# EDGAR Filing Document

**Accession Number:** 0000918294
**File Stem:** 0000918294-23-000066
**Filing Date:** 2023-2
**Character Count:** 619580
**Document Hash:** 07b8e5dd129939e968784809fb3aeaff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000918294-23-000066.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000918294-23-000066

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Equity Series, Inc.
- **CENTRAL INDEX KEY:** 0000918294
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07143
- **FILM NUMBER:** 23667567

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE EQUITY SERIES INC
- **DATE OF NAME CHANGE:** 19940131

## Series and Classes Contracts Data

### T. Rowe Price Moderate Allocation Portfolio (Series ID: S000002079)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000005442 | T. Rowe Price Moderate Allocation Portfolio | QAAGRX          |

## 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 EQUITY SERIES, INC.

- **b. Investment Company Act file number:** 811-07143

- **c. CIK number of Registrant:** 0000918294

- **d. LEI of Registrant:** 549300U8GAQGX2UFFV03

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price Moderate Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000002079

- **c. LEI of Series:** J5NJR33DZYY24ARDE268

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $164816859.94

**Total Liabilities:** $2837375.74

**Net Assets:** $161979484.20

**Assets Attributable to Miscellaneous Securities:** $302982.87

**Delayed Delivery Securities:** $28163.46

**Stand-by Commitments:** $987764.96

**Cash Not Reported:** $34040.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2.832005 | **1-Year:** -861.972394 | **5-Year:** -5159.281526 | **10-Year:** -5094.197649 | **30-Year:** -843.313830

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

- **3-Month:** 0.000000 | **1-Year:** -1.411103 | **5-Year:** 144.053403 | **10-Year:** -12.769253 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005442 | 3.25%                | 5.91%                | -2.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-580353.91              | $5491574.34                                |
| Month 2  | $-747390.83              | $9754340.83                                |
| Month 3  | $-177675.89              | $-5414684.40                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSPP

- **Index Identifier:** PSPP_BMRK

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $-16120.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $-16120.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         6 | NC      | $-3573.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         9 | NC      | $-5360.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC PP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1633.06      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP VOTING SHS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $2112.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CAVA GROUP SER F CVT PFD STOCK PP                                               | CUSIP: TC9O58TL3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       335 | NS      | $10726.70     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD ST BANK WTS 5/24 PP                                                     | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |        46 | NS      | $371.22       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLAME BIOSCIENCES INC PP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $1707.48      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES E CVT PFD STOCK PP                                                | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       270 | NS      | $2019.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HONOR TECHNOLOGY SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4107 | NS      | $9446.10      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD STATE BANK PP                                                           | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |       151 | NS      | $2718.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       201 | NS      | $5509.59      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                                         | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1674 | NS      | $3080.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR B CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        10 | NS      | $178.20       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A-1 CVT PFD STOCK PP                                              | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       117 | NS      | $875.16       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE INC PP                                                                   | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $875.16       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AA CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        30 | NS      | $534.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD ST BANK NON-VOTING COMMON STK PP                                        | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |       307 | NS      | $5526.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | INSCRIPTA SERIES E CVT PFD STOCK PP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       636 | NS      | $3548.88      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       242 | NS      | $3358.96      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       900 | NS      | $6930.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP                                                                       | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |        81 | NS      | $6266.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       192 | NS      | $11520.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       252 | NS      | $5247.62      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAX Labs Inc                                                                    | PAX LABS CLASS A COMMON PP                                                      | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |      3864 | NS      | $2550.24      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ABL SPACE SYSTEMS SER B CVT PFD STOCK PP                                        | CUSIP: TC6KIBHA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       126 | NS      | $5281.92      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1914 | NS      | $10687.39     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $6854.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SERIES C CVT PFD STOCK PP                                              | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        90 | NS      | $1698.30      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES B CVT PFD STOCK PP                                                | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $14.96        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP WTS 10/28 PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $74.88        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SILA NANO SER F CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       228 | NS      | $7106.76      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Seismic Software Inc                                                            | SEISMIC SOFTWARE SER F CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: 254900747XH47G3UTN18 | Long             | EP               | CORP              | US        |        85 | NS      | $879.75       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC CVT PFD SR D PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1200 | NS      | $9240.00      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CAVA GROUP SER E CVT PFD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       754 | NS      | $24143.08     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ROVER GROUP EARNOUT SHS 16.00 PP                                                | CUSIP: TC5I02VQ4<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $16.62        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC SR F CVT PFD STOCK PP                                          | CUSIP: TC55OKSU1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        10 | NS      | $628.10       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ant Group Co Ltd                                                                | ANT International                                                               | CUSIP: 000000000<br>LEI: 30030071TC2VB5OCSC22 | Long             | EC               | CORP              | US        |     16076 | NS      | $32634.28     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CONVOY SERIES D CVT PFD STOCK PP                                                | CUSIP: TC4TYZUT6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       764 | NS      | $3957.52      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SER B CVT PFD STOCK PP                                                 | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       303 | NS      | $5717.61      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                    | FARMERS BUSINESS NETWORK INC CVT SR D PP                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |       733 | NS      | $36671.99     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP INC PP                                                                | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |        23 | NS      | $1779.28      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES D CVT PFD STOCK PP                                                 | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       138 | NS      | $2814.46      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A CVT PFD STOCK PP                                                | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       142 | NS      | $1062.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR B PP                                                  | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |         1 | NS      | $14795.24     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES C CVT PFD STOCK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       445 | NS      | $9075.60      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Scholar Rock Holding Corp                                                       | SCHOLAR ROCK WTS 12.25 PP                                                       | CUSIP: TC2K72CM5<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |        87 | NS      | $441.28       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       411 | NS      | $24660.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CONVOY SERIES C CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1241 | NS      | $6428.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | REDWOOD MATERIALS SER C CVT STOCK PP                                            | CUSIP: TC25HIZF2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       135 | NS      | $10530.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR E CVT PFD STOCK PP                                         | CUSIP: TC1Y9MK33<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       320 | NS      | $5702.40      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       237 | NS      | $14393.01     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SecurityScorecard Inc                                                           | SECURITYSCORECARD SER E CVT PFD STOCK PP                                        | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |      1032 | NS      | $5036.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER B CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       524 | NS      | $31822.52     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR C PP                                                  | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |         5 | NS      | $73976.20     | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $11036.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CLEERLY SER C CVT PFD STK PP                                                    | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       413 | NS      | $4865.39      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GUSTO INC SER E CVT PFD PP                                                      | CUSIP: TC18PZKC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       504 | NS      | $9490.32      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES C CVT PFD STOCK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       921 | NS      | $12783.48     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CARIS LIFE SER D CVT PFD STOCK PP                                               | CUSIP: TC13PNHL5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       895 | NS      | $5889.10      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Seismic Software Inc                                                            | SEISMIC SOFTWARE SER E CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: 254900747XH47G3UTN18 | Long             | EP               | CORP              | US        |      1115 | NS      | $11540.25     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CARIS LIFE SCIENCES SER C CVT PFD PP                                            | CUSIP: TC104V422<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1752 | NS      | $11528.16     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AB CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        10 | NS      | $178.20       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC COMMON STOCK PP                                                      | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $4573.80      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC SR D CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       184 | NS      | $11557.04     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOLUTION INC PP                                                          | CUSIP: TC0IKXPT0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $1960.20      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KARDIUM SERIES D6 CVT PFD STOCK PP                                              | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5305 | NS      | $5389.03      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | MEXICO CDS 12/20/2027                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $434.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3345.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | ICE_MEXICO CDS 12/20/2027                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-4697.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | ICE_INDONESIA CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | N/A              | DCR              | CORP              | US        |         1 | NC      | $63.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S39 5Y 12/20/2027                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6082.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $35.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |        -3 | NC      | $19048.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     20591 | NS      | $250822.37    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                             | JOHNSON MATTHEY PLC                                                             | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |      4076 | NS      | $104171.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                        | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        83 | NS      | $115224.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       493 | NS      | $160806.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                                                                     | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      2194 | NS      | $85469.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                 | DIRECT LINE INSURANCE GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |     20523 | NS      | $54701.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HANDELSBANKEN AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     15022 | NS      | $151241.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                                     | SOUTH32 LTD                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     32660 | NS      | $89541.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                                          | TECHNOPRO HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |      4600 | NS      | $122467.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                          | ANZ GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6350 | NS      | $102291.58    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                      | ZALANDO SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      2181 | NS      | $76781.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                         | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      3900 | NS      | $122077.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd                                                                 | NOMAD FOODS LTD                                                                 | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |      1902 | NS      | $32790.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                       | WOODSIDE ENERGY GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      1027 | NS      | $24709.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                          | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     71559 | NS      | $115289.03    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     11878 | NS      | $234592.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                           | BRIDGEPOINT GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     17051 | NS      | $39376.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                         | DEFINITY FINANCIAL CORP                                                         | CUSIP: 000000000<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      1359 | NS      | $38622.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Communities REIT                                                       | FLAGSHIP COMMUNITIES REIT                                                       | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |       440 | NS      | $6930.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      3500 | NS      | $148401.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| dentalcorp Holdings Ltd                                                         | DENTALCORP HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1362 | NS      | $8952.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Scentre Group                                                                   | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     45909 | NS      | $89364.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Credo Technology Group Holding Ltd                                              | CREDO TECHNOLOGY GROUP HOLDING LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1001 | NS      | $13323.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr Martens PLC                                                                  | DR. MARTENS PLC                                                                 | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |     14459 | NS      | $32814.02     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      3359 | NS      | $39736.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                                          | XP INC                                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      2617 | NS      | $40144.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CORP                                                                   | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85859.72     | 0.05%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                                                       | ALCON INC                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |       886 | NS      | $60796.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                          | DR ING HC F PORSCHE AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |      1170 | NS      | $118068.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                   | CLARIVATE PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |      3242 | NS      | $27038.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kookmin Bank                                                                    | KOOKMIN BANK                                                                    | CUSIP: AW6616543<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $186685.65    | 0.12%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1642 | NS      | $110182.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                                     | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2264 | NS      | $120301.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                | ESSENT GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       508 | NS      | $19751.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                                                      | GREAT PORTLAND ESTATES PLC                                                      | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |     10097 | NS      | $60177.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                      | UMICORE SA                                                                      | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |      2905 | NS      | $106845.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                                                 | ERO COPPER CORP                                                                 | CUSIP: 000000000<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      1001 | NS      | $13780.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     11936 | NS      | $142985.61    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                                                          | CRISPR THERAPEUTICS AG                                                          | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |       228 | NS      | $9268.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      8482 | NS      | $195866.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                         | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      3309 | NS      | $165058.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                   | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      1974 | NS      | $56222.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       547 | NS      | $298252.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Prothena Corp PLC                                                               | PROTHENA CORP PLC                                                               | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |       329 | NS      | $19822.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       664 | NS      | $362809.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | EATON CORP PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2743 | NS      | $430513.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |       279 | NS      | $27924.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                         | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     14645 | NS      | $144692.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     13449 | NS      | $183260.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| Altus Group Ltd/Canada                                                          | ALTUS GROUP LTD/CANADA                                                          | CUSIP: 000000000<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |       252 | NS      | $10057.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| TE Connectivity Ltd                                                             | TE CONNECTIVITY LTD                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      1123 | NS      | $128920.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                          | OTSUKA HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2800 | NS      | $91315.67     | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| NXP Semiconductors NV                                                           | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1095 | NS      | $173042.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      6000 | NS      | $66260.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                           | JULIUS BAER GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      2410 | NS      | $140264.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite International SA                                                      | SAMSONITE INTERNATIONAL SA                                                      | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |     23700 | NS      | $62229.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | ACCENTURE PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       370 | NS      | $98730.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                                            | STROEER SE & CO KGAA                                                            | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |       948 | NS      | $44106.48     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      1730 | NS      | $89748.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                                          | WELCIA HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2200 | NS      | $51282.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                       | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3835 | NS      | $846001.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                              | FRANCO-NEVADA CORP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        68 | NS      | $9269.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       940 | NS      | $106115.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1139 | NS      | $161664.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                    | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      4153 | NS      | $154306.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                        | WILMAR INTERNATIONAL LTD                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |     53200 | NS      | $165738.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      5375 | NS      | $337405.97    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1824 | NS      | $146251.48    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      7107 | NS      | $358817.09    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                        | IPSEN SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |       399 | NS      | $42916.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                                       | ELEKTA AB                                                                       | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |     10879 | NS      | $65621.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                       | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      4600 | NS      | $197139.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     16015 | NS      | $229112.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                            | RENTOKIL INITIAL PLC                                                            | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |      6457 | NS      | $39670.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                       | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      2390 | NS      | $79515.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                       | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       947 | NS      | $118615.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                               | ELECTRIC POWER DEVELOPMENT CO LTD                                               | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |      4700 | NS      | $74644.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                         | PING AN INSURANCE GROUP CO OF CHINA LTD                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      8000 | NS      | $52557.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1109 | NS      | $162523.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                                    | ZENTALIS PHARMACEUTICALS INC                                                    | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $9526.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1011 | NS      | $129488.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                                                     | XOMETRY INC                                                                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       676 | NS      | $21787.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                                      | XENCOR INC                                                                      | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       773 | NS      | $20128.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39997.67     | 0.02%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      1099 | NS      | $77050.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS & RESORTS INC                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       409 | NS      | $29165.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                                     | WORKIVA INC                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       688 | NS      | $57771.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9204.05      | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     71000 | PA      | $64343.75     | 0.04%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $37300.00     | 0.02%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $43245.45     | 0.03%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| WillScot Mobile Mini Holdings Corp                                              | WILLSCOT MOBILE MINI HOLDINGS CORP                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       355 | NS      | $16035.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4199 | NS      | $130169.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                                        | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1025 | NS      | $61049.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-JWDR                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR                                 | CUSIP: 95002NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86542.60     | 0.05%             | 2031-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                  | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $109808.13    | 0.07%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101551.56    | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186392.70    | 0.12%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85036.20     | 0.05%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33710.74     | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     11008 | NS      | $454520.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                                                | WARBY PARKER INC                                                                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2280 | NS      | $30757.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      3273 | NS      | $464078.67    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP INC                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       430 | NS      | $40316.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                                                    | VONTIER CORP                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1054 | NS      | $20373.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190120.69    | 0.12%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44472.10     | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP PLC                                                              | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |      9421 | NS      | $95340.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44049.02     | 0.03%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100800.00    | 0.06%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28428 | PA      | $24807.10     | 0.02%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4611 | NS      | $957981.36    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                                       | VIMEO INC                                                                       | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      2732 | NS      | $9370.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                                          | VERVE THERAPEUTICS INC                                                          | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $7449.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                                            | VERITEX HOLDINGS INC                                                            | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       978 | NS      | $27462.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65693.44     | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26013.69     | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32174.51     | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     77000 | PA      | $52096.97     | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19376.23     | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      7100 | NS      | $279740.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                               | VEEVA SYSTEMS INC                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       410 | NS      | $66165.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                                     | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       204 | NS      | $9781.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                                                  | UTZ BRANDS INC                                                                  | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1939 | NS      | $30752.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                                      | UPWORK INC                                                                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |       862 | NS      | $8999.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34893.25     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87048.68     | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2593 | NS      | $1374756.74   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1113700.00   | 0.69%             | 2027-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $303284.38    | 0.19%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695000 | PA      | $708900.00    | 0.44%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $832853.13    | 0.51%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $581934.38    | 0.36%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1312232.81   | 0.81%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $458097.66    | 0.28%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $659505.47    | 0.41%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $421031.25    | 0.26%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $46679.69     | 0.03%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $695800.00    | 0.43%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $703062.50    | 0.43%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $894062.50    | 0.55%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $653971.88    | 0.40%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $350812.50    | 0.22%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $638484.38    | 0.39%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class A Pass Through Trust                               | UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST                               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13183 | PA      | $10641.04     | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                              | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8845 | PA      | $7150.99      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PACIFIC CORP                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       720 | NS      | $149090.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                   | ULTRAGENYX PHARMACEUTICAL INC                                                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |       220 | NS      | $10192.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                                 | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       350 | NS      | $164174.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                                         | US PHYSICAL THERAPY INC                                                         | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       356 | NS      | $28846.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6100 | NS      | $266021.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43053.03     | 0.03%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                         | TRINITY ACQUISITION PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $62400.00     | 0.04%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Inc                                                          | TRICON RESIDENTIAL INC                                                          | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |      3472 | NS      | $26769.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                                             | TREEHOUSE FOODS INC                                                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       492 | NS      | $24294.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3194 | NS      | $598843.06    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $19737.38     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $13818.75     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TRANSUNION                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       508 | NS      | $28829.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8691.54      | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4172.05      | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14071.07     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                | TOWD POINT MORTGAGE TRUST 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93218.69     | 0.06%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                | TOWD POINT MORTGAGE TRUST 2017-1                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6085 | PA      | $5982.48      | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Toro Co/The                                                                     | TORO CO/THE                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       311 | NS      | $35205.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                                       | TOAST INC                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      2998 | NS      | $54053.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                                      | THERMON GROUP HOLDINGS INC                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       532 | NS      | $10682.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1060 | NS      | $583731.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2442 | NS      | $403467.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                                  | TETRA TECH INC                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       182 | NS      | $26424.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2312 | NS      | $284792.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                             | TERRENO REALTY CORP                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $24454.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                                         | TENAYA THERAPEUTICS INC                                                         | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $540.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       192 | NS      | $47928.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       234 | NS      | $93578.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53651.25     | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.00     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1130 | NS      | $84173.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Real Assets Fund Inc                                               | T ROWE PRICE REAL ASSETS FUND INC                                               | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |    356039 | NS      | $4767357.93   | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Limited Duration Inflation Focused Bond Fund                       | T ROWE PR LTD DUR INFL FO-I                                                     | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |      1401 | NS      | $6515.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21471.85     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155712.48    | 0.10%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                 | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1929 | NS      | $270060.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2542 | NS      | $202343.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       972 | NS      | $310349.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       864 | NS      | $211239.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                                         | STRATEGIC EDUCATION INC                                                         | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |        71 | NS      | $5560.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                                             | STEPSTONE GROUP INC                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $30467.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                                                  | STERICYCLE INC                                                                  | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       883 | NS      | $44052.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173793.60    | 0.11%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1441 | NS      | $90552.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                                      | SOUTHWEST GAS HOLDINGS INC                                                      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $60580.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     12028 | NS      | $858919.48    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29587.89     | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SouthState Corp                                                                 | SOUTHSTATE CORP                                                                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       550 | NS      | $41998.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                                   | SNOWFLAKE INC                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       369 | NS      | $52966.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                                           | SKYLINE CHAMPION CORP                                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       828 | NS      | $42650.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                                                | SKECHERS USA INC                                                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      1157 | NS      | $48536.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                                                    | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       483 | NS      | $56665.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                        | SIMPLY GOOD FOODS CO/THE                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $19243.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                                      | SIGNATURE BANK/NEW YORK NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       429 | NS      | $49429.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                     | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3051 | NS      | $105900.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                                   | SHOALS TECHNOLOGIES GROUP INC                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $17515.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43831.45     | 0.03%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1197 | NS      | $284084.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                  | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1526 | NS      | $592500.02    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2017-CH2                                                 | SEQUOIA MORTGAGE TRUST 2017-CH2                                                 | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6684 | PA      | $6130.40      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-4                                                   | SEQUOIA MORTGAGE TRUST 2013-4                                                   | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21855 | PA      | $20196.40     | 0.01%             | 2043-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13625.85     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1754 | NS      | $271063.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                                                   | SELECTIVE INSURANCE GROUP INC                                                   | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      1054 | NS      | $93394.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                                        | SEER INC                                                                        | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $3329.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                                         | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      2127 | NS      | $110667.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      2929 | NS      | $243868.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                       | SCHOLAR ROCK HOLDING CORP                                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      1153 | NS      | $10434.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19332.98     | 0.01%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-A                                        | SANTANDER RETAIL AUTO LEASE TRUST 2021-A                                        | CUSIP: 80286TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46633.81     | 0.03%             | 2027-03-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                   | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $38214.38     | 0.02%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $23026.27     | 0.01%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25722.54     | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                                        | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       236 | NS      | $49484.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9275.00      | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40450.00     | 0.02%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112843.75    | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                            | SPX TECHNOLOGIES INC                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       893 | NS      | $58625.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                                                  | SS&C TECHNOLOGIES HOLDINGS INC                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       968 | NS      | $50394.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SMRT 2022-MINI                                                                  | SMRT 2022-MINI                                                                  | CUSIP: 78457JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94487.13     | 0.06%             | 2039-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                         | SMB PRIVATE EDUCATION LOAN TRUST 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     49420 | PA      | $46451.98     | 0.03%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     53454 | PA      | $50923.70     | 0.03%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87253.48     | 0.05%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC AVIATION CAPITAL FINANCE DAC                                               | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    205000 | PA      | $198220.45    | 0.12%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2954 | PA      | $2829.45      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SJW Group                                                                       | SJW GROUP                                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $42705.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       530 | NS      | $177518.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $30704.21     | 0.02%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41872.24     | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Ruth s Hospitality Group Inc                                                    | RUTH'S HOSPITALITY GROUP INC                                                    | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       798 | NS      | $12353.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                            | RUSH ENTERPRISES INC                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       589 | NS      | $30792.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                       | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      2671 | NS      | $152113.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Inflation Protected Bond Fund Inc                                  | T ROWE PR INFL PROT BND-I                                                       | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |       519 | NS      | $5546.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PR INST FLOAT RT-INV                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |     38812 | NS      | $356293.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional High Yield Fund                                      | T ROWE PR INST HI YLD                                                           | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   1347621 | NS      | $9918491.74   | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price International Bond Fund                                            | T ROWE PR INTL BND-I                                                            | CUSIP: 77956H450<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |    906798 | NS      | $6429198.97   | 3.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |       765 | NS      | $72057.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35353.76     | 0.02%             | 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        |      3816 | NS      | $442923.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       509 | NS      | $219933.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $11554.76     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21474.05     | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12930.50     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                           | RIVIAN AUTOMOTIVE INC                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $44619.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICAN INC                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33291.85     | 0.02%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                                   | REXFORD INDUSTRIAL REALTY INC                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      1027 | NS      | $56115.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                    | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    421853 | NS      | $421852.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund                                             | T. Rowe Price Treasury Reserve Fund                                             | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  10621685 | NS      | $10621685.35  | 6.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       891 | NS      | $114930.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                                             | REPLIMUNE GROUP INC                                                             | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       259 | NS      | $7044.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repare Therapeutics Inc                                                         | REPARE THERAPEUTICS INC                                                         | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       449 | NS      | $6604.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                                          | RELAY THERAPEUTICS INC                                                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $6917.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                                            | RED ROCK RESORTS INC                                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $13243.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                                                   | RED ROBIN GOURMET BURGERS INC                                                   | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |       506 | NS      | $2823.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                                                       | REATA PHARMACEUTICALS INC                                                       | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       251 | NS      | $9535.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33320.14     | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                                                | RBC BEARINGS INC                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $33496.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                                           | RAPT THERAPEUTICS INC                                                           | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       502 | NS      | $9939.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid Micro Biosystems Inc                                                      | RAPID MICRO BIOSYSTEMS INC                                                      | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $1271.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                              | RH                                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        70 | NS      | $18703.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                                            | QUAKER CHEMICAL CORP                                                            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       279 | NS      | $46565.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                                      | PROMETHEUS BIOSCIENCES INC                                                      | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $29370.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                    | PROLOGIS INC                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2451 | NS      | $276301.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2022-SFR7 Trust                                            | PROGRESS RESIDENTIAL 2022-SFR7 TRUST                                            | CUSIP: 74333CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96396.11     | 0.06%             | 2039-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3759 | NS      | $487579.89    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                                         | PRIVIA HEALTH GROUP INC                                                         | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1242 | NS      | $28205.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                                        | PROCEPT BIOROBOTICS CORP                                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $47729.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3180 | NS      | $481960.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price US Large-Cap Core Fund Inc                                         | T ROWE PRICE US LARGE-CAP CORE FUND INC                                         | CUSIP: 74149R305<br>LEI: 549300UPL95VCG3J6X04 | Long             | EC               | RF                | US        |     85153 | NS      | $2483072.70   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Emerging Markets Bond Fund                           | T ROWE PR INST EM MRKT BND                                                      | CUSIP: 74144Q401<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1098875 | NS      | $6900933.80   | 4.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Global Funds Inc - T. Rowe Price Institutional Emerging Markets   | T. ROWE PRICE GLOBAL FUNDS INC - T. ROWE PRICE INSTITUTIONAL EMERGING MARKETS   | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |    224676 | NS      | $7171651.63   | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                                                   | POST HOLDINGS PARTNERING CORP                                                   | CUSIP: 737465203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $7281.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS INC                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       537 | NS      | $48469.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                                     | POPULAR INC                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       356 | NS      | $23609.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      2337 | NS      | $133066.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCIAL PARTNERS INC                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       622 | NS      | $45654.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       882 | NS      | $159583.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15240.57     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6688 | NS      | $676892.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11782.25     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28940.84     | 0.02%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16566.25     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       856 | NS      | $120028.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8937 | NS      | $321198.25    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5707 | NS      | $659212.34    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1225 | NS      | $384941.01    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                         | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      6574 | NS      | $200359.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      3609 | NS      | $326605.31    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                                    | PENUMBRA INC                                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       183 | NS      | $40710.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1240 | NS      | $70258.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     11350 | NS      | $316160.36    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennant Group Inc/The                                                           | PENNANT GROUP INC/THE                                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       852 | NS      | $9354.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                                             | PAYONEER GLOBAL INC                                                             | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6401 | NS      | $35013.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       725 | NS      | $51634.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                                                  | PAYCOR HCM INC                                                                  | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $29926.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                             | PAYCOM SOFTWARE INC                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       155 | NS      | $48098.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                                    | PARSONS CORP                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1083 | NS      | $50088.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14440.55     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19405.70     | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                                             | PAR TECHNOLOGY CORP                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      1031 | NS      | $26878.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John s International Inc                                                   | PAPA JOHN'S INTERNATIONAL INC                                                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1005 | NS      | $82721.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                             | ASTELLAS PHARMA INC                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     15800 | NS      | $240249.02    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                     | PACIFIC PREMIER BANCORP INC                                                     | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1047 | NS      | $33043.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9739.77      | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40748.36     | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31133.12     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17044.06     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| P10 Inc                                                                         | P10 INC                                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2020 | NS      | $21553.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                                   | PRA GROUP INC                                                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       887 | NS      | $29962.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12745.50     | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS BANK LTD                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      8300 | NS      | $190118.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                                              | OUTSET MEDICAL INC                                                              | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $38213.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     16400 | NS      | $223737.75    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                                      | TOSOH CORP                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |      1000 | NS      | $11891.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                              | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       400 | NS      | $117531.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25219 | NS      | $366267.22    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                                      | THK CO LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $45379.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Suzuki Motor Corp                                                               | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      2500 | NS      | $80068.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                              | ORIGIN BANCORP INC                                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       931 | NS      | $34167.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                                  | SUMITOMO RUBBER INDUSTRIES LTD                                                  | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |      3300 | NS      | $28678.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Corp                                                                   | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      7600 | NS      | $126335.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                                         | STANLEY ELECTRIC CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3000 | NS      | $56741.24     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Option Care Health Inc                                                          | OPTION CARE HEALTH INC                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      1358 | NS      | $40862.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21667.38     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE GAS INC                                                                     | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       282 | NS      | $21353.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                                 | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      2200 | NS      | $167687.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie s Bargain Outlet Holdings Inc                                             | OLLIE'S BARGAIN OUTLET HOLDINGS INC                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1528 | NS      | $71571.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olink Holding AB                                                                | OLINK HOLDING AB                                                                | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |       846 | NS      | $21471.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                   | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       361 | NS      | $102444.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                      | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      5071 | NS      | $222582.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                             | SOFTBANK GROUP CORP                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      1500 | NS      | $63439.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                                        | SMC CORP                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       100 | NS      | $41755.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                             | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29532 | PA      | $25955.82     | 0.02%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Challenger Ltd                                                                  | CHALLENGER LTD                                                                  | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |     10162 | NS      | $52250.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 Trust                                                             | OBX 2021-NQM3 TRUST                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74754 | PA      | $56186.76     | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                                                          | NURIX THERAPEUTICS INC                                                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $3348.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      3724 | NS      | $271963.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      4777 | NS      | $698110.78    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                                 | PICC PROPERTY & CASUALTY CO LTD                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    100000 | NS      | $94549.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17004.10     | 0.01%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                     | NOVANTA INC                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       248 | NS      | $33695.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       223 | NS      | $121671.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                                                      | OMRON CORP                                                                      | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |      1100 | NS      | $53160.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                               | NIPPON TELEGRAPH & TELEPHONE CORP                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     13900 | NS      | $396407.31    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | DENSO CORP                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |      2200 | NS      | $107887.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                        | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      5900 | NS      | $52145.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                     | MURATA MANUFACTURING CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      2400 | NS      | $118356.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      8800 | NS      | $160837.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                        | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     15300 | NS      | $151606.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                 | MITSUBISHI CORP                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      3300 | NS      | $107133.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     12000 | NS      | $100428.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                                      | WORLEY LTD                                                                      | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     12785 | NS      | $130412.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                                      | NAVER CORP                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       394 | NS      | $56035.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       900 | NS      | $221778.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                                                      | NKARTA INC                                                                      | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $4971.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2077 | NS      | $243029.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                                                      | NEXTERA ENERGY PARTNERS LP                                                      | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |       490 | NS      | $34344.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14755.89     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22797.29     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35844.71     | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NexTier Oilfield Solutions Inc                                                  | NEXTIER OILFIELD SOLUTIONS INC                                                  | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      4574 | NS      | $42263.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      9900 | NS      | $211487.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      2855 | NS      | $76414.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                           | KIRIN HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      4300 | NS      | $65538.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust 2021-INV2                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88078 | PA      | $67286.47     | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                                         | LARGAN PRECISION CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1000 | NS      | $66099.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                         | IGO LTD                                                                         | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |     28626 | NS      | $261852.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |      1900 | NS      | $43337.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                              | SUMITOMO MITSUI TRUST HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      2135 | NS      | $74501.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56581.25     | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       921 | NS      | $271584.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                          | HAMAMATSU PHOTONICS KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $100228.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NeoGenomics Inc                                                                 | NEOGENOMICS INC                                                                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $12076.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                                       | NCINO INC                                                                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $5473.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93266 | PA      | $80927.00     | 0.05%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     18000 | NS      | $120841.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9123.72      | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4702.58      | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV / NXP FUNDING LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19843.88     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17650.00     | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37337.20     | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                                       | MITSUBISHI HC CAPITAL INC                                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |     11000 | NS      | $54104.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER PRODUCTS INC                                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2616 | NS      | $28148.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                                                                  | CYBERAGENT INC                                                                  | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |      9500 | NS      | $84576.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                   | RIO TINTO LTD                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |       695 | NS      | $54853.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                        | CENTRAL JAPAN RAILWAY CO                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       700 | NS      | $85945.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MorphoSys AG                                                                    | MORPHOSYS AG                                                                    | CUSIP: 617760202<br>LEI: 529900493806K77LRE72 | Long             | EC               | CORP              | DE        |      2215 | NS      | $7929.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                                             | MORPHIC HOLDING INC                                                             | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |       315 | NS      | $8426.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11051.91     | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17507.80     | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18                     | CUSIP: 61763XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23249.90     | 0.01%             | 2031-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      3775 | NS      | $95551.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9407.74      | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23290.60     | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd                                            | HOUSING DEVELOPMENT FINANCE CORP LTD                                            | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |      3455 | NS      | $110021.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      2058 | NS      | $63750.55     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                                                   | NTT DATA CORP                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |     12600 | NS      | $183616.47    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                                     | MONTE ROSA THERAPEUTICS INC                                                     | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $3759.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                                       | MONRO INC                                                                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $46510.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                                    | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       385 | NS      | $136139.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                     | MONGODB INC                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       569 | NS      | $112001.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7393 | NS      | $492743.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                                           | MOLINA HEALTHCARE INC                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       312 | NS      | $103028.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                                                 | Z HOLDINGS CORP                                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     23500 | NS      | $58691.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                                | BEIJING ENTERPRISES HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |     11500 | NS      | $36717.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ModivCare Inc                                                                   | MODIVCARE INC                                                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       511 | NS      | $45852.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                                                       | AMCOR PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      6110 | NS      | $73266.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                                | ASAHI KASEI CORP                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     12000 | NS      | $85422.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                                                 | TELEPERFORMANCE                                                                 | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       480 | NS      | $114751.42    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31502 | PA      | $31147.64     | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      5896 | NS      | $88718.42     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                       | ZURICH INSURANCE GROUP AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       457 | NS      | $218481.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     26367 | NS      | $154495.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8550.00      | 0.01%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21147.50     | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3000 | NS      | $149940.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14311 | NS      | $3432064.02   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6284 | NS      | $454773.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2010 | NS      | $223009.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evotec SE                                                                       | EVOTEC SE                                                                       | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |      2454 | NS      | $39921.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                 | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1779 | NS      | $468819.87    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2287 | NS      | $795258.51    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                                     | MASIMO CORP                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       243 | NS      | $35951.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $84747.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                      | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      4458 | NS      | $614541.20    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29677.20     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12240.66     | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1124 | NS      | $185999.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                               | MARRIOTT VACATIONS WORLDWIDE CORP                                               | CUSIP: 57164Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $20861.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                          | SANOFI                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3866 | NS      | $372785.18    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                                        | MANHATTAN ASSOCIATES INC                                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       327 | NS      | $39697.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                         | MAGNOLIA OIL & GAS CORP                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3471 | NS      | $81394.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      2646 | NS      | $148652.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17323.78     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54110.58     | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       100 | NS      | $46517.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                                                  | MSA SAFETY INC                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        90 | NS      | $12977.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                                                  | MGE ENERGY INC                                                                  | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $20134.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                       | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       235 | NS      | $119598.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                         | LULULEMON ATHLETICA INC                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       552 | NS      | $176849.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14347.67     | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19971.48     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                              | BARRY CALLEBAUT AG                                                              | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |        48 | NS      | $94788.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc                                                         | LIVE OAK BANCSHARES INC                                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $31800.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                                  | LITTELFUSE INC                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       201 | NS      | $44260.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1710 | NS      | $625586.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                              | LIBERTY ENERGY INC                                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2919 | NS      | $46733.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       938 | NS      | $303415.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1837 | NS      | $58775.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                     | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1133 | NS      | $86645.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                                               | LEGALZOOM.COM INC                                                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |       965 | NS      | $7469.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |      4000 | NS      | $208918.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                                      | LATTICE SEMICONDUCTOR CORP                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      1832 | NS      | $118860.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                            | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22401.98     | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landstar System Inc                                                             | LANDSTAR SYSTEM INC                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       183 | NS      | $29810.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH CORP                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       463 | NS      | $194598.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      2103 | NS      | $103548.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      8174 | NS      | $115249.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      3413 | NS      | $175667.46    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2086 | NS      | $434326.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $165686.40    | 0.10%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                         | KYMERA THERAPEUTICS INC                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $5466.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                                               | KURA ONCOLOGY INC                                                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       681 | NS      | $8451.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                              | KRAFT HEINZ CO/THE                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      7326 | NS      | $298241.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN INC                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     15000 | NS      | $271200.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK CORP                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       830 | NS      | $112672.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                                                     | KIMBELL ROYALTY PARTNERS LP                                                     | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |       462 | NS      | $7715.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12579.84     | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4581 | NS      | $163358.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marel HF                                                                        | MAREL HF                                                                        | CUSIP: 000000000<br>LEI: 5299008YTLEN09WTHW26 | Long             | EC               | CORP              | IS        |      2236 | NS      | $7738.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER CORP                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       568 | NS      | $27945.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                                        | KEARNY FINANCIAL CORP/MD                                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $14301.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                                         | KARUNA THERAPEUTICS INC                                                         | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $32029.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                                                  | STOREBRAND ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     15187 | NS      | $131991.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1946 | NS      | $200906.47    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1132 | NS      | $426797.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON & JOHNSON                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5174 | NS      | $913987.10    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                                                     | JOHN BEAN TECHNOLOGIES CORP                                                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       406 | NS      | $37079.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                                 | JP MORGAN MORTGAGE TRUST 2020-5                                                 | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23684 | PA      | $18784.66     | 0.01%             | 2050-12-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29491.08     | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59913.50     | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13823.33     | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45269.35     | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43851.85     | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $134346.63    | 0.08%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52439.70     | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    119000 | PA      | $98092.41     | 0.06%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33480.16     | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23117.80     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                   | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18682.07     | 0.01%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5259 | NS      | $705231.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6678 | PA      | $6150.48      | 0.00%             | 2050-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8904 | PA      | $7878.53      | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28532 | PA      | $23721.57     | 0.01%             | 2050-06-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1348 | PA      | $1298.08      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2696 | PA      | $2594.29      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                       | IONIS PHARMACEUTICALS INC                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       664 | NS      | $25079.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                          | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1741 | NS      | $461974.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                      | INTUIT INC                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1129 | NS      | $439429.38    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                      | GENMAB A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       164 | NS      | $69338.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1300 | NS      | $136292.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38673.60     | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intellia Therapeutics Inc                                                       | INTELLIA THERAPEUTICS INC                                                       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       242 | NS      | $8443.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                      | INSMED INC                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      2157 | NS      | $43096.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2017 | NS      | $105388.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                                                   | INFINERA CORP                                                                   | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |       878 | NS      | $5917.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                                   | INDEPENDENCE REALTY TRUST INC                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      1874 | NS      | $31595.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                                                    | ICOSAVAX INC                                                                    | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $6439.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                                     | IDACORP INC                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       541 | NS      | $58346.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                                 | ICU MEDICAL INC                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       304 | NS      | $47873.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                                                         | IAA INC                                                                         | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       598 | NS      | $23920.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28793.21     | 0.02%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17980.94     | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                                                      | HURON CONSULTING GROUP INC                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       335 | NS      | $24321.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV1                                               | HUNDRED ACRE WOOD TRUST 2021-INV1                                               | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84284 | PA      | $64177.31     | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13774.88     | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40816.48     | 0.03%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       862 | NS      | $441507.78    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                                     | HUBBELL INC                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       536 | NS      | $125788.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTERNATIONAL INC                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1265 | NS      | $271089.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       820 | NS      | $259005.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                                          | HOME BANCSHARES INC/AR                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1476 | NS      | $33638.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & CO KGAA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3616 | NS      | $101001.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51463.69     | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36831.74     | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                                          | HERITAGE COMMERCE CORP                                                          | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2587 | NS      | $33631.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                                         | HELIOS TECHNOLOGIES INC                                                         | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       631 | NS      | $34351.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10855.70     | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53123.70     | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Haynes International Inc                                                        | HAYNES INTERNATIONAL INC                                                        | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       691 | NS      | $31571.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                      | HASBRO INC                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23438.35     | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINANCIAL SERVICES GROUP INC/THE                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2332 | NS      | $176835.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52662 | PA      | $49457.62     | 0.03%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANCE GROUP INC/THE                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       379 | NS      | $51214.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     30404 | NS      | $67357.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| L Oreal SA                                                                      | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       526 | NS      | $188359.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $90590.80     | 0.06%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 2021-16 Ltd                                                 | HPS LOAN MANAGEMENT 2021-16 LTD                                                 | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241686.69    | 0.15%             | 2035-01-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $185118.90    | 0.11%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA HEALTHCARE INC                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1291 | NS      | $309788.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10862.50     | 0.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4394.19      | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18194.22     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15530.86     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21531.25     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63393.75     | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | GREAT WOLF TRUST 2019-WOLF                                                      | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $33414.73     | 0.02%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | GREAT WOLF TRUST 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38842.18     | 0.02%             | 2036-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13611.84     | 0.01%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4422.98      | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4862.20      | 0.00%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                                       | GRACO INC                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       613 | NS      | $41230.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20982.33     | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1997 | PA      | $1828.70      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3303 | PA      | $2973.76      | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65678.06     | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41896.89     | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43098.15     | 0.03%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147413.00    | 0.09%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1506 | NS      | $517130.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                         | GSK PLC                                                                         | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      2819 | NS      | $99059.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                                        | GIBRALTAR INDUSTRIES INC                                                        | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $29730.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                                               | GENERATION BIO CO                                                               | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $4071.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16526.89     | 0.01%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18794.40     | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43554.38     | 0.03%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13898.07     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14088.45     | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      6655 | NS      | $557622.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1                                           | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51156 | PA      | $49213.97     | 0.03%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-2                                            | GALTON FUNDING MORTGAGE TRUST 2018-2                                            | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4935 | PA      | $4644.73      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7211 | PA      | $6513.90      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE TECHNOLOGIES INC                                                  | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       498 | NS      | $29073.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1                                    | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86116 | PA      | $65787.59     | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4105 | PA      | $4200.86      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4105 | PA      | $4200.86      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6661 | PA      | $7034.07      | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8434 | PA      | $8194.60      | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33840 | PA      | $32545.02     | 0.02%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28174 | PA      | $26275.52     | 0.02%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14157 | PA      | $13326.30     | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | GINNIE MAE II POOL                                                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7906 | PA      | $7483.51      | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3988 | PA      | $3676.74      | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AARG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33646 | PA      | $31242.90     | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31931 | PA      | $29908.57     | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1228 | PA      | $1143.97      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAE42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10765 | PA      | $10042.18     | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17582 | PA      | $16757.24     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4628 | PA      | $4417.25      | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4486 | PA      | $4457.27      | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4081 | PA      | $3736.05      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4468 | PA      | $4573.72      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1538 | PA      | $1629.14      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2GK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33159 | PA      | $31378.94     | 0.02%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9155 | PA      | $8539.99      | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17422 | PA      | $16225.84     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17632 | PA      | $16381.96     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1840 | PA      | $1877.15      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36207ECG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       242 | PA      | $248.86       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36206URB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        69 | PA      | $71.01        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36206AR21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97 | PA      | $97.03        | 0.00%             | 2026-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36205WEV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1328 | PA      | $1365.12      | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36205RWL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       171 | PA      | $175.93       | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16670 | PA      | $16636.90     | 0.01%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4493 | PA      | $4570.00      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10563 | PA      | $10542.26     | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17929 | PA      | $17893.51     | 0.01%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3882 | PA      | $3947.54      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7610 | PA      | $7594.68      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6657 | PA      | $6643.84      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2825 | PA      | $2872.98      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7219 | PA      | $7341.93      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2322 | PA      | $2361.49      | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3113 | PA      | $3106.66      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3557 | PA      | $3617.45      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       935 | PA      | $933.15       | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2619 | PA      | $2614.02      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6175 | PA      | $6425.32      | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       602 | PA      | $612.36       | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       216 | PA      | $221.29       | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202D4N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       552 | PA      | $563.07       | 0.00%             | 2034-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202CXL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1069 | PA      | $1084.90      | 0.00%             | 2027-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7568 | PA      | $6786.57      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10920 | PA      | $9795.52      | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10279 | PA      | $9225.28      | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16368 | PA      | $15268.88     | 0.01%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184Q2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5859 | PA      | $5465.87      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9548.30      | 0.01%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36181KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22959 | PA      | $21440.51     | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9327 | PA      | $8688.31      | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113072 | PA      | $113774.78    | 0.07%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104545 | PA      | $101432.70    | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139327 | PA      | $131850.84    | 0.08%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14924 | PA      | $14479.80     | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29119 | PA      | $25235.32     | 0.02%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65936 | PA      | $55253.67     | 0.03%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24684 | PA      | $22056.20     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106188 | PA      | $92108.88     | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38569 | PA      | $33424.22     | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51295 | PA      | $45836.03     | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216299 | PA      | $187697.69    | 0.12%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35018 | PA      | $30396.09     | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24360 | PA      | $21807.88     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30455 | PA      | $26451.53     | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214936 | PA      | $180737.74    | 0.11%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137594 | PA      | $123127.88    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67521 | PA      | $58639.22     | 0.04%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166197 | PA      | $139300.20    | 0.09%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46456 | PA      | $39150.24     | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29236 | PA      | $26032.70     | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64034 | PA      | $53663.93     | 0.03%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25084 | PA      | $21849.99     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19642 | PA      | $17247.30     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5180 | PA      | $4548.93      | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1238 | PA      | $1093.61      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17541 | PA      | $17483.53     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3529 | PA      | $3609.08      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4210 | PA      | $4283.00      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9147 | PA      | $9339.18      | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3564 | PA      | $3640.98      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       725 | PA      | $741.08       | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $142.14       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8642 | PA      | $7648.04      | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17220 | PA      | $17182.63     | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15400 | PA      | $15789.64     | 0.01%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2725 | PA      | $2806.09      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3542 | PA      | $3649.51      | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25538 | PA      | $23816.81     | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5381 | PA      | $5417.94      | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2397 | PA      | $2300.96      | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10164 | PA      | $10271.55     | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1127 | PA      | $1085.14      | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1866 | PA      | $1746.77      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5480 | PA      | $5111.45      | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5299 | PA      | $5335.19      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19037 | PA      | $18276.69     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4918 | PA      | $4872.68      | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6148 | PA      | $5750.76      | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3900 | PA      | $3637.55      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1865 | PA      | $1690.18      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7749 | PA      | $7230.45      | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14867 | PA      | $14302.04     | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10325 | PA      | $9639.38      | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3244 | PA      | $2944.63      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8109 | PA      | $7539.41      | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13601 | PA      | $12684.51     | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45800 | PA      | $41763.12     | 0.03%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42204 | PA      | $38526.91     | 0.02%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12580 | PA      | $11732.26     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5230 | PA      | $5442.84      | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13995 | PA      | $12775.47     | 0.01%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5910 | PA      | $5568.05      | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14562 | PA      | $14018.51     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11637 | PA      | $10964.15     | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7300 | PA      | $6878.26      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15379 | PA      | $14859.69     | 0.01%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6985 | PA      | $6591.25      | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                                                    | HB FULLER CO                                                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       224 | NS      | $16042.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market Inc/The                                                            | FRESH MARKET INC/THE ESCROW                                                     | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |       590 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2020-DNA5                                         | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19702 | PA      | $19857.02     | 0.01%             | 2050-10-25      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2020-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2020-DNA2                                         | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |     32194 | PA      | $32122.55     | 0.02%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66505 | PA      | $67285.79     | 0.04%             | 2042-06-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                         | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25075 | PA      | $24949.66     | 0.02%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                         | FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                         | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52876 | PA      | $52199.61     | 0.03%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                         | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $42699.22     | 0.03%             | 2042-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                         | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18621 | PA      | $18632.41     | 0.01%             | 2042-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency Credit Risk Debt Notes                            | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24716.38     | 0.02%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |       523 | NS      | $25569.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust 2018-REV1                                          | FORD CREDIT AUTO OWNER TRUST 2018-REV1                                          | CUSIP: 34532RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95260.74     | 0.06%             | 2031-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP                                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |       663 | NS      | $18060.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                                       | FIVE9 INC                                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |       773 | NS      | $52455.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                                  | FIVE BELOW INC                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       168 | NS      | $29714.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3547 | NS      | $148761.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13551.62     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3999 | NS      | $404178.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                               | FIRSTSERVICE CORP                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       734 | NS      | $89951.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                  | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     45914 | NS      | $130452.06    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                        | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1471 | NS      | $103074.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                                               | FIRST INDUSTRIAL REALTY TRUST INC                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $11292.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                                        | FIRST BANCSHARES INC/THE                                                        | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       814 | NS      | $26056.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                                   | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       430 | NS      | $22506.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America HECM Buyout 2022-HB2                                         | FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                         | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93807 | PA      | $91893.41     | 0.06%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14321.91     | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fiesta Restaurant Group Inc                                                     | FIESTA RESTAURANT GROUP INC                                                     | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2184 | NS      | $16052.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONAL INFORMATION SERVICES INC                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1260 | NS      | $85491.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37144.03     | 0.02%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5567 | PA      | $5503.17      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16564 | PA      | $15692.76     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9042 | PA      | $8683.97      | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1832 | PA      | $1896.53      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6277 | PA      | $6495.68      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2591 | PA      | $2692.59      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1348 | PA      | $1361.54      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1374 | PA      | $1391.87      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5676 | PA      | $5627.01      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5420 | PA      | $5602.65      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1975 | PA      | $2017.30      | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3621 | PA      | $3747.76      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       526 | PA      | $548.89       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245000 | PA      | $248690.66    | 0.15%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24711 | PA      | $22609.48     | 0.01%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20708 | PA      | $20421.93     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15930 | PA      | $15334.03     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6844 | PA      | $6113.81      | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39840 | PA      | $34497.43     | 0.02%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88685 | PA      | $85370.94     | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47382 | PA      | $41027.29     | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81204 | PA      | $68449.47     | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61074 | PA      | $52883.31     | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27134 | PA      | $22986.24     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63498 | PA      | $51739.95     | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528479 | PA      | $430578.56    | 0.27%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47956 | PA      | $38756.31     | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33985 | PA      | $30914.61     | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187969 | PA      | $153446.03    | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18919 | PA      | $15510.17     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34045 | PA      | $33386.65     | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10033 | PA      | $9587.06      | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37469 | PA      | $34744.48     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18982 | PA      | $18155.26     | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1931 | PA      | $1785.94      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23522 | PA      | $22453.50     | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15319 | PA      | $13688.25     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27219 | PA      | $25422.19     | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7042 | PA      | $6577.82      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5287 | PA      | $5077.15      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1452 | PA      | $1394.38      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1645 | PA      | $1630.66      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5131 | PA      | $5071.65      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5219 | PA      | $5173.35      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1895 | PA      | $1877.56      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1429 | PA      | $1336.94      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5023 | PA      | $4571.19      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8189 | PA      | $7658.89      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40175 | PA      | $36554.82     | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11964 | PA      | $10851.10     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14207 | PA      | $12927.03     | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5428 | PA      | $4939.23      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7346 | PA      | $6684.07      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6489 | PA      | $5995.60      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3680 | PA      | $3436.76      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6595 | PA      | $6537.53      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       858 | PA      | $890.01       | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       621 | PA      | $642.61       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       545 | PA      | $564.35       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31413CMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4439 | PA      | $4636.28      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1569 | PA      | $1554.20      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       736 | PA      | $765.93       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411BB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1504 | PA      | $1541.27      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1325 | PA      | $1374.29      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       620 | PA      | $637.13       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12441 | PA      | $11664.43     | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       290 | PA      | $300.15       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1080 | PA      | $1095.96      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       312 | PA      | $325.91       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1794 | PA      | $1868.60      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       580 | PA      | $599.30       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1386 | PA      | $1415.09      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3188 | PA      | $3255.64      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64445 | PA      | $54594.28     | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24104 | PA      | $20318.13     | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5778 | PA      | $5549.49      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3896 | PA      | $3842.84      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9690 | PA      | $8313.81      | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22978 | PA      | $18822.19     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17568 | PA      | $17798.41     | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4529 | PA      | $4240.06      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33152 | PA      | $31838.26     | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17443 | PA      | $17023.59     | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44275 | PA      | $36304.96     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140113 | PA      | $118695.00    | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XDGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21203 | PA      | $18882.01     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74654 | PA      | $63378.30     | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11530 | PA      | $11674.48     | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18285 | PA      | $17514.21     | 0.01%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6697 | PA      | $5686.74      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53973 | PA      | $50063.87     | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XBQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18074 | PA      | $17828.17     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15822 | PA      | $15999.03     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XA2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48727 | PA      | $43301.59     | 0.03%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7065 | PA      | $7079.80      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12040 | PA      | $11935.28     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43920 | PA      | $39967.22     | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18220 | PA      | $16320.49     | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3753 | PA      | $3832.52      | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12955 | PA      | $11918.67     | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58327 | PA      | $55543.27     | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22543 | PA      | $21644.54     | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23732 | PA      | $21030.17     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44884 | PA      | $42129.59     | 0.03%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50916 | PA      | $48897.88     | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14029 | PA      | $12603.50     | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19476 | PA      | $17373.01     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48154 | PA      | $39234.05     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81616 | PA      | $69580.74     | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42461 | PA      | $34598.78     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73219 | PA      | $62416.90     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142176 | PA      | $115873.63    | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123893 | PA      | $105194.51    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55623 | PA      | $47195.96     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115976 | PA      | $98367.15     | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49165 | PA      | $41744.36     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146302 | PA      | $124220.33    | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34075 | PA      | $27886.75     | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25197 | PA      | $22270.35     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6455 | PA      | $6271.66      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       596 | PA      | $529.33       | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       593 | PA      | $561.78       | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25508 | PA      | $22570.74     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34573 | PA      | $34095.17     | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MMWS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39530 | PA      | $36266.61     | 0.02%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MMBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89551 | PA      | $78598.21     | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24774 | PA      | $23238.77     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LSJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163682 | PA      | $150823.14    | 0.09%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40260 | PA      | $34181.60     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21201 | PA      | $18301.97     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19387 | PA      | $17640.41     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8258 | PA      | $7872.10      | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27797 | PA      | $24732.12     | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9492 | PA      | $8501.93      | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10272 | PA      | $9547.10      | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9015 | PA      | $8419.35      | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30179 | PA      | $29665.43     | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12848 | PA      | $11691.47     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10847 | PA      | $10235.53     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16000 | PA      | $15703.82     | 0.01%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20418 | PA      | $20069.95     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13811 | PA      | $12921.04     | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6872 | PA      | $6443.33      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12404 | PA      | $11888.52     | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31005 | PA      | $28731.04     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18790 | PA      | $17859.94     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8509 | PA      | $7627.95      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12457 | PA      | $11141.93     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11100 | PA      | $9931.99      | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13147 | PA      | $11763.30     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7510 | PA      | $6966.64      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8805 | PA      | $7872.77      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31407SFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3154 | PA      | $3233.42      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       726 | PA      | $745.83       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31405NXC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       567 | PA      | $576.60       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2759 | PA      | $2860.77      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1583 | PA      | $1570.93      | 0.00%             | 2036-08-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       321 | PA      | $335.04       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2025 | PA      | $2091.32      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       314 | PA      | $324.85       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1264 | PA      | $1308.78      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3466 | PA      | $3539.83      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4432 | PA      | $4587.83      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C5F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1074 | PA      | $1097.31      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       872 | PA      | $901.10       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       631 | PA      | $644.05       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2168 | PA      | $2243.68      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       504 | PA      | $514.20       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1630 | PA      | $1664.91      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2052 | PA      | $2095.38      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10283 | PA      | $10635.11     | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       710 | PA      | $734.13       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8327 | PA      | $8503.85      | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4312 | PA      | $4403.79      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       208 | PA      | $215.09       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       661 | PA      | $675.45       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5409 | PA      | $5523.69      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402CWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3556 | PA      | $3631.81      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       790 | PA      | $809.93       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1548 | PA      | $1400.62      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1672 | PA      | $1564.07      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3775 | PA      | $3398.50      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5767 | PA      | $5179.58      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9111 | PA      | $8451.83      | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15868 | PA      | $14193.14     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26363 | PA      | $23596.87     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19886 | PA      | $17799.11     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24149 | PA      | $21614.96     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17921 | PA      | $16045.88     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16969 | PA      | $16274.37     | 0.01%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13535 | PA      | $12583.43     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17568 | PA      | $16321.74     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9624 | PA      | $8990.52      | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2414 | PA      | $2286.53      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1056 | PA      | $1012.13      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WCXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1807 | PA      | $1686.34      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5539 | PA      | $5312.45      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6894 | PA      | $6603.71      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7222 | PA      | $6557.71      | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12890 | PA      | $12037.59     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8148 | PA      | $7609.30      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LY2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2473 | PA      | $2386.79      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5164 | PA      | $4822.92      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17759 | PA      | $16623.54     | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6297 | PA      | $5889.27      | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23759 | PA      | $22154.99     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13805 | PA      | $13257.45     | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5764 | PA      | $5346.89      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12506 | PA      | $11181.79     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10534 | PA      | $9772.28      | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27469 | PA      | $24612.09     | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7913 | PA      | $7598.91      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4790 | PA      | $5064.01      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4524 | PA      | $4708.25      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3014 | PA      | $3052.00      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11713 | PA      | $10939.90     | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       695 | PA      | $716.97       | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3176 | PA      | $3275.34      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4537 | PA      | $4497.33      | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10163 | PA      | $9510.00      | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELLY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5726 | PA      | $5910.77      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3948 | PA      | $3693.41      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1139 | PA      | $1128.68      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20354 | PA      | $19547.56     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10876 | PA      | $10493.79     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4249 | PA      | $4080.85      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHGP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1763 | PA      | $1747.59      | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       390 | PA      | $374.45       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2488 | PA      | $2587.82      | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1186 | PA      | $1244.22      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGVB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4637 | PA      | $4735.36      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9145 | PA      | $9048.88      | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1435 | PA      | $1518.52      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       803 | PA      | $751.90       | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12896 | PA      | $12384.64     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A2WY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1933 | PA      | $1855.99      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385XBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       446 | PA      | $459.98       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       713 | PA      | $737.53       | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3067 | PA      | $3203.07      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       200 | PA      | $205.74       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                                                             | FEDERAL SIGNAL CORP                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1147 | NS      | $53301.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       918 | PA      | $949.00       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371LFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2728 | PA      | $2821.44      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371LA82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24873 | PA      | $24764.14     | 0.02%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       951 | PA      | $1008.68      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       406 | PA      | $75.76        | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4533 | PA      | $4738.26      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       560 | PA      | $582.57       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3365 | PA      | $3485.28      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6820 | PA      | $7060.67      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38098 | PA      | $34032.34     | 0.02%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51910 | PA      | $45141.93     | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66501 | PA      | $56055.52     | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24196 | PA      | $21614.32     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42953 | PA      | $35184.85     | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114617 | PA      | $97716.28     | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92675 | PA      | $75521.19     | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42662 | PA      | $34804.16     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KJL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7967 | PA      | $6533.59      | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22031 | PA      | $20949.36     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18340 | PA      | $17419.46     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8912 | PA      | $8674.26      | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KGKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7761 | PA      | $7144.86      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133BGRG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29900 | PA      | $25338.02     | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6555 | PA      | $5564.84      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133APV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5234 | PA      | $4443.93      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15481 | PA      | $13363.53     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AM5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1861 | PA      | $1580.99      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1641 | PA      | $1393.24      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1462 | PA      | $1450.74      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12661 | PA      | $11533.65     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15273 | PA      | $13912.72     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6446 | PA      | $6028.27      | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3474 | PA      | $3247.56      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9726 | PA      | $9095.41      | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3858 | PA      | $3708.89      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3803 | PA      | $3656.43      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59810 | PA      | $52517.69     | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109303 | PA      | $88994.11     | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284632 | PA      | $241053.97    | 0.15%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15191 | PA      | $12368.70     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39029 | PA      | $33048.13     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316177 | PA      | $257444.71    | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $22748.74     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43305 | PA      | $35350.69     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVMC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93133 | PA      | $82794.05     | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6915 | PA      | $6158.46      | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVL52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83260 | PA      | $71596.78     | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DV4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18910 | PA      | $17879.62     | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24318 | PA      | $22128.93     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37656 | PA      | $35140.68     | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7435 | PA      | $6846.03      | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8957 | PA      | $8038.76      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132D9JV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41608 | PA      | $37773.88     | 0.02%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132D6BQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15039 | PA      | $13021.92     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30695 | PA      | $29958.30     | 0.02%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132ACFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37784 | PA      | $35122.36     | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A8Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38089 | PA      | $36189.82     | 0.02%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8021 | PA      | $7170.99      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3131XW4R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34357 | PA      | $31863.48     | 0.02%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13690 | PA      | $13162.03     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       392 | PA      | $387.49       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9186 | PA      | $8831.29      | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4979 | PA      | $4786.83      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       154 | PA      | $147.62       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5755 | PA      | $5711.46      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $145.08       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       428 | PA      | $412.45       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1309 | PA      | $1327.06      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2004 | PA      | $1926.42      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2373 | PA      | $2399.07      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2403 | PA      | $2384.89      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       403 | PA      | $408.34       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10665 | PA      | $10521.87     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11336 | PA      | $10611.18     | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4180 | PA      | $3914.96      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31378 | PA      | $29398.41     | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15190 | PA      | $14234.87     | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2980 | PA      | $3085.08      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3056 | PA      | $2933.58      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2082 | PA      | $2065.27      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14865 | PA      | $13954.72     | 0.01%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MCCW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       121 | PA      | $121.54       | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MC6H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.11         | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15539 | PA      | $15380.00     | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37726 | PA      | $34366.84     | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9214 | PA      | $8634.98      | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2261 | PA      | $2174.11      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        76 | PA      | $73.18        | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2242 | PA      | $2225.48      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2030 | PA      | $2014.90      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4368 | PA      | $4427.72      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1118 | PA      | $1109.17      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       484 | PA      | $504.69       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $251.38       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1198 | PA      | $1224.45      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2016 | PA      | $1999.51      | 0.00%             | 2037-02-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7U63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3130 | PA      | $3180.06      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2684 | PA      | $2744.51      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1360 | PA      | $1330.00      | 0.00%             | 2037-01-01      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $646.61       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       324 | PA      | $324.81       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       235 | PA      | $235.58       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287QN98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $46.47        | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                        | ASOS PLC                                                                        | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |      3260 | NS      | $20019.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Farfetch Ltd                                                                    | FARFETCH LTD                                                                    | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |      2473 | NS      | $11697.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19335 | PA      | $19240.47     | 0.01%             | 2030-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3522 | NS      | $423837.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                               | FB FINANCIAL CORP                                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1067 | NS      | $38561.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      7423 | NS      | $818756.90    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49029.49     | 0.03%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                      | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $71512.15     | 0.04%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc                                                           | ESCO TECHNOLOGIES INC                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       610 | NS      | $53399.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       391 | NS      | $18345.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                                       | WEST FRASER TIMBER CO LTD                                                       | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |       228 | NS      | $16463.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                 | EQUITY LIFESTYLE PROPERTIES INC                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       927 | NS      | $59884.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                                           | EQUITY BANCSHARES INC                                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       658 | NS      | $21496.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29545.65     | 0.02%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12782.46     | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       931 | NS      | $61064.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                                            | ENPRO INDUSTRIES INC                                                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       166 | NS      | $18042.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56497.08     | 0.03%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25075.33     | 0.02%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4935.18      | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27245.46     | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                                                         | ENERPAC TOOL GROUP CORP                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2045 | NS      | $52045.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                        | ENCORE CAPITAL GROUP INC                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       470 | NS      | $22531.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLUTIONS INC                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4596 | NS      | $83601.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4925.97      | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.35      | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                        | EASTGROUP PROPERTIES INC                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       591 | NS      | $87503.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                                           | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $55685.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                                                                         | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    205000 | PA      | $197568.75    | 0.12%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                       | AXIS CAPITAL HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1214 | NS      | $65762.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                                  | DUTCH BROS INC                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $6427.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                    | DOXIMITY INC                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $19531.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35781.52     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63862 | PA      | $52802.92     | 0.03%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       380 | NS      | $51455.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                                       | DOUBLEVERIFY HOLDINGS INC                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2262 | NS      | $49673.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                    | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       980 | NS      | $47843.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY INC                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1658 | NS      | $101668.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2143 | NS      | $527713.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCIAL INC                                                          | CUSIP: 000000000<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |      4407 | NS      | $204564.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO/THE                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2950 | NS      | $256296.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                                   | DIME COMMUNITY BANCSHARES INC                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $33676.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                                         | DIGITALBRIDGE GROUP INC                                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1116 | NS      | $12209.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32506.25     | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       513 | NS      | $70168.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY CORP                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       879 | NS      | $54067.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                                 | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       885 | NS      | $61640.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FINANCIAL CORP                                                         | CUSIP: 000000000<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      5792 | NS      | $103306.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                                                      | DEFINITIVE HEALTHCARE CORP                                                      | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $6396.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                                     | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       627 | NS      | $46084.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2181 | NS      | $578881.02    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       880 | NS      | $103426.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                | CYTOKINETICS INC                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       195 | NS      | $8934.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       120 | NS      | $29074.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                       | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $53774.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9096.22      | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75784.92     | 0.05%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                         | CROWN CASTLE TOWERS LLC                                                         | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82064.36     | 0.05%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       342 | NS      | $36009.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                                                       | CROSSFIRST BANKSHARES INC                                                       | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1270 | NS      | $15760.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H070613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30000 | PA      | $30811.82     | 0.02%             | 2043-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105000 | PA      | $107386.11    | 0.07%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90000 | PA      | $91430.00     | 0.06%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162000 | PA      | $162905.84    | 0.10%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $22254.54     | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                | QUIDELORTHO CORP                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       496 | NS      | $42492.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13130.84     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      3777 | NS      | $75766.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition Corp                                               | CONYERS PARK III ACQUISITION CORP                                               | CUSIP: 21289P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $10625.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BRANDS INC                                                        | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       144 | NS      | $33372.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       520 | NS      | $61360.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                         | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      2989 | NS      | $201393.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                    | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16252 | PA      | $16044.69     | 0.01%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                    | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68124 | PA      | $66625.58     | 0.04%             | 2042-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                    | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24035 | PA      | $23949.74     | 0.01%             | 2042-03-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                    | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28053 | PA      | $27857.69     | 0.02%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                   | CONFLUENT INC                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      1440 | NS      | $32025.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                                                  | COMMUNITY HEALTHCARE TRUST INC                                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       495 | NS      | $17721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52054.62     | 0.03%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                    | COLD STORAGE TRUST 2020-ICE5                                                    | CUSIP: 193051AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98299 | PA      | $95090.48     | 0.06%             | 2037-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      1833 | NS      | $116597.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                               | Clearwater Analytics Holdings                                                   | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       544 | NS      | $10200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                                                  | CLEARFIELD INC                                                                  | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |        97 | NS      | $9131.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                                | CLEAR SECURE INC                                                                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $59879.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20230224 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3178.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21                                   | CUSIP: 17322MAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $33563.48     | 0.02%             | 2047-05-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60227.52     | 0.04%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45001.60     | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37754.68     | 0.02%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      2800 | NS      | $126644.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                     | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $53291.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                                           | CINEMARK HOLDINGS INC                                                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1138 | NS      | $9855.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy s Holdings Inc                                                             | CHUY'S HOLDINGS INC                                                             | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $30988.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $246973.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $442263.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                                       | CHESAPEAKE UTILITIES CORP                                                       | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $54835.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40781.25     | 0.03%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14812.50     | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20122.70     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11335.97     | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41304.69     | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27126.93     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10838.20     | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Certara Inc                                                                     | CERTARA INC                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $4322.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                                               | CEREVEL THERAPEUTICS HOLDINGS INC                                               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       628 | NS      | $19807.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                                                        | CERIDIAN HCM HOLDING INC                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       109 | NS      | $6992.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86075.00     | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3644 | NS      | $298844.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24683.28     | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24958.38     | 0.02%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-9 Ltd                                                                 | CBAM 2019-9 LTD                                                                 | CUSIP: 14987VAA7<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |    231343 | PA      | $228375.79    | 0.14%             | 2030-02-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                                                    | CATALENT INC                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $36593.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                          | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                          | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $30754.52     | 0.02%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     55000 | PA      | $26262.50     | 0.02%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                       | CARLYLE US CLO 2019-4 LTD                                                       | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242143.75    | 0.15%             | 2035-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $17405.44     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-1                                                  | CARMAX AUTO OWNER TRUST 2021-1                                                  | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $80121.12     | 0.05%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH INC                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6363.87      | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capitol Federal Financial Inc                                                   | CAPITOL FEDERAL FINANCIAL INC                                                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $14756.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14337.54     | 0.01%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21402.98     | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $103781.14    | 0.06%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47131.80     | 0.03%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47429.85     | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                  | CALIFORNIA WATER SERVICE GROUP                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       511 | NS      | $30987.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                                             | CAL-MAINE FOODS INC                                                             | CUSIP: 128030202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       149 | NS      | $8113.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                                              | CADRE HOLDINGS INC                                                              | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       572 | NS      | $11520.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                    | CADENCE BANK                                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1494 | NS      | $36842.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                                      | CACTUS INC                                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       520 | NS      | $26135.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39350.70     | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8914.85      | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $75951.88     | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVRx Inc                                                                        | CVRX INC                                                                        | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $6679.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $23559.70     | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CTS Corp                                                                        | CTS CORP                                                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1326 | NS      | $52270.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     10345 | NS      | $320488.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                                             | CSW INDUSTRIALS INC                                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       258 | NS      | $29909.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL GROUP INC                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14868.75     | 0.01%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                   | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26840 | PA      | $25213.47     | 0.02%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                                 | COMM 2015-CCRE24 MORTGAGE TRUST                                                 | CUSIP: 12593JBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23560.29     | 0.01%             | 2048-08-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-INV1                                                             | CIM TRUST 2021-INV1                                                             | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86845 | PA      | $66344.97     | 0.04%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd                                                         | CIFC FUNDING 2020-I LTD                                                         | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242322.64    | 0.15%             | 2036-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       342 | NS      | $113318.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       416 | NS      | $52195.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                                           | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       494 | NS      | $100163.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                                                      | BUMBLE INC                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       909 | NS      | $19134.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                                     | BRUKER CORP                                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      1115 | NS      | $76210.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FAL5<br>LEI: 549300GR48KUO03W2V88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13970.87     | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1176 | NS      | $657536.88    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30654.89     | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29349.08     | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32195.45     | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                            | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $40131.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROPERTIES LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48972.18     | 0.03%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                                           | BOSTON PROPERTIES INC                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       440 | NS      | $29735.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                                          | BOSTON BEER CO INC/THE                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       217 | NS      | $71505.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       340 | NS      | $35536.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HOLDINGS INC                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19360.00     | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        98 | NS      | $197497.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27515.00     | 0.02%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9483.77      | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10074.41     | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $175960.60    | 0.11%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                                                        | BLUEPRINT MEDICINES CORP                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       683 | NS      | $29922.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                                            | BLUE FOUNDRY BANCORP                                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       741 | NS      | $9521.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                                   | BLACKLINE INC                                                                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       581 | NS      | $39083.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ s Restaurants Inc                                                            | BJ'S RESTAURANTS INC                                                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      1095 | NS      | $28886.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                                           | BILL.COM HOLDINGS INC                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       907 | NS      | $98826.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    186476 | NS      | $101762.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1630 | NS      | $503507.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16129.68     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31276.10     | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16785.30     | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd                                              | BENEFIT STREET PARTNERS CLO XX LTD                                              | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242108.47    | 0.15%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                             | BELLRING BRANDS INC                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2169 | NS      | $55613.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROTHERS GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |      2098 | NS      | $26383.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39639.00     | 0.02%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21467.20     | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53802.70     | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2992 | NS      | $760865.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon PLC                                                                   | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      4637 | NS      | $67990.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193690.60    | 0.12%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                  | BANKUNITED INC                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1365 | NS      | $46369.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45767.10     | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161318.22    | 0.10%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40754.25     | 0.03%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85242.05     | 0.05%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60634.73     | 0.04%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72448.32     | 0.04%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64591.73     | 0.04%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     25152 | NS      | $833034.24    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-CSMO                                          | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99201.94     | 0.06%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust 2022-WSS                                         | BXSC COMMERCIAL MORTGAGE TRUST 2022-WSS                                         | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96685.29     | 0.06%             | 2035-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX TRUST 2021-ARIA                                                              | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $37266.43     | 0.02%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75639 | PA      | $66299.12     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13270.32     | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136872.75    | 0.08%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX                            | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                            | CUSIP: 05493LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23020.60     | 0.01%             | 2038-09-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $21502.50     | 0.01%             | 2034-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HOLDINGS INC                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99948.77     | 0.06%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avid Bioservices Inc                                                            | AVID BIOSERVICES INC                                                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1625 | NS      | $22376.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE PTY LTD                                                         | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $36980.68     | 0.02%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AtriCure Inc                                                                    | ATRICURE INC                                                                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $24009.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       770 | NS      | $99083.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30048.62     | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     11799 | NS      | $799972.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                                    | ASSURANT INC                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       483 | NS      | $60403.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                                             | ASCENDIS PHARMA A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       495 | NS      | $60454.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                                     | ARVINAS INC                                                                     | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $7834.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                                           | ARROW ELECTRONICS INC                                                           | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48260.30     | 0.03%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      8488 | NS      | $63307.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                       | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       219 | NS      | $82963.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIALS INC                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1510 | NS      | $147043.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118800 | PA      | $116731.45    | 0.07%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     18896 | NS      | $2455157.28   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                     | APELLIS PHARMACEUTICALS INC                                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       992 | NS      | $51296.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12790.08     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2326 | NS      | $1193168.22   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25579.89     | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust 2020-5                                                 | ANGEL OAK MORTGAGE TRUST 2020-5                                                 | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11159 | PA      | $9884.06      | 0.01%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89627.26     | 0.06%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Amplitude Inc                                                                   | AMPLITUDE INC                                                                   | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $11862.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       580 | NS      | $152331.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                      | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       526 | NS      | $73492.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGEN CORP                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       870 | NS      | $144167.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-3                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3                                 | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $18479.19     | 0.01%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1                                 | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23000 | PA      | $20579.23     | 0.01%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2746 | NS      | $173657.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      1867 | NS      | $177271.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                                         | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1657 | NS      | $81477.91     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                      | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      4350 | NS      | $190407.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1217 | NS      | $108215.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20254 | NS      | $1701336.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2792 | NS      | $246338.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     25624 | NS      | $2273617.52   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51659.96     | 0.03%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1672 | NS      | $226723.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $260307.28    | 0.16%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $103876.27    | 0.06%             | 2035-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                                                        | ALIGNMENT HEALTHCARE INC                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $20027.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                                            | ALIGN TECHNOLOGY INC                                                            | CUSIP: 016255101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $25729.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       265 | NS      | $23343.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38991.60     | 0.02%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14348.96     | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60896.23     | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      5360 | NS      | $166571.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       914 | NS      | $35115.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                       | AGIOS PHARMACEUTICALS INC                                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       451 | NS      | $12664.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                             | AFFIRM HOLDINGS INC                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1446 | NS      | $13982.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | ADVANCED MICRO DEVICES INC                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      3500 | NS      | $226695.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    175000 | PA      | $173307.75    | 0.11%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                                                   | ADAPTIVE BIOTECHNOLOGIES CORP                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       346 | NS      | $2643.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                               | ASHTEAD GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      2325 | NS      | $132071.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZARD INC                                                         | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1540 | NS      | $117887.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                 | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      7070 | NS      | $131979.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21420.95     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49381.26     | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81087.69     | 0.05%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49471.62     | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2175 | NS      | $351501.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                                         | AZZ INC                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1128 | NS      | $45345.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37408.64     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $167817.24    | 0.10%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abcam PLC                                                                       | ABCAM PLC                                                                       | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |      2796 | NS      | $43505.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE EQUITY SERIES, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President