.62    | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138WJC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49346 | PA      | $47651.46     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426043 | PA      | $1480195.09   | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101769 | PA      | $97613.65     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72497 | PA      | $76000.02     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568942 | PA      | $575338.19    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417YQR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30089 | PA      | $30599.69     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830286 | PA      | $704013.51    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31412XEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       658 | PA      | $658.15       | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1254610 | PA      | $1062636.87   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641085 | PA      | $634613.58    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235619 | PA      | $230159.68    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46236 | PA      | $45285.80     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265099 | PA      | $247809.26    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419AXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64677 | PA      | $65790.25     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245704 | PA      | $232686.27    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215437 | PA      | $195124.60    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30049 | PA      | $30002.12     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210049 | PA      | $205584.10    | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617981 | PA      | $1681474.60   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1585736 | PA      | $1608393.58   | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3486558 | PA      | $2833926.82   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24076 | PA      | $23173.81     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508610 | PA      | $461284.82    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27348 | PA      | $26324.01     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    822201 | PA      | $829760.32    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219730 | PA      | $1270129.55   | 0.03%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4392985 | PA      | $4511716.17   | 0.09%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138A2GV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171114 | PA      | $167149.80    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130444 | PA      | $131463.40    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574408 | PA      | $586803.02    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1436 | PA      | $1524.74      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184306 | PA      | $179049.86    | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228126 | PA      | $206899.22    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91275 | PA      | $89160.20     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12895 | PA      | $13568.19     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1602 | PA      | $1655.74      | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488396 | PA      | $470636.86    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207378 | PA      | $187106.26    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49991 | PA      | $51716.21     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90023 | PA      | $94394.49     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410F4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30816 | PA      | $30936.16     | 0.00%             | 2037-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557779 | PA      | $528225.62    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86141 | PA      | $84501.60     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89338 | PA      | $92348.48     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83556 | PA      | $84982.32     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31384VQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       136 | PA      | $140.90       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953817 | PA      | $924408.18    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31371GJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $58.13        | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365013 | PA      | $1326213.44   | 0.03%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652302 | PA      | $612861.15    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953348 | PA      | $887062.64    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434583 | PA      | $429078.00    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672858 | PA      | $679719.50    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215363 | PA      | $200389.56    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410GBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20106 | PA      | $20999.21     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29417 | PA      | $26995.02     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832864 | PA      | $855374.33    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8595 | PA      | $8403.48      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31413QQE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5928 | PA      | $6306.55      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2279086 | PA      | $2096747.97   | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31371GEG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $47.51        | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117707 | PA      | $113496.91    | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682803 | PA      | $606407.75    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1347820 | PA      | $1297339.88   | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1672197 | PA      | $1504510.19   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10551 | PA      | $11046.08     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240635 | PA      | $216851.53    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56462 | PA      | $54288.22     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14537 | PA      | $15046.30     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226790 | PA      | $1141493.20   | 0.02%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1126618 | PA      | $1068320.08   | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321577 | PA      | $319144.72    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1560036 | PA      | $1276209.95   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410TA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1787 | PA      | $1897.44      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98061 | PA      | $99691.79     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417CGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305769 | PA      | $289951.48    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324534 | PA      | $318875.37    | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EMWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200218 | PA      | $195579.14    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140QNM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1877138 | PA      | $1744950.60   | 0.04%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222001 | PA      | $214371.09    | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787884 | PA      | $779930.41    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7EQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7400696 | PA      | $7583451.02   | 0.15%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330935 | PA      | $313319.41    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164924 | PA      | $161073.52    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89112 | PA      | $94601.54     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4949 | PA      | $4854.63      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360036 | PA      | $367872.11    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17485 | PA      | $17457.75     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138A8YF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4766 | PA      | $4743.14      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J95H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550322 | PA      | $513118.52    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1673461 | PA      | $1431419.34   | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710326 | PA      | $605674.43    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162711 | PA      | $158941.48    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418CXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92183 | PA      | $88516.11     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138EKAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8726 | PA      | $8638.34      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105617 | PA      | $96941.24     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42313 | PA      | $38984.21     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017688 | PA      | $1629622.79   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118421 | PA      | $118187.48    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439155 | PA      | $431749.29    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13513 | PA      | $13006.57     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468439 | PA      | $484976.65    | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11272 | PA      | $11193.89     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138ERN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538258 | PA      | $514200.01    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174021 | PA      | $162256.13    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157724 | PA      | $157411.99    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1403388 | PA      | $1443524.14   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109571 | PA      | $109401.22    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2434944 | PA      | $2240030.60   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45316 | PA      | $42971.44     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084490 | PA      | $1095036.22   | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119520 | PA      | $119283.66    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164888 | PA      | $160538.34    | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31388MWB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6293 | PA      | $6683.58      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2754953 | PA      | $2730637.31   | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1583749 | PA      | $1292274.03   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140BNZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1520521 | PA      | $1534258.45   | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31408JR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30726 | PA      | $32620.71     | 0.00%             | 2036-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193992 | PA      | $182605.78    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6MZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424795 | PA      | $1462813.37   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138XXGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28883 | PA      | $28696.02     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7JH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426067 | PA      | $444080.77    | 0.01%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24981 | PA      | $25408.29     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774844 | PA      | $768193.59    | 0.02%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       380 | PA      | $399.88       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179324 | PA      | $173920.69    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                 | FANNIE MAE POOL                                                                 | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5907 | PA      | $5988.03      | 0.00%             | 2035-07-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2605914 | PA      | $2228199.35   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402CVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23766 | PA      | $24174.93     | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337725 | PA      | $341515.74    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76932 | PA      | $69216.93     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144248 | PA      | $146646.88    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569884 | PA      | $589049.89    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106942 | PA      | $103034.14    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280897 | PA      | $290590.21    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442233 | PA      | $431994.25    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3313158 | PA      | $3448984.89   | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F5C35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748580 | PA      | $678422.35    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785084 | PA      | $2816347.85   | 0.06%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392285 | PA      | $355519.74    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37537 | PA      | $38161.37     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193880 | PA      | $166521.89    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1827266 | PA      | $1490973.86   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31371JWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99 | PA      | $102.80       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2741612 | PA      | $2317401.41   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417UHR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3774 | PA      | $3913.20      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570030 | PA      | $1401225.45   | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129490 | PA      | $129289.16    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35935 | PA      | $36549.10     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662588 | PA      | $638495.41    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17774 | PA      | $18702.10     | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75002 | PA      | $71033.76     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331788 | PA      | $317336.41    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57322 | PA      | $55183.62     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748886 | PA      | $680242.02    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319934 | PA      | $317511.90    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646763 | PA      | $641558.78    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 313586109<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EC               | CORP              | US        |     71802 | NS      | $521282.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                               | FEDEX CORP                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191699.59    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                  | FIDELITY NATIONAL FINANCIAL INC                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2057810.66   | 0.04%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                  | FIDELITY NATIONAL INFORMATION SERVICES INC                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1403412.76   | 0.03%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1393516.97   | 0.03%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476975.51    | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    775000 | PA      | $777639.31    | 0.02%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    158117 | NS      | $7346115.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE 2026-HF3 A1A 144A                  | FIGRE TRUST 2026-HF3                                                            | CUSIP: 31684WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $573727.59    | 0.01%             | 2056-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIGURE TECHNOLOGY SOLUT-CL A             | FIGURE TECHNOLOGY SOLUTIONS INC                                                 | CUSIP: 349381103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $431165.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166849.19    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                 | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265870.73    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3165 | NS      | $176607.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096738.76   | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2021732.47   | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191613.25    | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                               | FISERV INC                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944376.45   | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FSMT 2021-5INV A2 144A                   | FLAGSTAR MORTGAGE TRUST 2021-5INV                                               | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995658 | PA      | $1660206.18   | 0.03%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 B                           | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $178914.73    | 0.00%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-2 A1                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                      | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $927499.97    | 0.02%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    640000 | PA      | $672377.70    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1265697.85   | 0.03%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                             | FORTINET INC                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1505 | NS      | $122988.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                             | FORTIVE CORP                                                                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     23043 | NS      | $1273817.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FCBSL 2023-2A A1R 144A                   | FORTRESS CREDIT BSL XIX LTD                                                     | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |   3575000 | PA      | $3575904.48   | 0.07%             | 2036-07-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTUM OYJ                               | FORTUM OYJ                                                                      | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |    121034 | NS      | $3095170.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A               | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    705000 | PA      | $736797.28    | 0.01%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A               | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617602.65    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                       | FRANCO-NEVADA CORP                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      4536 | NS      | $1120618.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $65.76        | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       393 | PA      | $405.95       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       430 | PA      | $420.18       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1677 | PA      | $1639.90      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938PU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89961 | PA      | $89931.89     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GUKV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488081 | PA      | $476470.08    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311728 | PA      | $286408.77    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50005 | PA      | $48906.81     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940JV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43940 | PA      | $44741.29     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       117 | PA      | $122.78       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8AV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21633 | PA      | $22434.37     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18384 | PA      | $18370.08     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175940 | PA      | $172074.46    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207073 | PA      | $196335.76    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56912 | PA      | $55661.47     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124002 | PA      | $123962.19    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5325 | PA      | $5645.87      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132HQ4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273134 | PA      | $251919.82    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82469 | PA      | $82215.77     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82780 | PA      | $82752.87     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1103696 | PA      | $1039666.35   | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9XT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376991 | PA      | $357499.36    | 0.01%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3758 | PA      | $3938.52      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19198 | PA      | $19191.71     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640345 | PA      | $607963.06    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7RU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25105 | PA      | $26001.93     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3534 | PA      | $3757.26      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52157 | PA      | $54089.63     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234564 | PA      | $222400.48    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946979 | PA      | $870062.29    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46837 | PA      | $46801.86     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15753 | PA      | $15354.40     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12458 | PA      | $12185.62     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8540 | PA      | $8533.61      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33162 | PA      | $33764.62     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324102 | PA      | $316266.36    | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8650 | PA      | $8807.29      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7FP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520665 | PA      | $494335.69    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127978 | PA      | $121506.04    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXE97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10007 | PA      | $10186.27     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184168 | PA      | $179508.15    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85166 | PA      | $86713.64     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3353 | PA      | $3412.85      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7DB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119765 | PA      | $113558.68    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498354 | PA      | $473152.38    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130210 | PA      | $123624.96    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1016 | PA      | $993.59       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M4W90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45624 | PA      | $46440.93     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22003 | PA      | $21986.52     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9418 | PA      | $9928.47      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67232 | PA      | $66207.98     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KWU43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21773 | PA      | $22170.62     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57685 | PA      | $58733.46     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766845 | PA      | $707389.94    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204366 | PA      | $199876.47    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178784 | PA      | $178725.87    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-156 A2                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3645000 | PA      | $3640393.45   | 0.07%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4580000 | PA      | $4397879.51   | 0.09%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHMS K753 A2                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6100000 | PA      | $6129811.92   | 0.12%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHMS K137 A2                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10510000 | PA      | $9478325.79   | 0.19%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHMS K068 A1                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172255 | PA      | $171259.81    | 0.00%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7048 | PA      | $7235.10      | 0.00%             | 2035-07-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6214 | PA      | $6345.12      | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1569 | PA      | $1600.06      | 0.00%             | 2036-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6398 | PA      | $6479.29      | 0.00%             | 2035-02-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17926 | PA      | $18383.86     | 0.00%             | 2036-11-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17634 | PA      | $18059.82     | 0.00%             | 2036-12-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435677 | PA      | $417137.12    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1321386 | PA      | $1337549.11   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620873 | PA      | $508780.69    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    733089 | PA      | $726962.66    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146851 | PA      | $143834.38    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497093 | PA      | $458861.70    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918953 | PA      | $744140.66    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564849 | PA      | $557670.94    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2959501 | PA      | $2402874.17   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5994363 | PA      | $5075743.59   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577250 | PA      | $1595927.48   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DM5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1168457 | PA      | $984198.48    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652414 | PA      | $659952.20    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3716134 | PA      | $3147502.76   | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1549733 | PA      | $1392298.66   | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31427PHV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2550545 | PA      | $2576100.75   | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267520 | PA      | $265056.59    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710072 | PA      | $609842.54    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48193 | PA      | $49171.94     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86212 | PA      | $77785.05     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2035363 | PA      | $1872523.94   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166713 | PA      | $158569.31    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1848368 | PA      | $1654978.37   | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321518 | PA      | $261858.14    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697014 | PA      | $716948.04    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2073414 | PA      | $1828076.06   | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3255795 | PA      | $2785103.38   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676414 | PA      | $602805.68    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2022514 | PA      | $2040787.85   | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2396864 | PA      | $2322293.93   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655899 | PA      | $680714.17    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446324 | PA      | $430825.29    | 0.01%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515726 | PA      | $454702.87    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1728170 | PA      | $1709643.04   | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12932 | PA      | $12944.32     | 0.00%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439124 | PA      | $442661.08    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639511 | PA      | $647485.01    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77397 | PA      | $74655.29     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2484595 | PA      | $2029060.64   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    951440 | PA      | $810256.10    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3262335 | PA      | $2652821.79   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150233 | PA      | $147610.72    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    520595 | PA      | $516654.09    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CYPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1499582 | PA      | $1484254.75   | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141354 | PA      | $140187.95    | 0.00%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1908667 | PA      | $1928383.40   | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487293 | PA      | $442913.37    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121802 | PA      | $110794.01    | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910622 | PA      | $922050.93    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3100151 | PA      | $2633479.19   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4677221 | PA      | $3787472.90   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1132696 | PA      | $965668.49    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338509 | PA      | $342631.23    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1572770 | PA      | $1560863.43   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761376 | PA      | $725370.99    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2399599 | PA      | $2091644.52   | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259277 | PA      | $274074.55    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142J6CU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1966320 | PA      | $1857288.76   | 0.04%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1074196 | PA      | $904969.24    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507306 | PA      | $467976.39    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31427QS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3441760 | PA      | $3493692.55   | 0.07%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA7 M1 144A                  | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                         | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    149449 | PA      | $149311.57    | 0.00%             | 2041-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| STACR 2024-HQA2 A1 144A                  | FREDDIE MAC STACR REMIC TRUST 2024-HQA2                                         | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    799000 | PA      | $799743.14    | 0.02%             | 2044-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                  | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                         | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    991393 | PA      | $990883.84    | 0.02%             | 2045-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                  | FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                         | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    258700 | PA      | $258679.74    | 0.01%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158812.81    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     15139 | NS      | $889870.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                             | FUJIKURA LTD                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |    150000 | NS      | $4125304.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| GFMT 2018-1 A23 144A                     | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55258 | PA      | $50562.51     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                              | GARTNER INC                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189307.43    | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                | GATX CORP                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1760228.00   | 0.04%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 A1 144A                   | GCAT 2025-NQM4 TRUST                                                            | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1697021 | PA      | $1702819.10   | 0.03%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA LLC                           | GE VERNOVA INC                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      9290 | NS      | $8109241.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     59084 | NS      | $16766266.68  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12265 | NS      | $913742.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                        | GENERAL MOTORS CO                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191352.11    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3073470.32   | 0.06%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80383.73     | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERALI                                 | GENERALI                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    115537 | NS      | $4648227.67   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| GEORGE WASHINGTON UNIVER                 | GEORGE WASHINGTON UNIVERSITY/THE                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    975000 | PA      | $821774.30    | 0.02%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                      | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    115303 | NS      | $16069779.11  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA APR                          | GINNIE MAE                                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    960000 | PA      | $950129.28    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA APR                          | GINNIE MAE                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6720000 | PA      | $6759849.60   | 0.14%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA APR                          | GINNIE MAE                                                                      | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845000 | PA      | $858908.70    | 0.02%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 36241LUN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74312 | PA      | $73994.04     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4245 | PA      | $4403.73      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28627 | PA      | $29165.86     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 15 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 3620A56A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160392 | PA      | $159841.91    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45868 | PA      | $46739.78     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN PLATINUM              | GINNIE MAE I POOL                                                               | CUSIP: 36225APN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $7.31         | 0.00%             | 2026-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 36184BZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26208 | PA      | $24696.76     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345519 | PA      | $336170.57    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 36178NF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227690 | PA      | $209877.55    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 15 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 36297FWP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229111 | PA      | $233457.55    | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421748 | PA      | $399352.47    | 0.01%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16772 | PA      | $16203.60     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2278 | PA      | $2152.86      | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142037 | PA      | $128673.32    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47545 | PA      | $44929.94     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383693 | PA      | $366656.80    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400175 | PA      | $375354.55    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1457298 | PA      | $1202482.09   | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74014 | PA      | $69792.29     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36181KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194898 | PA      | $183985.05    | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    286363 | PA      | $292643.48    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456948 | PA      | $427303.84    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177844 | PA      | $168046.46    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169773 | PA      | $160266.71    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26240 | PA      | $26403.02     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178772 | PA      | $172716.01    | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259253 | PA      | $257815.57    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    951800 | PA      | $818688.36    | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2379953 | PA      | $2374148.04   | 0.05%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26328 | PA      | $26819.92     | 0.00%             | 2042-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409126 | PA      | $419652.91    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2769555 | PA      | $2382340.48   | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1736370 | PA      | $1493535.34   | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    865165 | PA      | $744169.45    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325079 | PA      | $329416.62    | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23323 | PA      | $21992.56     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557091 | PA      | $531300.15    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5986 | PA      | $5783.06      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302047 | PA      | $283414.33    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164653 | PA      | $165621.13    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    803862 | PA      | $754218.80    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90808 | PA      | $85083.45     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    617815 | PA      | $583831.33    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73350 | PA      | $75689.64     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256303 | PA      | $259362.86    | 0.01%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3617A9KW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51367 | PA      | $48178.51     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145873 | PA      | $132148.85    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63095 | PA      | $59202.61     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    640389 | PA      | $550828.90    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223409 | PA      | $205573.22    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224302 | PA      | $203517.12    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194161 | PA      | $176215.50    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2580206 | PA      | $2219358.61   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49311 | PA      | $50206.67     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764342 | PA      | $724212.55    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202D7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31173 | PA      | $32664.41     | 0.00%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407599 | PA      | $413038.02    | 0.01%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127815 | PA      | $122140.33    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22152 | PA      | $20785.20     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    241847 | PA      | $247716.84    | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1744910 | PA      | $1439803.66   | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501039 | PA      | $440491.46    | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1505420 | PA      | $1470378.61   | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47717 | PA      | $46099.50     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749052 | PA      | $701828.97    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153722 | PA      | $145114.64    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110255 | PA      | $112316.04    | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000153 | PA      | $1009797.55   | 0.02%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171935 | PA      | $155758.95    | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1129147 | PA      | $1008102.73   | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173333 | PA      | $167458.31    | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26981 | PA      | $27231.33     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2237194 | PA      | $2178901.87   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13200 | PA      | $12460.57     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203020 | PA      | $200957.71    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36189MBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73896 | PA      | $69309.90     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202EG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       420 | PA      | $434.45       | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125834 | PA      | $125141.33    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107696 | PA      | $96231.70     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845309 | PA      | $697502.80    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE II POOL                                                              | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58456 | PA      | $60228.57     | 0.00%             | 2034-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    552358 | PA      | $500389.36    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       658 | PA      | $672.69       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2765979 | PA      | $2689723.02   | 0.05%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6881 | PA      | $6645.96      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3245074 | PA      | $2677656.00   | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121782 | PA      | $114269.45    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1956763 | PA      | $1683105.62   | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265924 | PA      | $273169.71    | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    364740 | PA      | $341745.35    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6763 | PA      | $6533.47      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56087 | PA      | $57317.43     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    848516 | PA      | $700148.76    | 0.01%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426585 | PA      | $407644.74    | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    978911 | PA      | $886810.45    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81847 | PA      | $74146.27     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101662 | PA      | $103507.75    | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54153 | PA      | $51173.80     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2TA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272301 | PA      | $255382.63    | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80399 | PA      | $79953.16     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54780 | PA      | $56527.36     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    997240 | PA      | $952962.86    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71289 | PA      | $72848.74     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275089 | PA      | $259685.71    | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    668802 | PA      | $588015.25    | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    862001 | PA      | $742123.39    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19082 | PA      | $19428.49     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679789 | PA      | $684947.11    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201343 | PA      | $204756.94    | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815581 | PA      | $769124.85    | 0.02%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1450642 | PA      | $1196950.96   | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63083 | PA      | $63453.77     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5432571 | PA      | $4672814.50   | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176314 | PA      | $159966.32    | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299153 | PA      | $271030.27    | 0.01%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1297842 | PA      | $1229163.74   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127190 | PA      | $115426.80    | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    632102 | PA      | $615226.22    | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358807 | PA      | $356819.49    | 0.01%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304979 | PA      | $308619.87    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    734591 | PA      | $724684.55    | 0.01%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463327 | PA      | $475792.45    | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91041 | PA      | $91884.77     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138295 | PA      | $136429.75    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20804 | PA      | $20688.95     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14390 | PA      | $14704.42     | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214865 | PA      | $201318.57    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163925 | PA      | $157165.63    | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89911 | PA      | $91877.58     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6659 | PA      | $6239.06      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151128 | PA      | $145956.36    | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342316 | PA      | $327116.90    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396482 | PA      | $371485.64    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                             | GLENCORE PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    846007 | NS      | $6407550.47   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL 144A             | GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145380.20    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      5655 | NS      | $380581.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                      | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179205.05    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $160735.35    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1289595.38   | 0.03%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $467714.16    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10932 | NS      | $9248362.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1167914.35   | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP INC                    | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754663.84    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1204875.66   | 0.02%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GNR 2018-8 DA                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46062 | PA      | $43409.97     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1010000 | PA      | $834064.26    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2017-184 JH                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61536 | PA      | $55200.89     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRUPO MEXICO SAB DE CV-SER B             | GRUPO MEXICO SAB DE CV                                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    229660 | NS      | $2456515.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1 A14 144A                 | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                                   | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234170 | PA      | $202522.00    | 0.00%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                  | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                                   | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |    322136 | PA      | $321913.19    | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                      | GUARDANT HEALTH INC                                                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      9500 | NS      | $877515.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC PP                             | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |      7517 | NS      | $160863.80    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP               | GUSTO INC SER E CVT PFD PP                                                      | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |     10431 | NS      | $223223.40    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INF CAP                   | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150895.59    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| HLSY 2022-6A A1R 144A                    | HALSEYPOINT CLO 6 LTD                                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |    690000 | PA      | $689919.27    | 0.01%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                    | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900613 | PA      | $919249.89    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $649609.57    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1869782.99   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193740.81    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                        | HDFC BANK LTD                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    172477 | NS      | $1351020.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019635.67   | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1052664.79   | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                        | HEALTHPEAK OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160518.28    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $330452.11    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                    | HEALTHPEAK OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    655000 | PA      | $617160.34    | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                  | HEIDELBERG MATERIALS AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     26798 | NS      | $5655355.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HGVT 2025-2A A 144A                      | HILTON GRAND VACATIONS TRUST 2025-2                                             | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205780 | PA      | $205123.97    | 0.00%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC            | HILTON WORLDWIDE HOLDINGS INC                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4662 | NS      | $1417620.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                              | HITACHI LTD                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    374100 | NS      | $10974407.12  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                           | HOLCIM AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     77739 | NS      | $6426057.77   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     32731 | NS      | $10764898.59  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-NQM4 A1 144A                  | HOMES 2025-NQM4 TRUST                                                           | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1783776 | PA      | $1781360.29   | 0.04%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A                  | HOMES 2026-AFC1 TRUST                                                           | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601659 | PA      | $1588392.50   | 0.03%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC 144A             | HONEYWELL AEROSPACE INC                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413839.83   | 0.03%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC              | HONEYWELL INTERNATIONAL INC                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4462 | NS      | $1008545.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6006 | NS      | $1384142.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC INC                              | HOWMET AEROSPACE INC                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156300.51    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| HOYA CORP                                | HOYA CORP                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     27500 | NS      | $4767411.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK USA                            | HSBC BANK USA NA                                                                | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    950000 | PA      | $989346.93    | 0.02%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1597406.84   | 0.03%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $390996.49    | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC HOLDINGS PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1172948.05   | 0.02%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                              | HUBSPOT INC                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       500 | NS      | $122050.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HY 2025-SPRL A 144A                      | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1166525.06   | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845598.78    | 0.02%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                | HUNTINGTON BANCSHARES INC/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    192889 | NS      | $3018712.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HACLN 2024-1 B1 144A                     | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94344 | PA      | $95681.63     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                     | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715785 | PA      | $718278.87    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HACLN 2026-1 B1 144A                     | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2026-1                          | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1085219.70   | 0.02%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HART 2026-A B                            | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                                           | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $395029.20    | 0.01%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2301734.10   | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244447.65    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438851.89    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142335.71    | 0.00%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY EAST CORPORATION                  | IBERDROLA INTERNATIONAL BV                                                      | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1090211.27   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1247640.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S46 5Y 06/20/2031 BNPA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $170664.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                 | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    290000 | PA      | $295580.09    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IL TOLL HWY BUILD AMER TXBL              | ILLINOIS STATE TOLL HIGHWAY AUTHORITY                                           | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    470000 | PA      | $499723.83    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS SA                        | INDRA SISTEMAS SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     77528 | NS      | $4333073.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| INFINEON TECHNOLOGIES AG                 | INFINEON TECHNOLOGIES AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     96835 | NS      | $4393029.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                    | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    210164 | NS      | $5455159.85   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                       | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     51773 | NS      | $4148052.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    143927 | NS      | $6351498.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147515.68    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175001.34    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                 | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1546946.81   | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC            | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     82876 | NS      | $13034737.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                         | INTERDIGITAL INC                                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $1902600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INTL BUSINESS MACHINES CORP              | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     23434 | NS      | $5680167.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                   | INTERNATIONAL PAPER CO                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    193299 | NS      | $6900774.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                               | INTUIT INC                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      3160 | NS      | $1366320.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                   | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     24329 | NS      | $11215425.71  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                              | INVESCO LTD                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     14100 | NS      | $342489.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                      | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152747.78    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA HOLDINGS INC                       | IQVIA HOLDINGS INC                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1579 | NS      | $269282.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759015.90    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L             | ISETAN MITSUKOSHI HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |    284100 | NS      | $5234667.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| JABIL INC                                | JABIL INC                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2700 | NS      | $717201.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2925787.99   | 0.06%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL 144A            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1482583.46   | 0.03%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R2 144A                  | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1185000 | PA      | $1185000.00   | 0.02%             | 2035-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV 144A                       | JDE PEET'S NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2240000 | PA      | $2182514.23   | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEV-B-UNREF                     | JOBSOHIO BEVERAGE SYSTEM                                                        | CUSIP: 47770VCU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $588754.45    | 0.01%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2225431.20   | 0.04%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | JOHN DEERE CAPITAL CORP                                                         | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1334023.38   | 0.03%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                        | JOHNSON & JOHNSON                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     73271 | NS      | $17910363.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATION             | JOHNSON CONTROLS INTERNATIONAL PLC                                              | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      7186 | NS      | $941006.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMMT 2019-HYB1 B4 144A                  | JP MORGAN MORTGAGE TRUST 2019-HYB1                                              | CUSIP: 46651FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774153 | PA      | $759254.60    | 0.02%             | 2049-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                 | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393769 | PA      | $354602.25    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                  | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456180 | PA      | $413185.76    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                  | JP MORGAN MORTGAGE TRUST 2025-DSC2                                              | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    814550 | PA      | $813336.76    | 0.02%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                  | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2758771 | PA      | $2767445.18   | 0.06%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3182971.23   | 0.06%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1271759.89   | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405727.69    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3047353.95   | 0.06%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    111044 | NS      | $32664703.04  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                | KDDI CORP                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    437800 | NS      | $7454302.67   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     20435 | NS      | $352299.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                               | KENVUE INC                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160761.75    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KERING                                   | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     15559 | NS      | $4724701.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                     | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     23947 | NS      | $630524.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                     | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178110.55    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                  | KEYCORP                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     25768 | NS      | $516648.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                 | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     90927 | NS      | $25675056.99  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                         | KILROY REALTY LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144750.01    | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY CORP                        | KIMCO REALTY CORP                                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     10201 | NS      | $229216.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                           | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    725537 | NS      | $2758736.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                       | KINGSPAN GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     27742 | NS      | $2372215.41   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                            | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     66661 | NS      | $3561836.21   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                             | KKR & CO INC                                                                    | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     10481 | NS      | $969492.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                 | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4252 | NS      | $6260687.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                         | KLARNA GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      3284 | NS      | $42987.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                              | KOMATSU LTD                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     68400 | NS      | $2723727.58   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| KONINKLIJKE PHILIPS NV                   | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    261970 | NS      | $7165465.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                     | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2869616.83   | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT FOODS GROUP INC                    | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166992.39    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                | KROGER CO/THE                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    630000 | PA      | $622329.99    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KT CORP                                  | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |    108831 | NS      | $4484775.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| L OREAL                                  | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     15562 | NS      | $6353816.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2407 | NS      | $830776.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                        | LAM RESEARCH CORP                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     32400 | NS      | $6922584.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDING INC                  | LAMB WESTON HOLDINGS INC                                                        | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6100 | NS      | $257786.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164011.83    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      6478 | NS      | $349034.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                               | LEIDOS INC                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177845.57    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC 144A            | LIBERTY MUTUAL GROUP INC                                                        | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1472346.49   | 0.03%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     34793 | NS      | $17248977.68  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC            | LIVE NATION ENTERTAINMENT INC                                                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2700 | NS      | $411777.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   5442524 | NS      | $6745656.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE S COS INC                           | LOWE'S COS INC                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     25860 | NS      | $6110200.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                           | LOWE'S COS INC                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1059201.43   | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC               | LPL FINANCIAL HOLDINGS INC                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       800 | NS      | $240664.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HOLDINGS INC                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1900 | NS      | $1335244.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDU-CL A                 | LYONDELLBASELL INDUSTRIES NV                                                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      5700 | NS      | $459192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                      | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     38661 | NS      | $5492059.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                     | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                         | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1388643.82   | 0.03%             | 2042-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-33A AR 144A                    | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1055925 | PA      | $1056229.09   | 0.02%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A                  | MADISON PARK FUNDING XXXV LTD                                                   | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $653391.98    | 0.01%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE               | MAGNUM ICE CREAM CO NV/THE                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |    220868 | NS      | $3250240.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| MAGNUM ICE CREAM CO NV/THE               | MAGNUM ICE CREAM CO NV/THE                                                      | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      3100 | NS      | $46345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANDATUM OYJ                             | MANDATUM OYJ                                                                    | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    487759 | NS      | $3912389.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                 | MANUFACTURERS & TRADERS TRUST CO                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1037704.26   | 0.02%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141461.00    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                     | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     26192 | NS      | $4543002.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS                | MARTIN MARIETTA MATERIALS INC                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      7595 | NS      | $4471024.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210699.86    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MD ST HHEFA UNI MD MED SYS SR B          | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY                       | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1774225.08   | 0.04%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN 144A            | MASSMUTUAL GLOBAL FUNDING II                                                    | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2360404.94   | 0.05%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                       | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     40053 | NS      | $20012881.98  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                               | MATTEL INC                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145182.63    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                              | MAYO CLINIC                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1191529.01   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO-NON VTG SHRS              | MCCORMICK & CO INC/MD                                                           | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1800 | NS      | $90792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO                           | MCCORMICK & CO INC/MD                                                           | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    930000 | PA      | $920629.18    | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP                          | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     45665 | NS      | $14192225.35  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                            | MCKESSON CORP                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       780 | NS      | $674980.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP 144A                 | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142661.84    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                         | MEDLINE INC                                                                     | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     18014 | NS      | $801623.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDSTAR HEALTH INC                       | MEDSTAR HEALTH INC                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    905000 | PA      | $650754.74    | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC PLC                            | MEDTRONIC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      7894 | NS      | $684015.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                   | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    369029 | NS      | $2500613.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                         | MERCK & CO INC                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     68360 | NS      | $8223024.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TOWER GLOBAL FUNDING 144A            | MET TOWER GLOBAL FUNDING                                                        | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1230563.67   | 0.02%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2012310.97   | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A               | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     90290 | NS      | $51657617.70  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                       | META PLATFORMS INC                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290375.68    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                              | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     61081 | NS      | $4319648.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRANS AUTH NY DED TX BLD AMER        | METROPOLITAN TRANSPORTATION AUTHORITY DEDICATED TAX FUND                        | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $243334.79    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL WTR REC BLD AMERICA           | METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER CHICAGO                      | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515040.80    | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2315000 | PA      | $1966358.31   | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3439000 | PA      | $3040386.89   | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                    | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     12484 | NS      | $4217594.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    273420 | NS      | $101211881.40 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-ATLANTIC INTERSTATE 144A             | MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                        | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2625202.41   | 0.05%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                            | MIDDLEBY CORP/THE                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      4669 | NS      | $619016.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP           | MITSUBISHI CHEMICAL GROUP CORP                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    453900 | NS      | $2653557.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                 | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    245400 | NS      | $8026320.57   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                 | MITSUBISHI ESTATE CO LTD                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |    191900 | NS      | $5326465.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO             | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    766700 | NS      | $12983247.90  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                    | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    549700 | NS      | $5860043.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MONCLER SPA                              | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     75378 | NS      | $4538400.67   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                   | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3000062.16   | 0.06%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC               | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    266250 | NS      | $15346650.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC             | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      4977 | NS      | $5441602.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                    | MONSTER BEVERAGE CORP                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      9829 | NS      | $712209.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                             | MOODY'S CORP                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      6770 | NS      | $2953412.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202337.22    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1087420.30   | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $760381.13    | 0.02%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     71399 | NS      | $11750133.43  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3641808.89   | 0.07%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-C35 A5                        | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-C35                     | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1175129.38   | 0.02%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                  | MORGAN STANLEY PRIVATE BANK NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1350360.42   | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MSRM 2021-2 A9 144A                      | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2                           | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416221 | PA      | $343138.71    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254880 | PA      | $255535.42    | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                        | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223583 | PA      | $223849.61    | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                | MOSAIC CO/THE                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     13164 | NS      | $335682.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810330.20    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165840.72    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA  SOLUTIONS INC                  | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1800 | NS      | $781146.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1533727.02   | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                 | MSCI INC                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       800 | NS      | $431208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSWF 2023-2 A5                           | MSWF COMMERCIAL MORTGAGE TRUST 2023-2                                           | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $933449.79    | 0.02%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MVWOT 2019-2A A 144A                     | MVW 2019-2 LLC                                                                  | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251377 | PA      | $251046.38    | 0.01%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| NATERA INC                               | NATERA INC                                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      4100 | NS      | $819959.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                  | NATIONAL BANK OF CANADA                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2560000 | PA      | $2637128.65   | 0.05%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                  | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     31060 | NS      | $4019201.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| NATIONAL GRID PLC                        | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    554281 | NS      | $9356315.28   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA A2 144A                    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173057 | PA      | $171404.82    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA A 144A                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168977 | PA      | $158458.37    | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                      | NAVIENT REFINANCE LOAN TRUST 2026-A                                             | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $736604.00    | 0.01%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 A 144A                      | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST                               | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165140.37    | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 A 144A                      | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1                     | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1209126.99   | 0.02%             | 2030-09-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NESTLE SA-REG                            | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    165268 | NS      | $16211312.12  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    275876 | NS      | $26525477.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUB 2022-48A A1R 144A                   | NEUBERGER BERMAN LOAN ADVISERS CLO 48 LTD                                       | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   3340000 | PA      | $3337471.62   | 0.07%             | 2036-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NJ TPK TXBL BUILD AMERICA F              | NEW JERSEY TURNPIKE AUTHORITY                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    415000 | PA      | $490540.38    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NRZT 2022-INV1 A4 144A                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1                                   | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499209 | PA      | $1287036.30   | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2107335 | PA      | $2108841.03   | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NYC WTR BUILD AMERICA 2ND GEN EE         | NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                 | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    245000 | PA      | $252423.97    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG 144A            | NEW YORK LIFE GLOBAL FUNDING                                                    | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2882177.02   | 0.06%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH INC TX BUILD AMER        | NEW YORK STATE DORMITORY AUTHORITY                                              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1221156.10   | 0.02%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS 144A             | NEW YORK STATE ELECTRIC & GAS CORP                                              | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1088940.50   | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                 | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     33690 | NS      | $5691887.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2905303.74   | 0.06%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296459.84    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                       | NEXTERA ENERGY INC                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     29270 | NS      | $2718597.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1547293.09   | 0.03%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    840000 | PA      | $836708.01    | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                          | NINTENDO CO LTD                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     89700 | NS      | $5120582.10   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1330037.16   | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE FINANCE CORP                    | NISOURCE INC                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1711536.67   | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: —       |
| NMEF 2025-A A2 144A                      | NMEF FUNDING 2025-A LLC                                                         | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615552 | PA      | $617248.84    | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                      | NMEF FUNDING 2026-A LLC                                                         | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149086.58    | 0.00%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                       | NMEF FUNDING 2026-A LLC                                                         | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99012.74     | 0.00%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     14043 | NS      | $4030341.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                      | NORTHERN TRUST CORP                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1408276.10   | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      8081 | NS      | $5513181.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                          | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     97138 | NS      | $14910142.62  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                       | NOVO NORDISK A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    192598 | NS      | $7048026.82   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                    | NTT FINANCE CORP                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    830000 | PA      | $835123.32    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | NUTRIEN LTD                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $827668.05    | 0.02%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    870169 | NS      | $151757473.60 | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    420000 | PA      | $418164.26    | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L A 144A                      | NYC COMMERCIAL MORTGAGE TRUST 2025-28L                                          | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104556.19    | 0.00%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-INV1 A1 144A                   | NYMT LOAN TRUST 2025-INV1                                                       | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |    298612 | PA      | $299088.67    | 0.01%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1806370.72   | 0.04%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2143927.07   | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     13175 | NS      | $1216184.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392950.64    | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 2A2 144A                   | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10567 | PA      | $10568.31     | 0.00%             | 2059-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A9 144A                   | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103919 | PA      | $97945.71     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                  | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    487467 | PA      | $487377.26    | 0.01%             | 2065-07-27      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                   | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    459032 | PA      | $458365.19    | 0.01%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2026-R1 A1 144A                      | OBX 2026-R1 TRUST                                                               | CUSIP: 67124AAC1<br>LEI: 254900URJ5A8AOLJDR76 | Long             | ABS-MBS          | CORP              | US        |   2060671 | PA      | $2043244.93   | 0.04%             | 2063-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1308574.19   | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $182204.54    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCP 2017-13A AR2 144A                    | OCP CLO 2017-13 LTD                                                             | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1910464.13   | 0.04%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                    | OCTANE RECEIVABLES TRUST 2024-RVM1                                              | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480662 | PA      | $484442.11    | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                    | OCTANE RECEIVABLES TRUST 2025-RVM1                                              | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1319578 | PA      | $1313974.87   | 0.03%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     43364 | NS      | $8473325.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69599.48     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157198.67    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OpenAI Group PCB PP Series A-3 CVT PP    | OPENAI LLV CVT INT Series A-3 CVT                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       702 | NS      | $482756.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     59092 | NS      | $8693024.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175296.29    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1086696.44   | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108868.21    | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1991615.96   | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1901923.42   | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                           | ORANGE SA                                                                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1180000 | PA      | $1166135.26   | 0.02%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                | ORIX CORP                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |    132500 | NS      | $3931455.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                               | ORSTED AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |    144476 | NS      | $3582864.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                      | OTIS WORLDWIDE CORP                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     48600 | NS      | $3746088.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158308.31    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1029513.57   | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OpenAI Group PBC SER C CVT PFD PP        | OpenAI Group PBC SER C CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1008 | NS      | $693188.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PACCAR FINANCIAL CORP                    | PACCAR FINANCIAL CORP                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672683.49    | 0.01%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                               | PACCAR INC                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     13217 | NS      | $1526563.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201681.01    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1298429.82   | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53080.46     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II 144A                  | PACIFIC LIFE GLOBAL FUNDING II                                                  | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2417420.22   | 0.05%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                | PACKAGING CORP OF AMERICA                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     18375 | NS      | $3899542.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A              | PALANTIR TECHNOLOGIES INC                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     30920 | NS      | $4522977.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                   | PALO ALTO NETWORKS INC                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4689 | NS      | $751740.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                  | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    330100 | NS      | $5536226.21   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORP                     | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      9626 | NS      | $8617580.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164781.04    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                 | PATTERSON-UTI ENERGY INC                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150383.63    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                              | PAYCHEX INC                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160828.89    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEAC 2026-1A A3 144A                     | PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                           | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $789239.78    | 0.02%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| P11 2025-P11 A 144A                      | PENN COMMERCIAL MORTGAGE TRUST 2025-P11                                         | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $823020.18    | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PENTAIR PLC                              | PENTAIR PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     58590 | NS      | $5103774.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                              | PEPSICO INC                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      9887 | NS      | $1535352.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                            | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    115976 | NS      | $1655604.19   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    660000 | PA      | $658836.84    | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                               | PFIZER INC                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2175779.88   | 0.04%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                               | PFIZER INC                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     45135 | NS      | $1267390.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P G & E CORP                             | PG&E CORP                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     70531 | NS      | $1239229.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL              | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    105399 | NS      | $17426670.66  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                              | PHILLIPS 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180198.47    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                              | PHILLIPS 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6400 | NS      | $1165952.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                 | PLAINS ALL AMERICAN PIPELINE LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165024.08    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362820.03    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                              | POPULAR INC                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2018 | NS      | $270755.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NY & NJ PORT AUTH 229 TAXABLE            | PORT AUTHORITY OF NEW YORK & NEW JERSEY                                         | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    800000 | PA      | $578937.20    | 0.01%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                     | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22711 | PA      | $22764.65     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                  | PPL CAPITAL FUNDING INC                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2196781.47   | 0.04%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1 144A             | PRICOA GLOBAL FUNDING I                                                         | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3018127.84   | 0.06%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP 144A             | PRINCIPAL FINANCIAL GROUP INC                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1784855.26   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                  | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    133344 | NS      | $19260207.36  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2024-SFR5 A 144A                    | PROGRESS RESIDENTIAL 2024-SFR5 TRUST                                            | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341196 | PA      | $322144.00    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR5 A 144A                    | PROGRESS RESIDENTIAL 2025-SFR5 TRUST                                            | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464520 | PA      | $444426.51    | 0.01%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      7519 | NS      | $1490566.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                             | PROLOGIS INC                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     12089 | NS      | $1597924.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                      | PROVINCE OF ALBERTA CANADA                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2760000 | PA      | $2769903.32   | 0.06%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA                         | PROVINCE OF BRITISH COLUMBIA CANADA                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2648000 | PA      | $2610994.49   | 0.05%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                   | PROVINCE OF MANITOBA CANADA                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   2595000 | PA      | $2567665.45   | 0.05%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                             | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     82018 | NS      | $9685594.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PSMC 2021-2 A3 144A                      | PSMC 2021-2 TRUST                                                               | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1486943 | PA      | $1349115.10   | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PTC INC                                  | PTC INC                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1258 | NS      | $179252.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUB FIN WI REV TXBL BAYHEALTH PROJ SR B  | PUBLIC FINANCE AUTHORITY                                                        | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2021023.52   | 0.04%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                  | PUBLIC SERVICE CO OF OKLAHOMA                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199058.12    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |     28141 | NS      | $7622834.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE OPERATING CO                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1142304.64   | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                          | PULTEGROUP INC                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7279 | NS      | $856083.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                    | QNITY ELECTRONICS INC                                                           | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      2300 | NS      | $265374.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                | QORVO INC                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    554000 | PA      | $541894.78    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                    | QUEST DIAGNOSTICS INC                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     23044 | NS      | $4516163.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                     | RANGE RESOURCES CORP                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    213100 | NS      | $9627858.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2029830.11   | 0.04%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1482248.36   | 0.03%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                  | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    174800 | NS      | $7616030.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153851.31    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REG16 2019-2A A1R2 144A                  | REGATTA XVI FUNDING LTD                                                         | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    545000 | PA      | $543367.18    | 0.01%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORP                     | REGENCY CENTERS CORP                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      3452 | NS      | $261178.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS                | REGENERON PHARMACEUTICALS INC                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       699 | NS      | $540075.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161174.93    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                         | RELX CAPITAL INC                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    945000 | PA      | $889601.24    | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                 | RENAISSANCERE HOLDINGS LTD                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $154257.81    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                 | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    330700 | NS      | $4728094.28   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1030000 | PA      | $1030000.00   | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1540000 | PA      | $1420406.54   | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2271805.03   | 0.05%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     40866 | NS      | $8950471.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                               | RESMED INC                                                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       824 | NS      | $184971.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                      | RESONA HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |    391300 | NS      | $4463851.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                              | REVVITY INC                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153176.30    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                              | REVVITY INC                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     86062 | NS      | $7539891.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY IN             | REXFORD INDUSTRIAL REALTY INC                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     20957 | NS      | $685922.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158311.41    | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1072573.85   | 0.02%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    675000 | PA      | $671639.31    | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1667804.56   | 0.03%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                           | RHEINMETALL AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      3379 | NS      | $5699650.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ROBINHOOD MARKETS INC - A                | ROBINHOOD MARKETS INC                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      5835 | NS      | $404365.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                         | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     39528 | NS      | $15775262.84  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKT 2022-1A A1R 144A                   | ROCKFORD TOWER CLO 2022-1 LTD                                                   | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3335000 | PA      | $3331411.54   | 0.07%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2935000 | PA      | $2476461.82   | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                 | ROLLS-ROYCE HOLDINGS PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    615889 | NS      | $9356847.24   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                             | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2200000 | PA      | $2183986.17   | 0.04%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      5830 | NS      | $2063003.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1079854.91   | 0.02%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394683.56    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     22865 | NS      | $4953244.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202476.08    | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD              | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      2896 | NS      | $796921.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES 144A             | ROYAL CARIBBEAN CRUISES LTD                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    150000 | PA      | $153414.62    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                    | RPM INTERNATIONAL INC                                                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1079 | NS      | $107252.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                 | RTX CORP                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8017 | NS      | $1546479.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                 | RTX CORP                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    290000 | PA      | $190678.19    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR              | RYANAIR HOLDINGS PLC                                                            | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |    101491 | NS      | $5866179.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                           | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3762 | NS      | $1600129.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1329476.60   | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556341.70    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAFRAN SA                                | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     23971 | NS      | $7844013.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                 | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4089 | NS      | $1436383.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                           | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     17174 | NS      | $3205870.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1175034.28   | 0.02%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                          | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    712781 | NS      | $7619848.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD               | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     44063 | NS      | $5153669.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP                             | SANDISK CORP/DE                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $693155.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDVIK AB                               | SANDVIK AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    249371 | NS      | $9586282.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                   | SANOFI SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     69978 | NS      | $6757763.47   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SDART 2025-4 A3                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65011.62     | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                   | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $930075.67    | 0.02%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                   | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $625840.55    | 0.01%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1341827.97   | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    725000 | PA      | $758241.27    | 0.02%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165573.61    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $421046.40    | 0.01%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1605000 | PA      | $1578323.32   | 0.03%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SAP SE                                   | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     43202 | NS      | $7365191.16   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                            | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   2223225 | NS      | $5129709.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SCFET 2024-1A C 144A                     | SCF EQUIPMENT LEASING 2024-1 LLC                                                | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $402221.20    | 0.01%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                    | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1011506.45   | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                    | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454382 | PA      | $455392.45    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP 144A             | SCHLUMBERGER HOLDINGS CORP                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148804.44    | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                              | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     67258 | NS      | $5569634.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS              | SEAGATE TECHNOLOGY HOLDINGS PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      4660 | NS      | $1825601.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB4P 2026-1A A2 144A                    | SEB FUNDING LLC                                                                 | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2186460.77   | 0.04%             | 2056-01-30      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                    | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313000 | PA      | $318561.70    | 0.01%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                | SEGRO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    302304 | NS      | $2591519.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                   | SEMPRA                                                                          | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    580000 | PA      | $571668.80    | 0.01%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                   | SEMPRA                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     14340 | NS      | $1393417.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                    | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111242 | PA      | $101766.11    | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A                  | SEQUOIA MORTGAGE TRUST 2024-HYB1                                                | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799808 | PA      | $798592.56    | 0.02%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SERV 2021-1 A2I 144A                     | SERVICEMASTER FUNDING LLC                                                       | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1547511 | PA      | $1447109.21   | 0.03%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                           | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     86746 | NS      | $9069294.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    365700 | NS      | $4918536.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SFAST 2026-1A A4 144A                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                                | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $607159.61    | 0.01%             | 2032-01-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A B 144A                     | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                                | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $511750.62    | 0.01%             | 2032-06-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SHELL PLC-ADR                            | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    204254 | NS      | $18995622.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                  | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     10307 | NS      | $3303908.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                      | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200645.02    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                             | SHIMIZU CORP                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |    232700 | NS      | $4174898.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                | SHIN-ETSU CHEMICAL CO LTD                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    182400 | NS      | $7427111.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                    | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     46039 | NS      | $5461146.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                           | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     94952 | NS      | $23133544.19  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                        | SIEMENS ENERGY AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     16558 | NS      | $2855420.04   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                  | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |    134627 | NS      | $5744003.21   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 144A                      | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                 | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486226 | PA      | $486055.11    | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-3A A 144A                      | SIERRA TIMESHARE 2025-3 RECEIVABLES FUNDING LLC                                 | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202203 | PA      | $201024.49    | 0.00%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SPEAK 2016-3A A1R4 144A                  | SIGNAL PEAK CLO 3 LTD                                                           | CUSIP: 82672NAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    905000 | PA      | $905000.00    | 0.02%             | 2039-04-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                   | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2220000 | PA      | $2219864.58   | 0.04%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                 | SIMON PROPERTY GROUP INC                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2671 | NS      | $498221.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1374514.78   | 0.03%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                  | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1613174.06   | 0.03%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SITEONE LANDSCAPE SUPPLY INC             | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1698 | NS      | $226020.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                         | SK SQUARE CO LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7214 | NS      | $2375227.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA 144A              | SKANDINAVISKA ENSKILDA BANKEN AB                                                | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2800000 | PA      | $2824036.07   | 0.06%             | 2027-03-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SLB LTD                                  | SLB LTD                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    205456 | NS      | $10558383.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB 2020-BA A1A 144A                     | SMB PRIVATE EDUCATION LOAN TRUST                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421050 | PA      | $402308.27    | 0.01%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 144A                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                         | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     96837 | PA      | $96320.93     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT1 144A                     | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085383 | PA      | $998726.83    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB 2026-A A1A 144A                      | SMB PRIVATE EDUCATION LOAN TRUST 2026-A                                         | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2720000 | PA      | $2685105.39   | 0.05%             | 2053-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                      | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    125375 | NS      | $9154494.70   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                           | SOLVENTUM CORP                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    644000 | PA      | $659287.47    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                    | SONOVA HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      7606 | NS      | $1734270.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                          | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    552200 | NS      | $11509359.13  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422905.21    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SC PUB SVC AUTH TXBL REV SR C            | SOUTH CAROLINA PUBLIC SERVICE AUTHORITY                                         | CUSIP: 837151JB6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2087346.40   | 0.04%             | 2041-12-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2037969.14   | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310926.12    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1505397.67   | 0.03%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                          | SOUTHERN CO/THE                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    149835 | NS      | $14462074.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1597285.82   | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                  | SPECTRA ENERGY PARTNERS LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477334.93    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                    | SPOTIFY TECHNOLOGY SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       563 | NS      | $273004.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                   | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    395338 | NS      | $8238785.26   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC                                                          | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $430978.26    | 0.01%             | 2037-01-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC                                                          | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1795000 | PA      | $1751566.68   | 0.04%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A              | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $984933.90    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC               | STANLEY BLACK & DECKER INC                                                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      3862 | NS      | $274433.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      3700 | NS      | $331483.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2019-INV1 A3 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                                   | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56584 | PA      | $56284.13     | 0.00%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A1 144A                   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111976 | PA      | $107579.16    | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4113 | NS      | $740340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFUEL 2025-BA B 144A                     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $418451.80    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ-R SHS                     | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    361075 | NS      | $4240068.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                             | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     14377 | NS      | $4724138.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                            | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    296500 | NS      | $11094754.01  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC          | SUMITOMO MITSUI TRUST GROUP INC                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |    186208 | NS      | $5931961.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                      | SUN COMMUNITIES INC                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1503 | NS      | $189317.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCORP GROUP LTD                        | SUNCORP GROUP LTD                                                               | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    320711 | NS      | $3599235.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                    | SUZANO NETHERLANDS BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1168472.04   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                        | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    361600 | NS      | $4407442.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE 144A              | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1370000 | PA      | $1358848.97   | 0.03%             | 2036-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                   | SYMPHONY CLO 37 LTD                                                             | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |   1230000 | PA      | $1227723.27   | 0.02%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A AR 144A                    | SYMPHONY CLO XXXI LTD                                                           | CUSIP: 87168YAN0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    440000 | PA      | $438250.12    | 0.01%             | 2038-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      8064 | NS      | $3197214.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                               | SYSCO CORP                                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       700 | NS      | $49931.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                 | T ROWE PR INST HI YLD-INST                                                      | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |  24761679 | NS      | $193636329.01 | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INFLATION PROTECTED BD FD-I          | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                                  | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |   2356576 | NS      | $24225597.61  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-I    | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND                       | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |   5521420 | NS      | $26005888.27  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR REAL ASSETS-I                  | T ROWE PRICE REAL ASSETS FUND INC                                               | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |  11014970 | NS      | $208953979.24 | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                          | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    102671 | NS      | $21563990.13  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1997090.21   | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $198031.51    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                          | T-MOBILE USA INC                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1939896.16   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1012558.36   | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  30423000 | NS      | $30423000.46  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR              | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     15334 | NS      | $5182125.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC             | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    287969 | NS      | $16654550.29  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD             | TAKEDA PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    154800 | NS      | $5700958.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC                           | TAMPA ELECTRIC CO                                                               | CUSIP: 875127AW2<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1063212.52   | 0.02%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4936 | NS      | $1237603.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183805.69    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    745000 | PA      | $751972.20    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1166520.06   | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                              | TARGET CORP                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1400 | NS      | $169680.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARRANT CO TX CEFFC REV HLTH RES SR A    | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP                       | CUSIP: 87638TEG4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1037087.64   | 0.02%             | 2047-11-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                      | TE CONNECTIVITY PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     23835 | NS      | $4981991.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEACHERS INSUR & ANNUITY 144A            | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1607179.65   | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                           | TECHNIPFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    119765 | NS      | $8279354.45   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD             | TECHTRONIC INDUSTRIES CO LTD                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    322000 | NS      | $4276235.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2409 | NS      | $1457469.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                        | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    467156 | NS      | $5325688.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| TELEFONICA EUROPE BV                     | TELEFONICA EUROPE BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $169852.48    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                        | TELSTRA GROUP LTD                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   1390383 | NS      | $5132750.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                     | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     38000 | NS      | $2396750.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     52106 | NS      | $9832923.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                             | TERADYNE INC                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2919 | NS      | $865366.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     79837 | NS      | $29679404.75  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     50228 | NS      | $9751263.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TX ST PRIV ACT NTE MAN PROJ TAXABLE SR B | TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1514618.44   | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC             | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12730 | NS      | $6257176.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1388206.49   | 0.03%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER ENT                          | TIME WARNER CABLE ENTERPRISES LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $67988.11     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $645182.97    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $525868.22    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                        | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     36685 | NS      | $5858594.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                              | TJX COS INC/THE                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $327638.44    | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                   | TKO GROUP HOLDINGS INC                                                          | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5534 | NS      | $1115931.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    179300 | NS      | $8416516.51   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                       | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     31100 | NS      | $7726824.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2795000 | PA      | $2837286.22   | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                 | TOTALENERGIES CAPITAL SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $182631.16    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                  | TOTALENERGIES CAPITAL USA LLC                                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2068779.60   | 0.04%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                         | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    204110 | NS      | $18732018.84  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                     | TOWD POINT MORTGAGE TRUST                                                       | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636005 | PA      | $627352.70    | 0.01%             | 2066-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 144A                      | TOWD POINT MORTGAGE TRUST 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14337 | PA      | $14267.62     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1B 144A                     | TOWD POINT MORTGAGE TRUST 2024-2                                                | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3582033 | PA      | $3611544.48   | 0.07%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                        | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    554400 | NS      | $11524506.41  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1907572.02   | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TPG INC                                  | TPG INC                                                                         | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      7614 | NS      | $308443.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP            | TPIC Rollup Sr Term Notes PP                                                    | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |    126484 | PA      | $137976.86    | 0.00%             | 2026-12-10      | Fixed         | 46.47%                | Yes           |                  3 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP              | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |   1548802 | PA      | $1164521.11   | 0.02%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TR FINANCE LLC                           | TR FINANCE LLC                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404055.26    | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                   | TRACTOR SUPPLY CO                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    113300 | NS      | $5132490.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A             | TRADEWEB MARKETS INC                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10454 | NS      | $1230017.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                   | TRANE TECHNOLOGIES PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1984 | NS      | $826812.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                  | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1373718.41   | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                      | TRANSDIGM GROUP INC                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $2132486.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A               | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   1445000 | PA      | $1303839.91   | 0.03%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO 144A               | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $213286.54    | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/THE                    | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     12605 | NS      | $3676626.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COS INC/THE                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    750000 | PA      | $818914.24    | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL        | TREASURY RESERVE FUND - Collateral                                              | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |  17736931 | NS      | $17736930.55  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TSURUHA HOLDINGS INC                     | TSURUHA HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    147600 | NS      | $2316125.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TX 2024-HOU A 144A                       | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $169787.50    | 0.00%             | 2039-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                 | TYCO ELECTRONICS GROUP SA                                                       | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1170000 | PA      | $1156737.72   | 0.02%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2374194.87   | 0.05%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      6258 | NS      | $450137.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG-REG                         | UBS GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    167937 | NS      | $6548433.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                          | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       836 | NS      | $436985.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                            | UNICREDIT SPA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    124384 | NS      | $8923781.66   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                             | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    338328 | NS      | $18574000.96  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC-SPONSORED ADR               | UNILEVER PLC                                                                    | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     13393 | NS      | $762999.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                       | UNION PACIFIC CORP                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       364 | NS      | $88313.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                 | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773338 | PA      | $752251.14    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC             | UNITED AIRLINES HOLDINGS INC                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      7637 | NS      | $703138.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM 144A             | UNITED RENTALS NORTH AMERICA INC                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152444.07    | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16080000 | PA      | $11379112.50  | 0.23%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11430000 | PA      | $11476434.38  | 0.23%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12095000 | PA      | $12003342.58  | 0.24%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10640000 | PA      | $8096375.00   | 0.16%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11785000 | PA      | $9448255.47   | 0.19%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3905000 | PA      | $2865293.75   | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5657718.75   | 0.11%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6795000 | PA      | $3867841.41   | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12830000 | PA      | $12878112.50  | 0.26%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2525000 | PA      | $2533383.79   | 0.05%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1185000 | PA      | $1120843.36   | 0.02%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4735000 | PA      | $4240784.38   | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715000 | PA      | $1080182.03   | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2630390.63   | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9170000 | PA      | $8916392.19   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7175000 | PA      | $6362767.58   | 0.13%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8065000 | PA      | $8157621.48   | 0.16%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $857109.38    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8800000 | PA      | $8830937.50   | 0.18%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $7041078.13   | 0.14%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1495471.09   | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2051820.31   | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6584039.06   | 0.13%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11660000 | PA      | $11857673.44  | 0.24%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8590000 | PA      | $8626239.06   | 0.17%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1565000 | PA      | $1112617.19   | 0.02%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14405000 | PA      | $14778629.69  | 0.30%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4025000 | PA      | $3605519.53   | 0.07%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6147687.50   | 0.12%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11450000 | PA      | $11438371.09  | 0.23%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $2740465.63   | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5770000 | PA      | $5029366.41   | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2295000 | PA      | $2220412.50   | 0.04%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2415000 | PA      | $1180331.25   | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4525000 | PA      | $4584390.63   | 0.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $6781609.38   | 0.14%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11185000 | PA      | $8455160.94   | 0.17%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1332656.25   | 0.03%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10300000 | PA      | $10213093.75  | 0.21%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28385000 | PA      | $16520957.03  | 0.33%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1336440.63   | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $14625546.88  | 0.29%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7910000 | PA      | $7701126.56   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9970000 | PA      | $9716076.56   | 0.20%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4815000 | PA      | $3219278.91   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12480000 | PA      | $12312300.00  | 0.25%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3985000 | PA      | $3423986.72   | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6075000 | PA      | $6000011.72   | 0.12%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1475000.00   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2172611.33   | 0.04%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1059300.00   | 0.02%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26565000 | PA      | $26461230.47  | 0.53%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18600000 | PA      | $18447421.88  | 0.37%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8550000 | PA      | $4746585.94   | 0.10%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8715000 | PA      | $8687765.63   | 0.17%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3665000 | PA      | $2292342.97   | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5181312.50   | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7555000 | PA      | $6623019.92   | 0.13%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4835000 | PA      | $4894682.03   | 0.10%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22390000 | PA      | $22575417.19  | 0.45%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $2545562.50   | 0.05%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8525000 | PA      | $8129386.72   | 0.16%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10910000 | PA      | $10906590.63  | 0.22%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6708093.75   | 0.13%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16360000 | PA      | $15131721.88  | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11260000 | PA      | $11053273.44  | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12150937.50  | 0.24%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4185000 | PA      | $3106708.59   | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3153513.05   | 0.06%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     65685 | NS      | $17773704.15  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200546.22    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121962.97    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192759.43    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CA REVS LTD PRJ SR J             | UNIVERSITY OF CALIFORNIA                                                        | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $329964.31    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26            | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        10 | NC      | $-32045.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26             | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       149 | NC      | $-237680.40   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26             | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        45 | NC      | $-69333.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US BANCORP                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203522.55    | 0.00%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                               | US BANCORP                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     37849 | NS      | $1968526.49   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USM6 US LONG BOND(CBT) JUN26             | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -11 | NC      | $7535.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26             | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        25 | NC      | $-13137.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNM6 US ULTRA BOND CBT JUN26             | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        25 | NC      | $-13137.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                       | VALERO ENERGY CORP                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     36128 | NS      | $8926506.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                               | VENTAS INC                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5917 | NS      | $483892.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2023-1A A2 144A                     | VERDANT RECEIVABLES 2023-1 LLC                                                  | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161631 | PA      | $163932.25    | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                     | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104198 | PA      | $105806.13    | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERD 2025-1A B 144A                      | VERDANT RECEIVABLES 2025-1 LLC                                                  | CUSIP: 92340GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101741.38    | 0.00%             | 2033-05-12      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                     | VERISK ANALYTICS INC                                                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3080 | NS      | $584430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    960000 | PA      | $947709.84    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441678.72    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1509814.93   | 0.03%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC               | VERTEX PHARMACEUTICALS INC                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3376 | NS      | $1507519.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO-A                     | VERTIV HOLDINGS CO                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      7661 | NS      | $1919693.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS 2021-1 A1 144A                     | VERUS SECURITIZATION TRUST 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276828 | PA      | $252158.06    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1 A2 144A                  | VERUS SECURITIZATION TRUST 2024-INV1                                            | CUSIP: 92540FAB6<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   1031117 | PA      | $1037303.39   | 0.02%             | 2069-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-7 A1F 144A                    | VERUS SECURITIZATION TRUST 2025-7                                               | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1418984 | PA      | $1418789.49   | 0.03%             | 2070-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                              | VIATRIS INC                                                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     67246 | NS      | $908493.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                      | VICI PROPERTIES INC                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    106557 | NS      | $2911137.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE 144A              | VICI PROPERTIES LP / VICI NOTE CO INC                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $172511.56    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                      | VIKING HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |      2550 | NS      | $187374.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                 | VINCI SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     42891 | NS      | $6437907.31   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VA PUB BLDG BUILD AMERICA                | VIRGINIA PUBLIC BUILDING AUTHORITY                                              | CUSIP: 928172WG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $713458.02    | 0.01%             | 2030-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES                  | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    103521 | NS      | $31288187.04  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                               | VMWARE LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3092104.29   | 0.06%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A            | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2128168.91   | 0.04%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A            | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279212.21    | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                       | VOYA FINANCIAL INC                                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      9436 | NS      | $644667.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                              | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      7692 | NS      | $1156338.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                              | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     47149 | NS      | $5859677.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                       | WALT DISNEY CO/THE                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     86723 | NS      | $8358362.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $2139353.15   | 0.04%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                    | WASTE CONNECTIONS INC                                                           | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      3179 | NS      | $516396.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                     | WASTE MANAGEMENT INC                                                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3334 | NS      | $766119.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3821313.06   | 0.08%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                         | WELLS FARGO & CO                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      9998 | NS      | $795940.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3044663.97   | 0.06%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $942844.44    | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409317.26    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54 A4                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $522257.07    | 0.01%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 A3                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                                  | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765000 | PA      | $2808823.87   | 0.06%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | WELLTOWER INC                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     47636 | NS      | $9418113.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST FRASER TIMBER CO LTD                | WEST FRASER TIMBER CO LTD                                                       | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      6463 | NS      | $421969.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WEST PHARMACEUTICAL SERVICES             | WEST PHARMACEUTICAL SERVICES INC                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1700 | NS      | $426088.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                 | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4546 | NS      | $322084.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                     | WESTERN DIGITAL CORP                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3345 | NS      | $904789.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                              | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     60123 | NS      | $15025338.93  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD 144A             | WESTPAC NEW ZEALAND LTD                                                         | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1855000 | PA      | $1894204.27   | 0.04%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS PARTNERS LP                     | WILLIAMS COS INC/THE                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1568736.28   | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COS INC/THE                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245479.02    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | WILLIAMS COS INC/THE                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354703.73    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                         | WILLIAMS COS INC/THE                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     22175 | NS      | $1613896.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC                 | WILLIS NORTH AMERICA INC                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1368699.78   | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                 | WILLIS TOWERS WATSON PLC                                                        | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      1900 | NS      | $552330.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEF 2025-1A A2 144A                      | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                          | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $204772.27    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                             | WINGSTOP INC                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1149 | NS      | $178060.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE FINANCE LTD                     | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    160000 | PA      | $163361.53    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    738000 | PA      | $735315.62    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD 144A                | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1187000 | PA      | $1169225.46   | 0.02%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1435206.58   | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| WW GRAINGER INC                          | WW GRAINGER INC                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      4155 | NS      | $4532315.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     31722 | NS      | $2519995.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                | XYLEM INC/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       963 | NS      | $115078.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2686331.56   | 0.05%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                               | ZOETIS INC                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2000 | NS      | $236420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-05

**Name of Applicant:** T. Rowe Price Balanced Fund, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President