# EDGAR Filing Document

**Accession Number:** 0000918294
**File Stem:** 0001099263-25-003635
**Filing Date:** 2025-11
**Character Count:** 651412
**Document Hash:** b882fe37f1071abbe103404f0331bff5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003635.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003635

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Equity Series, Inc.
- **CENTRAL INDEX KEY:** 0000918294

**ORGANIZATION NAME:**
- **EIN:** 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:** 251521926

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE 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:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $218934522.89

**Total Liabilities:** $3097003.20

**Net Assets:** $215837519.69

**Assets Attributable to Miscellaneous Securities:** $24655.65

**Delayed Delivery Securities:** $275856.19

**Stand-by Commitments:** $1602397.96

**Cash Not Reported:** $44759.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12.536620 | **1-Year:** -1128.530304 | **5-Year:** -6879.529937 | **10-Year:** -5733.551221 | **30-Year:** -1480.687285

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

- **3-Month:** -7.606279 | **1-Year:** -17.197296 | **5-Year:** -56.250236 | **10-Year:** -13.600830 | **30-Year:** -16.338821

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005442 | 0.41%                | 2.21%                | 2.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $806234.23               | $-273123.25                                |
| Month 2  | $719020.76               | $3575306.19                                |
| Month 3  | $1546855.47              | $2627882.04                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1661 INC D/B/A GOAT SR F CVT PFD STK PP  | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                                         | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1674 | NS      | $1740.96      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3M COMPANY                               | 3M CO                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47023.32     | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                               | 3M CO                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51109.85     | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABB LTD-REG                              | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      4892 | NS      | $354001.41    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                      | ABBOTT LABORATORIES                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3660 | NS      | $490220.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP    | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       142 | NS      | $31.24        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                 | ABN AMRO BANK NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      2820 | NS      | $90464.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCELERANT HOLDINGS-CL A                 | ACCELERANT HOLDINGS                                                             | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |       647 | NS      | $9633.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                        | ADMIRAL GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      3005 | NS      | $135625.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN             | ADVANCED DRAINAGE SYSTEMS INC                                                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       115 | NS      | $15950.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES               | ADVANCED ENERGY INDUSTRIES INC                                                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       129 | NS      | $21948.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN BV                                 | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        77 | NS      | $123899.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                  | AEP TRANSMISSION CO LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10350.32     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                       | AERCAP HOLDINGS NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      1328 | NS      | $160688.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                        | AEROVIRONMENT INC                                                               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        18 | NS      | $5668.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                             | AES CORP/THE                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77324.40     | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                     | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100576.01    | 0.05%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                | AGCO CORP                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10390.56     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                            | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     19000 | NS      | $182095.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                           | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1320 | NS      | $275030.75    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                         | AJINOMOTO CO INC                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      5700 | NS      | $163414.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AKZO NOBEL N.V.                          | AKZO NOBEL NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      1048 | NS      | $74793.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON INC                                | ALCON AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      1391 | NS      | $104623.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON INC                                | ALCON AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      3363 | NS      | $250577.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                 | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.31      | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      4164 | NS      | $93124.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                 | ALIGNMENT HEALTHCARE INC                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4717 | NS      | $82311.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                            | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2187 | NS      | $469439.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13761.54     | 0.01%             | 2030-01-03      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL A                        | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3048 | NS      | $740968.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC CL C                        | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11188 | NS      | $2724837.40   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2297 | NS      | $182587.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                           | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     11952 | NS      | $2624300.64   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                 | AMCOR FLEXIBLES NORTH AMERICA INC                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20194.74     | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                 | AMCOR FLEXIBLES NORTH AMERICA INC                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.35     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                       | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      4708 | NS      | $491421.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1595 | NS      | $529795.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20318.58     | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51371.35     | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                      | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21127.70     | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.09     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                      | AMERICAN TOWER CORP                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5092.92      | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER WORKS CO INC              | AMERICAN WATER WORKS CO INC                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       863 | NS      | $120120.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCAR 2023-1 C                           | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35662.91     | 0.02%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                               | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3351 | NS      | $629988.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPLITUDE INC-CLASS A                    | AMPLITUDE INC                                                                   | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |      2741 | NS      | $29383.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A               | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20167.78     | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A               | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20428.74     | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A D 144A                      | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99895.51     | 0.05%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC               | AMYLYX PHARMACEUTICALS INC                                                      | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $8942.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                       | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2109 | NS      | $518181.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN             | ANNALY CAPITAL MANAGEMENT INC                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      6725 | NS      | $135912.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                          | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      7606 | NS      | $282866.56    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                   | ANZ GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      7377 | NS      | $161988.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A              | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9931.76      | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A              | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10111.65     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                           | API GROUP CORP                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      3433 | NS      | $117992.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC             | APOLLO GLOBAL MANAGEMENT INC                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       910 | NS      | $121275.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                     | APPALACHIAN POWER CO                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10457.02     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     12292 | NS      | $3129911.96   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED DIGITAL CORP                     | APPLIED DIGITAL CORP                                                            | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       640 | NS      | $14681.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                            | APPLOVIN CORP                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15438.38     | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCELLX INC                              | ARCELLX INC                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $69374.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                               | ARCOSA INC                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       353 | NS      | $33079.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A            | ARES STRATEGIC INCOME FUND                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15102.87     | 0.01%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                          | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       221 | NS      | $163000.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                      | ARISTA NETWORKS INC                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1450 | NS      | $211279.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.12      | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                  | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.68     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S - ADR                | ASCENDIS PHARMA A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |        89 | NS      | $17694.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PLC                        | ASHTEAD GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       768 | NS      | $51503.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                               | ASICS CORP                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      6300 | NS      | $164855.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                          | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       644 | NS      | $628020.47    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                       | ASML HOLDING NV                                                                 | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       190 | NS      | $183937.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                 | ASPEN INSURANCE HOLDINGS LTD                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20950.50     | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC-SPONS ADR                | ASTRAZENECA PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8310 | NS      | $637543.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37877.95     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T INC                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24892.55     | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATAI LIFE SCIENCES NV                    | ATAI LIFE SCIENCES NV                                                           | CUSIP: 000000000<br>LEI: 391200Z8UWPJSNBNCA11 | Long             | EC               | CORP              | NL        |      1179 | NS      | $6236.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A               | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51546.25     | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS IN-C             | ATLANTA BRAVES HOLDINGS INC                                                     | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $35517.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                    | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10268.34     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                        | ATMOS ENERGY CORP                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2228 | NS      | $380431.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIE             | ATMUS FILTRATION TECHNOLOGIES INC                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $32825.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AURORA INNOVATION INC                    | AURORA INNOVATION INC                                                           | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |      4220 | NS      | $22745.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                          | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1570 | NS      | $193965.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        97 | NS      | $416153.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XCAP 2024-1A A2 144A                     | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34440 | PA      | $34595.06     | 0.02%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVANTOR INC                              | AVANTOR INC                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $3294.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                  | AVIDITY BIOSCIENCES INC                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       765 | NS      | $33331.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                     | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99659.14     | 0.05%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                | AVIVA PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     16775 | NS      | $155182.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                   | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      5512 | NS      | $264328.03    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS INC                  | AXSOME THERAPEUTICS INC                                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       153 | NS      | $18581.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                  | AZZ INC                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       628 | NS      | $68533.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                         | BADGER METER INC                                                                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       104 | NS      | $18572.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDWIN INSURANCE GROUP INC/             | BALDWIN INSURANCE GROUP INC/THE                                                 | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $26573.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                | BALL CORP                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6413 | NS      | $323343.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                 | BALTIMORE GAS AND ELECTRIC CO                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15531.75     | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANC OF CALIFORNIA INC                   | BANC OF CALIFORNIA INC                                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      3564 | NS      | $58984.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA             | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     10180 | NS      | $196164.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                       | BANCO SANTANDER SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     30718 | NS      | $322364.48    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47104.16     | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61651.93     | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196111.96    | 0.09%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37581.66     | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     12734 | NS      | $656947.06    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK5 2024-5YR12 A3                      | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $21057.59     | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     35518 | NS      | $182751.68    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                  | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      1778 | NS      | $88836.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                         | BAT CAPITAL CORP                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51710.55     | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                   | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $375.00       | 0.00%             | 2034-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES              | BE SEMICONDUCTOR INDUSTRIES NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       660 | NS      | $98822.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                        | BEL FUSE INC                                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |        95 | NS      | $13396.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                      | BELLRING BRANDS INC                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       116 | NS      | $4216.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B              | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1659 | NS      | $834045.66    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                 | BETH ISRAEL LAHEY HEALTH INC                                                    | CUSIP: 08661UAC0<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25246.08     | 0.01%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW A 144A                     | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                         | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.05%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                         | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3276 | NS      | $90756.23     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                            | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3514 | NS      | $98164.37     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BICARA THERAPEUTICS INC                  | BICARA THERAPEUTICS INC                                                         | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $2179.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BINOM 2021-INV1 A1 144A                  | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48314 | PA      | $43930.67     | 0.02%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES-A                   | BIO-RAD LABORATORIES INC                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |        37 | NS      | $10374.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                          | BIO-TECHNE CORP                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       640 | NS      | $35603.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                    | BIOLIFE SOLUTIONS INC                                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      2201 | NS      | $56147.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                  | BIRKENSTOCK HOLDING PLC                                                         | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |      1315 | NS      | $59503.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ S WHOLESALE CLUB HOLDINGS             | BJ'S WHOLESALE CLUB HOLDINGS INC                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       353 | NS      | $32917.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS I             | BLACK DIAMOND THERAPEUTICS INC                                                  | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3031 | NS      | $11487.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK ROCK COFFEE BAR INC-A              | BLACK ROCK COFFEE BAR INC                                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $8875.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE FOUNDRY BANCORP                     | BLUE FOUNDRY BANCORP                                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       755 | NS      | $6862.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27212.35     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20983.94     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                            | BOEING CO/THE                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     74000 | PA      | $84161.16     | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO/THE                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22167.60     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | BOEING CO/THE                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25345.10     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                        | BON SECOURS MERCY HEALTH INC                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14591.46     | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                     | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        76 | NS      | $410344.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                   | BOOT BARN HOLDINGS INC                                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       112 | NS      | $18560.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS             | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1485 | NS      | $148425.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41583.40     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27217.87     | 0.01%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY 144A                  | BOSTON GAS CO                                                                   | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15385.43     | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRC INC-A                                | BRC INC                                                                         | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4266 | NS      | $6654.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HGVGI 2019-A A 144A                      | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13885 | PA      | $13747.77     | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                     | BRIDGEBIO PHARMA INC                                                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       590 | NS      | $30644.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                   | BRIDGEPOINT GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |     21279 | NS      | $87772.34     | 0.04%             |  |  |  | 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        |       236 | NS      | $25622.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES             | BRIGHTSPRING HEALTH SERVICES INC                                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $44162.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.01     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34848.59     | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                   | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4988.49      | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25090.45     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60283.68     | 0.03%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39919.60     | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36286.32     | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                             | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6757 | NS      | $2229201.87   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIO             | BROADRIDGE FINANCIAL SOLUTIONS INC                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       837 | NS      | $199348.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                          | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      2561 | NS      | $175720.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP CVT 6.375% 9/28              | BRUKER CORP                                                                     | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       111 | NS      | $30169.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                             | BT GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |     80772 | NS      | $207801.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                 | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YO0398140<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     50000 | PA      | $59162.60     | 0.03%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BULLISH                                  | BULLISH                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       127 | NS      | $8078.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |      4126 | NS      | $130411.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                 | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40022.28     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                    | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       131 | NS      | $33339.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX 2024-GPA3 A 144A                      | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43626 | PA      | $43735.16     | 0.02%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                      | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76042 | PA      | $76136.57     | 0.04%             | 2041-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                      | BX TRUST 2025-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99843.75     | 0.05%             | 2035-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CACTUS INC - A                           | CACTUS INC                                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       509 | NS      | $20090.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                             | CADENCE BANK                                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1686 | NS      | $63292.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA 144A                        | CAIXABANK SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222818.60    | 0.10%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                        | CAIXABANK SA                                                                    | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201845.80    | 0.09%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GRP             | CALIFORNIA WATER SERVICE GROUP                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       816 | NS      | $37446.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XQZ5 CAN 5YR BOND FUT  DEC25             | CAN 5YR BOND FUT  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -1 | NC      | $-971.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANVA COMMON STOCK PP                    | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $32922.80     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP               | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       382 | NS      | $81205.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9324.14      | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5646.74      | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                     | CAPSTONE COPPER CORP                                                            | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |      4447 | NS      | $37769.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARIS LIFE SCIENCES INC                  | CARIS LIFE SCIENCES INC                                                         | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       980 | NS      | $29645.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2022-1 D                           | CARMAX AUTO OWNER TRUST 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19787.04     | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                           | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5085.71      | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 A3                          | CARMAX AUTO OWNER TRUST 2024-3                                                  | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30351.05     | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A A3                           | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15180.41     | 0.01%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                            | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15246.19     | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 C                          | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                          | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34394.40     | 0.02%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                     | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20237.60     | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A4                         | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35679.89     | 0.02%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                          | CARVANA AUTO RECEIVABLES TRUST 2025-P3                                          | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $4982.08      | 0.00%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                          | CARVANA CO                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     19176 | PA      | $20062.89     | 0.01%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                               | CARVANA CO                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      2105 | NS      | $794090.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                          | CARVANA CO                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     26062 | PA      | $29515.20     | 0.01%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC-A              | CASELLA WASTE SYSTEMS INC                                                       | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       601 | NS      | $57022.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                          | CATERPILLAR INC                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1060 | NS      | $505779.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                           | CAVA GROUP INC                                                                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $1087.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                  | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       277 | NS      | $67934.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                        | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15243.18     | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HO             | CCC INTELLIGENT SOLUTIONS HOLDINGS INC                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2547 | NS      | $23203.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                       | CDX IG CDST S45 5Y 15-100 12/20/2030                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $43564.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                     | CDX IG S44 PAY 60 10/15/2025 CHAS                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $298.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                     | CDX IG S44 PAY 70 10/15/2025 CHAS                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-115.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                  | CECO ENVIRONMENTAL CORP                                                         | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       206 | NS      | $10547.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14455.00     | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11330.00     | 0.01%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                 | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35743.75     | 0.02%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CELLEBRITE DI LTD                        | CELLEBRITE DI LTD                                                               | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |      4814 | NS      | $89203.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLINK CORP SERIES D CVT PFD STOCK PP   | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       252 | NS      | $161.28       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLNEX TELECOM SA                       | CELLNEX TELECOM SA                                                              | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $109402.68    | 0.05%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                              | CENCORA INC                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1955 | NS      | $610996.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51031.69     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | CENTENE CORP                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9787.17      | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHAMPION HOMES INC                       | CHAMPION HOMES INC                                                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $14892.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                    | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      7689 | NS      | $734068.83    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                 | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $25635.67     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                      | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228406 | PA      | $229358.25    | 0.11%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHECKR INC CVT PFD SR C PP               | CHECKR INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       900 | NS      | $5526.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC COMMON STOCK PP               | CHECKR INC COMMON STOCK PP                                                      | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $3647.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC CVT PFD SR D PP               | CHECKR INC CVT PFD SR D PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1200 | NS      | $7368.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                | CHESAPEAKE UTILITIES CORP                                                       | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       659 | NS      | $88760.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                             | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2408 | NS      | $373938.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO 144A            | CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP              | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15245.58     | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A               | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $202202.46    | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC               | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2938 | NS      | $115140.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       711 | NS      | $200679.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD             | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      4500 | NS      | $199505.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20810.80     | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       773 | NS      | $222817.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                          | CIGNA GROUP/THE                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15041.07     | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                              | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $58293.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15151.83     | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46029.92     | 0.02%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1791 | NS      | $181786.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                            | CITIGROUP INC                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71385.09     | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| LA CA ARPTS REV BUILD AMER DIR PMT C     | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                      | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10863.15     | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                   | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61125 | PA      | $61338.78     | 0.03%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS HDS-A               | CLEARWATER ANALYTICS HOLDINGS INC                                               | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1649 | NS      | $29714.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEERLY SER C CVT PFD STK PP             | CLEERLY SER C CVT PFD STK PP                                                    | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       413 | NS      | $4865.14      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | CLP/USD FWD 20251107 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CL        |         1 | NC      | $1092.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | CME - USD IRS 4/24/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-8131.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | CME - USD IRS 4/30/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1607.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | CME - USD IRS 5/16/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-35487.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                            | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       473 | NS      | $127799.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | CME-CLP IRS 10/1/27 REC FIX MSLN_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-130.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | CME-USD IRS 7/2/35 PAY FIX GSIL_C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2067.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | CME-USD IRS 9/2/35 PAY FIX CITI_C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-190.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                  | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10179.62     | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                         | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      3252 | NS      | $215672.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COFINIMMO                                | COFINIMMO SA                                                                    | CUSIP: BM7559321<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $103255.35    | 0.05%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                     | COLGATE-PALMOLIVE CO                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5529 | NS      | $441988.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC         | COLLIERS INTERNATIONAL GROUP INC                                                | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       382 | NS      | $59672.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2020-3 B2 144A                      | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99400.19     | 0.05%             | 2065-04-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC              | COLUMBIA BANKING SYSTEM INC                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2657 | NS      | $68391.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A            | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41260.28     | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52719.84     | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58729.26     | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                             | COMCAST CORP                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42915.46     | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP-CLASS A                     | COMCAST CORP                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1108 | NS      | $34813.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2016-CR28 AHR                       | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23768 | PA      | $23678.24     | 0.01%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                      | COMMONSPIRIT HEALTH                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4610.88      | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                        | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     10106 | NS      | $344470.69    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35518.67     | 0.02%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA GROUP HOLDINGS PAR             | CONCENTRA GROUP HOLDINGS PARENT INC                                             | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1458 | NS      | $30515.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE 2024-DFW1 A 144A                    | CONE TRUST 2024-DFW1                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $44964.34     | 0.02%             | 2041-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC-CLASS A                    | CONFLUENT INC                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       941 | NS      | $18631.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAS 2025-R02 1A1 144A                    | CONNECTICUT AVENUE SECURITIES TRUST 2025-R02                                    | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9716 | PA      | $9728.03      | 0.00%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                           | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6760 | NS      | $639428.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                     | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       389 | NS      | $128008.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                 | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15182.37     | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                 | CORCEPT THERAPEUTICS INC                                                        | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |        10 | NS      | $831.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9845.56      | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42872.00     | 0.02%             | 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        |      6186 | NS      | $198261.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.73     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A             | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10278.38     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CORPAY INC                               | CORPAY INC                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       447 | NS      | $128762.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54395.98     | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11280.96     | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COVESTRO AG-TEND                         | COVESTRO AG                                                                     | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |      1539 | NS      | $105367.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANE CO                                 | CRANE CO                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       156 | NS      | $28725.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRB GROUP SERIES D CVT PFD STOCK PP      | CRB GROUP                                                                       | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |        81 | NS      | $5265.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB GROUP INC PP                         | CRB GROUP INC PP                                                                | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |        85 | NS      | $5525.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| XROAD 2024-A A2 144A                     | CROSSROADS ASSET TRUST 2024-A                                                   | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32104 | PA      | $32531.14     | 0.02%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A             | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       194 | NS      | $95133.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                         | CROWN CASTLE INC                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26364.25     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                      | CSW INDUSTRIALS INC                                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |        98 | NS      | $23789.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                 | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1184 | NS      | $42043.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1768 | NS      | $71886.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                 | CURBLINE PROPERTIES CORP                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      2635 | NS      | $58760.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                 | CVC CAPITAL PARTNERS PLC                                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |      5435 | NS      | $94901.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2049.49      | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15142.92     | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74511.70     | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15686.46     | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42543.14     | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                    | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $73743.73     | 0.03%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                         | CYTOKINETICS INC                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2035 | NS      | $111843.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc Lockup Shs PP    | Caris Life Sciences, Inc. IPO                                                   | CUSIP: 000000000<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |       822 | NS      | $24865.50     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                             | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1034 | NS      | $205000.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                     | DANSKE BANK A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $208176.00    | 0.10%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP         | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       192 | NS      | $28800.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP        | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       411 | NS      | $61650.00     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP        | DATABRICKS SER I CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        51 | NS      | $7650.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                    | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       260 | NS      | $37024.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                   | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      6022 | NS      | $238819.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                  | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      1275 | NS      | $82074.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                          | DEERE & CO                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52452.75     | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                               | DEERE & CO                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1878 | NS      | $858734.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                  | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      3757 | NS      | $193100.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP LOCKUP SHS       | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T407<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |       204 | NS      | $9960.85      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DEFT 2024-1 C 144A                       | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106842.12    | 0.05%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                      | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100726.82    | 0.05%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                  | DENALI THERAPEUTICS INC                                                         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      2218 | NS      | $32205.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESCARTES SYSTEMS GRP/THE                | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |       909 | NS      | $85655.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                               | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      5106 | NS      | $122174.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52067.77     | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66218.17     | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC            | DIME COMMUNITY BANCSHARES INC                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $38063.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                              | DIPLOMA PLC                                                                     | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |       459 | NS      | $32853.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                    | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14190 | PA      | $14252.33     | 0.01%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                    | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5054.54      | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                             | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     10904 | NS      | $297199.41    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD STATE BANK                       | DOGWOOD STATE BANK                                                              | CUSIP: 25660B103<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |       587 | NS      | $13823.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                          | DOLLAR TREE INC                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      3755 | NS      | $354359.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                         | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       997 | NS      | $271174.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWLAIS GROUP PLC                        | DOWLAIS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |     33072 | NS      | $35666.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOXIMITY INC-CLASS A                     | DOXIMITY INC                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $585.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE 2021-3 D 144A                      | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65318 | PA      | $64478.00     | 0.03%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 B                           | DRIVE AUTO RECEIVABLES TRUST 2025-2                                             | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14973.20     | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60565 | PA      | $58515.56     | 0.03%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HONK 2019-1A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22806 | PA      | $22796.71     | 0.01%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41145.88     | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61381.26     | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10171.63     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                         | DUKE ENERGY CORP                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19856.98     | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUOLINGO                                 | DUOLINGO INC                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $18344.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC-CLASS A                   | DUTCH BROS INC                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $32084.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                    | DYNE THERAPEUTICS INC                                                           | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $4123.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A            | EAGLE FUNDING LUXCO SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $253952.50    | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                    | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       817 | NS      | $86969.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                   | EASTERN BANKSHARES INC                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      2442 | NS      | $44322.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                 | EASTGROUP PROPERTIES INC                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       194 | NS      | $32836.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                               | ECOLAB INC                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       620 | NS      | $169793.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                  | EDENRED SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      1839 | NS      | $43795.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | ELANCO ANIMAL HEALTH INC                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      5458 | NS      | $109924.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EHGVT 2023-A A 144A                      | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52542 | PA      | $54266.90     | 0.03%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP            | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      8559 | NS      | $221647.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A            | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20343.10     | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                    | ELEMENT SOLUTIONS INC                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      2238 | NS      | $56330.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25399.38     | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18258.82     | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       548 | NS      | $177069.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20304.64     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                           | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       723 | NS      | $551649.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ELM20 2022-7A AR 144A                    | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250450.31    | 0.12%             | 2037-01-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | ENCOMPASS HEALTH CORP                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       770 | NS      | $97805.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE                                    | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      9943 | NS      | $213740.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA 144A                            | ENGIE SA                                                                        | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207352.80    | 0.10%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                | ENPRO INC                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       248 | NS      | $56048.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                             | ENTEGRIS INC                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       828 | NS      | $76556.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EFF 2024-1 A3 144A                       | ENTERPRISE FLEET FINANCING 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50948.35     | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20414.14     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30685.74     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EPIRUS INC SERIES C-2 CVT PFD STOCK PP   | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1914 | NS      | $6928.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Epirus SERIES D CVT PFD STOCK PP         | EPIRUS SERIES D CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       467 | NS      | $1690.54      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUIFAX INC                              | EQUIFAX INC                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1135 | NS      | $291161.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                              | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      8966 | NS      | $218645.94    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A            | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25499.80     | 0.01%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A            | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9926.59      | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A            | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.42      | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC - CL A             | EQUITY BANCSHARES INC                                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       796 | NS      | $32397.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                               | ERASCA INC                                                                      | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3949 | NS      | $8608.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                      | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1533 | NS      | $150697.80    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1179 | NS      | $131741.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                    | ESCO TECHNOLOGIES INC                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       193 | NS      | $40744.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                 | ESSEX PROPERTY TRUST INC                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       616 | NS      | $164878.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                         | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       603 | NS      | $196429.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ETORO GROUP LTD-A                        | ETORO GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |       406 | NS      | $16755.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | EUR/USD FWD 20251121 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $283.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | EUR/USD FWD 20251121 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2475.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25             | EURO-BOBL FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $-39.52       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25             | EURO-BTP FUTURE   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-2902.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25             | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-1411.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2022-3A C                           | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2854 | PA      | $2855.65      | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                           | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10187.58     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1813 | NS      | $192613.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29973.84     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                       | EXPAND ENERGY CORP                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30451.68     | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | EXPAND ENERGY CORP                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29378.22     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35637.00     | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                   | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15040.61     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      1506 | NS      | $169801.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNS 319 2                                | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       238 | PA      | $29.29        | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNS 435 C24                              | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86342 | PA      | $11125.02     | 0.01%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0204A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $137827.16    | 0.06%             | 2035-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0406A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145000 | PA      | $136642.56    | 0.06%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255000 | PA      | $205469.91    | 0.10%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $231894.73    | 0.11%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $202161.50    | 0.09%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA OCT                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25539.69     | 0.01%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       587 | PA      | $622.68       | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       469 | PA      | $419.43       | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8136 | PA      | $7949.81      | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2808 | PA      | $2650.27      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2891 | PA      | $3007.93      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       418 | PA      | $427.27       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9937 | PA      | $9924.08      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45205 | PA      | $41542.06     | 0.02%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13348 | PA      | $12521.08     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       945 | PA      | $966.66       | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15809 | PA      | $12868.02     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24609 | PA      | $19908.76     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21500 | PA      | $21255.27     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7773 | PA      | $7301.27      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3549 | PA      | $3690.89      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13261 | PA      | $13061.09     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2751 | PA      | $2813.33      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       398 | PA      | $380.50       | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418MHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1307 | PA      | $1337.75      | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2232 | PA      | $2284.67      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2002 | PA      | $2050.44      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1533 | PA      | $1594.67      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10492 | PA      | $10312.56     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2916 | PA      | $2751.51      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3264 | PA      | $3265.83      | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44035 | PA      | $44659.05     | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138W9ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2775 | PA      | $2735.64      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31413CMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2567 | PA      | $2696.98      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                 | FANNIE MAE POOL                                                                 | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1110 | PA      | $1141.00      | 0.00%             | 2036-08-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115357 | PA      | $94079.65     | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14403 | PA      | $13018.02     | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19918 | PA      | $17201.59     | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1976 | PA      | $2003.20      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7315 | PA      | $6904.37      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2519 | PA      | $2164.54      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10134 | PA      | $9383.28      | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4077 | PA      | $3856.03      | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5325 | PA      | $5025.87      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       381 | PA      | $395.83       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20772 | PA      | $19606.37     | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20321 | PA      | $18427.26     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84387 | PA      | $77548.77     | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $113.14       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4553 | PA      | $4294.00      | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18354 | PA      | $15031.04     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XKXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20728 | PA      | $17639.40     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28283 | PA      | $28101.33     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9342 | PA      | $8833.27      | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20083 | PA      | $20573.30     | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138A2WY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1402 | PA      | $1368.15      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3775 | PA      | $3839.73      | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2428 | PA      | $2486.07      | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $976.62       | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38924 | PA      | $32788.45     | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XBQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12111 | PA      | $11970.89     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37708 | PA      | $36674.70     | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7003 | PA      | $6350.46      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1277 | PA      | $1294.52      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7251 | PA      | $7229.49      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25433 | PA      | $23390.03     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1326 | PA      | $1375.22      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39276 | PA      | $33423.55     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10613 | PA      | $9973.46      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15972 | PA      | $13745.20     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3030 | PA      | $2954.50      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1204 | PA      | $1252.21      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1448 | PA      | $1504.95      | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       306 | PA      | $309.58       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1220 | PA      | $1151.30      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XKQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16209 | PA      | $15242.42     | 0.01%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181047 | PA      | $147370.37    | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10463 | PA      | $10157.07     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140LSJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53139 | PA      | $50180.88     | 0.02%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       451 | PA      | $457.70       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3400 | PA      | $3232.58      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5566 | PA      | $5113.16      | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QHHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20844 | PA      | $18631.50     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31407SFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1030 | PA      | $1069.83      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3888 | PA      | $3576.50      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       286 | PA      | $279.62       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2989 | PA      | $3163.34      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6331 | PA      | $6610.05      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8234 | PA      | $8432.29      | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11975 | PA      | $11671.64     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30441 | PA      | $25905.05     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1869 | PA      | $1969.28      | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27968 | PA      | $25022.41     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XN2F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46826 | PA      | $38246.46     | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5459 | PA      | $5023.39      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21036 | PA      | $18528.14     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402CWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2204 | PA      | $2224.74      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26596 | PA      | $26450.71     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       222 | PA      | $233.41       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20349 | PA      | $18090.74     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16194 | PA      | $16140.21     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       559 | PA      | $581.75       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8993 | PA      | $8245.06      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12887 | PA      | $12251.68     | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3987 | PA      | $3877.91      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11019 | PA      | $9974.50      | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       388 | PA      | $400.76       | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6689 | PA      | $6065.21      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15081 | PA      | $13024.33     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26163 | PA      | $21258.31     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       440 | PA      | $456.61       | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       812 | PA      | $859.72       | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5808 | PA      | $5481.86      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31405NXC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       254 | PA      | $261.02       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6925 | PA      | $7183.39      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20359 | PA      | $18798.83     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1350 | PA      | $1358.88      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99004 | PA      | $85316.23     | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33223 | PA      | $32298.33     | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1134 | PA      | $1141.02      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25568 | PA      | $25250.41     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16801 | PA      | $17069.14     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26252 | PA      | $26569.44     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J7SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6453 | PA      | $6391.92      | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3910 | PA      | $3839.38      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12446 | PA      | $12774.20     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27879 | PA      | $22752.26     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356695 | PA      | $289038.67    | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58258 | PA      | $58759.79     | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       355 | PA      | $369.04       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1922 | PA      | $1839.15      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15033 | PA      | $13822.91     | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43920 | PA      | $35653.68     | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15380 | PA      | $13899.26     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33839 | PA      | $31115.40     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       410 | PA      | $426.69       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5519 | PA      | $5367.57      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22654 | PA      | $20818.00     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14671 | PA      | $14134.72     | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1026 | PA      | $1038.21      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11011 | PA      | $10956.36     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4521 | PA      | $4703.88      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403C5F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       592 | PA      | $615.50       | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3944 | PA      | $3409.03      | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       136 | PA      | $140.72       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102503 | PA      | $87568.67     | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       486 | PA      | $506.54       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4928 | PA      | $4651.56      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       201 | PA      | $211.34       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6074 | PA      | $5676.79      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10991 | PA      | $11190.22     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       417 | PA      | $426.49       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117850 | PA      | $100654.23    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10172 | PA      | $9601.11      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24472 | PA      | $24894.24     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1853 | PA      | $1826.51      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30087 | PA      | $29970.08     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10199 | PA      | $9377.32      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122567 | PA      | $99247.77     | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7515 | PA      | $7090.47      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6469 | PA      | $6309.34      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29539 | PA      | $27159.87     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8210 | PA      | $7990.80      | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1194 | PA      | $1097.43      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1758 | PA      | $1852.69      | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151889 | PA      | $157390.49    | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14779 | PA      | $14404.83     | 0.01%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2871 | PA      | $2637.69      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       632 | PA      | $614.92       | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33402 | PA      | $33978.40     | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65167 | PA      | $55766.59     | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17411 | PA      | $16398.90     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       305 | PA      | $318.63       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23519 | PA      | $22898.67     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       591 | PA      | $615.03       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9226 | PA      | $8973.43      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31411BB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1107 | PA      | $1142.10      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3720 | PA      | $3734.52      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44239 | PA      | $42355.97     | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5843 | PA      | $5511.91      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EGVB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2983 | PA      | $3051.62      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8727 | PA      | $8729.98      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19418 | PA      | $17554.68     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4649 | PA      | $4529.77      | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1745 | PA      | $1795.11      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1882 | PA      | $1604.27      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26746 | PA      | $27192.31     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3400 | PA      | $3477.29      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       811 | PA      | $843.89       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60211 | PA      | $58716.62     | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12081 | PA      | $10921.19     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29890 | PA      | $29757.86     | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3000 | PA      | $3159.22      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54107 | PA      | $45658.16     | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10182 | PA      | $9605.04      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1708 | PA      | $1793.63      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12384 | PA      | $10477.29     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26854 | PA      | $26021.65     | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82458 | PA      | $84856.69     | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140F9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10147 | PA      | $9200.84      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138LY2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       573 | PA      | $567.18       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13883 | PA      | $12550.58     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5035 | PA      | $5039.98      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18998 | PA      | $19664.32     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3082 | PA      | $3081.51      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69614 | PA      | $72145.61     | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10157 | PA      | $9346.34      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4178 | PA      | $4347.51      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9806 | PA      | $8856.05      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       586 | PA      | $557.06       | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       976 | PA      | $999.45       | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1211 | PA      | $1215.73      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58257 | PA      | $49853.44     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       204 | PA      | $212.41       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ELLY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3659 | PA      | $3793.51      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       538 | PA      | $558.69       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22913 | PA      | $21651.59     | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31385XBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       331 | PA      | $339.80       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       741 | PA      | $758.32       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4345 | PA      | $4228.05      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68372 | PA      | $70898.54     | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       598 | PA      | $621.18       | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36287 | PA      | $29717.33     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WCXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1327 | PA      | $1249.05      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34950 | PA      | $36298.07     | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85014 | PA      | $87582.77     | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129415 | PA      | $105072.66    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2039 | PA      | $2076.12      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6508 | PA      | $6142.98      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11940 | PA      | $10762.15     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5456 | PA      | $5520.42      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5131 | PA      | $5247.89      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12207 | PA      | $12501.01     | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88182 | PA      | $90230.87     | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1178 | PA      | $1241.20      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       192 | PA      | $199.76       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       906 | PA      | $958.96       | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       992 | PA      | $1040.13      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27032 | PA      | $26937.76     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1977 | PA      | $2027.36      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       369 | PA      | $389.28       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1085 | PA      | $1056.91      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10777 | PA      | $9113.64      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8640 | PA      | $7834.66      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2820 | PA      | $2971.68      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3844 | PA      | $3534.36      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4139 | PA      | $3906.94      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7688 | PA      | $7386.97      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3943 | PA      | $3947.30      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78884 | PA      | $66999.06     | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EHGP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1320 | PA      | $1321.02      | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46847 | PA      | $37924.07     | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4168 | PA      | $4184.49      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2189 | PA      | $2277.92      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4230 | PA      | $4249.40      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       455 | PA      | $478.01       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7655 | PA      | $6576.39      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3677 | PA      | $3454.33      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24183 | PA      | $24178.93     | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20963 | PA      | $18957.32     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39427 | PA      | $32252.12     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8418 | PA      | $8221.91      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7341 | PA      | $6684.20      | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1050 | PA      | $990.31       | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 31418EJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18027 | PA      | $16951.90     | 0.01%             | 2037-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7444 | PA      | $7026.04      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6576 | PA      | $6573.33      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22751 | PA      | $19230.02     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2385 | PA      | $2481.33      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1024 | PA      | $1038.54      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35552 | PA      | $36858.33     | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140XNHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59290 | PA      | $61289.12     | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43149 | PA      | $36587.90     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1896 | PA      | $1973.29      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       829 | PA      | $829.33       | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3571 | PA      | $3453.75      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31371LFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1732 | PA      | $1797.33      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       364 | PA      | $383.13       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21946 | PA      | $18662.66     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FANNIE MAE POOL                                                                 | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37759 | PA      | $38361.64     | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-97 AI                           | FANNIE MAE REMICS                                                               | CUSIP: 3136BDEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157316 | PA      | $22104.41     | 0.01%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP | FARMERS BUSINESS NETWORK INC CVT SR D PP                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |       195 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FB FINANCIAL CORP                        | FB FINANCIAL CORP                                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       813 | NS      | $45316.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                      | FEDERAL SIGNAL CORP                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       371 | NS      | $44145.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                 | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14893.52     | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                 | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5024.50      | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2200 | NS      | $98010.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIREFLY AEROSPACE INC                    | FIREFLY AEROSPACE INC                                                           | CUSIP: 31816X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $4075.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                 | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45113.85     | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                 | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48095.66     | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34376.48     | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6284.87      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                 | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15027.96     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTSERVICE CORP                        | FIRSTSERVICE CORP                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |       326 | NS      | $62099.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE STAR BANCORP                        | FIVE STAR BANCORP                                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1073 | NS      | $34550.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP COMMUNITIES REIT UT             | FLAGSHIP COMMUNITIES REIT                                                       | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |      1564 | NS      | $29716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR FINANCIAL INC                   | FLAGSTAR BANK NA                                                                | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      2601 | NS      | $30041.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEXE SERIES C CVT PFD STOCK PP          | FLEXE SERIES C CVT PFD STOCK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       445 | NS      | $2331.80      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLEXE SERIES D CVT PFD STOCK PP          | FLEXE SERIES D CVT PFD STOCK PP                                                 | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       138 | NS      | $723.12       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A             | FLOOR & DECOR HOLDINGS INC                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       565 | NS      | $41640.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORDO 2022-C C                           | FORD CREDIT AUTO OWNER TRUST 2022-C                                             | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25156.66     | 0.01%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                      | FORD CREDIT AUTO OWNER TRUST 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101762.52    | 0.05%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213879.20    | 0.10%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A            | FORTITUDE GROUP HOLDINGS LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25914.78     | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                       | FRANCO-NEVADA CORP                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |       208 | NS      | $46365.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3176 | PA      | $3000.34      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6985 | PA      | $7027.62      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       174 | PA      | $182.86       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28027 | PA      | $25811.42     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1055 | PA      | $1081.45      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3991 | PA      | $3999.08      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       248 | PA      | $258.95       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1501 | PA      | $1504.85      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       191 | PA      | $183.52       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       118 | PA      | $114.85       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2745 | PA      | $2662.62      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11192 | PA      | $10304.78     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3575 | PA      | $3492.28      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1108 | PA      | $1110.40      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1765 | PA      | $1827.28      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       123 | PA      | $120.11       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1561 | PA      | $1571.87      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       146 | PA      | $149.50       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6698 | PA      | $6537.81      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1608 | PA      | $1569.18      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7047 | PA      | $6668.75      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2966 | PA      | $3041.25      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJWW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2281 | PA      | $2198.01      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9416 | PA      | $8670.51      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8927 | PA      | $8427.25      | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12089 | PA      | $12100.34     | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        56 | PA      | $55.00        | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1948 | PA      | $1997.65      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       287 | PA      | $302.60       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4693 | PA      | $4434.92      | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1470 | PA      | $1479.68      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10531 | PA      | $10278.42     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7160 | PA      | $6765.87      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1397 | PA      | $1366.85      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2931 | PA      | $2856.94      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       772 | PA      | $774.52       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       289 | PA      | $289.72       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1771 | PA      | $1775.38      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       786 | PA      | $805.67       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6827 | PA      | $6644.05      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2673 | PA      | $2526.25      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1007 | PA      | $1031.71      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24149 | PA      | $22816.30     | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       291 | PA      | $298.25       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7U63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1858 | PA      | $1903.28      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       182 | PA      | $190.40       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11379 | PA      | $10767.25     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       648 | PA      | $661.71       | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       612 | PA      | $628.83       | 0.00%             | 2037-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21548 | PA      | $21919.55     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78698 | PA      | $76679.47     | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5427 | PA      | $4606.12      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5703 | PA      | $5858.14      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82584 | PA      | $83944.60     | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31062 | PA      | $30956.32     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35662 | PA      | $30279.38     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54180 | PA      | $46072.42     | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113045 | PA      | $91536.71     | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CXJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30526 | PA      | $29887.18     | 0.01%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18551 | PA      | $17060.67     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111511 | PA      | $94097.36     | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20625 | PA      | $18982.49     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45530 | PA      | $39605.37     | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6625 | PA      | $5997.36      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13049 | PA      | $10541.76     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16558 | PA      | $15892.25     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18243 | PA      | $16786.47     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20678 | PA      | $19053.79     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65000 | PA      | $67501.89     | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22675 | PA      | $23036.56     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7056 | PA      | $6918.49      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35085 | PA      | $28485.68     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6406 | PA      | $5240.24      | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5624 | PA      | $5204.29      | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5400 | PA      | $4839.86      | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19597 | PA      | $18118.40     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20489 | PA      | $21116.61     | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10462 | PA      | $10160.41     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26518 | PA      | $26855.13     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61201 | PA      | $61015.65     | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132ACFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26716 | PA      | $24984.38     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43350 | PA      | $37071.13     | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75352 | PA      | $68921.04     | 0.03%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41062 | PA      | $36860.11     | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20702 | PA      | $20406.44     | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29576 | PA      | $24040.06     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8422 | PA      | $8402.81      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5598 | PA      | $5578.30      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4238 | PA      | $4396.95      | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27898 | PA      | $26255.24     | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4133 | PA      | $4181.14      | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132D9JV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30943 | PA      | $28337.55     | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31551 | PA      | $32729.83     | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20954 | PA      | $21471.97     | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CWPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16918 | PA      | $17594.08     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21729 | PA      | $22247.08     | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12134 | PA      | $10431.96     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8127 | PA      | $8430.01      | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12831 | PA      | $13047.77     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KGKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5936 | PA      | $5504.44      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37549 | PA      | $38101.81     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36334 | PA      | $29755.71     | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5417 | PA      | $5549.75      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10879 | PA      | $10997.14     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12262 | PA      | $12718.92     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134448 | PA      | $138107.36    | 0.06%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11418 | PA      | $11831.57     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DQFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76392 | PA      | $68209.21     | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24014 | PA      | $24647.59     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13148 | PA      | $13797.85     | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12153 | PA      | $12471.53     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                | FREDDIE MAC POOL                                                                | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9438 | PA      | $8491.46      | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20028 | PA      | $19956.10     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45014 | PA      | $45791.71     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59409 | PA      | $50432.04     | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19507 | PA      | $19441.38     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45056 | PA      | $38237.16     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10149 | PA      | $8643.83      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147697 | PA      | $119992.45    | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                               | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14273 | PA      | $13660.53     | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5000 UI                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238577 | PA      | $41189.50     | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129406 | PA      | $16828.37     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A                  | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |     26132 | PA      | $26262.70     | 0.01%             | 2044-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                  | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                         | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45001.49     | 0.02%             | 2045-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20753.96     | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8882.87      | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19223.02     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4994.39      | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                     | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23908.56     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTDOOR INC                            | FRONTDOOR INC                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       269 | NS      | $18101.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FYBR 2024-1 A2 144A                      | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25768.09     | 0.01%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION LTD                        | FTAI AVIATION LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       336 | NS      | $56064.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP          | Farmers Business Network Inc PP                                                 | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       538 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A             | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155252.85    | 0.07%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A23 144A                     | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3957 | PA      | $3606.49      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 144A                     | GALTON FUNDING MORTGAGE TRUST 2018-2                                            | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2538 | PA      | $2377.28      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                   | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90826 | PA      | $91352.15     | 0.04%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA LLC                           | GE VERNOVA INC                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |       259 | NS      | $159259.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                     | GENEDX HOLDINGS CORP                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $27150.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL AEROSPACE                        | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3275 | NS      | $985185.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                      | GENERAL ELECTRIC CO                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25151.40     | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                      | GENERAL ELECTRIC CO                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25295.55     | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36060.22     | 0.02%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13903.97     | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERALI                                 | GENERALI                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      2359 | NS      | $92708.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                      | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5010 | NS      | $556110.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA OCT                          | GINNIE MAE                                                                      | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -65000 | PA      | $-55950.51    | -0.03%            | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA OCT                          | GINNIE MAE                                                                      | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $25425.34     | 0.01%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA OCT                          | GINNIE MAE                                                                      | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155000 | PA      | $156153.55    | 0.07%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA OCT                          | GINNIE MAE                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205000 | PA      | $203896.93    | 0.09%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2721 | PA      | $2790.33      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3144 | PA      | $3224.72      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3293 | PA      | $3267.35      | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2721 | PA      | $2790.33      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3074 | PA      | $2812.28      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                               | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1348 | PA      | $1378.57      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                          | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       866 | PA      | $904.73       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I NEW                 | GINNIE MAE I POOL                                                               | CUSIP: 36205RWL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $27.84        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN I NEW                 | GINNIE MAE I POOL                                                               | CUSIP: 36207ECG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        42 | PA      | $42.62        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13237 | PA      | $12537.21     | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6065 | PA      | $6230.81      | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6752 | PA      | $6047.51      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2136 | PA      | $2184.32      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7207 | PA      | $7000.32      | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41264 | PA      | $35541.78     | 0.02%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18750 | PA      | $16754.33     | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1694 | PA      | $1736.42      | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5290 | PA      | $5001.34      | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34960 | PA      | $31543.98     | 0.01%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10509 | PA      | $9522.88      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52844 | PA      | $43686.54     | 0.02%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46569 | PA      | $45341.14     | 0.02%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4123 | PA      | $3827.54      | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7659 | PA      | $7781.73      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4552 | PA      | $4024.56      | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15826 | PA      | $14016.72     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63636 | PA      | $62164.71     | 0.03%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7729 | PA      | $7195.65      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48527 | PA      | $41797.64     | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83474 | PA      | $71898.00     | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31561 | PA      | $28666.54     | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10871 | PA      | $10485.74     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66985 | PA      | $57695.77     | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9762 | PA      | $10012.77     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11955 | PA      | $12073.16     | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4150 | PA      | $4289.96      | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39092 | PA      | $35706.60     | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5477 | PA      | $5196.24      | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14083 | PA      | $13473.93     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3185 | PA      | $3262.08      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5278 | PA      | $5427.87      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8025 | PA      | $7182.66      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       847 | PA      | $810.64       | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2385 | PA      | $2446.88      | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202D4N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       320 | PA      | $322.98       | 0.00%             | 2034-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       128 | PA      | $132.63       | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6210 | PA      | $5846.54      | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36518 | PA      | $30236.29     | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8776 | PA      | $8326.50      | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2599 | PA      | $2666.74      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2GK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24251 | PA      | $22555.05     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1897 | PA      | $1956.69      | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11418 | PA      | $11051.32     | 0.01%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6876 | PA      | $6064.42      | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1402 | PA      | $1296.43      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1779 | PA      | $1702.13      | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2442 | PA      | $2215.95      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13489 | PA      | $13568.83     | 0.01%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1890 | PA      | $1901.61      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5847 | PA      | $5441.14      | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2398 | PA      | $2461.52      | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3623 | PA      | $3690.41      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44688 | PA      | $36943.53     | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       934 | PA      | $860.82       | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18496 | PA      | $16736.39     | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1408 | PA      | $1275.59      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11258 | PA      | $10800.54     | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17715 | PA      | $18164.11     | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       687 | PA      | $691.15       | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6877 | PA      | $6315.79      | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7886 | PA      | $7933.12      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3600 | PA      | $3721.20      | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3120 | PA      | $2855.57      | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34513 | PA      | $31336.76     | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55149 | PA      | $45593.11     | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4511 | PA      | $4733.20      | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11620 | PA      | $11768.38     | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3835 | PA      | $3905.74      | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112120 | PA      | $106386.02    | 0.05%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36181KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17738 | PA      | $16598.72     | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21158 | PA      | $20619.97     | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4630 | PA      | $4306.49      | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92078 | PA      | $79337.09     | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2909 | PA      | $2979.47      | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9507 | PA      | $8852.34      | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30328 | PA      | $26122.55     | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21164 | PA      | $19720.90     | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91375 | PA      | $81602.96     | 0.04%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25477 | PA      | $24406.27     | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7069 | PA      | $6503.14      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3579 | PA      | $3550.59      | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18810 | PA      | $16823.02     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15488 | PA      | $15890.93     | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12099 | PA      | $12170.17     | 0.01%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3376 | PA      | $3120.15      | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       500 | PA      | $511.66       | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4470 | PA      | $4213.40      | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29097 | PA      | $25070.97     | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143587 | PA      | $118754.30    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19299 | PA      | $16631.74     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        96 | PA      | $98.79        | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23735 | PA      | $20451.14     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       425 | PA      | $435.94       | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13090 | PA      | $12087.70     | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6116 | PA      | $5689.20      | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6078 | PA      | $5437.56      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       927 | PA      | $820.92       | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2285 | PA      | $2298.55      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2526 | PA      | $2605.58      | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2784 | PA      | $2856.07      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10595 | PA      | $9954.20      | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4945 | PA      | $4971.35      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5601 | PA      | $5633.72      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II 30 YR              | GINNIE MAE II POOL                                                              | CUSIP: 36202CXL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       255 | PA      | $261.11       | 0.00%             | 2027-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                            | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10527 | PA      | $10832.30     | 0.01%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLAUKOS CORP                             | GLAUKOS CORP                                                                    | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       228 | NS      | $18593.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                  | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29963.52     | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                            | GOLAR LNG LTD                                                                   | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |       385 | NS      | $15557.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45295.34     | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       689 | NS      | $548685.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20118.20     | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45500.54     | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61538.68     | 0.03%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                    | GOLUB CAPITAL PRIVATE CREDIT FUND                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40684.08     | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSURANCE INC -A               | GOOSEHEAD INSURANCE INC                                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       473 | NS      | $35200.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2018-8 DA                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1529 | PA      | $1434.57      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-184 JH                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2471 | PA      | $2274.66      | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-96 VI                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342832 | PA      | $48680.96     | 0.02%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21217.12     | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-57 AI                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593538 | PA      | $69949.25     | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116269 | PA      | $13070.97     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                | GRACO INC                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       589 | NS      | $50041.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRASSHOPPER BANCORP VOTING SHARES PP     | GRASSHOPPER BANCORP VOTING SHS PP                                               | CUSIP: 000000000<br>LEI: 549300CIGRWPCGT1HE33 | Long             | EC               | CORP              | US        |       528 | NS      | $2207.04      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GRASSHOPPER BANCORP WTS 10/28 PP         | GRASSHOPPER BANCORP WTS 10/28 PP                                                | CUSIP: 000000000<br>LEI: 549300CIGRWPCGT1HE33 | Long             | EC               | CORP              | US        |       104 | NS      | $52.00        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GREAT-WEST LIFECO INC                    | GREAT-WEST LIFECO INC                                                           | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      3974 | NS      | $161278.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP              | GROCERY OUTLET HOLDING CORP                                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3101 | NS      | $49771.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC PP                             | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $9282.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP               | GUSTO INC SER E CVT PFD PP                                                      | CUSIP: TC18PZKC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       504 | NS      | $12852.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INF CAP                   | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80900.00     | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HAGERTY INC                              | HAGERTY INC                                                                     | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $17000.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                   | HAMAMATSU PHOTONICS KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5400 | NS      | $58372.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                | HAMILTON LANE INC                                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       463 | NS      | $62407.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP INC                    | HARBORONE BANCORP INC                                                           | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      1362 | NS      | $18523.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAUL HUB SER B CVT PFD STOCK PP          | HAUL HUB SER B CVT PFD STOCK PP                                                 | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       303 | NS      | $442.38       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAUL HUB SERIES C CVT PFD STOCK PP       | HAUL HUB SERIES C CVT PFD STOCK PP                                              | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        90 | NS      | $131.40       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAWAIIAN ELECTRIC INDS                   | HAWAIIAN ELECTRIC INDUSTRIES INC                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      2729 | NS      | $30128.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20606.14     | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA INC                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17684.84     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                        | HDFC BANK LTD                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     15137 | NS      | $162218.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20510.56     | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44001.09     | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A            | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25597.93     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58877.82     | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                 | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12895.92     | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                         | HEALTHEQUITY INC                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |         6 | NS      | $568.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEATHROW FUNDING LTD                     | HEATHROW FUNDING LTD                                                            | CUSIP: YS5265238<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $116124.11    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                              | HEINEKEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      2090 | NS      | $163665.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXCEL CORP                              | HEXCEL CORP                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10351.90     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41400.60     | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HITACHI LTD                              | HITACHI LTD                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      9500 | NS      | $251684.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                           | HOLCIM AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      1455 | NS      | $124147.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                      | HOME BANCSHARES INC/AR                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $32488.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                           | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       880 | NS      | $356567.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A                  | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93725 | PA      | $94247.67     | 0.04%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HONOR TECHNOLOGY SER D CVT PFD PP        | HONOR TECHNOLOGY SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4107 | NS      | $5503.38      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                | HUNTINGTON BANCSHARES INC/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      9969 | NS      | $172164.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21185.70     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10292.10     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20006.04     | 0.01%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29987.19     | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS INC-CLASS A                 | I3 VERTICALS INC                                                                | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1054 | NS      | $34212.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iCapital Inc Common Stock PP             | ICAPITAL INC COMMON STOCK PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $14223.70     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $54063.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $39438.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP INC                              | IDACORP INC                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       513 | NS      | $67792.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMATICS NV                              | IMMATICS NV                                                                     | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |      4876 | NS      | $41543.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC-ADR              | IMMUNOCORE HOLDINGS PLC                                                         | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      2582 | NS      | $93804.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOME INC                             | IMMUNOME INC                                                                    | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3722 | NS      | $43584.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                           | IMMUNOVANT INC                                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2126 | NS      | $34271.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A             | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204289.00    | 0.09%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                               | IMPINJ INC                                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        90 | NS      | $16267.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN             | INDEPENDENCE REALTY TRUST INC                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      2670 | NS      | $43761.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV CVA NLG1                    | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     10840 | NS      | $284178.79    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                       | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2175 | NS      | $179698.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS              | INSTALLED BUILDING PRODUCTS INC                                                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       123 | NS      | $30339.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP INC                               | INTAPP INC                                                                      | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $8302.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                               | INTEL CORP                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4864 | NS      | $163187.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC            | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      2273 | NS      | $382955.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                         | INTERDIGITAL INC                                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $33142.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                   | INTERNATIONAL PAPER CO                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     15203 | NS      | $705419.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPARFUMS INC                         | INTERPARFUMS INC                                                                | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $13674.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP COS                    | INTERPUBLIC GROUP OF COS INC/THE                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20143.64     | 0.01%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO                          | INTESA SANPAOLO SPA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     29071 | NS      | $192426.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                   | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       650 | NS      | $290699.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INVCO 2021-3A A1R 144A                   | INVESCO CLO 2021-3 LTD                                                          | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.12%             | 2034-10-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                      | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21848.32     | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        24 | NS      | $1570.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC- CL A                           | IONQ INC                                                                        | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |        14 | NS      | $861.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                   | IPALCO ENTERPRISES INC                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25566.50     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36728.69     | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRADIMED CORP                            | IRADIMED CORP                                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |        33 | NS      | $2348.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L             | ISETAN MITSUKOSHI HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     10700 | NS      | $197330.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| ITT INC                                  | ITT INC                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        19 | NS      | $3396.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUX THERAPEUTICS INC                   | JANUX THERAPEUTICS INC                                                          | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $13075.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENTRAL PWR & LT 144A             | JERSEY CENTRAL POWER & LIGHT CO                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30220.26     | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                | JFROG LTD                                                                       | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |       780 | NS      | $36917.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC 2018-WPT AFX 144A                  | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18950.00     | 0.01%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-5 B2 144A                     | JP MORGAN MORTGAGE TRUST 2020-5                                                 | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21899 | PA      | $19409.75     | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A3 144A                  | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6419 | PA      | $5769.30      | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A11 144A                 | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4815 | PA      | $4542.50      | 0.00%             | 2050-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A3 144A                  | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       509 | PA      | $504.41       | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A15 144A                 | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       255 | PA      | $252.16       | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 B1A 144A                 | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26496 | PA      | $23273.22     | 0.01%             | 2050-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30198.66     | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4645 | NS      | $1465172.35   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25928.18     | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21706.23     | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45510.17     | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25284.10     | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20625.88     | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74096.87     | 0.03%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9271.59      | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC              | JPY/USD FWD 20251024 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-1121.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                    | JULIUS BAER GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      1330 | NS      | $92611.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KADANT INC                               | KADANT INC                                                                      | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        42 | NS      | $12498.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardigan Inc SER B CVT PFD PP            | KARDIGAN INC SER B CVT PFD PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       466 | NS      | $9956.13      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Series D-8 CVT PFD Stock PP  | KARDIUM INC SERIES D-8 CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      8122 | NS      | $5256.88      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Ser D-6 CVT Pfd Stock PP     | KARDIUM SERIES D6 CVT PFD STOCK PP                                              | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5305 | NS      | $4389.36      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARMAN HOLDINGS INC                      | KARMAN HOLDINGS INC                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $41442.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                | KDDI CORP                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     11800 | NS      | $188192.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                 | KEARNY FINANCIAL CORP/MD                                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1474 | NS      | $9684.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                    | KENTUCKY UTILITIES CO                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.56      | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                               | KENVUE INC                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     13438 | NS      | $218098.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KERING                                   | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       507 | NS      | $169894.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                  | KEYCORP                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     12973 | NS      | $242465.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                 | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4530 | NS      | $792387.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                           | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     42800 | NS      | $178294.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                       | KINGSPAN GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |       848 | NS      | $70902.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                            | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |      2051 | NS      | $139151.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                 | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       147 | NS      | $158554.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                         | KLARNA GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |       273 | NS      | $10005.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                         | KNIFE RIVER CORP                                                                | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $31362.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP   | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       201 | NS      | $21878.85     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobold Metals SER C-1 CVT Pfd Stock PP   | KOBOLD METALS SER C-1 CVT PFD STOCK PP                                          | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       111 | NS      | $12082.35     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                   | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |      8113 | NS      | $222248.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                       | KONTOOR BRANDS INC                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       210 | NS      | $16751.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT FOODS GROUP INC                    | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33958.79     | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRATOS DEFENSE & SECURITY                | KRATOS DEFENSE & SECURITY SOLUTIONS INC                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       591 | NS      | $53999.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                  | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |      4072 | NS      | $154839.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                  | KYMERA THERAPEUTICS INC                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $16414.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardium Inc Series D-7 CVT PFD Stock PP  | Kardium, Inc. Series D-7 CVT Pfd Stock                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10930 | NS      | $7074.33      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| L OREAL                                  | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       477 | NS      | $207250.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       290 | NS      | $88568.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24801.95     | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP               | LATTICE SEMICONDUCTOR CORP                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2247 | NS      | $164750.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 3/21/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1246.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 3/24/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1280.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 3/31/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $507.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $931.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1011.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-PLN IRS 7/21/30 PAY FIX BOFA_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-536.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-PLN IRS 7/22/30 PAY FIX BOFA_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-450.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 8/27/35 REC CPI CHAS_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-433.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 8/27/35 REC CPI MSLN_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-370.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 9/22/30 REC CPI CHAS_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-494.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 9/23/35 REC CPI BARC_C                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-330.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                               | LEGRAND SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1255 | NS      | $208532.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO DRS INC                         | LEONARDO DRS INC                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |       239 | NS      | $10850.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY-C             | LIBERTY MEDIA CORP-LIBERTY LIVE                                                 | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2526 | NS      | $244946.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC             | LIFE TIME GROUP HOLDINGS INC                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1227 | NS      | $33865.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightmatter SER D CVT PFD PP             | LIGHTMATTER SER D CVT PFD PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       120 | NS      | $10227.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LIMBACH HOLDINGS INC                     | LIMBACH HOLDINGS INC                                                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       172 | NS      | $16704.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1437 | NS      | $682575.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                  | LIVE OAK BANCSHARES INC                                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $40925.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    210324 | NS      | $237999.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                        | LOAR HOLDINGS INC                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $71120.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G Z5 LONG GILT FUTURE  DEC25             | LONG GILT FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         2 | NC      | $232.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                   | LOUISIANA-PACIFIC CORP                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       390 | NS      | $34647.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                    | LOUISVILLE GAS AND ELECTRIC CO                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.98      | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                           | LOWE'S COS INC                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9895.07      | 0.00%             | 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        |     20000 | PA      | $16129.58     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                           | LOWE'S COS INC                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1313 | NS      | $329970.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                         | LPL HOLDINGS INC                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24545.47     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                         | LPL HOLDINGS INC                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25479.30     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                   | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $206581.29    | 0.10%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                          | MACERICH CO/THE                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       979 | NS      | $17817.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $73200.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                      | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      1195 | NS      | $173454.31    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP        | MADISON SQUARE GARDEN SPORTS CORP                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $32461.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                  | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5268.10      | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                              | MAGNITE INC                                                                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       485 | NS      | $10563.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP - A              | MAGNOLIA OIL & GAS CORP                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $16183.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANDATUM OYJ                             | MANDATUM OYJ                                                                    | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     15031 | NS      | $100873.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MARAVAI LIFESCIENCES HLDGS-A             | MARAVAI LIFESCIENCES HOLDINGS INC                                               | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $6689.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC-A                            | MARQETA INC                                                                     | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |      9886 | NS      | $52198.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30584.76     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30366.87     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                            | MARS INC                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45965.16     | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                     | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       397 | NS      | $80007.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30840.36     | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $35051.20     | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5066.46      | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASIMO CORP                              | MASIMO CORP                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       708 | NS      | $104465.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC - A                       | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       976 | NS      | $555158.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                          | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1690 | NS      | $513574.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                         | MCGRATH RENTCORP                                                                | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        50 | NS      | $5865.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MED 2024-MOB A 144A                      | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99753.28     | 0.05%             | 2041-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                          | MEG ENERGY CORP                                                                 | CUSIP: 000000000<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      1672 | NS      | $33735.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                   | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     24443 | NS      | $201236.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY SYSTEMS INC                      | MERCURY SYSTEMS INC                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       507 | NS      | $39241.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC-CLASS A               | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2840 | NS      | $2085639.20   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                              | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       772 | NS      | $63589.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TRN AUTH NY REV BABS                 | METROPOLITAN TRANSPORTATION AUTHORITY                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     30000 | PA      | $31980.98     | 0.01%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| METSERA INC                              | METSERA INC                                                                     | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1007 | NS      | $52696.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL             | METTLER-TOLEDO INTERNATIONAL INC                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       150 | NS      | $184141.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA 2022-INV2 A1 144A                   | MFA 2022-INV2 TRUST                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70908 | PA      | $70758.42     | 0.03%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS             | MIAMI INTERNATIONAL HOLDINGS INC                                                | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      1031 | NS      | $41508.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                           | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10644 | NS      | $5513059.80   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                            | MIDDLEBY CORP/THE                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         8 | NS      | $1063.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                       | MIDDLESEX WATER CO                                                              | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $23542.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERA MEXICO SA DE CV 144A              | MINERA MEXICO SA DE CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206600.00    | 0.10%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mirador Therapeutics SER B CVT PFD PP    | MIRADOR THERAPEUTICS SER B CVT PFD PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2963 | NS      | $9777.90      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                  | MIRION TECHNOLOGIES INC                                                         | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      7739 | NS      | $180009.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                          | MITSUBISHI CORP                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      5700 | NS      | $135884.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                 | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     12800 | NS      | $328751.86    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO             | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     23500 | NS      | $379087.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                    | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     18300 | NS      | $199215.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF 2024-A A3 144A                      | MMAF EQUIPMENT FINANCE LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55868.27     | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | MOLINA HEALTHCARE INC                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1434 | NS      | $274410.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                              | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      2337 | NS      | $137540.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC               | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      8874 | NS      | $554358.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC             | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       127 | NS      | $116921.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       607 | NS      | $96488.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41099.76     | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96780.97     | 0.04%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15434.51     | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | MORGAN STANLEY                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21135.56     | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99314 | PA      | $100031.65    | 0.05%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                        | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98448 | PA      | $99071.57     | 0.05%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46836.05     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20751.52     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24842.93     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                  | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25199.15     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSA SAFETY INC                           | MSA SAFETY INC                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       207 | NS      | $35618.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC 144A                            | MSCI INC                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9737.21      | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVER AG-REG               | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       462 | NS      | $294975.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A A 144A                     | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41295 | PA      | $41686.70     | 0.02%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                       | MXN/USD FWD 20251017 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |         1 | NC      | $3615.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR GROUP INC/DELAWARE                   | MYR GROUP INC                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        52 | NS      | $10817.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANUS BIO INC SERIES ONE-6 CVT PFD PP    | Manus Bio, Inc Series One-6                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $1605.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL BANK OF CANADA                  | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      1323 | NS      | $140532.51    | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| NATIONAL GRID PLC                        | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     19205 | NS      | $275950.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RESILIENCE SR B CVT PFD STK PP  | NATIONAL RESILIENCE SER B CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       524 | NS      | $8420.68      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL RESILIENCE SR C CVT PFD STK PP  | NATIONAL RESILIENCE SER C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       237 | NS      | $3808.59      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NCINO INC                                | NCINO INC                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |       992 | NS      | $26893.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                 | NEC CORP                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      6400 | NS      | $204858.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA-REG                            | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      5896 | NS      | $541460.60    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                              | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       812 | NS      | $973523.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NRZT 2021-INV2 A4 144A                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72457 | PA      | $59380.41     | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                 | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1269 | NS      | $211547.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10106.76     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25085.43     | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24792.63     | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56937.32     | 0.03%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35479.01     | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NAROT 2025-A B                           | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST                                      | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15234.37     | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE                | NOMURA RESEARCH INSTITUTE LTD                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      3000 | NS      | $115176.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                    | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       805 | NS      | $241830.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       327 | NS      | $199247.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODS 2018-14BA AR 144A                  | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    155228 | PA      | $155432.03    | 0.07%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                              | NOVANTA INC                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       129 | NS      | $12919.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                          | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      2555 | NS      | $328517.79    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                       | NOVO NORDISK A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3865 | NS      | $215209.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| NOVOCURE LTD                             | NOVOCURE LTD                                                                    | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |       398 | NS      | $5142.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC 144A                      | NRG ENERGY INC                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14866.28     | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                    | NTT FINANCE CORP                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203135.80    | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NURO SERIES C CVT PFD STOCK PP           | NURO SERIES C CVT PFD STOCK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       921 | NS      | $11788.80     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NURO SERIES D CVT PFD STOCK PP           | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       242 | NS      | $3136.32      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC-A                           | NUVALENT INC                                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $48515.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                              | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     29632 | NS      | $5528738.56   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    105000 | PA      | $69945.54     | 0.03%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     53000 | PA      | $50661.69     | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     47000 | PA      | $34523.19     | 0.02%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                   | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     13000 | PA      | $12971.18     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                    | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1248 | NS      | $284207.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                  | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1894 | NS      | $204192.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $103725.00    | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29069.67     | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                      | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6243 | PA      | $6253.06      | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                          | OGE ENERGY CORP                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1339 | NS      | $61955.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                     | OLAPLEX HOLDINGS INC                                                            | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12391 | NS      | $16232.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2799 | NS      | $394043.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HOLDINGS           | OLLIE'S BARGAIN OUTLET HOLDINGS INC                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        10 | NS      | $1284.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                | ONEOK INC                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53842.13     | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONESTREAM INC                            | ONESTREAM INC                                                                   | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |      1899 | NS      | $34998.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                             | OPENLANE INC                                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       141 | NS      | $4057.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OR ROYALTIES INC                         | OR ROYALTIES INC                                                                | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      4244 | NS      | $170099.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30122.34     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14900.00     | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1250 | NS      | $351550.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     38000 | PA      | $28092.41     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $25232.15     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19991.30     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                | ORIX CORP                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |      3200 | NS      | $83987.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC - CLASS A               | OSCAR HEALTH INC                                                                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |      1933 | NS      | $36591.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                            | OWENS CORNING                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       750 | NS      | $106095.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7821.14      | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12936.02     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13000 | PA      | $8838.74      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                | PACKAGING CORP OF AMERICA                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       943 | NS      | $205507.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A              | PALANTIR TECHNOLOGIES INC                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       389 | NS      | $70961.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                     | PALOMAR HOLDINGS INC                                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |        94 | NS      | $10974.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                  | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     10900 | NS      | $118309.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP/DEL                  | PAR TECHNOLOGY CORP                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      2471 | NS      | $97802.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                     | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       896 | NS      | $679302.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                             | PARSONS CORP                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       812 | NS      | $67331.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                   | PATRICK INDUSTRIES INC                                                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       124 | NS      | $12825.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX LABS CLASS A COMMON PP               | PAX LABS CLASS A COMMON PP                                                      | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |      3864 | NS      | $1197.84      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAYCHEX INC                              | PAYCHEX INC                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15698.18     | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYLOCITY HOLDING CORP                   | PAYLOCITY HOLDING CORP                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |         5 | NS      | $796.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC-CLASS A                   | PBF ENERGY INC                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1155 | NS      | $34846.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC-A                | PELOTON INTERACTIVE INC                                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |      4283 | NS      | $38547.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES              | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       967 | NS      | $119791.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                              | PENTAIR PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      2921 | NS      | $323529.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                             | PENUMBRA INC                                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        40 | NS      | $10132.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                            | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |      4902 | NS      | $76581.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSONALIS INC                           | PERSONALIS INC                                                                  | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       871 | NS      | $5678.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $52052.50     | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     25000 | PA      | $22746.03     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     45000 | PA      | $43615.56     | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $70061.10     | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS              | PINNACLE FINANCIAL PARTNERS INC                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       498 | NS      | $46707.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                   | PINTEREST INC                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3126 | NS      | $100563.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                         | PITNEY BOWES INC                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       608 | NS      | $6937.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC A                       | PJT PARTNERS INC                                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       171 | NS      | $30391.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                | PLANET FITNESS INC                                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1153 | NS      | $119681.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20822.92     | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15429.45     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                              | POPULAR INC                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       197 | NS      | $25020.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                        | POST HOLDINGS INC                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       235 | NS      | $25257.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                       | PPG INDUSTRIES INC                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       984 | NS      | $103428.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                           | PRICESMART INC                                                                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        92 | NS      | $11149.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME MEDICINE INC                       | PRIME MEDICINE INC                                                              | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2904 | NS      | $16088.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO BRANDS CORP                        | PRIMO BRANDS CORP                                                               | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |        32 | NS      | $707.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                 | PROCEPT BIOROBOTICS CORP                                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1016 | NS      | $36261.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                  | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5188 | NS      | $797136.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP                         | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1032 | NS      | $254852.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                | PROSPERITY BANCSHARES INC                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $47572.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                             | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      3800 | NS      | $378181.67    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 144A                      | PSEG POWER LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3075.67      | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PTC INC                                  | PTC INC                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       849 | NS      | $172363.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                  | PUBLIC SERVICE CO OF OKLAHOMA                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56168.75     | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       422 | NS      | $121894.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUIG BRANDS SA-B                         | PUIG BRANDS SA                                                                  | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |      4121 | NS      | $66468.14     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                    | QUEST DIAGNOSTICS INC                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1898 | NS      | $361720.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                         | QUIDELORTHO CORP                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1763 | NS      | $51920.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                  | QXO INC                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $32459.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                               | RADNET INC                                                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       549 | NS      | $41839.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                               | RAMBUS INC                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       386 | NS      | $40221.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                     | RANGE RESOURCES CORP                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      8492 | NS      | $319638.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                         | RBC BEARINGS INC                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $119428.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REALT 2025-1A A1 144A                    | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    211183 | PA      | $152014.60    | 0.07%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                       | REALTY INCOME CORP                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10146.97     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                  | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      2700 | NS      | $145162.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS INC-CLASS A             | RED ROCK RESORTS INC                                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $12944.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC-CL A                          | REDDIT INC                                                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |         5 | NS      | $1149.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD MATERIALS SER C CVT STOCK PP     | REDWOOD MATERIALS SER C CVT STOCK PP                                            | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |       135 | NS      | $6354.45      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41277.76     | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59709.05     | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8399.53      | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                 | RENAISSANCERE HOLDINGS LTD                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10494.78     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                            | RENASANT CORP                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1201 | NS      | $44304.89     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                 | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |      7000 | NS      | $80536.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                            | REPLIGEN CORP                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       283 | NS      | $37828.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2189 | NS      | $502331.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                 | REVOLUTION MEDICINES INC                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       834 | NS      | $38947.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                              | REVVITY INC                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2443 | NS      | $214128.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                              | REVVITY INC                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11170.88     | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                              | REVVITY INC                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12960.86     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                  | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30190.14     | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                           | RHEINMETALL AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        94 | NS      | $219882.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                       | RIOT PLATFORMS INC                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |        58 | NS      | $1103.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                 | RLI CORP                                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       469 | NS      | $30588.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN             | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1294 | NS      | $430880.74    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC-CLASS A                   | ROCKET COS INC                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2479 | NS      | $48043.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $44867.11     | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                 | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55818.24     | 0.03%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                 | ROLLS-ROYCE HOLDINGS PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     13727 | NS      | $220651.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                             | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     66000 | PA      | $67103.43     | 0.03%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                             | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70000 | PA      | $71456.68     | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROOT INC/OH -CLASS A                     | ROOT INC/OH                                                                     | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $27569.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                   | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       201 | NS      | $100236.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39223.67     | 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        |       580 | NS      | $88386.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                           | ROYAL GOLD INC                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       112 | NS      | $22464.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                 | RR 34 LTD                                                                       | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250869.66    | 0.12%             | 2039-10-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                 | RTX CORP                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18570.87     | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC-CL A                | RUSH ENTERPRISES INC                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       575 | NS      | $30745.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR              | RYANAIR HOLDINGS PLC                                                            | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      2046 | NS      | $123210.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC         | RYMAN HOSPITALITY PROPERTIES INC                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       216 | NS      | $19351.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                           | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       225 | NS      | $109509.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |       897 | NS      | $318317.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                 | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       213 | NS      | $63763.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                           | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       685 | NS      | $162345.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15246.39     | 0.01%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20505.64     | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                          | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     20632 | NS      | $237205.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                       | SAMSONITE GROUP SA                                                              | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |     30900 | NS      | $66223.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD               | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      3363 | NS      | $201612.95    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                               | SANDVIK AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      7717 | NS      | $215577.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORP                             | SANMINA CORP                                                                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        17 | NS      | $1956.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                   | SANOFI SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3078 | NS      | $291467.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SDART 2021-4 D                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7625 | PA      | $7584.05      | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SDART 2022-2 C                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                   | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35995 | PA      | $35922.76     | 0.02%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9557 | PA      | $9565.22      | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20087.56     | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45421.11     | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30548.97     | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                    | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94864 | PA      | $95796.25     | 0.04%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAP SE                                   | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1772 | NS      | $474483.53    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                     | SARTORIUS FINANCE BV                                                            | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $125105.59    | 0.06%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A            | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $204400.30    | 0.09%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                 | SAVERS VALUE VILLAGE INC                                                        | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $46626.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST 144A                     | SBA TOWER TRUST                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47762.36     | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                     | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55033.72     | 0.03%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                     | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35271.19     | 0.02%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                            | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     68872 | NS      | $185773.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                     | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149625.21    | 0.07%             | 2039-05-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                              | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      1669 | NS      | $298300.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SSTRT 2025-B B 144A                      | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     17883 | PA      | $18034.66     | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SECURITYSCORECARD SER E CVT PFD STOCK PP | SECURITYSCORECARD SER E CVT PFD STOCK PP                                        | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |      1032 | NS      | $3550.08      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO CAPITAL SARL                       | SEGRO CAPITAL SARL                                                              | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $111660.37    | 0.05%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                | SEGRO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |      7615 | NS      | $67286.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       529 | NS      | $37797.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2013-4 B1                           | SEQUOIA MORTGAGE TRUST 2013-4                                                   | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13584 | PA      | $13190.64     | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A19 144A                   | SEQUOIA MORTGAGE TRUST 2017-CH2                                                 | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3399 | PA      | $3179.99      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                           | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       451 | NS      | $415046.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     10800 | NS      | $144918.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                     | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10237.09     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A4 144A                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10157.12     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A A3 144A                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30353.67     | 0.01%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A B 144A                     | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10294.38     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SHELL PLC-ADR                            | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      5130 | NS      | $366948.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                  | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2002 | NS      | $693212.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                             | SHIMIZU CORP                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      8000 | NS      | $112382.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                | SHIN-ETSU CHEMICAL CO LTD                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      5600 | NS      | $183363.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                    | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1476 | NS      | $219348.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                           | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3050 | NS      | $823432.99    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                  | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      4168 | NS      | $225764.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                   | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250190.37    | 0.12%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SILA NANO SER F CVT PFD STOCK PP         | SILA NANO SER F CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       228 | NS      | $4154.16      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                 | SIMPLY GOOD FOODS CO/THE                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $18317.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC             | SIMPSON MANUFACTURING CO INC                                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        94 | NS      | $15741.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC             | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       679 | NS      | $87455.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                              | SITIME CORP                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $903.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                         | SK SQUARE CO LTD                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       730 | NS      | $105149.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN-A             | SKANDINAVISKA ENSKILDA BANKEN AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     10433 | NS      | $204565.59    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER LTD                         | SLB LTD                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     12019 | NS      | $413093.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB 2018-A A2A 144A                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-A                                         | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |     13085 | PA      | $13012.20     | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C A2A 144A                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |     14175 | PA      | $14107.69     | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A B 144A                        | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53312 | PA      | $52163.01     | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                      | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3915 | NS      | $260646.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                           | SOLVENTUM CORP                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90292.31     | 0.04%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                           | SOLVENTUM CORP                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36382.96     | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                    | SONOVA HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       230 | NS      | $63090.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY FINANCIAL GROUP INC                 | SONY FINANCIAL GROUP INC                                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     14700 | NS      | $16301.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                          | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     14700 | NS      | $422576.52    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                         | SOTERA HEALTH CO                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2917 | NS      | $45884.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10117.46     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                    | SOUTHERN CALIFORNIA GAS CO                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25921.45     | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4995.15      | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                  | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15030.90     | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61748.34     | 0.03%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                          | SOUTHERN CO/THE                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      5110 | NS      | $484274.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                        | SOUTHERN POWER CO                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4969.10      | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                        | SOUTHERN POWER CO                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14729.93     | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corp                     | SOUTHSTATE BANK CORP                                                            | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       794 | NS      | $78502.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC               | SOUTHWEST GAS HOLDINGS INC                                                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       241 | NS      | $18879.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX GROUP PLC                         | SPIRAX GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |       499 | NS      | $45949.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPORTRADAR GROUP AG-A                    | SPORTRADAR GROUP AG                                                             | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      1334 | NS      | $35884.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAP CORP                          | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48431.25     | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                      | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $42656.25     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                     | SPX TECHNOLOGIES INC                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       172 | NS      | $32126.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                   | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     13261 | NS      | $257363.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORP               | STANDEX INTERNATIONAL CORP                                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        44 | NS      | $9323.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IL ST BABS                               | STATE OF ILLINOIS                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      7143 | PA      | $7787.56      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC-CLASS A              | STEPSTONE GROUP INC                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $34940.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                      | STEVANATO GROUP SPA                                                             | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      1185 | NS      | $30513.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                    | STIFEL FINANCIAL CORP                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |         8 | NS      | $907.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                         | STONEX GROUP INC                                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       305 | NS      | $30780.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                     | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |      8448 | NS      | $92969.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                           | STOREBRAND ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |      7529 | NS      | $115072.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                             | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       290 | NS      | $107204.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                              | SUBARU CORP                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      5300 | NS      | $108010.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                            | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      8300 | NS      | $240143.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC          | SUMITOMO MITSUI TRUST GROUP INC                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |      5270 | NS      | $152956.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS INC                     | SURGERY PARTNERS INC                                                            | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       144 | NS      | $3116.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15411.33     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25924.93     | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                            | SUTTER HEALTH                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31405.95     | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                    | SUZANO NETHERLANDS BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $30048.75     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                        | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     10800 | NS      | $157235.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                   | SYMPHONY CLO XVI LTD                                                            | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    149884 | PA      | $149908.43    | 0.07%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A1 A                          | SYNCHRONY CARD ISSUANCE TRUST                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45785.68     | 0.02%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35631.19     | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30337.50     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       255 | NS      | $125814.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSMEX CORP                              | SYSMEX CORP                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |      4200 | NS      | $51921.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRP EMER MKTS BND FD-I                   | T ROWE PR EMRG MKTS BND-I                                                       | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |    831395 | NS      | $8014651.84   | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND              | T ROWE PR INST FLTNG RT-INST                                                    | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |     93240 | NS      | $880186.05    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                 | T ROWE PR INST HI YLD-INST                                                      | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   1267754 | NS      | $10116675.35  | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I        | T ROWE PR INTL BD USD HG-I                                                      | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1083401 | NS      | $9273909.02   | 4.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INFLATION PROTECTED BD FD-I          | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                                  | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |    107258 | NS      | $1145510.53   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST EMERGING MARKETS EQUITY FUND    | T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND                                | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |    270226 | NS      | $10484750.08  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-I    | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND                       | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |    191246 | NS      | $925629.53    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR REAL ASSETS-I                  | T ROWE PRICE REAL ASSETS FUND INC                                               | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |    553428 | NS      | $9474693.90   | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                          | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3124 | NS      | $747823.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66145.30     | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                         | T-MOBILE USA INC                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33301.17     | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    855714 | NS      | $855714.14    | 0.40%             |  |  |  | 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        |  12834544 | NS      | $12834544.05  | 5.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR              | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      1435 | NS      | $400781.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC             | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     13219 | NS      | $574204.64    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TANGO THERAPEUTICS INC                   | TANGO THERAPEUTICS INC                                                          | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $2436.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10174.29     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15288.45     | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8047.25      | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                     | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16854.08     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                 | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57945.23     | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                      | TE CONNECTIVITY PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      2363 | NS      | $518749.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                           | TECHNIPFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     11553 | NS      | $455765.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       426 | NS      | $249653.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                        | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     18649 | NS      | $154525.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                          | TELEPERFORMANCE SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |       581 | NS      | $43396.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                        | TELSTRA GROUP LTD                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     36335 | NS      | $115840.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                     | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      1200 | NS      | $102251.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1625 | NS      | $329940.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                      | TERRENO REALTY CORP                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $52266.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1700 | NS      | $756024.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC             | TEXAS CAPITAL BANCSHARES INC                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       682 | NS      | $57649.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2666 | NS      | $489824.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                    | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51449.50     | 0.02%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THALES SA                                | THALES SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |       374 | NS      | $118226.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC             | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       248 | NS      | $120284.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HOLDINGS INC               | THERMON GROUP HOLDINGS INC                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       382 | NS      | $10207.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER ENT                          | TIME WARNER CABLE ENTERPRISES LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $25794.14     | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22918.59     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4358.65      | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                    | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5183.63      | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                        | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2613 | NS      | $377683.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                            | TMX GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      1709 | NS      | $65378.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOAST INC-CLASS A                        | TOAST INC                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        15 | NS      | $547.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      6800 | NS      | $287797.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                       | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1100 | NS      | $194993.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                   | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     19000 | PA      | $13811.63     | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                    | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     26000 | PA      | $17592.95     | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                         | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      6514 | NS      | $396758.85    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1A 144A                   | TOWD POINT MORTGAGE TRUST 2019-HY3                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15337 | PA      | $15349.11     | 0.01%             | 2059-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                        | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     17100 | NS      | $328430.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                 | TOYOTA MOTOR CREDIT CORP                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45075.51     | 0.02%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A             | TRADEWEB MARKETS INC                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $160921.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA 144A            | TRANS-ALLEGHENY INTERSTATE LINE CO                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.19      | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                      | TRANSDIGM GROUP INC                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $57992.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                    | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1973 | NS      | $550901.06    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY INC                         | TREX CO INC                                                                     | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       518 | NS      | $26765.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TCN 2024-SFR2 A 144A                     | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99807 | PA      | $100119.83    | 0.05%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TWFG INC                                 | TWFG INC                                                                        | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $28894.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TX 2024-HOU A 144A                       | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99830.12     | 0.05%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                          | TXNM ENERGY INC                                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |        17 | NS      | $961.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYZ5P 112 PUT OPT 10YR FUT DEC 25        | TYZ5P    112 PIT                                                                | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |        10 | NC      | $6562.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14021.81     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A               | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50795.34     | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55152.02     | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39553.80     | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                         | UBS GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      5609 | NS      | $230605.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                          | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       377 | NS      | $206124.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                            | UNICREDIT SPA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3467 | NS      | $263821.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                             | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     10026 | NS      | $592623.31    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME & MINERAL             | UNITED STATES LIME & MINERALS INC                                               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       175 | NS      | $23021.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $116503.12    | 0.05%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $164056.64    | 0.08%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $134061.33    | 0.06%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102593.75    | 0.05%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $656753.90    | 0.30%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $110580.08    | 0.05%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    655000 | PA      | $557799.02    | 0.26%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $113405.27    | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $198833.59    | 0.09%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $431773.44    | 0.20%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $226406.25    | 0.10%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $486021.48    | 0.23%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    435000 | PA      | $433946.48    | 0.20%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $60443.75     | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    710000 | PA      | $656223.05    | 0.30%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $694259.76    | 0.32%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $331123.44    | 0.15%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101335.94    | 0.05%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $507761.72    | 0.24%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $405356.25    | 0.19%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1134262.50   | 0.53%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $544951.17    | 0.25%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $212403.52    | 0.10%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $343420.70    | 0.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $452292.97    | 0.21%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $794055.47    | 0.37%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201914.06    | 0.09%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $435229.10    | 0.20%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $378412.89    | 0.18%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $505497.07    | 0.23%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $321816.80    | 0.15%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $343904.69    | 0.16%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $842531.25    | 0.39%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $853408.59    | 0.40%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $332114.06    | 0.15%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $447890.63    | 0.21%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $141542.19    | 0.07%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $59850.00     | 0.03%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $155473.83    | 0.07%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $44954.30     | 0.02%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32722.59     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10377.59     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1988 | NS      | $686456.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39568.96     | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20597.94     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                          | UNITI GROUP INC                                                                 | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      3952 | NS      | $24186.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                     | URBAN OUTFITTERS INC                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       241 | NS      | $17214.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25             | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4 | NC      | $3857.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25            | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        18 | NC      | $19351.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25            | US 10YR ULTRA FUT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $1075.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUZ5 US 2YR NOTE (CBT) DEC25             | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $234.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUZ5 US 2YR NOTE (CBT) DEC25             | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        20 | NC      | $1563.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVZ5 US 5YR NOTE (CBT) DEC25             | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $-299.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVZ5 US 5YR NOTE (CBT) DEC25             | US 5YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         4 | NC      | $-599.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                               | US BANCORP                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14034.12     | 0.01%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WNZ5 US ULTRA BOND CBT DEC25             | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-4388.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WNZ5 US ULTRA BOND CBT DEC25             | US ULTRA BOND CBT DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-2194.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS INC              | USCB FINANCIAL HOLDINGS INC                                                     | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $11778.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                          | USD/CAD FWD 20251024 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2870.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | USD/CAD FWD 20251024 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2692.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES              | USD/CAD FWD 20251024 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1612.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                             | USD/EUR FWD 20251121 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/JPY FWD 20251024 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-782.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC               | USD/JPY FWD 20251024 NOMAGB2L                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1548.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                         | VAIL RESORTS INC                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        12 | NS      | $1794.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                       | VALERO ENERGY CORP                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3131 | NS      | $533084.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                            | VALVOLINE INC                                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       498 | NS      | $17883.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                      | VARONIS SYSTEMS INC                                                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       558 | NS      | $32068.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                              | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |        23 | NS      | $828.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                             | VERALTO CORP                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       144 | NS      | $15351.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2024-1A A2 144A                     | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76723 | PA      | $78171.11     | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                     | VERISK ANALYTICS INC                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25190.08     | 0.01%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VZMT 2023-1 C                            | VERIZON MASTER TRUST                                                            | CUSIP: 92348KBK8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20021.96     | 0.01%             | 2029-01-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC               | VERTEX PHARMACEUTICALS INC                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       474 | NS      | $185637.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                      | VICI PROPERTIES INC                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      3784 | NS      | $123396.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                 | VINCI SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      1098 | NS      | $152591.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                    | VIPER ENERGY INC                                                                | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1560 | NS      | $59623.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC-CLASS A SHARES                  | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      4253 | NS      | $1451889.14   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTA 2020-2 A1 144A                      | VISTA POINT SECURITIZATION TRUST 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12689 | PA      | $12246.13     | 0.01%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| VISTEON CORP                             | VISTEON CORP                                                                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        94 | NS      | $11266.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15762.86     | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74445.77     | 0.03%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A            | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66959.76     | 0.03%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                 | VSE CORP                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1027 | NS      | $170728.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                              | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      4736 | NS      | $488092.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                     | WARRIOR MET COAL INC                                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       604 | NS      | $38438.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WB 2024-HQ A 144A                        | WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100129.01    | 0.05%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL             | WEATHERFORD INTERNATIONAL PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |       907 | NS      | $62066.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC/THE                       | WEIR GROUP PLC/THE                                                              | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |       525 | NS      | $19365.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | WELLS FARGO & CO                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122894.99    | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                            | WELLTOWER INC                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      2606 | NS      | $464232.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                 | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       672 | NS      | $58275.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                              | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      2069 | NS      | $414772.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GP             | WHITE MOUNTAINS INSURANCE GROUP LTD                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |        18 | NS      | $30087.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                             | WINGSTOP INC                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       147 | NS      | $36996.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTERSHALL DEA FINANCE                  | WINTERSHALL DEA FINANCE BV                                                      | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111312.85    | 0.05%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                              | WORKIVA INC                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       390 | NS      | $33571.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                          | WW GRAINGER INC                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       140 | NS      | $133414.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC             | WYNDHAM HOTELS & RESORTS INC                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       390 | NS      | $31161.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5066 | NS      | $408572.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                | XENON PHARMACEUTICALS INC                                                       | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |       279 | NS      | $11201.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President