# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001410368-26-033295
**Filing Date:** 2026-3
**Character Count:** 766098
**Document Hash:** 87d108bbdd531b201d7beaf16cc3151a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033295.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033295

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538

**ORGANIZATION NAME:**
- **EIN:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131
- **LEGAL ENTITY IDENTIFIER:** 549300E40BQMHI2LOX26

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 26804302

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** ONE WORLD TRADE CENTER, SUITE J
- **STREET 2:** 49TH FL
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10007

## Series and Classes Contracts Data

### SA T. Rowe Price VCP Balanced Portfolio (Series ID: S000052512)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000164960 | Class 3      |  |
| C000171605 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 5300 Memorial Drive

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77007

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA T. Rowe Price VCP Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000052512

- **c. LEI of Series:** 549300ZXUFL1MMQ04L93

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1407985190.12

**Total Liabilities:** $13634500.16

**Net Assets:** $1394350689.96

**Delayed Delivery Securities:** $4978961.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -631.83000000 | **1-Year:** -10071.32000000 | **5-Year:** -25723.04000000 | **10-Year:** -26923.84000000 | **30-Year:** -10201.78000000

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

- **3-Month:** -264.70000000 | **1-Year:** -4087.16000000 | **5-Year:** -14937.50000000 | **10-Year:** -3737.15000000 | **30-Year:** -233.99000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164960 | 0.77%                | 0.46%                | 2.30%                |
| Class ID C000171605 | 0.75%                | 0.54%                | 2.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5745055.36              | $3422701.03                                |
| Month 2  | $11263787.63             | $-5804562.30                               |
| Month 3  | $13537964.59             | $12521626.32                               |

**Designated Index Information**

- **Index Name:** 45.5%SP5,19.5%EAFE,35%Bagg

- **Index Identifier:** 45.5% SPX, 19.5% M1EA, 35% LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                                  | Aflac Inc                                                                                                              | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    540000 | PA      | $432968.54    | 0.03%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                                                                          | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    460000 | PA      | $315151.77    | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                             | AGL CLO 13 Ltd                                                                                                         | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850936.70    | 0.06%             | 2034-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                             | Aon Global Ltd                                                                                                         | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $312351.42    | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                             | API Group Corp                                                                                                         | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      3991 | NS      | $165905.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                     | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                       | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $466978.20    | 0.03%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                               | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347453.14    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                               | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362403.02    | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                          | ARC Resources Ltd                                                                                                      | CUSIP: 00208D408<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |      8071 | NS      | $149784.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                      | AAR Escrow Issuer LLC                                                                                                  | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $476096.16    | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                        | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     21717 | NS      | $2373668.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4424 | NS      | $986596.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                             | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48958.50     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                             | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99844.18     | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                             | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566165.56    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389301.39    | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Acadia Realty Trust                                        | Acadia Realty Trust                                                                                                    | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |     16437 | NS      | $328904.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                     | Chubb INA Holdings LLC                                                                                                 | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65068.67     | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                            | Antofagasta PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     48812 | NS      | $2436569.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                                | Adobe, Inc.                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       778 | NS      | $228148.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                 | Advanced Micro Devices Inc                                                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10534 | NS      | $2493713.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                                         | Osaic Holdings Inc                                                                                                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502637.61    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Advantage Energy Ltd                                       | Advantage Energy Ltd                                                                                                   | CUSIP: 00791P107<br>LEI: 549300WK5YRPOB2DTT64 | Long             | EC               | CORP              | CA        |      6906 | NS      | $55840.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                    | Aethon United BR LP / Aethon United Finance Corp                                                                       | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $484056.16    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                        | Affirm Master Trust                                                                                                    | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $609288.54    | 0.04%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                     | Agnico Eagle Mines Ltd                                                                                                 | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      1245 | NS      | $237172.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                     | Agnico Eagle Mines Ltd                                                                                                 | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      4627 | NS      | $879559.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                 | Airbnb Inc                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       498 | NS      | $64426.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                            | Alamos Gold Inc                                                                                                        | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      2057 | NS      | $75903.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                            | Alamos Gold Inc                                                                                                        | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |      9610 | NS      | $356127.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ALBERTA                                        | Province of Alberta Canada                                                                                             | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    555000 | PA      | $550021.20    | 0.04%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                        | Province of Alberta Canada                                                                                             | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    420000 | PA      | $423168.16    | 0.03%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                 | Alcoa Corp                                                                                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       803 | NS      | $45618.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON FINANCE CORP                                         | Alcon Finance Corp                                                                                                     | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1025231.64   | 0.07%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                              | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     27013 | NS      | $937018.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                        | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      1649 | NS      | $90101.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     45000 | PA      | $44988.13     | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                      | Bread Financial Holdings Inc                                                                                           | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    616000 | PA      | $634403.62    | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                        | Alliant Energy Corp                                                                                                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      6204 | NS      | $408905.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $471724.45    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1560000 | PA      | $1559570.22   | 0.11%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                          | Allstate Corp/The                                                                                                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     14142 | NS      | $2814116.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                         | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                       | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139050 | PA      | $140341.39    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                         | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                       | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271262 | PA      | $272826.13    | 0.02%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                         | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                       | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295314 | PA      | $296801.05    | 0.02%             | 2033-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     61077 | NS      | $20676396.81  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34380 | NS      | $11620440.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3622 | NS      | $224527.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     87230 | NS      | $20874139.00  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                         | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    705000 | PA      | $698073.68    | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                | Ameren Corp                                                                                                            | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     18047 | NS      | $1863894.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                                                            | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562257.85    | 0.04%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                 | Diageo PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     53854 | NS      | $1234695.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                    | American Airlines 2019-1 Class AA Pass Through Trust                                                                   | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477066 | PA      | $453047.17    | 0.03%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DCC PLC                                                    | DCC PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |      9324 | NS      | $591483.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                        | American Express Co                                                                                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      8627 | NS      | $3038170.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                      | American Homes 4 Rent                                                                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |      9061 | NS      | $283790.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                                                            | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615577.08    | 0.04%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                           | American International Group Inc                                                                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3768 | NS      | $282147.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Yellow Group PLC                                       | Big Yellow Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800W7Q4V2ZI8LIW31 | Long             | EC               |  | GB        |      7362 | NS      | $103760.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                                                                                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      5695 | NS      | $1020999.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                    | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    910000 | PA      | $895891.62    | 0.06%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Americas Gold & Silver Corp                                | Americas Gold & Silver Corp                                                                                            | CUSIP: 03062D803<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |     19927 | NS      | $147661.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAS GOLD AND SILVER COR                               | AMERICAS GOLD AND SILVER COR                                                                                           | CUSIP: 000000000<br>LEI: 5493005AKGOT669Z4P51 | Long             | EC               | CORP              | CA        |     15266 | NS      | $107610.02    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                | Cencora Inc                                                                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      8714 | NS      | $3130243.08   | 0.22%             |  |  |  | Yes           |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                   | Ameriprise Financial Inc                                                                                               | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283232.38    | 0.02%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                 | AMETEK Inc                                                                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     16685 | NS      | $3737106.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       992 | NS      | $339144.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                   | Amneal Pharmaceuticals LLC                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    610000 | PA      | $642311.09    | 0.05%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                              | Amphenol Corp                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4100 | NS      | $590728.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                                                          | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75098.75     | 0.01%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                                                          | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277961.28    | 0.02%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                         | Analog Devices Inc                                                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5855 | NS      | $1820202.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2020-6                                                                                        | CUSIP: 03465AAB5<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     59681 | PA      | $55683.87     | 0.00%             | 2065-05-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                   | Angel Oak Mortgage Trust 2021-1                                                                                        | CUSIP: 03465CAA3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    199755 | PA      | $178373.78    | 0.01%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                              | Annaly Capital Management Inc                                                                                          | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     27190 | NS      | $625641.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4573 | NS      | $1581069.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     98488 | NS      | $25555666.24  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                                                              | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264908.32    | 0.02%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                 | Apple Hospitality REIT Inc                                                                                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      8077 | NS      | $94016.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3208 | NS      | $1034002.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                              | AppLovin Corp                                                                                                          | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1008 | NS      | $476894.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                       | Ares Management Corp                                                                                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1466 | NS      | $219416.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                  | Argenx SE                                                                                                              | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1850 | NS      | $1554925.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC GROUP INC                                           | Aretec Group Inc                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    667000 | PA      | $718485.73    | 0.05%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                      | ARI Fleet Lease Trust 2026-A                                                                                           | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100076.85    | 0.01%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                      | ARI Fleet Lease Trust 2026-A                                                                                           | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100086.89    | 0.01%             | 2034-11-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp                                           | Aris Mining Corp                                                                                                       | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |      7253 | NS      | $125495.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                        | Arista Networks Inc                                                                                                    | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     18207 | NS      | $2580660.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                     | Standard Chartered PLC                                                                                                 | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    104624 | NS      | $2665681.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Artemis Gold Inc                                           | Artemis Gold Inc                                                                                                       | CUSIP: 04302L100<br>LEI: 529900GXBX7DGL5YMO49 | Long             | EC               | CORP              | CA        |     10196 | NS      | $295625.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                    | Arthur J Gallagher & Co                                                                                                | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102302.77    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asante Gold Corp                                           | Asante Gold Corp                                                                                                       | CUSIP: 04341X107<br>LEI: 529900F9PV1G9S5YD446 | Long             | EC               | CORP              | CA        |     24395 | NS      | $33681.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                 | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    480000 | PA      | $497036.64    | 0.04%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                     | Asurion LLC and Asurion Co-Issuer Inc                                                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $517178.22    | 0.04%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                   | Aston Martin Capital Holdings Ltd                                                                                      | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    620000 | PA      | $553374.43    | 0.04%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                            | AstraZeneca PLC                                                                                                        | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     67457 | NS      | $6257985.89   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLASSIAN CORPORATION                                      | Atlassian Corp                                                                                                         | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180017.50    | 0.01%             | 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        |      3346 | NS      | $556573.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                               | Autodesk Inc                                                                                                           | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       338 | NS      | $85470.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                              | Automatic Data Processing Inc                                                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       151 | NS      | $37269.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                                   | Autoridad del Canal de Panama                                                                                          | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $291546.84    | 0.02%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                               | AutoZone Inc                                                                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       750 | NS      | $2778217.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                           | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49906.98     | 0.00%             | 2026-04-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                               | AutoZone Inc                                                                                                           | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1054988.60   | 0.08%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                  | Auxilior Term Funding 2024-1 LLC                                                                                       | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6518 | PA      | $6525.58      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                  | AvalonBay Communities Inc                                                                                              | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      3463 | NS      | $615271.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES                                      | AvalonBay Communities Inc                                                                                              | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    555000 | PA      | $555385.91    | 0.04%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                        | Avianca Midco 2 PLC                                                                                                    | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    415000 | PA      | $425167.50    | 0.03%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                   | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $724489.50    | 0.05%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                   | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99817.79     | 0.01%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $260043.43    | 0.02%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS Mortgage Trust 2024-5C27                                                                                         | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $42013.82     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                                | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $400393.20    | 0.03%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-ROIC                                                                                                     | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    876124 | PA      | $876909.45    | 0.06%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2023-LIFE                                                                                                     | CUSIP: 05609DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $584286.01    | 0.04%             | 2028-02-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                            | Baker Hughes Co                                                                                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9977 | NS      | $559111.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                  | Ball Corp                                                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     25388 | NS      | $1443815.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                                                     | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192964.09    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     78101 | NS      | $4154973.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                   | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350244.24    | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                   | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149880.50    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    405000 | PA      | $377742.59    | 0.03%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $703481.18    | 0.05%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $594257.59    | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                                                       | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $309342.93    | 0.02%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                           | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      3260 | NS      | $390939.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    590000 | PA      | $656616.19    | 0.05%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2024-BNK47                                                                                                        | CUSIP: 06540GAV0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $292298.82    | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2025-BNK51                                                                                                        | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $159597.22    | 0.01%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR8                                                                                                        | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $205169.43    | 0.01%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR14                                                                                                       | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $444616.30    | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR12                                                                                                       | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $373594.30    | 0.03%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                              | Banner Health                                                                                                          | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192598.78    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203419.77    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                           | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $557105.73    | 0.04%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                               | Barclays Mortgage Loan Trust 2021-NQM1                                                                                 | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191763 | PA      | $178153.77    | 0.01%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings Clo Ltd 2021-III                                                                                               | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $425840.23    | 0.03%             | 2035-01-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                              | Persimmon PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     47890 | NS      | $921355.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                        | Barrick Mining Corp                                                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      7685 | NS      | $351896.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                                        | Barrick Mining Corp                                                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     20773 | NS      | $949518.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                              | Rio Tinto PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      3821 | NS      | $352294.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Opportunity Master Fund VII                        | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                      | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     92613 | PA      | $92872.49     | 0.01%             | 2031-12-26      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                        | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                                                      | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    224032 | PA      | $224434.10    | 0.02%             | 2048-07-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bel Fuse Inc                                               | Bel Fuse Inc                                                                                                           | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       261 | NS      | $52510.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                     | BP PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     23270 | NS      | $147680.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2025-V19 Mortgage Trust                                                                                      | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $382424.12    | 0.03%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                                                      | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $915306.66    | 0.07%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENDING SPOONS US INC                                      | BENDING SPOONS US INC TERM LOAN                                                                                        | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |    554000 | PA      | $540150.00    | 0.04%             | 2031-03-07      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2023-B39 Mortgage Trust                                                                                      | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $344491.78    | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2025-B41 Mortgage Trust                                                                                      | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $134663.88    | 0.01%             | 2068-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                     | Berkshire Hathaway Inc                                                                                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     14348 | NS      | $6894644.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1711138 | NS      | $2550994.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                     | Blackstone Mortgage Trust Inc                                                                                          | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    440000 | PA      | $471644.80    | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                                                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1183 | NS      | $168482.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                              | Blackrock Inc                                                                                                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       404 | NS      | $452051.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $564238.93    | 0.04%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                              | Boeing Co/The                                                                                                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2854 | NS      | $667036.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $483057.12    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                       | Booking Holdings Inc                                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       723 | NS      | $3616330.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                           | Booz Allen Hamilton Holding Corp                                                                                       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       582 | NS      | $51460.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY                                         | Boston Gas Co                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73950.46     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                                    | BXP Inc                                                                                                                | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       862 | NS      | $55745.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                     | Boston Scientific Corp                                                                                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      4032 | NS      | $377112.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust              | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                   | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150179.42    | 0.01%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2652 | NS      | $145992.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                   | Province of British Columbia Canada                                                                                    | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    819000 | PA      | $811288.44    | 0.06%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                                                       | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    115000 | PA      | $115010.39    | 0.01%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                     | Brixmor Operating Partnership LP                                                                                       | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    280000 | PA      | $279575.54    | 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              |  | US        |     80000 | PA      | $79822.33     | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     43576 | NS      | $14436728.80  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                           | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425877.55    | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                           | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    680000 | PA      | $678072.26    | 0.05%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                            | Brookfield Corp                                                                                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     31347 | NS      | $1428934.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                   | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                       | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $429509.91    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $462876.75    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $514925.40    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                    | Cboe Global Markets Inc                                                                                                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       197 | NS      | $52216.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                             | CBRE Group Inc                                                                                                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1599 | NS      | $272357.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                                                                      | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176191.59    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                          | CBRE Services Inc                                                                                                      | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130510.20    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                | CDW Corp/DE                                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       561 | NS      | $70904.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centragas                                                  | CENT 2025-CITY                                                                                                         | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $674559.71    | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                 | CF Industries Holdings Inc                                                                                             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       735 | NS      | $68524.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                   | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    491000 | PA      | $511908.25    | 0.04%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                            | Cigna Group/The                                                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2604 | NS      | $713782.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                                                        | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140928.84    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                              | CME Group Inc                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4800 | NS      | $1387488.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                                                        | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1898 | NS      | $135688.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                                                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194442.38    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                                                             | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535500.48    | 0.04%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                            | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    120977 | PA      | $120665.17    | 0.01%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                    | CRH America Finance Inc                                                                                                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    860000 | PA      | $894498.45    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     56417 | NS      | $2130305.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                           | COLT 2022-3 Mortgage Loan Trust                                                                                        | CUSIP: 12659YAA2<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    404690 | PA      | $399183.73    | 0.03%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      4888 | NS      | $364253.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $496864.36    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                        | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569514.35    | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                                                                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    965000 | PA      | $971022.66    | 0.07%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                     | Cadence Design Systems Inc                                                                                             | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271725.57    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                                                              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    515000 | PA      | $501022.39    | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                        | CALIFORNIA ST                                                                                                          | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    300000 | PA      | $347966.07    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                        | CALIFORNIA ST PUBLIC WKS BRD LEASE REVENUE                                                                             | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $334249.98    | 0.02%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                      | Camden Property Trust                                                                                                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      1080 | NS      | $117774.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                                | Cameco Corp                                                                                                            | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      3059 | NS      | $377450.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMERON LNG LLC                                            | Cameron LNG LLC                                                                                                        | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171045.36    | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                            | Cameron LNG LLC                                                                                                        | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    155000 | PA      | $131551.90    | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Apartment Properties REIT                         | Canadian Apartment Properties REIT                                                                                     | CUSIP: 134921105<br>LEI: 549300B1MYVTQEB2DI90 | Long             | EC               |  | CA        |      3110 | NS      | $88070.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                               | Canadian National Railway Co                                                                                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1820 | NS      | $175120.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RAILWAY                                      | Canadian National Railway Co                                                                                           | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $393770.02    | 0.03%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                             | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      9601 | NS      | $356992.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $225988.64    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $226781.57    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $263888.13    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                 | Capital One Financial Corp                                                                                             | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1606 | NS      | $351601.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                                                             | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $811402.53    | 0.06%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                       | Capstone Copper Corp                                                                                                   | CUSIP: 14071L108<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     12138 | NS      | $134515.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-P4                                                                                 | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155934.23    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-P4                                                                                 | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268477.33    | 0.02%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                                                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       869 | NS      | $186730.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2024-1                                                                                         | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $61222.07     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | Carmax Auto Owner Trust 2023-3                                                                                         | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $148024.82    | 0.01%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                  | Carpenter Technology Corp                                                                                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       435 | NS      | $138256.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                        | Carrier Global Corp                                                                                                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      2760 | NS      | $164440.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                 | Carvana Co                                                                                                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     18177 | NS      | $7290976.47   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                 | Carvana Co                                                                                                             | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    178532 | PA      | $196397.24    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                 | Carvana Co                                                                                                             | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    129727 | PA      | $135265.69    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2021-P4                                                                                 | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $517507.64    | 0.04%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-N1                                                                                 | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186651.74    | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                            | Caterpillar Inc                                                                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      5514 | NS      | $3624683.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                                                                    | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1011478.06   | 0.07%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590197.56    | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                               | Centene Corp                                                                                                           | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1994 | NS      | $86380.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                                                           | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    580000 | PA      | $535068.27    | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRA HEALTH INC                                          | Centra Health Inc                                                                                                      | CUSIP: 15236AAA9<br>LEI: 549300Q8RNBDU210L043 | Long             | DBT              | CORP              | US        |    900000 | PA      | $719651.78    | 0.05%             | 2048-01-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                                        | Centrus Energy Corp                                                                                                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       296 | NS      | $82370.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                               | Dayforce Inc                                                                                                           | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       305 | NS      | $21127.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc               | Charles River Laboratories International Inc                                                                           | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       303 | NS      | $63775.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $203731.86    | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Expand Energy Corp                                                                                                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2615 | NS      | $293952.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                                                        | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424274.19    | 0.03%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26629 | NS      | $4710670.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                                                                    | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    375000 | PA      | $388264.39    | 0.03%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                 | Chipotle Mexican Grill Inc                                                                                             | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     30301 | NS      | $1177799.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                               | Chugai Pharmaceutical Co Ltd                                                                                           | CUSIP: 171269103<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      6496 | NS      | $185460.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                                                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     38871 | NS      | $3044376.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                | Cintas Corp                                                                                                            | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $624505.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     24184 | NS      | $2798330.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                          | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175097.62    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    505000 | PA      | $504364.94    | 0.04%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-GC36                                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75952 | PA      | $75269.41     | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217050.33    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust Inc                                                                                      | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    214140 | PA      | $190393.72    | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503456.09    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $623081.23    | 0.04%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                         | CNO Global Funding                                                                                                     | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1214620.62   | 0.09%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                           | Coca-Cola Co/The                                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     12780 | NS      | $956071.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                           | Coeur Mining Inc                                                                                                       | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      3247 | NS      | $66368.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                       | Colgate-Palmolive Co                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     27607 | NS      | $2492636.03   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc                           | Colliers International Group Inc                                                                                       | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      1035 | NS      | $141484.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                           | COLT 2025-8 Mortgage Loan Trust                                                                                        | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    211890 | PA      | $214362.27    | 0.02%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                   | Columbia Pipelines Holding Co LLC                                                                                      | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $593025.18    | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                         | Ohio Power Co                                                                                                          | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $278892.07    | 0.02%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                                                           | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296053.38    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                                                                    | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223201.09    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     45174 | NS      | $4708486.02   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                    | Consolidated Edison Inc                                                                                                | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2649 | NS      | $282462.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                                  | Constellation Energy Corp                                                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3357 | NS      | $942242.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                                                                    | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289311.86    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                | Corning Inc                                                                                                            | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1570 | NS      | $162102.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vale SA                                                    | Vale SA                                                                                                                | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      4678 | NS      | $74951.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $192810.96    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                 | Corpay Inc                                                                                                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1295 | NS      | $407445.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                             | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465000 | PA      | $464889.40    | 0.03%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                             | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1935000 | PA      | $1956135.85   | 0.14%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                             | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280000 | PA      | $286404.15    | 0.02%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                | Corteva Inc                                                                                                            | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3244 | NS      | $236163.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                      | Costco Wholesale Corp                                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1201 | NS      | $1129240.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                           | CoStar Group Inc                                                                                                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |       434 | NS      | $26691.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                   | Cougar JV Subsidiary LLC                                                                                               | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $468054.25    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                   | Crowdstrike Holdings Inc                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2235 | NS      | $986540.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |      3188 | NS      | $276750.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $349986.12    | 0.03%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    150000 | PA      | $149751.33    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    145000 | PA      | $124901.37    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    360000 | PA      | $321983.59    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                  | CubeSmart                                                                                                              | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     12309 | NS      | $461956.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                | Cummins Inc                                                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       319 | NS      | $184643.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                         | CyrusOne Data Centers Issuer I LLC                                                                                     | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $740349.45    | 0.05%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                              | DTE Energy Co                                                                                                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1099 | NS      | $147683.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                                                          | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    780000 | PA      | $800307.97    | 0.06%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                     | Daimler Truck Finance North America LLC                                                                                | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647532.39    | 0.05%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                               | Danaher Corp                                                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8175 | NS      | $1789425.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                                                        | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $207991.59    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                     | Darden Restaurants Inc                                                                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       343 | NS      | $68377.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                                | Datadog Inc                                                                                                            | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2010 | NS      | $259933.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust                       | Deephaven Residential Mortgage Trust 2026-INV1                                                                         | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100026.02    | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                 | Deere & Co                                                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10311 | NS      | $5444208.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                                | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    805000 | PA      | $811289.46    | 0.06%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                                                                | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419022.44    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                    | Definity Financial Corp                                                                                                | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     31370 | NS      | $1535267.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrias Penoles SAB de CV                               | Industrias Penoles SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | EC               | CORP              | MX        |      3641 | NS      | $211051.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                               | Dell Equipment Finance Trust 2024-2                                                                                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120808.81    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                | Deluxe Corp                                                                                                            | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    470000 | PA      | $493166.77    | 0.04%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                            | Descartes Systems Group Inc/The                                                                                        | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      2236 | NS      | $167163.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Detroit City School District                               | DETROIT MI CITY SCH DIST                                                                                               | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $314291.23    | 0.02%             | 2029-05-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                   | Dext ABS 2025-2 LLC                                                                                                    | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100007.32    | 0.01%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                     | Diamondback Energy Inc                                                                                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2217 | NS      | $363477.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                   | Digicel International Finance Ltd / Difl US LLC                                                                        | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    485000 | PA      | $504267.11    | 0.04%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                                                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      2729 | NS      | $452877.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                      | Directv Financing LLC                                                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $210717.48    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Discovery Silver Corp                                      | Discovery Silver Corp                                                                                                  | CUSIP: 254677107<br>LEI: 98450041CCB3E8QD3F53 | Long             | EC               | CORP              | CA        |     26327 | NS      | $185225.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                                                                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     19266 | NS      | $2173204.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                      | Directv Financing LLC                                                                                                  | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $329065.43    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                                                                                        | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     12632 | NS      | $1485396.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                         | Domino's Pizza Inc                                                                                                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       141 | NS      | $57856.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                               | DoorDash Inc                                                                                                           | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4830 | NS      | $988314.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                         | Douglas Emmett Inc                                                                                                     | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     11284 | NS      | $119159.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                 | Dover Corp                                                                                                             | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1208 | NS      | $243399.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1468 | NS      | $40443.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138701.43    | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DPM Metals Inc                                             | DPM Metals Inc                                                                                                         | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |      1554 | NS      | $54221.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                     | Grupo Mexico SAB de CV                                                                                                 | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     86611 | NS      | $955664.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                       | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44679.26     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                       | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193299.75    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUNDEE CORPORATION                                         | DUNDEE CORPORATION                                                                                                     | CUSIP: 000000000<br>LEI: 549300LX18ZNW1LEMU13 | N/A              | DE               |  | CA        |      4722 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| elf Beauty Inc                                             | elf Beauty Inc                                                                                                         | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       894 | NS      | $75981.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENI SPA                                                    | Eni SpA                                                                                                                | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    245000 | PA      | $253221.12    | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2196 | NS      | $246237.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                                   | EQT Corp                                                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5811 | NS      | $335469.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                      | East West Bancorp Inc                                                                                                  | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1542 | NS      | $176466.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                   | EastGroup Properties Inc                                                                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      2761 | NS      | $501508.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                              | EchoStar Corp                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    485000 | PA      | $531666.70    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                 | Ecolab Inc                                                                                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       812 | NS      | $228975.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                                                                   | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388080.08    | 0.03%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                                                                   | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    340000 | PA      | $354125.64    | 0.03%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                  | Edwards Lifesciences Corp                                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |       989 | NS      | $80465.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-NQM6                                                                                                         | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     98452 | PA      | $98916.28     | 0.01%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV5                                                                                                         | CUSIP: 28224UAE4<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     98475 | PA      | $98971.42     | 0.01%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                      | EG Global Finance PLC                                                                                                  | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $644016.70    | 0.05%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                 | Elara HGV Timeshare Issuer 2023-A LLC                                                                                  | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88649 | PA      | $91568.71     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                 | Elara HGV Timeshare Issuer 2023-A LLC                                                                                  | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69108 | PA      | $71113.15     | 0.01%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                              | Element Fleet Management Corp                                                                                          | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     61785 | NS      | $1565440.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                   | Element Fleet Management Corp                                                                                          | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $581262.23    | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                    | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                                                          | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    500000 | PA      | $489375.00    | 0.04%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                         | Elmwood CLO 20 Ltd                                                                                                     | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375000.00    | 0.03%             | 2037-01-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                         | Elmwood CLO 20 Ltd                                                                                                     | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375000.00    | 0.03%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                        | Emerson Electric Co                                                                                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1039 | NS      | $152691.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                                         | Enact Holdings Inc                                                                                                     | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99559.84     | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      7546 | NS      | $368546.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                           | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $115186.12    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                           | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $486352.69    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                           | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $239498.19    | 0.02%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                           | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $391054.26    | 0.03%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                   | Encore Capital Group Inc                                                                                               | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509287.45    | 0.04%             | 2031-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Endeavour Silver Corp                                      | Endeavour Silver Corp                                                                                                  | CUSIP: 29258Y103<br>LEI: 549300IF2E29780PPV02 | Long             | EC               | CORP              | CA        |      1026 | NS      | $11196.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                    | Energy Fuels Inc/Canada                                                                                                | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      9492 | NS      | $213000.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280013.44    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                     | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281995.84    | 0.02%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                     | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494465.49    | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                    | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                        | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    483304 | PA      | $483217.81    | 0.03%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2024-4 LLC                                                                                  | CUSIP: 29374MAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     87949 | PA      | $88251.25     | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2024-4 LLC                                                                                  | CUSIP: 29374MAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $193091.93    | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2025-3 LLC                                                                                  | CUSIP: 29375UAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $333725.04    | 0.02%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    865000 | PA      | $871185.07    | 0.06%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369588.93    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                | Equifax Inc                                                                                                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      3770 | NS      | $759278.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      2288 | NS      | $1878287.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                   | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219189.49    | 0.02%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                   | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60257.00     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                          | Equinox Gold Corp                                                                                                      | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | CA        |      4182 | NS      | $59828.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                     | Equitable Holdings Inc                                                                                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      5259 | NS      | $244017.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                            | Equity LifeStyle Properties Inc                                                                                        | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     23970 | NS      | $1514184.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                         | Equity Residential                                                                                                     | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |      7133 | NS      | $444528.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                            | ERO Copper Corp                                                                                                        | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      2802 | NS      | $94000.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                  | Esab Corp                                                                                                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1278 | NS      | $154765.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                                                               | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      6429 | NS      | $1619272.23   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PORTFOLIO LP                                         | Essex Portfolio LP                                                                                                     | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    635000 | PA      | $634126.74    | 0.05%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                         | Essex Portfolio LP                                                                                                     | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    220000 | PA      | $196151.69    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                       | Excelerate Energy LP                                                                                                   | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    465000 | PA      | $497262.17    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                                                            | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244742.21    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2025-5                                                                             | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35137.75     | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                        | Exeter Automobile Receivables Trust 2025-4                                                                             | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $246597.23    | 0.02%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                 | Exeter Select Automobile Receivables Trust 2025-2                                                                      | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171163.21    | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                       | Experian Finance PLC                                                                                                   | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $800519.24    | 0.06%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                                                                 | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    140000 | PA      | $140820.89    | 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        |     26523 | NS      | $3750352.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                         | Meta Platforms Inc                                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22088 | NS      | $15826052.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $519282.12    | 0.04%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                            | Fair Isaac Corp                                                                                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        40 | NS      | $58526.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                               | BT Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    667500 | NS      | $1747740.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2019.15      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56475 | PA      | $51344.42     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55998 | PA      | $57413.61     | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132CWAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20136 | PA      | $19910.91     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39692 | PA      | $38459.30     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132CXAM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157117 | PA      | $145194.85    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82105 | PA      | $74985.86     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243402 | PA      | $218562.89    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54668 | PA      | $54939.07     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196541 | PA      | $200715.79    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134003 | PA      | $138962.19    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384507 | PA      | $392089.47    | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164775 | PA      | $171659.12    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160729 | PA      | $160849.31    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581875 | PA      | $595171.47    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DULH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174149 | PA      | $180644.49    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496393 | PA      | $506455.37    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DV4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310480 | PA      | $300558.07    | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423459 | PA      | $363401.38    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550578 | PA      | $471724.94    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172893 | PA      | $177548.84    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1022986 | PA      | $837338.57    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252917 | PA      | $206781.70    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634608 | PA      | $543573.47    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1599854 | PA      | $1302011.47   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293018 | PA      | $238421.74    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376589 | PA      | $321566.96    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289184 | PA      | $276892.01    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292809 | PA      | $260050.67    | 0.02%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271435 | PA      | $272511.19    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92842 | PA      | $93200.40     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493059 | PA      | $506595.02    | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    603208 | PA      | $618725.02    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6145 | PA      | $5845.98      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                  | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27251 | PA      | $25924.75     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                  | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37593 | PA      | $35742.70     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936825 | PA      | $846352.26    | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167391 | PA      | $145607.61    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319361 | PA      | $273298.10    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133ATLD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141857 | PA      | $142348.54    | 0.01%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188791 | PA      | $192555.61    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165428 | PA      | $152919.37    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KHUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493782 | PA      | $477542.98    | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858879 | PA      | $700872.39    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226809 | PA      | $194740.91    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488530 | PA      | $401225.87    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953285 | PA      | $823470.90    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151573 | PA      | $125095.59    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731506 | PA      | $638418.64    | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536102 | PA      | $485430.38    | 0.03%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                               | Barclays PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    287758 | NS      | $1914430.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4139 | PA      | $4202.01      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                            | Federal Realty Investment Trust                                                                                        | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |      1161 | NS      | $117446.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BSL84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18443 | PA      | $18203.43     | 0.00%             | 2046-10-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53571 | PA      | $53260.46     | 0.00%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3380000 | PA      | $3064465.51   | 0.22%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1460000 | PA      | $1412046.01   | 0.10%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1155000 | PA      | $1162075.88   | 0.08%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1890000 | PA      | $1914450.93   | 0.14%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138A5FY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187091 | PA      | $184147.74    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7190 | PA      | $6828.11      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138EP4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231374 | PA      | $213900.52    | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138EQ2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4680 | PA      | $4425.71      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ER7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145735 | PA      | $138479.79    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4868 | PA      | $4701.59      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304708 | PA      | $305007.96    | 0.02%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201374 | PA      | $183664.06    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62031 | PA      | $58871.67     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERNB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153781 | PA      | $140256.62    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22055 | PA      | $20750.15     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92397 | PA      | $84518.00     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERQN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41678 | PA      | $40378.90     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136589 | PA      | $130010.02    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31268 | PA      | $30471.70     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138ETSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215129 | PA      | $203636.07    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26798 | PA      | $25447.60     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25661 | PA      | $24383.36     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46285 | PA      | $42688.36     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39608 | PA      | $39646.86     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WCH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146431 | PA      | $142692.91    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4942 | PA      | $4822.72      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WE6W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142724 | PA      | $138999.37    | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WEKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4132 | PA      | $3913.71      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57618 | PA      | $54569.82     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5230 | PA      | $5064.41      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WGAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76885 | PA      | $72817.04     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2817 | PA      | $2725.58      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347809 | PA      | $316253.72    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87459 | PA      | $79767.89     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149383 | PA      | $135883.41    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89111 | PA      | $81522.37     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52933 | PA      | $48278.08     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83616 | PA      | $76649.97     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28001 | PA      | $26683.84     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36050 | PA      | $35088.18     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WJVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75234 | PA      | $72722.95     | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82482 | PA      | $80282.19     | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7357 | PA      | $6810.75      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9502 | PA      | $8778.84      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138X2RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7947 | PA      | $7331.54      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138YGXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73943 | PA      | $70029.88     | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138YNLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195597 | PA      | $185248.31    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66705 | PA      | $64943.38     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14337 | PA      | $14952.16     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140BNZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284151 | PA      | $288615.49    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80318 | PA      | $76046.56     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158792 | PA      | $150062.14    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140EUE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133928 | PA      | $126704.15    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140EV5H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51995 | PA      | $49243.88     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140F0MX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533869 | PA      | $504518.97    | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140F0T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93051 | PA      | $88173.36     | 0.01%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140F5C35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149252 | PA      | $136125.79    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15800 | PA      | $14454.80     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FE2P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89793 | PA      | $86992.53     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29958 | PA      | $27406.82     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18998 | PA      | $17380.40     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11045 | PA      | $10104.84     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FMTU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71786 | PA      | $67387.58     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49462 | PA      | $49693.17     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140GQ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181633 | PA      | $176778.19    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157801 | PA      | $152735.24    | 0.01%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61082 | PA      | $59300.69     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J72R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144302 | PA      | $141651.89    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3154 | PA      | $2939.19      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J7SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32556 | PA      | $32323.07     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332289 | PA      | $346226.56    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J7W84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135958 | PA      | $141660.32    | 0.01%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99027 | PA      | $95319.70     | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J8DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240271 | PA      | $234262.40    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J8UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107544 | PA      | $107650.27    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95892 | PA      | $90823.02     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J95H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253848 | PA      | $239536.54    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9BC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224294 | PA      | $213127.25    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158884 | PA      | $150437.36    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9QZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173868 | PA      | $183261.77    | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60567 | PA      | $58976.46     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38766 | PA      | $38004.73     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79498 | PA      | $77662.38     | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131383 | PA      | $121509.27    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140JAD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74113 | PA      | $72135.40     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180922 | PA      | $176261.15    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133497 | PA      | $126855.52    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216773 | PA      | $188526.89    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140LVQG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253761 | PA      | $234553.60    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    795613 | PA      | $680114.44    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305145 | PA      | $305722.61    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253310 | PA      | $254006.55    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Q7UB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234760 | PA      | $229210.05    | 0.02%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153056 | PA      | $143896.14    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20761 | PA      | $20653.01     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171882 | PA      | $170919.36    | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362658 | PA      | $343159.24    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66315 | PA      | $64121.58     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396486 | PA      | $356217.71    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15248 | PA      | $15096.34     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137907 | PA      | $122535.80    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740479 | PA      | $643668.22    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310958 | PA      | $267648.92    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523312 | PA      | $452322.05    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222556 | PA      | $191150.22    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396520 | PA      | $340800.81    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797866 | PA      | $688033.40    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942288 | PA      | $809866.94    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785464 | PA      | $676490.46    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864557 | PA      | $710019.24    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583845 | PA      | $503248.26    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486878 | PA      | $400471.56    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519287 | PA      | $448259.51    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563239 | PA      | $463949.63    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483467 | PA      | $493736.27    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449401 | PA      | $468837.86    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163566 | PA      | $167823.07    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138079 | PA      | $141012.21    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70620 | PA      | $73394.56     | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171684 | PA      | $175004.25    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356955 | PA      | $371868.30    | 0.03%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229793 | PA      | $236719.03    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407696 | PA      | $420849.17    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969703 | PA      | $1000751.85   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132681 | PA      | $134903.19    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500015 | PA      | $512976.40    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418295 | PA      | $432045.33    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171077 | PA      | $174305.74    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140W4AB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694096 | PA      | $719341.31    | 0.05%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73974 | PA      | $67572.96     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X4XA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266994 | PA      | $242671.85    | 0.02%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X5WP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490265 | PA      | $463867.23    | 0.03%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38727 | PA      | $37512.20     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292864 | PA      | $285976.72    | 0.02%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X6GH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406989 | PA      | $408849.24    | 0.03%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130571 | PA      | $120635.30    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235013 | PA      | $232487.50    | 0.02%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27825 | PA      | $28495.76     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83279 | PA      | $83617.32     | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241432 | PA      | $247511.87    | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141218 | PA      | $130672.17    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338106 | PA      | $321621.04    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473220 | PA      | $390881.93    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240468 | PA      | $198462.60    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55656 | PA      | $48311.97     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165529 | PA      | $167301.24    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17647 | PA      | $15928.08     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329319 | PA      | $268628.98    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151234 | PA      | $139757.79    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XK6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825109 | PA      | $781163.89    | 0.06%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391635 | PA      | $408974.82    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202183 | PA      | $173772.30    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XMQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749674 | PA      | $737292.25    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188732 | PA      | $189014.99    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    926493 | PA      | $960778.54    | 0.07%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732603 | PA      | $745545.07    | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61958 | PA      | $63132.60     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182340 | PA      | $172645.53    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65114 | PA      | $61689.79     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4353 | PA      | $4539.98      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307921 | PA      | $312027.56    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31417AEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7135 | PA      | $6825.22      | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31417GAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558462 | PA      | $516632.46    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33703 | PA      | $31167.94     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4131 | PA      | $4063.53      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23551 | PA      | $22379.00     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130178 | PA      | $126766.72    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6993 | PA      | $6629.81      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5547 | PA      | $5401.04      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418BX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2573 | PA      | $2524.98      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59793 | PA      | $56551.19     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56888 | PA      | $56627.75     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58525 | PA      | $58188.71     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33535 | PA      | $33341.02     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122873 | PA      | $115888.54    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54017 | PA      | $50912.72     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133217 | PA      | $129663.69    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CJE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219357 | PA      | $213505.30    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56273 | PA      | $54772.00     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139836 | PA      | $131722.17    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69226 | PA      | $65004.96     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418CXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35557 | PA      | $34290.16     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245736 | PA      | $210408.58    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188496 | PA      | $154446.15    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947291 | PA      | $775776.25    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3162089 | PA      | $2590884.20   | 0.19%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1088826 | PA      | $890550.89    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2335260 | PA      | $1908557.91   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188244 | PA      | $160974.96    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223545 | PA      | $208115.81    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568540 | PA      | $480407.43    | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746318 | PA      | $607496.99    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1042942 | PA      | $963802.64    | 0.07%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869854 | PA      | $743034.58    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511479 | PA      | $461960.01    | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136496 | PA      | $126138.41    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873363 | PA      | $762224.26    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613620 | PA      | $568175.94    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425110 | PA      | $383951.75    | 0.03%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705047 | PA      | $651547.39    | 0.05%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95269 | PA      | $91189.95     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591089 | PA      | $581509.12    | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52973 | PA      | $53185.92     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62027 | PA      | $62295.31     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494349 | PA      | $496182.22    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197318 | PA      | $203228.49    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168900 | PA      | $165946.85    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119783 | PA      | $123191.00    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142598 | PA      | $146159.65    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418MRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343068 | PA      | $353131.72    | 0.03%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418MU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20578 | PA      | $21718.48     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24258 | PA      | $24871.46     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27509 | PA      | $28204.47     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12058 | PA      | $12353.30     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517612 | PA      | $525744.66    | 0.04%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394901 | PA      | $396302.47    | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239010 | PA      | $245252.81    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                       | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233918 | PA      | $239048.82    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2021-2                                                                              | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123108 | PA      | $105426.06    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2019-2                                                                              | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22697 | PA      | $22168.31     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | Ellington Financial Mortgage Trust 2020-2                                                                              | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117854 | PA      | $112310.14    | 0.01%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                                                                    | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     39555 | NS      | $1986452.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152443.38    | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172954.39    | 0.01%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Firefly Aerospace Inc                                      | Firefly Aerospace Inc                                                                                                  | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |      1592 | NS      | $40118.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mining Gold Corp                                     | First Mining Gold Corp                                                                                                 | CUSIP: 320890106<br>LEI: 5299002LR0XBHE0LR167 | Long             | EC               | CORP              | CA        |    119897 | NS      | $59875.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                   | Next PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      8971 | NS      | $1628341.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                             | Kingfisher PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    282670 | NS      | $1305421.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Quantum Minerals Ltd                                 | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |     12397 | NS      | $350428.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $440138.97    | 0.03%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $257534.60    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                            | First Solar Inc                                                                                                        | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       457 | NS      | $103062.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                   | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224955.70    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                              | FirstCash Inc                                                                                                          | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    296000 | PA      | $307692.59    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                 | Fiserv Inc                                                                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       841 | NS      | $53596.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $626865.51    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                                                             | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342550.33    | 0.02%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corp                           | FLORIDA ST DEV FIN CORP EDUCTNL FACS REVENUE                                                                           | CUSIP: 34061UEQ7<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    810000 | PA      | $652137.89    | 0.05%             | 2050-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    850000 | PA      | $542908.67    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216101.42    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357001.79    | 0.03%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                               | Fortinet Inc                                                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      2895 | NS      | $235247.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                               | Fortive Corp                                                                                                           | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5590 | NS      | $295207.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit BSL Limited                                | Fortress Credit BSL XIX Ltd                                                                                            | CUSIP: 34966BAN6<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |    930000 | PA      | $930536.61    | 0.07%             | 2036-07-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228917.51    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220258.19    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                         | Franco-Nevada Corp                                                                                                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      1156 | NS      | $270920.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                         | Franco-Nevada Corp                                                                                                     | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      3784 | NS      | $885772.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     63711 | PA      | $63671.83     | 0.00%             | 2041-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                                | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     79750 | PA      | $79824.61     | 0.01%             | 2045-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                                | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    309994 | PA      | $310532.30    | 0.02%             | 2045-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                       | Freeport-McMoRan Inc                                                                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19728 | NS      | $1188217.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| County of Fulton GA                                        | FULTON CNTY GA                                                                                                         | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    805000 | PA      | $818300.13    | 0.06%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                  | GATX Corp                                                                                                              | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373045.98    | 0.03%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72020 | PA      | $66495.88     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172402 | PA      | $163339.93    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179MLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17182 | PA      | $17667.82     | 0.00%             | 2042-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226998 | PA      | $214905.45    | 0.02%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173891 | PA      | $159778.21    | 0.01%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121297 | PA      | $114042.96    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38000 | PA      | $37945.30     | 0.00%             | 2045-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75649 | PA      | $73171.80     | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82008 | PA      | $77005.34     | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RVD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143546 | PA      | $143338.99    | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24125 | PA      | $24090.44     | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191152 | PA      | $179518.55    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66126 | PA      | $60594.14     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93530 | PA      | $87936.54     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21378 | PA      | $20661.23     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41521 | PA      | $37970.38     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43686 | PA      | $41068.26     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38129 | PA      | $34938.84     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300407 | PA      | $280552.71    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141509 | PA      | $129699.88    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339979 | PA      | $319539.07    | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128064 | PA      | $117373.14    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12518 | PA      | $12750.56     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107330 | PA      | $109874.39    | 0.01%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187182 | PA      | $180691.12    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35989 | PA      | $35887.68     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69195 | PA      | $66752.46     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16471 | PA      | $16861.42     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63307 | PA      | $63245.61     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112194 | PA      | $114854.77    | 0.01%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5364 | PA      | $5477.95      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78149 | PA      | $75330.91     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35532 | PA      | $36374.61     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126941 | PA      | $129951.39    | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148075 | PA      | $151222.87    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23285 | PA      | $23846.19     | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22388 | PA      | $23167.78     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16666 | PA      | $17246.94     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33453 | PA      | $34082.28     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7191 | PA      | $7423.91      | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24010 | PA      | $24372.13     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78715 | PA      | $69937.39     | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177 | PA      | $183.01       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4326 | PA      | $4445.46      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20917 | PA      | $21541.60     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94021 | PA      | $96910.03     | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16856 | PA      | $17327.68     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38669 | PA      | $36284.76     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30853 | PA      | $31758.53     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48170 | PA      | $49045.47     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53420 | PA      | $47116.41     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72164 | PA      | $64273.53     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196661 | PA      | $175461.84    | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272842 | PA      | $236731.56    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181420 | PA      | $173857.89    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95129 | PA      | $86569.32     | 0.01%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877641 | PA      | $792990.07    | 0.06%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263452 | PA      | $228346.02    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133265 | PA      | $127714.50    | 0.01%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148950 | PA      | $123965.10    | 0.01%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    595812 | PA      | $495869.46    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213765 | PA      | $185270.14    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39977 | PA      | $36120.86     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1713682 | PA      | $1485243.20   | 0.11%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    587527 | PA      | $509206.95    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41103 | PA      | $37407.88     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694528 | PA      | $601943.10    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56499 | PA      | $51423.55     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1410666 | PA      | $1174032.01   | 0.08%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172797 | PA      | $169513.80    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    491383 | PA      | $495002.18    | 0.04%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353063 | PA      | $347440.57    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122868 | PA      | $126722.85    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78801 | PA      | $81264.52     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430328 | PA      | $410437.12    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792211 | PA      | $779840.39    | 0.06%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138394 | PA      | $142628.88    | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196251 | PA      | $192859.91    | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8376 | PA      | $8402.97      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28267 | PA      | $28380.36     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3359 | PA      | $3093.43      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3746 | PA      | $3757.51      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622A26H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64869 | PA      | $60281.18     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26440 | PA      | $26402.49     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622A3AE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107153 | PA      | $102028.29    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2020-INV1                                                                          | CUSIP: 36258KAS7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    158954 | PA      | $138930.64    | 0.01%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| G Mining Ventures Corp                                     | G Mining Ventures Corp                                                                                                 | CUSIP: 36270K102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5656 | NS      | $179318.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2025-NQM3                                                                          | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     87625 | PA      | $88080.77     | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co                                                                                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       253 | NS      | $63090.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMRF Mortgage Acquisition Co., LLC                         | Galton Funding Mortgage Trust 2017-1                                                                                   | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14905 | PA      | $13712.18     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2025-NQM4 Trust                                                                                                   | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462890 | PA      | $468783.54    | 0.03%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                             | GE Vernova Inc                                                                                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2229 | NS      | $1619078.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                        | General Electric Co                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17438 | NS      | $5349804.02   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                          | General Motors Co                                                                                                      | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      3105 | NS      | $260820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124569.80    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100432.49    | 0.01%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                      | GENMAB A/S/GENMAB FINANCE LLC                                                                                          | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    243000 | PA      | $257181.28    | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                   | George Washington University/The                                                                                       | CUSIP: 372546AV3<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34001.71     | 0.00%             | 2046-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                           | Getty Images Inc                                                                                                       | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    258000 | PA      | $261243.69    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     28716 | NS      | $4076236.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                                                                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       336 | NS      | $24104.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Royalty Corp                                          | Gold Royalty Corp                                                                                                      | CUSIP: 38071H106<br>LEI: 984500FC5D5B5YDB4B90 | Long             | EC               | CORP              | CA        |      2118 | NS      | $9065.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2657 | NS      | $2485384.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    705000 | PA      | $694325.09    | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    505000 | PA      | $369147.40    | 0.03%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12630 | PA      | $11946.96     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $254752.83    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                            | WW Grainger Inc                                                                                                        | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1368 | NS      | $1477357.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Parkway Transportation Corp                          | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                                                       | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $271002.77    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                             | Gray Media Inc                                                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375940.25    | 0.03%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                             | Gray Media Inc                                                                                                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199635.74    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                      | Great-West Lifeco Inc                                                                                                  | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     14774 | NS      | $691583.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                  | Airbus SE                                                                                                              | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      8168 | NS      | $1872486.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                   | HLF Financing Sarl LLC / Herbalife International Inc                                                                   | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $549465.73    | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                           | HF Sinclair Corp                                                                                                       | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    515000 | PA      | $538455.90    | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited            | HOMES 2025-NQM4 Trust                                                                                                  | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489148 | PA      | $492978.71    | 0.04%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                                | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573725.90    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $365868.23    | 0.03%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $431045.14    | 0.03%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Generali                                                   | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     19706 | NS      | $803298.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                                 | L'Oreal SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      3921 | NS      | $1798681.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                    | Halseypoint Clo 6 Ltd                                                                                                  | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250923.00    | 0.02%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                        | Intesa Sanpaolo SpA                                                                                                    | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    236955 | NS      | $1675697.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CKE Restaurants Holdings Inc                               | Hardee's Funding LLC                                                                                                   | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270604 | PA      | $279790.98    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                           | Hartford Insurance Group Inc/The                                                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      1224 | NS      | $165313.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELEC CO                                           | Hawaiian Electric Co Inc                                                                                               | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492377.34    | 0.04%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Headwater Exploration Inc                                  | Headwater Exploration Inc                                                                                              | CUSIP: 422096107<br>LEI: 549300XIU4JQ0GKLRG88 | Long             | EC               | CORP              | CA        |     13113 | NS      | $105932.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                   | Health Care Service Corp A Mutual Legal Reserve Co                                                                     | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316012.31    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                | Healthcare Realty Trust Inc                                                                                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      8325 | NS      | $139776.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                      | Heartland Dental LLC / Heartland Dental Finance Corp                                                                   | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $189596.32    | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                          | Healthpeak OP LLC                                                                                                      | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    200000 | PA      | $189497.40    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                                                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527660.70    | 0.04%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                             | Hertz Corp/The                                                                                                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251647.25    | 0.02%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | Hilton Domestic Operating Co Inc                                                                                       | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509375.00    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                              | Hilton Worldwide Holdings Inc                                                                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1428 | NS      | $426272.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8799 | NS      | $3296017.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                | Honeywell International Inc                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1419 | NS      | $322850.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                       | Howmet Aerospace Inc                                                                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      1595 | NS      | $331887.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                | Hubbell Inc                                                                                                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       698 | NS      | $340582.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                | HubSpot Inc                                                                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       132 | NS      | $36960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                             | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357066.20    | 0.03%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                               | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     10428 | NS      | $182281.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                               | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213139 | PA      | $214658.19    | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                          | Indra Sistemas SA                                                                                                      | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     15201 | NS      | $983810.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Yards                                               | Hudson Yards 2025-SPRL Mortgage Trust                                                                                  | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $321312.49    | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                                | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1128844.28   | 0.08%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                         | Kingspan Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      7058 | NS      | $614915.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                          | Iliad Holding SAS                                                                                                      | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $430483.20    | 0.03%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                     | IDEXX Laboratories Inc                                                                                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       216 | NS      | $144819.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                                                            | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    506000 | PA      | $510789.29    | 0.04%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                         | Ingersoll Rand Inc                                                                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      9285 | NS      | $799345.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     48182 | NS      | $2239017.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16989 | NS      | $2952348.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470104.20    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| InterDigital Inc                                           | InterDigital Inc                                                                                                       | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $523283.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                       | International Business Machines Corp                                                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4395 | NS      | $1347946.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                     | International Paper Co                                                                                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     63925 | NS      | $2577456.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                 | Intuit Inc                                                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       838 | NS      | $418094.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                     | Intuitive Surgical Inc                                                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6030 | NS      | $3040446.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                         | IQVIA Holdings Inc                                                                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       377 | NS      | $86766.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                  | IQVIA Inc                                                                                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231453.42    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                        | Ithaca Energy North Sea PLC                                                                                            | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $390865.50    | 0.03%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Electric Inc / US                                  | Ivanhoe Electric Inc / US                                                                                              | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8899 | NS      | $152083.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                                  | Ivanhoe Electric Inc / US                                                                                              | CUSIP: 46578C116<br>LEI: N/A                  | N/A              | DE               |  | US        |      4543 | NS      | $45838.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd                                          | Ivanhoe Mines Ltd                                                                                                      | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |     10630 | NS      | $134431.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IVANHOE MINES LTD                                          | Ivanhoe Mines Ltd                                                                                                      | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $625123.80    | 0.04%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-INV3                                                                                     | CUSIP: 46591LAC5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     62472 | PA      | $56878.22     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-INV1                                                                                     | CUSIP: 46591VAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     53699 | PA      | $48725.00     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     27519 | NS      | $8417786.91   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25174.24     | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199596.06    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444086.56    | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $416550.65    | 0.03%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2019-HYB1                                                                                     | CUSIP: 46651FAU5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    215140 | PA      | $217206.05    | 0.02%             | 2049-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2020-INV2                                                                                     | CUSIP: 46652KAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    200315 | PA      | $176313.94    | 0.01%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                                                        | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $206400.07    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2025-NQM3                                                                              | CUSIP: 46659QAC3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    742826 | PA      | $751106.98    | 0.05%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2025-DSC2                                                                                     | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    212012 | PA      | $213447.66    | 0.02%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                          | Jamestown CLO XV Ltd                                                                                                   | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    345000 | PA      | $345399.86    | 0.02%             | 2035-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                    | Jersey Central Power & Light Co                                                                                        | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100277.72    | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                    | JetBlue Airways Corp / JetBlue Loyalty LP                                                                              | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    530000 | PA      | $532314.51    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16704 | NS      | $3795984.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     85705 | NS      | $1841106.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                   | KLA Corp                                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1749 | NS      | $2497467.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                    | K Hovnanian Enterprises Inc                                                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495667.58    | 0.04%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                               | KKR & Co Inc                                                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      2813 | NS      | $321413.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 43 Ltd                                                                                                         | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    330000 | PA      | $330665.61    | 0.02%             | 2036-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                     | SAP SE                                                                                                                 | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     14202 | NS      | $2871264.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelt Exploration Ltd                                       | Kelt Exploration Ltd                                                                                                   | CUSIP: 488295106<br>LEI: 549300OBXGWYN1VOFC24 | Long             | EC               | CORP              | CA        |     14711 | NS      | $84269.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                 | Kenvue Inc                                                                                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      5141 | NS      | $89453.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                                                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      6753 | NS      | $185302.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                    | KeyCorp                                                                                                                | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     20181 | NS      | $434295.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                  | Keysight Technologies Inc                                                                                              | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     24748 | NS      | $5353734.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                         | Kilroy Realty Corp                                                                                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      2093 | NS      | $72166.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                                                                      | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      5641 | NS      | $118912.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                                                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      3372 | NS      | $102812.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                          | Kinross Gold Corp                                                                                                      | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     16861 | NS      | $530973.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                       | Kioxia Holdings Corp                                                                                                   | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $261051.99    | 0.02%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Knife River Corp                                           | Knife River Corp                                                                                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $81007.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                    | Kodiak Gas Services Inc                                                                                                | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1955 | NS      | $82129.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                    | Kodiak Gas Services LLC                                                                                                | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    217000 | PA      | $222269.41    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175159.27    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                              | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468958.95    | 0.03%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                   | LCM Investments Holdings II LLC                                                                                        | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    440000 | PA      | $463521.08    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC                                 | LSF9 Atlantis Holdings LLC 2025 Term Loan B                                                                            | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    470901 | PA      | $470607.06    | 0.03%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                  | L3Harris Technologies Inc                                                                                              | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       805 | NS      | $275994.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                            | UPM-Kymmene Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      2905 | NS      | $80473.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC FINANCIAL SVCS INC                                   | Osaic Financial Services Inc                                                                                           | CUSIP: 50575Q300<br>LEI: 549300VFWKFWGJQPSE62 | Long             | EP               | CORP              | US        |     22999 | NS      | $574055.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                             | Stora Enso Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     99878 | NS      | $1152885.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                    | Heidelberg Materials AG                                                                                                | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       557 | NS      | $152713.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     12760 | NS      | $2978949.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                   | Lamb Weston Holdings Inc                                                                                               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1951 | NS      | $89609.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                                        | Interpump Group SpA                                                                                                    | CUSIP: 000000000<br>LEI: 815600C79D0F31F4D395 | Long             | EC               | CORP              | IT        |      1969 | NS      | $114083.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                       | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      1650 | NS      | $87004.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                    | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    555000 | PA      | $582294.90    | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                    | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    160000 | PA      | $167800.00    | 0.01%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                   | Estee Lauder Cos Inc/The                                                                                               | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1849 | NS      | $213152.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597684.78    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    292286 | PA      | $302751.30    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                        | Erste Group Bank AG                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     12658 | NS      | $1642954.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                                                              | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1660 | NS      | $1008239.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                     | Liberty Media Corp-Liberty Formula One                                                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $58651.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                             | Eli Lilly & Co                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7687 | NS      | $7972572.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                             | Rheinmetall AG                                                                                                         | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       856 | NS      | $1807615.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Inc                                                | Lineage Inc                                                                                                            | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               |  | US        |      1322 | NS      | $47208.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                                                                   | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196497.45    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                     | Louisiana-Pacific Corp                                                                                                 | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1537 | NS      | $128708.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      6104 | NS      | $1630134.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $164819.20    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                         | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     91733 | NS      | $2332380.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                     | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                      | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    262174 | PA      | $261239.39    | 0.02%             | 2029-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Lundin Gold Inc                                            | Lundin Gold Inc                                                                                                        | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |      1477 | NS      | $110727.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LunR Royalties Corp                                        | LunR Royalties Corp                                                                                                    | CUSIP: 550428106<br>LEI: 529900Q168TQRO7FZ844 | Long             | EC               | CORP              | CA        |      1708 | NS      | $22578.49     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Kering SA                                                  | Kering SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      4151 | NS      | $1299719.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                          | MP Materials Corp                                                                                                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      1309 | NS      | $76929.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                                | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399282.52    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                   | MSCI Inc                                                                                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       293 | NS      | $178501.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                            | MVW 2019-2 LLC                                                                                                         | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28915 | PA      | $28879.17     | 0.00%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                            | MVW 2023-2 LLC                                                                                                         | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62364 | PA      | $64050.62     | 0.00%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                            | MVW 2023-2 LLC                                                                                                         | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49711 | PA      | $50860.42     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                       | MAD Commercial Mortgage Trust 2025-11MD                                                                                | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216298.04    | 0.02%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    509000 | PA      | $357572.50    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                     | Province of Manitoba Canada                                                                                            | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    830000 | PA      | $825480.39    | 0.06%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                            | thyssenkrupp AG                                                                                                        | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | EC               | CORP              | DE        |      4806 | NS      | $64316.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                   | Manufacturers & Traders Trust Co                                                                                       | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252337.44    | 0.02%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                                                                                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1172 | NS      | $206494.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                                    | Marathon Petroleum Corp                                                                                                | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    440000 | PA      | $452964.78    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                  | Sanofi SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     16828 | NS      | $1579807.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                         | Banco Santander SA                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    250407 | NS      | $3199717.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                   | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      5842 | NS      | $1099405.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                              | Marriott International Inc/MD                                                                                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       423 | NS      | $133371.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                                                          | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    860000 | PA      | $874205.50    | 0.06%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                 | Siemens AG                                                                                                             | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     23663 | NS      | $7188939.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                              | Martin Marietta Materials Inc                                                                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       344 | NS      | $224270.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                                                                 | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55677.63     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                   | MassMutual Global Funding II                                                                                           | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862201.18    | 0.06%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                             | Mastercard Inc                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      9652 | NS      | $5200401.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                     | Mauser Packaging Solutions Holding Co                                                                                  | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    446000 | PA      | $454362.50    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                | McAfee Corp                                                                                                            | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $222767.76    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                            | McDonald's Corp                                                                                                        | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     10874 | NS      | $3425310.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                              | McKesson Corp                                                                                                          | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       249 | NS      | $206971.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC INC                                              | Medtronic Inc                                                                                                          | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20146.58     | 0.00%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                         | MedStar Health Inc                                                                                                     | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    305000 | PA      | $224431.41    | 0.02%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Medline Inc                                                | Medline Inc                                                                                                            | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      4809 | NS      | $212557.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                       | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475740.47    | 0.03%             | 2026-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                   | Infineon Technologies AG                                                                                               | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     21282 | NS      | $1049679.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     16963 | NS      | $1870510.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                   | Met Tower Global Funding                                                                                               | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309511.91    | 0.02%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     14535 | NS      | $1146520.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                           | Mettler-Toledo International Inc                                                                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        61 | NS      | $83767.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     65760 | NS      | $28295870.40  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                                                         | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97706.43     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                      | Micron Technology Inc                                                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4417 | NS      | $1832524.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                   | Midcontinent Communications                                                                                            | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    462000 | PA      | $444522.30    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                            | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    111803 | NS      | $1213233.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                          | Middleby Corp/The                                                                                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      1279 | NS      | $188230.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     30910 | NS      | $2703969.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                     | Koninklijke Philips NV                                                                                                 | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     65991 | NS      | $1887506.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                           | Ajinomoto Co Inc                                                                                                       | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     46100 | NS      | $1048539.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                 | Asics Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     75600 | NS      | $1814771.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                     | ANZ Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     77574 | NS      | $1982485.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                          | Telstra Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    307310 | NS      | $1044297.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ausgold Ltd                                                | Ausgold Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 894500N1FW604CKRQQ71 | Long             | EC               | CORP              | AU        |     84401 | NS      | $67000.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                 | Mondelez International Inc                                                                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     61929 | NS      | $3620988.63   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                     | Mondelez International Inc                                                                                             | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918215.98    | 0.07%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                               | Monolithic Power Systems Inc                                                                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1537 | NS      | $1727818.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Resources NL                                       | Emerald Resources NL                                                                                                   | CUSIP: 000000000<br>LEI: 529900V79JFYUE9ZQB09 | Long             | EC               | CORP              | AU        |     50517 | NS      | $262072.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                      | Monster Beverage Corp                                                                                                  | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2468 | NS      | $199315.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montage Gold Corp                                          | Montage Gold Corp                                                                                                      | CUSIP: 61178L101<br>LEI: 9845004C6BCE77ACA795 | Long             | EC               | CORP              | CA        |      2468 | NS      | $22185.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lynas Rare Earths Ltd                                      | Lynas Rare Earths Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |      8295 | NS      | $86065.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                              | BHP Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     54754 | NS      | $1928130.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                               | Moody's Corp                                                                                                           | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1673 | NS      | $862531.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Group                                               | Mirvac Group                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     54573 | NS      | $76003.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     17579 | NS      | $3213441.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $890334.40    | 0.06%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                     | DBS Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     50210 | NS      | $2336633.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                         | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548007.10    | 0.04%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                         | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    970000 | PA      | $753493.89    | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust             | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                                                               | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96002 | PA      | $97076.66     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust             | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                               | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88600 | PA      | $89586.32     | 0.01%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                                                            | CUSIP: 61779CAH7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $311727.83    | 0.02%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Champion Iron Ltd                                          | Champion Iron Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 894500WQI96G4T75O202 | Long             | EC               | CORP              | AU        |     26062 | NS      | $106711.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Steel Corp                                           | China Steel Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900D3N7UIJMVJ9120 | Long             | EC               | CORP              | TW        |     58000 | NS      | $38242.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                              | Mosaic Co/The                                                                                                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2020 | NS      | $55550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                               | Chugai Pharmaceutical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     37800 | NS      | $2149636.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| City Developments Ltd                                      | City Developments Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900BPLPJS0RJ72373 | Long             | EC               | CORP              | SG        |      9100 | NS      | $66384.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                     | Motorola Solutions Inc                                                                                                 | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246077.05    | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                  | KDDI Corp                                                                                                              | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    113200 | NS      | $1906537.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                    | MUNI ELEC AUTH OF GEORGIA                                                                                              | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1016000 | PA      | $1108197.83   | 0.08%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                            | Gold Fields Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     10821 | NS      | $569199.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMEF Funding LLC                                           | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |     78956 | PA      | $79266.23     | 0.01%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NGEx Minerals Ltd                                          | NGEx Minerals Ltd                                                                                                      | CUSIP: 62930A102<br>LEI: 549300M2DU5ORAGOIG27 | Long             | EC               | CORP              | CA        |      8588 | NS      | $177606.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                                         | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       399 | NS      | $60899.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                                                         | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    224000 | PA      | $246677.98    | 0.02%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    115000 | PA      | $113735.37    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    110000 | PA      | $110491.93    | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                           | NTT Finance Corp                                                                                                       | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $219226.66    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                    | NOV Inc                                                                                                                | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      7895 | NS      | $144873.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                    | National Bank of Canada                                                                                                | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      8228 | NS      | $980423.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                                                                | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $340736.73    | 0.02%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                         | Mitsubishi UFJ Financial Group Inc                                                                                     | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    201800 | NS      | $3656940.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Subaru Corp                                                | Subaru Corp                                                                                                            | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     42900 | NS      | $922255.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd                                               | Fujikura Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |       700 | NS      | $88517.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                                                            | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $860704.68    | 0.06%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                             | NCR Atleos Corp                                                                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182191.72    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                              | Nomura Research Institute Ltd                                                                                          | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     16000 | NS      | $486017.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                | Navistar Financial Dealer Note Master Owner Trust                                                                      | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210754.13    | 0.02%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2019-C                                                                       | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     92018 | PA      | $91144.96     | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp                          | Japan Real Estate Investment Corp                                                                                      | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               |  | JP        |        92 | NS      | $74189.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Student Loan Trust                                  | Nelnet Student Loan Trust 2021-C                                                                                       | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    328587 | PA      | $309689.28    | 0.02%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                                 | Harmony Gold Mining Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |      4905 | NS      | $110441.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                | Netflix Inc                                                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     50677 | NS      | $4231022.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                | James Hardie Industries PLC                                                                                            | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |      3323 | NS      | $76661.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 48 Ltd                                                                              | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |    865000 | PA      | $865508.62    | 0.06%             | 2036-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                     | CapitaLand Integrated Commercial Trust                                                                                 | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |     52829 | NS      | $99254.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aluminum Corp of China Ltd                                 | Aluminum Corp of China Ltd                                                                                             | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     56000 | NS      | $99281.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                                | Hitachi Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     83000 | NS      | $2875180.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                            | Sumitomo Mitsui Trust Group Inc                                                                                        | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     47500 | NS      | $1570851.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                           | Viper Energy Inc                                                                                                       | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $115164.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp                                                  | Hoya Corp                                                                                                              | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      7000 | NS      | $1170134.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Found Gold Corp                                        | New Found Gold Corp                                                                                                    | CUSIP: 64440N103<br>LEI: 98450056568BF2A90783 | Long             | EC               | CORP              | CA        |     20801 | NS      | $56980.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2022-INV1                                                                          | CUSIP: 64831DAD4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    444696 | PA      | $386121.19    | 0.03%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2025-NQM4                                                                          | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    569119 | PA      | $575102.82    | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                       | Kerry Properties Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     30000 | NS      | $91089.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                    | New York State Electric & Gas Corp                                                                                     | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313843.08    | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                         | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                                                                   | CUSIP: 64990CER8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $160183.40    | 0.01%             | 2046-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                    | KT Corp                                                                                                                | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     35824 | NS      | $1416135.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                  | Tokio Marine Holdings Inc                                                                                              | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     44500 | NS      | $1646753.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Goldcorp Corp.                                     | Newmont Goldcorp Corp.                                                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      3064 | NS      | $344240.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Prime Realty Investment Corp                         | Japan Prime Realty Investment Corp                                                                                     | CUSIP: 000000000<br>LEI: 353800NJOQJAY1ODEX72 | Long             | EC               |  | JP        |       118 | NS      | $79983.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                        | BlueScope Steel Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |      4489 | NS      | $94527.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                         | NextEra Energy Inc                                                                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      9642 | NS      | $847531.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                       | Niagara Mohawk Power Corp                                                                                              | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    640000 | PA      | $636924.49    | 0.05%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JFE Holdings Inc                                           | JFE Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |      2200 | NS      | $29653.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                           | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616280.63    | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    425000 | PA      | $328765.35    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                      | Norfolk Southern Corp                                                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      5014 | NS      | $1460277.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp                                    | Panasonic Holdings Corp                                                                                                | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     78300 | NS      | $1071084.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramelius Resources Ltd                                     | Ramelius Resources Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |     15634 | NS      | $51385.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                   | Mitsubishi Estate Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     68700 | NS      | $1749017.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp                                   | Mitsubishi Electric Corp                                                                                               | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    102200 | NS      | $3189622.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                            | Mitsubishi Heavy Industries Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      3900 | NS      | $113880.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                      | Mitsui Fudosan Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    135000 | NS      | $1541822.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Renesas Electronics Corp                                   | Renesas Electronics Corp                                                                                               | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     84600 | NS      | $1408177.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                            | Nintendo Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     19800 | NS      | $1286437.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                   | NEC Corp                                                                                                               | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     52200 | NS      | $1757314.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Steel Corp                                          | Nippon Steel Corp                                                                                                      | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     41400 | NS      | $172785.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern California Power Agency                           | NTHRN CA PWR AGY REVENUE                                                                                               | CUSIP: 664845DQ4<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |    300000 | PA      | $332452.17    | 0.02%             | 2040-06-01      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                                                                    | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360010.85    | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                  | ORIX Corp                                                                                                              | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     33800 | NS      | $1025182.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp                                                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2038 | NS      | $1410825.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                   | Northwell Healthcare Inc                                                                                               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395906.78    | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                                         | POSCO Holdings Inc                                                                                                     | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |       472 | NS      | $113950.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                 | Nucor Corp                                                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1932 | NS      | $343355.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                | NVIDIA Corp                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    206038 | NS      | $39380042.94  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                                            | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110134.25    | 0.01%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2017-13 Ltd                                                                                                    | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    335000 | PA      | $336326.27    | 0.02%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                    | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      3310 | NS      | $325737.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427411.01    | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162011.38    | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2019-EXP3 Trust                                                                                                    | CUSIP: 67113AAQ3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     32446 | PA      | $30670.14     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                  | OBX 2019-EXP3 Trust                                                                                                    | CUSIP: 67113ABC3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |      3956 | PA      | $3957.81      | 0.00%             | 2059-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                    | NYMT Loan Trust 2025-INV1                                                                                              | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |     96112 | PA      | $96815.32     | 0.01%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-NQM15 Trust                                                                                                   | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    134565 | PA      | $135581.88    | 0.01%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2025-NQM15 Trust                                                                                                   | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    139051 | PA      | $139166.26    | 0.01%             | 2065-07-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                     | NYC Commercial Mortgage Trust 2025-28L                                                                                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100489.13    | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                | Northern Star Resources Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |     10505 | NS      | $211700.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Mining Group Co Ltd                                  | Zijin Mining Group Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |    102000 | NS      | $547074.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Steel Ltd                                           | Jindal Steel Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |      3122 | NS      | $38188.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jindal Stainless Ltd                                       | Jindal Stainless Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3358003QFQMSFDO7BP20 | Long             | EC               | CORP              | IN        |      2828 | NS      | $25393.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2020-EXP1 Trust                                                                                                    | CUSIP: 67448TAP0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     95932 | PA      | $86908.84     | 0.01%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2020-EXP1 Trust                                                                                                    | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     16403 | PA      | $16269.32     | 0.00%             | 2060-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2020-EXP2 Trust                                                                                                    | CUSIP: 67448VAF7<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    114872 | PA      | $102384.48    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                                                              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385715.94    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2024-1                                                                                        | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70827 | PA      | $71327.39     | 0.01%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                   | Octane Receivables Trust 2024-RVM1                                                                                     | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152504 | PA      | $154738.31    | 0.01%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                            | Odeon Finco PLC                                                                                                        | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $282161.55    | 0.02%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                      | Valterra Platinum Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      4902 | NS      | $461257.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                 | Samsung Electronics Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     21515 | NS      | $2399025.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                              | Old Dominion Freight Line Inc                                                                                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     15061 | NS      | $2608565.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                               | Shimizu Corp                                                                                                           | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     55800 | NS      | $987388.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                  | Shin-Etsu Chemical Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     46900 | NS      | $1554342.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omai Gold Mines Corp                                       | Omai Gold Mines Corp                                                                                                   | CUSIP: 682043104<br>LEI: 254900GOHPZOKN6K3C88 | Long             | EC               | CORP              | CA        |     70219 | NS      | $87151.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                            | Sony Group Corp                                                                                                        | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    139000 | NS      | $3102261.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                                     | Omnicom Group Inc / Omnicom Capital Inc                                                                                | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39959.29     | 0.00%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                                                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2579 | NS      | $204231.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                              | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35506.92     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                                                                   | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    511000 | PA      | $513618.36    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                          | OneSky Flight LLC                                                                                                      | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    455000 | PA      | $486501.47    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                             | 1261229 BC Ltd                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    480000 | PA      | $492603.36    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     14601 | NS      | $2403032.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    565000 | PA      | $509146.28    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667097.00    | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                           | OR Royalties Inc                                                                                                       | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      7017 | NS      | $276681.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA                                                  | Orange SA                                                                                                              | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $299295.40    | 0.02%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                              | Sumitomo Corp                                                                                                          | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     69100 | NS      | $2790164.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                                | Sun Hung Kai Properties Ltd                                                                                            | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |     10500 | NS      | $168949.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                          | Suzuki Motor Corp                                                                                                      | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     82600 | NS      | $1124301.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                  | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     91000 | NS      | $5132666.03   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                                                                                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      7198 | NS      | $614853.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                      | Tokyo Tatemono Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |      4100 | NS      | $96141.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                         | Tokyo Electron Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      7600 | NS      | $2028663.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                          | Toyota Motor Corp                                                                                                      | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    140900 | NS      | $3190188.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                | Ovintiv Inc                                                                                                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      3258 | NS      | $141625.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                              | Owens Corning                                                                                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3023 | NS      | $362276.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                                                          | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310193.45    | 0.02%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                         | PBF Holding Co LLC / PBF Finance Corp                                                                                  | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475642.20    | 0.03%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                         | PBF HOLDING CO LLC                                                                                                     | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68930.49     | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                  | PG&E Corp                                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     19884 | NS      | $306611.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                         | PPG Industries Inc                                                                                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      7391 | NS      | $854621.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                    | PTC Inc                                                                                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       219 | NS      | $34192.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                 | PACCAR Inc                                                                                                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2256 | NS      | $277284.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                                                                  | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    880000 | PA      | $890119.41    | 0.06%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                                 | PSMC 2021-2 Trust                                                                                                      | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430695 | PA      | $394795.21    | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                             | PENN Commercial Mortgage Trust 2025-P11                                                                                | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $215970.74    | 0.02%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                             | PEAC Solutions Receivables 2025-1 LLC                                                                                  | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511859 | PA      | $514835.82    | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432136.96    | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                         | Pacific Life Global Funding II                                                                                         | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    605000 | PA      | $605725.20    | 0.04%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                  | Packaging Corp of America                                                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3764 | NS      | $837678.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iluka Resources Ltd                                        | Iluka Resources Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 2549009N2Y1F4YNB0955 | Long             | EC               | CORP              | AU        |     20978 | NS      | $78299.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                  | Palantir Technologies Inc                                                                                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      4798 | NS      | $703338.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2021-2 Ltd                                                                                           | CUSIP: 69701XAJ3<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $491729.70    | 0.04%             | 2038-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                     | Palo Alto Networks Inc                                                                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2477 | NS      | $438354.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4119 | NS      | $3854724.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC Solutions Receivables LLC                             | PEAC Solutions Receivables 2026-1 LLC                                                                                  | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $195822.67    | 0.01%             | 2033-07-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                    | Pebblebrook Hotel Trust                                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     10057 | NS      | $114850.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     43418 | NS      | $1977819.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                | Novartis AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     24326 | NS      | $3606812.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                    | ABB Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     35274 | NS      | $3041672.39   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                           | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      9664 | NS      | $4384146.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                  | Holcim AG                                                                                                              | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     13540 | NS      | $1393146.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                  | Nestle SA                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     43060 | NS      | $4090156.91   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                | Equinor ASA                                                                                                            | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     73094 | NS      | $1950590.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2599 | NS      | $399284.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                | Revvity Inc                                                                                                            | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     17455 | NS      | $1899104.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                                                            | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    595000 | PA      | $561782.16    | 0.04%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Permian Resources Corp                                     | Permian Resources Corp                                                                                                 | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      8175 | NS      | $131862.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476976.96    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                          | Sonova Holding AG                                                                                                      | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1939 | NS      | $530494.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government International Bonds                        | Peru Government International Bonds                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    190000 | PA      | $193515.00    | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      8522 | NS      | $225321.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                                             | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561784.94    | 0.04%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                            | Philip Morris International Inc                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     11379 | NS      | $2041847.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       751 | NS      | $107813.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                        | EssilorLuxottica SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      4789 | NS      | $1464005.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                              | Pinterest Inc                                                                                                          | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     29902 | NS      | $661731.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bonds          | Republic of Poland Government International Bonds                                                                      | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    110000 | PA      | $109871.55    | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds          | Republic of Poland Government International Bonds                                                                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $379451.62    | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                                  | Pool Corp                                                                                                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       168 | NS      | $42687.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                | Popular Inc                                                                                                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       494 | NS      | $65963.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Road Equipment Finance                                | Post Road Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24718 | PA      | $24809.63     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                | Post Road Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408464 | PA      | $412164.34    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp                                    | Precision Drilling Corp                                                                                                | CUSIP: 74022D407<br>LEI: 8945003E8R4T2TZ7G795 | Long             | EC               | CORP              | CA        |      1202 | NS      | $95866.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                    | Principal Financial Group Inc                                                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315565.42    | 0.02%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                    | Procter & Gamble Co/The                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     31351 | NS      | $4758141.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                       | Progressive Corp/The                                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2142 | NS      | $445536.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2025-SFR5 Trust                                                                                   | CUSIP: 74334RAA0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $116172.04    | 0.01%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     13024 | NS      | $1700413.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                    | Providence St Joseph Health Obligated Group                                                                            | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1067998.64   | 0.08%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                   | PUBLIC FIN AUTH WI REVENUE                                                                                             | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    930000 | PA      | $652802.15    | 0.05%             | 2051-07-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                                                         | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      5136 | NS      | $1418511.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                                                            | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    360000 | PA      | $341225.85    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                             | PulteGroup Inc                                                                                                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1955 | NS      | $244550.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF QATAR                                             | Qatar Government International Bond                                                                                    | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $197857.39    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                  | Qorvo Inc                                                                                                              | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103366.42    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                      | Qnity Electronics Inc                                                                                                  | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |      1065 | NS      | $102431.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics Inc                                                                                                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      5815 | NS      | $1087579.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                      | Quikrete Holdings Inc                                                                                                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477879.28    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                | RCKT Mortgage Trust 2024-CES9                                                                                          | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76190 | PA      | $77023.86     | 0.01%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                           | RELX Capital Inc                                                                                                       | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456775.02    | 0.03%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                      | RPM International Inc                                                                                                  | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1113 | NS      | $119046.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                       | Range Resources Corp                                                                                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     57000 | NS      | $2157450.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                               | Rayonier Inc                                                                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      5192 | NS      | $118066.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                   | RTX Corp                                                                                                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1596 | NS      | $320684.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                   | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                                                               | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630736 | PA      | $638603.17    | 0.05%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                                                                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    345000 | PA      | $345185.54    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                                                                     | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    540000 | PA      | $521273.31    | 0.04%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                       | Regency Centers Corp                                                                                                   | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      8073 | NS      | $588279.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                         | Regency Centers LP                                                                                                     | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    140000 | PA      | $139562.61    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                              | Regeneron Pharmaceuticals Inc                                                                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       375 | NS      | $278043.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                               | Reliance Inc                                                                                                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1255 | NS      | $413522.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                      | Republic Services Inc                                                                                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      9903 | NS      | $2130036.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                                 | ResMed Inc                                                                                                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       710 | NS      | $183400.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robex Resources Inc                                        | Robex Resources Inc                                                                                                    | CUSIP: 76125Y600<br>LEI: 529900UBILRW1I57HF58 | Long             | EC               | CORP              | CA        |     11135 | NS      | $48002.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                              | Rexford Industrial Realty Inc                                                                                          | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     20056 | NS      | $812869.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING                                         | RGA Global Funding                                                                                                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    485000 | PA      | $502399.33    | 0.04%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                         | RGA Global Funding                                                                                                     | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90547.77     | 0.01%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                      | Robinhood Markets Inc                                                                                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1447 | NS      | $143947.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO Ltd                                     | Rockford Tower CLO 2022-1 Ltd                                                                                          | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    865000 | PA      | $865296.70    | 0.06%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                                                              | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    895000 | PA      | $769028.54    | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                    | Romanian Government International Bond                                                                                 | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $523210.70    | 0.04%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies Inc                                                                                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1494 | NS      | $554617.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                                                                 | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    745000 | PA      | $744437.28    | 0.05%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                                                                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5527 | NS      | $1042668.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                  | Shell PLC                                                                                                              | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     41934 | NS      | $3230176.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                             | Royal Gold Inc                                                                                                         | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        98 | NS      | $25804.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                       | Ryanair Holdings PLC                                                                                                   | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     20144 | NS      | $1422166.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2024-1 LLC                                                                                       | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $243522.16    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                  | SFS Auto Receivables Securitization Trust 2024-2                                                                       | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228523 | PA      | $231192.78    | 0.02%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                  | SFS Auto Receivables Securitization Trust 2024-2                                                                       | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $61634.86     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                               | State Street Institutional U.S. Government Money Market Fund                                                           | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 146821380 | NS      | $146821379.69 | 10.53%            |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       900 | NS      | $475011.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                                                                                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       223 | NS      | $41056.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB Funding LLC                                            | SEB Funding LLC                                                                                                        | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426000 | PA      | $437705.84    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2025-1 LLC                                                                                       | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150048 | PA      | $150511.54    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                    | SCF Equipment Leasing 2025-1 LLC                                                                                       | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $286390.52    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                       | SL Green Realty Corp                                                                                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       230 | NS      | $10299.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2021-A                                                                                | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334797 | PA      | $307289.81    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611227.11    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185956.02    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                   | Saia Inc                                                                                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       871 | NS      | $291671.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                   | Saks Global Enterprises LLC                                                                                            | CUSIP: 79380MAA3<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    525000 | PA      | $105.00       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                             | Salesforce Inc                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5302 | NS      | $1125561.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                   | Sammons Financial Group Global Funding                                                                                 | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306120.60    | 0.02%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency             | SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION                                                                     | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $269563.97    | 0.02%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                            | Sandisk Corp/DE                                                                                                        | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1627 | NS      | $937558.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $477536.59    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                        | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200323.03    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    535000 | PA      | $526936.53    | 0.04%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229647.37    | 0.02%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2025-1                                                                          | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $315745.79    | 0.02%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                                    | SLB Ltd                                                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     57463 | NS      | $2780059.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     43676 | NS      | $4538809.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                                                                | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545126.86    | 0.04%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                    | Sea Ltd                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     15313 | NS      | $1783811.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                     | Sempra                                                                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4019 | NS      | $349693.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2018-CH2                                                                                        | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32038 | PA      | $29993.37     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-HYB1                                                                                       | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215342 | PA      | $216324.90    | 0.02%             | 2063-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                       | ServiceMaster Funding LLC                                                                                              | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459048 | PA      | $431321.12    | 0.03%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                             | ServiceNow Inc                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     20507 | NS      | $2399524.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                       | Shell Finance US Inc                                                                                                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34504.86     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                                                                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      3216 | NS      | $1140522.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                              | Shoals Technologies Group Inc                                                                                          | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11480 | NS      | $108371.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                | Shopify Inc                                                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     10716 | NS      | $1406260.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                          | Sierra Timeshare 2025-2 Receivables Funding LLC                                                                        | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140782 | PA      | $141545.85    | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 5 Ltd                                                                                                  | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $681793.16    | 0.05%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 10 Ltd                                                                                                 | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350666.75    | 0.03%             | 2038-01-24      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      5205 | NS      | $995768.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                                                                | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1005000 | PA      | $906477.82    | 0.07%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                   | Sinclair Television Group Inc                                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331014.40    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SiteOne Landscape Supply Inc                               | SiteOne Landscape Supply Inc                                                                                           | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       644 | NS      | $92439.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                      | Six Flags Entertainment Corp                                                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1069766.97   | 0.08%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                                                              | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121841.76    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    845000 | PA      | $856961.25    | 0.06%             | 2027-03-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Skeena Resources Ltd                                       | Skeena Resources Ltd                                                                                                   | CUSIP: 83056P715<br>LEI: 549300DCWSQFVVZ21289 | Long             | EC               | CORP              | CA        |      9699 | NS      | $276727.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartstop Self Storage REIT Inc                            | Smartstop Self Storage REIT Inc                                                                                        | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               |  | US        |      8967 | NS      | $281922.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowline Gold Corp                                         | Snowline Gold Corp                                                                                                     | CUSIP: 83342V104<br>LEI: 529900VVFSE66NAIST38 | Long             | EC               | CORP              | CA        |     19040 | NS      | $238270.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                                                         | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    194000 | PA      | $201047.40    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| South Bow Corp                                             | South Bow Corp                                                                                                         | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      4066 | NS      | $115501.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                                                         | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $993671.18    | 0.07%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                          | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $619512.26    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                            | Southern Co/The                                                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     36108 | NS      | $3224805.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $761748.06    | 0.05%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                       | Southern Copper Corp                                                                                                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      2437 | NS      | $463809.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                                                           | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430299.61    | 0.03%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                                                             | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184287.95    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprott Physical Uranium Trust                              | Sprott Physical Uranium Trust                                                                                          | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |      4100 | NS      | $92680.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                  | Block Inc                                                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      6297 | NS      | $380527.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                                                                 | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $537789.97    | 0.04%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                       | Stanford Health Care                                                                                                   | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $326313.64    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                 | Stanley Black & Decker Inc                                                                                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1088 | NS      | $85582.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1821 | NS      | $167440.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                        | Starwood Mortgage Residential Trust 2019-INV1                                                                          | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28360 | PA      | $28181.72     | 0.00%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1              | Starwood Mortgage Residential Trust 2020-INV                                                                           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34453 | PA      | $33117.44     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600784.36    | 0.04%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                         | Steel Dynamics Inc                                                                                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2970 | NS      | $533322.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust     | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                                                          | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $221110.38    | 0.02%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust     | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                                                          | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100766.44    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                               | Stryker Corp                                                                                                           | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3641 | NS      | $1345567.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                        | Sun Communities Inc                                                                                                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |      4060 | NS      | $517365.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                          | Suncor Energy Inc                                                                                                      | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |      6132 | NS      | $324106.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                                                              | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    397000 | PA      | $408921.91    | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                      | Suzano Netherlands BV                                                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $308654.60    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                               | Synopsys Inc                                                                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2150 | NS      | $999997.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                           | Symphony CLO 37 Ltd                                                                                                    | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |    630000 | PA      | $630172.62    | 0.05%             | 2037-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      8939 | NS      | $1339151.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                                                | TJX Cos Inc/The                                                                                                        | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219501.51    | 0.02%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TKO Group Holdings Inc                                     | TKO Group Holdings Inc                                                                                                 | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $299818.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                            | T-Mobile US Inc                                                                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     24678 | NS      | $4866748.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    530000 | PA      | $525391.66    | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420673.59    | 0.03%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG Inc                                                    | TPG Inc                                                                                                                | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      1887 | NS      | $111163.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TR FINANCE LLC                                             | TR Finance LLC                                                                                                         | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29928.22     | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                  | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3530 | NS      | $1166876.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                    | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    528000 | PA      | $541328.57    | 0.04%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tamarack Valley Energy Ltd                                 | Tamarack Valley Energy Ltd                                                                                             | CUSIP: 87505Y409<br>LEI: 549300TLKPX8BE14MH06 | Long             | EC               | CORP              | CA        |     13281 | NS      | $89830.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                    | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $339439.78    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                | Target Corp                                                                                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       346 | NS      | $36492.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp                                                                                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2561 | NS      | $514709.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                                                                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220250.25    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                   | Teachers Insurance & Annuity Association of America                                                                    | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823717.72    | 0.06%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                         | Teck Resources Ltd                                                                                                     | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      4756 | NS      | $255682.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                  | Teledyne Technologies Inc                                                                                              | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       666 | NS      | $413119.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                 | Tenaris SA                                                                                                             | CUSIP: 88031M109<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      2229 | NS      | $98744.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                      | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     12669 | NS      | $2397988.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                      | Tenet Healthcare Corp                                                                                                  | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    760000 | PA      | $767824.49    | 0.06%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                               | Teradyne Inc                                                                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1113 | NS      | $268288.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                        | Terreno Realty Corp                                                                                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      6639 | NS      | $408564.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                  | Tesla Inc                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     19568 | NS      | $8422262.88   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas A&M University                                       | TEXAS ST A & M UNIV REVENUES                                                                                           | CUSIP: 88213APS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $961778.84    | 0.07%             | 2039-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                                                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     19311 | NS      | $4162486.05   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                               | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3176 | NS      | $1837665.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $309929.07    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                      | 3M Co                                                                                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       755 | NS      | $115635.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482242.07    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                          | Toll Brothers Inc                                                                                                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5361 | NS      | $774610.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                                   | Torex Gold Resources Inc                                                                                               | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       643 | NS      | $30949.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $857303.87    | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                        | Tourmaline Oil Corp                                                                                                    | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |      3410 | NS      | $161378.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                    | TotalEnergies Capital USA LLC                                                                                          | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530106.90    | 0.04%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2017-4                                                                                       | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    117436 | PA      | $115590.27    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2018-1                                                                                       | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      6356 | PA      | $6321.25      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2024-2                                                                                       | CUSIP: 89183AAQ2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    873089 | PA      | $882671.35    | 0.06%             | 2064-12-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                          | Tractor Supply Co                                                                                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     21676 | NS      | $1102874.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                                                               | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492658.76    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                                       | Tradeweb Markets Inc                                                                                                   | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2910 | NS      | $299933.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                        | TransDigm Group Inc                                                                                                    | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       454 | NS      | $648103.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                                                          | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    327000 | PA      | $333178.01    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                      | Transurban Finance Co Pty Ltd                                                                                          | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $48657.78     | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                      | Transurban Finance Co Pty Ltd                                                                                          | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    465000 | PA      | $422939.73    | 0.03%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                      | Travelers Cos Inc/The                                                                                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3163 | NS      | $899905.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                                                                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       906 | NS      | $46586.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TX Trust 24-HOU                                            | TX Trust 2024-HOU                                                                                                      | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.50    | 0.01%             | 2039-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                            | Tyson Foods Inc                                                                                                        | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       993 | NS      | $64872.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     10457 | NS      | $586742.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                               | FARMERS BUSINESS NETWORK INC                                                                                           | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       413 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies Inc                                                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1312 | NS      | $105025.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                                                  | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    665000 | PA      | $667161.25    | 0.05%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                            | Ulta Beauty Inc                                                                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       214 | NS      | $138535.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                               | Unilever PLC                                                                                                           | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3042 | NS      | $207951.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       298 | NS      | $70059.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                   | United Airlines 2019-1 Class AA Pass Through Trust                                                                     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250611 | PA      | $246883.10    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                    | United Airlines 2016-2 Class A Pass Through Trust                                                                      | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234863 | PA      | $224282.10    | 0.02%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                               | United Airlines Holdings Inc                                                                                           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1399 | NS      | $143145.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                      | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    639000 | PA      | $566217.90    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                      | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    775000 | PA      | $667662.50    | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    769049 | PA      | $835040.52    | 0.06%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    112523 | PA      | $114155.68    | 0.01%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $52058.59     | 0.00%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    162475 | PA      | $165024.14    | 0.01%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $4261638.26   | 0.31%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150988 | PA      | $157268.96    | 0.01%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2405000 | PA      | $1981870.31   | 0.14%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    471850 | PA      | $368244.89    | 0.03%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1155000 | PA      | $931805.27    | 0.07%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28200 | PA      | $21057.70     | 0.00%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    243413 | PA      | $204074.84    | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165196 | PA      | $120541.76    | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $285732.42    | 0.02%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1073352.54   | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1380981.45   | 0.10%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3535000 | PA      | $2646278.91   | 0.19%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $2522109.39   | 0.18%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $630896.48    | 0.05%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $2849780.26   | 0.20%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $627750.00    | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $631835.94    | 0.05%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2575000 | PA      | $1434355.47   | 0.10%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $219734.38    | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3210000 | PA      | $1832960.14   | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $954727.34    | 0.07%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1247497.85   | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $519653.32    | 0.04%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6980 | PA      | $5428.92      | 0.00%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $493087.89    | 0.04%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3880000 | PA      | $3123248.45   | 0.22%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1069635.35   | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    359023 | PA      | $321792.35    | 0.02%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $571177.54    | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $1906357.81   | 0.14%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Bonds                                                                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41093 | PA      | $38925.31     | 0.00%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3085000 | PA      | $3016069.53   | 0.22%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325000 | PA      | $1332660.16   | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173831 | PA      | $172904.73    | 0.01%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190096 | PA      | $185304.31    | 0.01%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33810 | PA      | $33889.72     | 0.00%             | 2026-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    167886 | PA      | $167555.40    | 0.01%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188996 | PA      | $181308.06    | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695398 | PA      | $664238.18    | 0.05%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $1070003.91   | 0.08%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56038 | PA      | $52871.12     | 0.00%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    199566 | PA      | $187163.11    | 0.01%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $1334910.36   | 0.10%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71179 | PA      | $71121.73     | 0.01%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $458148.83    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    414475 | PA      | $410234.16    | 0.03%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1804125.00   | 0.13%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1004 | PA      | $951.73       | 0.00%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1132621 | PA      | $1150332.72   | 0.08%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21765 | PA      | $21082.04     | 0.00%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5915000 | PA      | $5974843.18   | 0.43%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1053731 | PA      | $1058899.98   | 0.08%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7160000 | PA      | $7169789.08   | 0.51%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6245000 | PA      | $6308181.85   | 0.45%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    144095 | PA      | $141712.26    | 0.01%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    219610 | PA      | $228160.08    | 0.02%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1935364.84   | 0.14%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    885004 | PA      | $886851.97    | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2305000 | PA      | $2285911.72   | 0.16%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4072500.00   | 0.29%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    348162 | PA      | $358952.69    | 0.03%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5085000 | PA      | $5218878.49   | 0.37%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $1548559.37   | 0.11%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     77482 | PA      | $78374.87     | 0.01%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2845000 | PA      | $2785988.47   | 0.20%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $648781.25    | 0.05%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1426882 | PA      | $1455452.94   | 0.10%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $582673.44    | 0.04%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3210000 | PA      | $3257648.44   | 0.23%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128400 | PA      | $131534.00    | 0.01%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4475000 | PA      | $4615892.60   | 0.33%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    415000 | PA      | $419133.79    | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3435000 | PA      | $3452175.00   | 0.25%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1064176 | PA      | $1080133.73   | 0.08%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1955000 | PA      | $1959276.56   | 0.14%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2221742.18   | 0.16%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151436 | PA      | $151904.40    | 0.01%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $900843.75    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1792872.66   | 0.13%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430000 | PA      | $2412724.21   | 0.17%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385835 | PA      | $384001.04    | 0.03%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $789687.50    | 0.06%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $648222.65    | 0.05%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14980 | NS      | $4298211.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    880000 | PA      | $558346.34    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484305.91    | 0.03%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                        | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $482621.98    | 0.03%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                           | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $382212.88    | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                                        | Uranium Energy Corp                                                                                                    | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     29404 | NS      | $506924.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                   | USA Compression Partners LP / USA Compression Finance Corp                                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $250210.26    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                    | VZ Secured Financing BV                                                                                                | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    496000 | PA      | $497519.13    | 0.04%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                         | Valero Energy Corp                                                                                                     | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     12139 | NS      | $2202378.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                                                                     | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200834.39    | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                         | Varsity Brands Inc 2025 1st Lien Term Loan                                                                             | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    492525 | PA      | $491539.95    | 0.04%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                                                                             | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     10570 | NS      | $820971.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                                                       | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    270000 | PA      | $268658.24    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89102.09     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp                                                                                                           | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1339 | NS      | $132534.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables LLC                                    | Verdant Receivables 2023-1 LLC                                                                                         | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46618 | PA      | $47421.77     | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                    | Verdant Receivables 2024-1 LLC                                                                                         | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66053 | PA      | $67303.37     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                             | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    824000 | PA      | $730314.88    | 0.05%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                             | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150040.85    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics Inc                                                                                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       745 | NS      | $162007.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-7                                                                                      | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |    382261 | PA      | $382632.18    | 0.03%             | 2070-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                 | Vertex Pharmaceuticals Inc                                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       879 | NS      | $413042.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                         | Vertiv Holdings Co                                                                                                     | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1505 | NS      | $280200.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-1                                                                                      | CUSIP: 92537QAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     85091 | PA      | $77976.90     | 0.01%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2023-INV1                                                                                   | CUSIP: 92539FAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     71963 | PA      | $71764.03     | 0.01%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2024-INV1                                                                                   | CUSIP: 92540FAB6<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    325007 | PA      | $328928.48    | 0.02%             | 2069-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                | Viatris Inc                                                                                                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     18829 | NS      | $246471.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                                                                     | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1065000 | PA      | $996696.85    | 0.07%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                                                                                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     36702 | NS      | $1030592.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                   | Visa Inc                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     25050 | NS      | $8061841.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                                                               | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86872.21     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vista Energy SAB de CV                                     | Vista Energy SAB de CV                                                                                                 | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |      1851 | NS      | $111966.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                | Vistra Corp                                                                                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1301 | NS      | $206013.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                | Vistra Corp                                                                                                            | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    458000 | PA      | $466444.15    | 0.03%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                 | VMware LLC                                                                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    920000 | PA      | $907957.78    | 0.07%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                                                                | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286959.95    | 0.02%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                       | Vornado Realty Trust                                                                                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      5328 | NS      | $169856.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                         | Voya Financial Inc                                                                                                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2722 | NS      | $208668.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER PARENT LLC                                         | Voyager Parent LLC                                                                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    605000 | PA      | $642703.60    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                               | WB Commercial Mortgage Trust 2024-HQ                                                                                   | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $255421.90    | 0.02%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                   | Westinghouse Air Brake Technologies Corp                                                                               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     14590 | NS      | $3357742.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                | Walmart Inc                                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     12459 | NS      | $1484365.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                       | Warrior Met Coal Inc                                                                                                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1862 | NS      | $166276.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections Inc                                                                                                  | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |       921 | NS      | $154359.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                       | Waste Management Inc                                                                                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       878 | NS      | $195126.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                                | Waters Corp                                                                                                            | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       176 | NS      | $65246.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                   | DATABRICKS SER G CVT PFD                                                                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      1206 | NS      | $229140.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT                                        | GUSTO INC SER E CVT                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3216 | NS      | $78148.80     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA COMMON STOCK PP                                      | CANVA COMMON STOCK PP                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $209768.40    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT                                       | DATABRICKS SER H CVT                                                                                                   | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      2613 | NS      | $496470.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LILAC SOLUTIONS SER B                                      | LILAC SOLUTIONS SER B                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4155 | NS      | $41217.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT                                         | CANVA SERIES A CVT                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         8 | NS      | $13984.56     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KOBOLD METALS SER B 1 CVT                                  | KOBOLD METALS SER B 1 CVT                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3900 | NS      | $439185.24    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                               | FARMERS BUSINESS NETWORK INC                                                                                           | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |       150 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                   | Weatherford International Ltd                                                                                          | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    485000 | PA      | $502328.57    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                           | Wells Fargo & Co                                                                                                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      2971 | NS      | $268845.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    720000 | PA      | $555623.65    | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328035.50    | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468959.14    | 0.03%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $591396.08    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2019-C54                                                                         | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $191409.50    | 0.01%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C6                                                                         | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $437414.42    | 0.03%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                                                          | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     21573 | NS      | $4063490.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                  | West Fraser Timber Co Ltd                                                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1538 | NS      | $105137.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                  | West Fraser Timber Co Ltd                                                                                              | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      1491 | NS      | $101823.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                           | West Pharmaceutical Services Inc                                                                                       | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       342 | NS      | $79043.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                     | West Virginia United Health System Obligated Group                                                                     | CUSIP: 956708AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $604674.07    | 0.04%             | 2048-06-01      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                   | Western Alliance Bancorp                                                                                               | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       963 | NS      | $85851.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                       | Western Digital Corp                                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2829 | NS      | $707900.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Minnesota Municipal Power Agency                   | WSTRN MN MUNI PWR AGY                                                                                                  | CUSIP: 958697LB8<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |    770000 | PA      | $660595.55    | 0.05%             | 2039-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                     | Westinghouse Air Brake Technologies Corp                                                                               | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403398.01    | 0.03%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                                                                                        | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      1747 | NS      | $45037.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                               | Wheaton Precious Metals Corp                                                                                           | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      3722 | NS      | $490353.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                             | Wheels Fleet Lease Funding 1 LLC                                                                                       | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $805986.24    | 0.06%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GUSTO TC6CSL955                                            | GUSTO                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $55890.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     13460 | NS      | $905319.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                                                   | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318399.06    | 0.02%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                                                                   | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    405000 | PA      | $372723.33    | 0.03%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                      | Williams Scotsman Inc                                                                                                  | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    614000 | PA      | $640152.10    | 0.05%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                   | Willis North America Inc                                                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433275.50    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                   | Windstream Services LLC / Windstream Escrow Finance Corp                                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $356158.50    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                         | Uniti Services LLC                                                                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335547.30    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Inc                                               | Wingstop Inc                                                                                                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       364 | NS      | $96616.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingspire Equipment Finance LLC                            | Wingspire Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100335.35    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $100584.24    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $465185.03    | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                                                                   | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $476249.81    | 0.03%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                | Workday Inc                                                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       409 | NS      | $71832.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                           | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $518380.94    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy Inc                                                                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     14450 | NS      | $1099067.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                               | Xylem Inc/NY                                                                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |       581 | NS      | $80102.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       724 | NS      | $90369.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                                             | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704085.78    | 0.05%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| USA RARE EARTH INC PIPE                                    | USA RARE EARTH INC PIPE                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4578 | NS      | $97506.82     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: S64324465 CDS USD R F  1.00000 5564324465FEE CCPCDX / Short: S64324465 CDS USD P V 03MEVENT 5564324465PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  11000000 | OU      | $247882.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                       | Evolution Mining Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      5892 | NS      | $60353.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alrosa PJSC                                                | Alrosa PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 894500DKUWVBYZLLE651 | Long             | EC               | CORP              | RU        |    121860 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASML Holding NV                                            | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      5151 | NS      | $7422132.14   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                | Moncler SpA                                                                                                            | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     19665 | NS      | $1142418.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                               | UBS Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     40472 | NS      | $1905149.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel DC REIT                                             | Keppel DC REIT                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | SG        |     52700 | NS      | $94454.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Railway Co                                          | Kyushu Railway Co                                                                                                      | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |      4000 | NS      | $101990.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal SA                                           | ArcelorMittal SA                                                                                                       | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      3247 | NS      | $176969.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                             | BE Semiconductor Industries NV                                                                                         | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      5483 | NS      | $1069130.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye Stillwater Ltd                                     | Sibanye Stillwater Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     42806 | NS      | $195510.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warehouses De Pauw CVA                                     | Warehouses De Pauw CVA                                                                                                 | CUSIP: 000000000<br>LEI: 549300HWDYC5JXC85138 | Long             | EC               |  | BE        |      7180 | NS      | $203408.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northam Platinum Holdings Ltd                              | Northam Platinum Holdings Ltd                                                                                          | CUSIP: 000000000<br>LEI: 3789009D0712C7101695 | Long             | EC               | CORP              | ZA        |      6889 | NS      | $169221.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                               | DNB Bank ASA                                                                                                           | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     78463 | NS      | $2254370.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Core REIT Management Pte Ltd                       | Digital Core REIT Management Pte Ltd                                                                                   | CUSIP: 000000000<br>LEI: 254900RTT7SLEEJYGV92 | Long             | EC               |  | SG        |     69300 | NS      | $37422.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Var Energi ASA                                             | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | EC               | CORP              | NO        |     12830 | NS      | $46454.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexus Select Trust                                         | Nexus Select Trust                                                                                                     | CUSIP: 000000000<br>LEI: 3358005ZHLYHK1WZGL78 | Long             | EC               |  | IN        |     38480 | NS      | $64274.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                  | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    169397 | NS      | $1887469.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                | Autoliv Inc                                                                                                            | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      9939 | NS      | $1184980.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Puig Brands SA                                             | Puig Brands SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |     34124 | NS      | $679945.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                      | Anglogold Ashanti Plc                                                                                                  | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      3436 | NS      | $319101.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American PLC                                         | Anglo American PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      9694 | NS      | $452063.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT DC REIT                                                | NTT DC REIT                                                                                                            | CUSIP: 000000000<br>LEI: 2549007AN8RVE3OG2252 | Long             | EC               |  | SG        |    117800 | NS      | $120156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                               | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     78171 | NS      | $5284621.33   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sany Heavy Industry Co Ltd                                 | Sany Heavy Industry Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 3003001FS86S7NYOHV89 | Long             | EC               | CORP              | CN        |     22400 | NS      | $68128.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterContinental Hotels Group PLC                          | InterContinental Hotels Group PLC                                                                                      | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |       524 | NS      | $70635.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI FUT MAR26                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       520 | NC      | $1857947.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                     | MSCI EAFE MAR26                                                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       361 | NC      | $2706206.07   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -44 | NC      | $75562.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -105 | NC      | $156529.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $40759.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        65 | NC      | $-42926.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $3772.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp                                 | Invincible Investment Corp                                                                                             | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               |  | JP        |       154 | NS      | $65078.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                          | Admiral Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     26148 | NS      | $983939.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Group                                              | Goodman Group                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |     16086 | NS      | $344221.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                  | Safran SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      5937 | NS      | $2118263.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                  | Bunzl PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     32052 | NS      | $898219.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                   | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     78257 | NS      | $2328323.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                                  | Seven & i Holdings Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     90200 | NS      | $1288654.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hindalco Industries Ltd                                    | Hindalco Industries Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800KXLE5NO5B4GF90 | Long             | EC               | CORP              | IN        |      7033 | NS      | $73611.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tsuruha Holdings Inc                                       | Tsuruha Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     36100 | NS      | $575230.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                            | Norsk Hydro ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     12452 | NS      | $111609.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                                 | Legrand SA                                                                                                             | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      8913 | NS      | $1426277.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                           | TotalEnergies SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     57053 | NS      | $4135436.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Impala Platinum Holdings Ltd                               | Impala Platinum Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |     18354 | NS      | $359041.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aedifica SA                                                | Aedifica SA                                                                                                            | CUSIP: 000000000<br>LEI: 529900DTKNXL0AXQFN28 | Long             | EC               |  | BE        |      2044 | NS      | $179654.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovereign Metals Ltd                                       | Sovereign Metals Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 213800NSPXSASTENFQ34 | Long             | EC               | CORP              | AU        |     21173 | NS      | $10320.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                 | Sandvik AB                                                                                                             | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     62858 | NS      | $2481858.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC Group Ltd                                             | CMOC Group Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     45000 | NS      | $128569.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian SpA                                               | Prysmian SpA                                                                                                           | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     25768 | NS      | $3068153.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                   | Vinci SA                                                                                                               | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     10310 | NS      | $1480568.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                                               | 3i Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     24489 | NS      | $1122904.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                             | Air Liquide SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     12102 | NS      | $2265665.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesis Minerals Ltd                                       | Genesis Minerals Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 894500AK5BVRCNP0FP48 | Long             | EC               | CORP              | AU        |      7660 | NS      | $40485.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                        | Macquarie Group Ltd                                                                                                    | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      9857 | NS      | $1456387.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                             | Isetan Mitsukoshi Holdings Ltd                                                                                         | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     90500 | NS      | $1447614.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                        | Amadeus IT Group SA                                                                                                    | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     18714 | NS      | $1255980.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Predictive Discovery Ltd                                   | Predictive Discovery Ltd                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    209234 | NS      | $123845.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Hongqiao Group Ltd                                   | China Hongqiao Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     32000 | NS      | $147955.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite Group SA                                         | Samsonite Group SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    212400 | NS      | $537790.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                                      | Julius Baer Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      9242 | NS      | $772547.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                               | Glencore PLC                                                                                                           | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     86750 | NS      | $592631.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                              | AIA Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    163200 | NS      | $1887472.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Polyus PJSC                                                | Polyus PJSC                                                                                                            | CUSIP: 000000000<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      4280 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Segro PLC                                                  | Segro PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               |  | GB        |     90544 | NS      | $939874.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                                   | Rolls-Royce Holdings PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    139620 | NS      | $2313604.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                                       | Swire Properties Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     47600 | NS      | $144528.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Prologis REIT Inc                                   | Nippon Prologis REIT Inc                                                                                               | CUSIP: 000000000<br>LEI: 353800PHBMSDLAFURY41 | Long             | EC               |  | JP        |       111 | NS      | $64766.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEG Immobilien SE                                          | LEG Immobilien SE                                                                                                      | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      1580 | NS      | $113869.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VARSITY BRANDS INC                                         | VARSITY BRANDS INC 2026 Add-On TERM LOAN B                                                                             | CUSIP: 000000000<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    279000 | PA      | $278442.00    | 0.02%             | 2031-08-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KION Group AG                                              | KION Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     17924 | NS      | $1268398.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                                    | Open House Group Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      2800 | NS      | $164533.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                    | Siemens Healthineers AG                                                                                                | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     33902 | NS      | $1694631.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Yunnan Aluminium Co Ltd                                    | Yunnan Aluminium Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 3003008AXWSVMLG3MX37 | Long             | EC               | CORP              | CN        |      9600 | NS      | $46476.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                          | Compass Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     85655 | NS      | $2563296.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricorn Metals Ltd                                       | Capricorn Metals Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 529900CRG304NUYMOV23 | Long             | EC               | CORP              | AU        |     20329 | NS      | $209368.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                                          | National Grid PLC                                                                                                      | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    165524 | NS      | $2796078.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Cake PLC                                            | Yellow Cake PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800CVMYUGOA9EZY95 | Long             | EC               | CORP              | JE        |     10419 | NS      | $97374.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kojamo Oyj                                                 | Kojamo Oyj                                                                                                             | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |     14660 | NS      | $165604.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAC Kazatomprom JSC                                        | NAC Kazatomprom JSC                                                                                                    | CUSIP: 63253R201<br>LEI: 5493008JG5TXJP2JSY44 | Long             | EC               | CORP              | KZ        |      1383 | NS      | $113682.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    128832 | NS      | $1301099.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                  | Alibaba Group Holding Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     35492 | NS      | $768710.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Palladium Ltd                                     | Southern Palladium Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      6132 | NS      | $8540.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benz Mining Corp                                           | Benz Mining Corp                                                                                                       | CUSIP: 000000000<br>LEI: 549300GDAU4EXWZFUR08 | Long             | EC               | CORP              | CA        |     26727 | NS      | $46528.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                              | Scentre Group                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    611336 | NS      | $1736872.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Turaco Gold Ltd                                            | Turaco Gold Ltd                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    171565 | NS      | $86017.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co Ltd                                           | SK Square Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5480 | NS      | $2170070.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                       | Tencent Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      9700 | NS      | $752448.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dowlais Group PLC                                          | Dowlais Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |    307987 | NS      | $392355.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgepoint Group PLC                                      | Bridgepoint Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    189530 | NS      | $705932.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries PLC                                     | Melrose Industries PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    125763 | NS      | $1077269.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                           | Novo Nordisk A/S                                                                                                       | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     42162 | NS      | $2473031.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                  | Shell PLC                                                                                                              | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     16898 | NS      | $646039.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Steel Ltd                                             | Tata Steel Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |     64544 | NS      | $135125.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                  | Aviva PLC                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    159416 | NS      | $1386914.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robex Resources Inc                                        | Robex Resources Inc                                                                                                    | CUSIP: 000000000<br>LEI: 529900UBILRW1I57HF58 | Long             | EC               | CORP              | CA        |      3661 | NS      | $16698.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd                                    | Recruit Holdings Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     27600 | NS      | $1444559.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                    | SPIE SA                                                                                                                | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |      1210 | NS      | $66263.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                      | Anglogold Ashanti Plc                                                                                                  | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |       621 | NS      | $59226.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                   | CVC Capital Partners PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     44297 | NS      | $783935.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mandatum Oyj                                               | Mandatum Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    110495 | NS      | $901109.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zijin Gold International Co Ltd                            | Zijin Gold International Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |      6677 | NS      | $186837.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                                     | CSG NV                                                                                                                 | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      7235 | NS      | $262039.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wanguo Gold Group Ltd                                      | Wanguo Gold Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 984500A4815DA9DE4623 | Long             | EC               | CORP              | KY        |     47000 | NS      | $74903.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                 | Magnum Ice Cream Co NV/The                                                                                             | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     28770 | NS      | $510792.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                              | UniCredit SpA                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     28670 | NS      | $2496122.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                           | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     23018 | NS      | $847452.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted AS                                                  | Orsted AS                                                                                                              | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     38546 | NS      | $866319.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                             | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      4108 | NS      | $669057.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                                   | Adyen NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       590 | NS      | $876573.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                               | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     74291 | NS      | $2185669.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Steel Ltd                                              | JSW Steel Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |      4437 | NS      | $58566.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglogold Ashanti Plc                                      | Anglogold Ashanti Plc                                                                                                  | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      2517 | NS      | $233753.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                            | Antofagasta PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215487.30    | 0.02%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                  | Axis Capital Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |       884 | NS      | $91211.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                                                                                          | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      1698 | NS      | $447660.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                    | CRH PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      1889 | NS      | $231232.49    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                                    | Cushman & Wakefield Ltd                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5532 | NS      | $90946.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                              | Weatherford International PLC                                                                                          | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      2321 | NS      | $218359.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                                | Invesco Ltd                                                                                                            | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2311 | NS      | $63067.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                         | Johnson Controls International plc                                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      1875 | NS      | $223612.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Klarna Group PLC                                           | Klarna Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      9623 | NS      | $222002.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                  | Linde PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      9526 | NS      | $4353096.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                              | Medtronic PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1735 | NS      | $178635.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Mining PLC                                        | Meridian Mining PLC                                                                                                    | CUSIP: 000000000<br>LEI: 984500EB404A37FD8886 | Long             | EC               | CORP              | GB        |     29218 | NS      | $33903.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                         | nVent Electric PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |       832 | NS      | $93400.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                 | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       207 | NS      | $58311.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                            | Seagate Technology Holdings PLC                                                                                        | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1671 | NS      | $681249.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                                | Pentair PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      8678 | NS      | $914400.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Talon Capital Corp                                         | Talon Capital Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3388 | NS      | $34760.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                        | TE Connectivity PLC                                                                                                    | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     11275 | NS      | $2511844.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                             | TechnipFMC PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     34990 | NS      | $1949642.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                     | Trane Technologies PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       560 | NS      | $235524.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                   | Alcon AG                                                                                                               | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      5786 | NS      | $468550.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                  | Chubb Ltd                                                                                                              | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     11223 | NS      | $3474191.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                      | Spotify Technology SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       156 | NS      | $78054.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                         | AerCap Holdings NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     10617 | NS      | $1525238.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                            | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1413 | NS      | $2010699.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                    | Expro Group Holdings NV                                                                                                | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      8939 | NS      | $143113.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                 | Magnum Ice Cream Co NV/The                                                                                             | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |       684 | NS      | $12141.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | 5642683422 TROWE                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |       838 | NC      | $4011601.03   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $363342.50    | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |       898 | NS      | $291535.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer