# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0001099263-26-000757
**Filing Date:** 2026-1
**Character Count:** 757984
**Document Hash:** 8d84b6e2f241d39755c8082a8d83edf5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000757.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000757

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Spectrum Funds II, Inc.
- **CENTRAL INDEX KEY:** 0000923084

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07173
- **FILM NUMBER:** 26564889

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Personal Strategy Funds, Inc.
- **DATE OF NAME CHANGE:** 20051028

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE PERSONAL STRATEGY FUNDS INC
- **DATE OF NAME CHANGE:** 19940512

## Series and Classes Contracts Data

### T. Rowe Price Spectrum Moderate Growth Allocation Fund (Series ID: S000002138)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000005533 | T. Rowe Price Spectrum Moderate Growth Allocation Fund         | TRSGX           |
| C000169939 | T. Rowe Price Spectrum Moderate Growth Allocation Fund-I Class | TGIPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE SPECTRUM FUNDS II, INC.

- **b. Investment Company Act file number:** 811-07173

- **c. CIK number of Registrant:** 0000923084

- **d. LEI of Registrant:** 549300A8BZJXQVJCNM56

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Spectrum Moderate Growth Allocation Fund

- **b. EDGAR series identifier (if any):** S000002138

- **c. LEI of Series:** 41BW0H24GD450ZU9LH35

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3854385478.94

**Total Liabilities:** $22558250.41

**Net Assets:** $3831827228.53

**Assets Attributable to Miscellaneous Securities:** $2418954.95

**Delayed Delivery Securities:** $294939.10

**Stand-by Commitments:** $12892995.54

**Cash Not Reported:** $13381610.75

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005533 | 2.60%                | 1.04%                | 0.92%                |
| Class ID C000169939 | 2.62%                | 1.04%                | 0.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35460761.11             | $55576650.94                               |
| Month 2  | $12925745.94             | $21017630.73                               |
| Month 3  | $8290306.32              | $21615633.13                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSFG

- **Index Identifier:** PSFG_BMRK

### Schedule of Portfolio Investments

| Name                                          | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1661 INC D/B/A GOAT SR F CVT PFD STK PP       | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                                         | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     41545 | NS      | $43206.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3M COMPANY                                    | 3M CO                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268451.04    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABB LTD-REG                                   | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    106876 | NS      | $7691201.82   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                           | ABBOTT LABORATORIES                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     75532 | NS      | $9736074.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                    | ABBVIE INC                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228907.96    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP         | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3254 | NS      | $715.88       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                      | ABN AMRO BANK NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     63827 | NS      | $2162591.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                 | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                         | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204550.63    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                 | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    290000 | PA      | $293625.88    | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                             | ADMIRAL GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     69775 | NS      | $2927312.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN                  | ADVANCED DRAINAGE SYSTEMS INC                                                   | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2191 | NS      | $333864.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES                    | ADVANCED ENERGY INDUSTRIES INC                                                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3142 | NS      | $663558.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN BV                                      | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1723 | NS      | $2692982.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                       | AEP TRANSMISSION CO LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46728.54     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                            | AERCAP HOLDINGS NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     30384 | NS      | $4071456.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                  | AES CORP/THE                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405188.63    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP            | AESTAS LLC dba OPENAI LLC EV UNITS Class A                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4698 | NS      | $2269697.76   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2025-2A A 144A                          | AFFIRM MASTER TRUST                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $437289.14    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                          | AFFIRM MASTER TRUST SERIES 2025-3                                               | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100185.71    | 0.00%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                     | AGCO CORP                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62685.72     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A BR 144A                          | AGL CLO 13 LTD                                                                  | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250075.93    | 0.01%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                 | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    429200 | NS      | $4470495.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     29958 | NS      | $5741382.03   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                              | AJINOMOTO CO INC                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |    126900 | NS      | $2944509.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANY INTL CORP-CL A                         | ALBANY INTERNATIONAL CORP                                                       | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2562 | NS      | $122156.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                     | ALCON AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     34500 | NS      | $2736195.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                      | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81376.72     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                      | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34805.47     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                      | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40565.09     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                     | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     97896 | NS      | $1926085.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                      | ALIGNMENT HEALTHCARE INC                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110797 | NS      | $2128410.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE LAUNDRY HOLDINGS IN                  | ALLIANCE LAUNDRY HOLDINGS INC                                                   | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14221 | NS      | $338033.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                 | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     51735 | NS      | $11018520.30  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCLN 2025-A A2 144A                          | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215124 | PA      | $216117.54    | 0.01%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                          | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250255.45    | 0.01%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL A                             | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     72650 | NS      | $23261077.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                  | ALPHABET INC                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262681.38    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL C                             | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    239193 | NS      | $76570463.16  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                  | ALPHABET INC                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288995.42    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                     | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     51893 | NS      | $3818994.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                | AMAZON.COM INC                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382409.20    | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    256164 | NS      | $59742568.08  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                            | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     58779 | NS      | $6251146.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                           | AMERICAN EXPRESS CO                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     37275 | NS      | $13615439.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                           | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111403.22    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288938.16    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112487.10    | 0.00%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                         | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66351.03     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                      | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801314<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    181000 | PA      | $207624.88    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                           | AMERICAN TOWER CORP                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35773.33     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMCAR 2023-1 C                                | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $218400.59    | 0.01%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                    | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     55000 | NS      | $10883950.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A                    | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95415.06     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A                    | AMRIZE FINANCE US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117593.02    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-1A D 144A                           | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $133972.83    | 0.00%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AMYLYX PHARMACEUTICALS INC                    | AMYLYX PHARMACEUTICALS INC                                                      | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14915 | NS      | $223426.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                            | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     48590 | NS      | $12892870.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                  | ANNALY CAPITAL MANAGEMENT INC                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    158613 | NS      | $3616376.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                               | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    137297 | NS      | $5020197.07   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                               | ANTOFAGASTA PLC                                                                 | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205350.00    | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                        | ANZ GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |    210807 | NS      | $4782741.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                   | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $65810.29     | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                             | APA INFRASTRUCTURE LTD                                                          | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $135437.50    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                   | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50940.65     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                | API GROUP CORP                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     74771 | NS      | $2957940.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE THERAPEUTICS INC                       | APOGEE THERAPEUTICS INC                                                         | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7682 | NS      | $552873.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                  | APOLLO GLOBAL MANAGEMENT INC                                                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     11861 | NS      | $1563872.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                          | APPALACHIAN POWER CO                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62824.08     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                     | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    345210 | NS      | $96261808.50  | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DIN 2023-1A A2 144A                           | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111669.22    | 0.00%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                          | APPLIED DIGITAL CORP                                                            | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     29423 | NS      | $797363.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                | APTARGROUP INC                                                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6266 | NS      | $781683.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                     | APTIV SWISS HOLDINGS LTD                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    385000 | PA      | $251450.05    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCELLX INC                                   | ARCELLX INC                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25674 | NS      | $1866756.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                    | ARCOSA INC                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     11551 | NS      | $1230643.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A                 | ARES STRATEGIC INCOME FUND                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65357.24     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                               | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      5063 | NS      | $4617354.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                           | ARISTA NETWORKS INC                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     92293 | NS      | $12060849.24  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15297.77     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                       | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50995.05     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S - ADR                     | ASCENDIS PHARMA A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       480 | NS      | $101918.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD GROUP PLC                             | ASHTEAD GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     18587 | NS      | $1188949.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                    | ASICS CORP                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |    205500 | NS      | $4922299.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                            | ASML HOLDING NV                                                                 | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4364 | NS      | $4625840.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                               | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     14609 | NS      | $15451260.64  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                      | ASPEN INSURANCE HOLDINGS LTD                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $115344.53    | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC-SPONS ADR                     | ASTRAZENECA PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    195038 | NS      | $18083923.36  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                      | AT&T INC                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171546.50    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                      | AT&T INC                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149892.45    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Atai Beckley NV                               | ATAI BECKLEY NV                                                                 | CUSIP: 000000000<br>LEI: 391200Z8UWPJSNBNCA11 | Long             | EC               | CORP              | NL        |     39348 | NS      | $153063.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                    | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271914.12    | 0.01%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS IN-C                  | ATLANTA BRAVES HOLDINGS INC                                                     | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23013 | NS      | $915917.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                     | ATLAS WAREHOUSE LENDING CO LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251151.50    | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                         | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76789.05     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                             | ATMOS ENERGY CORP                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     43281 | NS      | $7633469.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIE                  | ATMUS FILTRATION TECHNOLOGIES INC                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20380 | NS      | $1031431.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AURORA INNOVATION INC                         | AURORA INNOVATION INC                                                           | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |    105486 | NS      | $441986.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                               | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     32603 | NS      | $3896932.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                       | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    140000 | PA      | $155244.39    | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                  | AUTOZONE INC                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2267 | NS      | $8964466.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XCAP 2024-1A A3 144A                          | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101525.39    | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A2 144A                          | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21079 | PA      | $21135.99     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVANTOR INC                                   | AVANTOR INC                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1979 | NS      | $23213.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100028.06    | 0.00%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                     | AVIVA PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    435337 | NS      | $3756242.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                        | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    124632 | NS      | $5630597.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS INC                       | AXSOME THERAPEUTICS INC                                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       524 | NS      | $79386.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                       | AZZ INC                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     15395 | NS      | $1622940.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC 144A                          | BAE SYSTEMS PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209025.00    | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP INC/                  | BALDWIN INSURANCE GROUP INC/THE                                                 | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21171 | NS      | $603585.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                     | BALL CORP                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    152720 | NS      | $7564221.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                        | BANC OF CALIFORNIA INC                                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     81413 | NS      | $1501255.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA                  | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    252285 | NS      | $5452797.93   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | BANCO SANTANDER SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200965.80    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                            | BANCO SANTANDER SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    694341 | NS      | $7448125.53   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    710000 | PA      | $740782.76    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273127.40    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    154000 | PA      | $162170.78    | 0.00%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    354881 | NS      | $19039365.65  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                          | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1528191.66   | 0.04%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                           | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56849.05     | 0.00%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 AS                           | BANK5 2024-5YR10                                                                | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $30989.49     | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11 AS                           | BANK5 2024-5YR11                                                                | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $215547.33    | 0.01%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                           | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $131919.18    | 0.00%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | BARCLAYS PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    797912 | NS      | $4526405.66   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | BARCLAYS PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203580.80    | 0.01%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | BARCLAYS PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211083.60    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | BARCLAYS PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206558.00    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                              | BAT CAPITAL CORP                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $124086.82    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                              | BAT CAPITAL CORP                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285586.68    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                | BAWAG GROUP AG                                                                  | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     11291 | NS      | $1511979.33   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                     | BAYER US FINANCE LLC                                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293445.63    | 0.01%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    103505 | PA      | $103810.60    | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    103505 | PA      | $103853.45    | 0.00%             | 2031-12-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                        | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                               | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    476234 | PA      | $477905.09    | 0.01%             | 2048-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                        | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $1687.50      | 0.00%             | 2034-11-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                   | BE SEMICONDUCTOR INDUSTRIES NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |     15248 | NS      | $2309616.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                     | BEIGNET INVESTOR LLC                                                            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $252594.22    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                             | BEL FUSE INC                                                                    | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      4416 | NS      | $680196.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BSP 2021-23A B1R 144A                         | BENEFIT STREET PARTNERS CLO XXIII LTD                                           | CUSIP: 08186VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250067.33    | 0.01%             | 2034-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                   | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     38779 | NS      | $19925037.99  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC -CL A                   | BETA TECHNOLOGIES INC                                                           | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15690 | NS      | $427866.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                      | BETH ISRAEL LAHEY HEALTH INC                                                    | CUSIP: 08661UAC0<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101691.90    | 0.00%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW A 144A                          | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                         | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185837.33    | 0.00%             | 2042-10-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                 | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     81113 | NS      | $2219494.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                              | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     74112 | NS      | $2029519.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BICARA THERAPEUTICS INC                       | BICARA THERAPEUTICS INC                                                         | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18896 | NS      | $350709.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILLIONTOONE INC CL A                         | BILLIONTOONE INC                                                                | CUSIP: 090168105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $164417.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BINOM 2021-INV1 A1 144A                       | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88014 | PA      | $81159.46     | 0.00%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES-A                        | BIO-RAD LABORATORIES INC                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       713 | NS      | $231625.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                               | BIO-TECHNE CORP                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     12207 | NS      | $787473.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                         | BIOLIFE SOLUTIONS INC                                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     59377 | NS      | $1573490.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                       | BIRKENSTOCK HOLDING PLC                                                         | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |     30334 | NS      | $1314372.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ S WHOLESALE CLUB HOLDINGS                  | BJ'S WHOLESALE CLUB HOLDINGS INC                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8308 | NS      | $741322.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS I                  | BLACK DIAMOND THERAPEUTICS INC                                                  | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73135 | NS      | $279375.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK ROCK COFFEE BAR INC-A                   | BLACK ROCK COFFEE BAR INC                                                       | CUSIP: 092244102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9707 | NS      | $220834.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PARTNERS OFFSHORE FD-E1            | BLACKSTONE PARTNERS OFFSHORE FD-E1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47699 | NS      | $135947351.11 | 3.55%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                        | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $144116.28    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLUE FOUNDRY BANCORP                          | BLUE FOUNDRY BANCORP                                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     17641 | NS      | $200401.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                 | BOEING CO/THE                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136013.88    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | BOEING CO/THE                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     98000 | PA      | $109186.01    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                 | BOEING CO/THE                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $538575.30    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | BOEING CO/THE                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133765.58    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | BOEING CO/THE                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $103246.28    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                             | BON SECOURS MERCY HEALTH INC                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82942.49     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                          | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1720 | NS      | $8453266.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                        | BOOT BARN HOLDINGS INC                                                          | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2539 | NS      | $492108.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                  | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     42512 | NS      | $3548051.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                       | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    144000 | PA      | $151674.62    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                       | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197117.21    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY 144A                       | BOSTON GAS CO                                                                   | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76682.63     | 0.00%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRC INC-A                                     | BRC INC                                                                         | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96753 | NS      | $122876.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HGVGI 2019-A A 144A                           | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                  | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35101 | PA      | $34823.18     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                        | BRIDGEPOINT GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    496138 | NS      | $1866608.71   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES                  | BRIGHTSPRING HEALTH SERVICES INC                                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42543 | NS      | $1538354.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                        | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56352.51     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                        | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35032.24     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | BROADCOM INC                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121461.48    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | BROADCOM INC                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198358.86    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    149399 | NS      | $60201821.04  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                  | BROADCOM INC                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322221.44    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | BROADCOM INC                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240490.56    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIO                  | BROADRIDGE FINANCIAL SOLUTIONS INC                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     17394 | NS      | $3967397.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                               | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     86922 | NS      | $4103984.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP CVT 6.375% 9/28                   | BRUKER CORP                                                                     | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |      2496 | NS      | $932131.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                  | BT GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   1825495 | NS      | $4377681.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                      | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YO0398140<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    310000 | PA      | $368801.93    | 0.01%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BULLISH                                       | BULLISH                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1968 | NS      | $85844.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                     | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     95970 | NS      | $2749630.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                      | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210336.84    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                         | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2625 | NS      | $662103.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX 2024-GPA3 A 144A                           | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224744 | PA      | $223259.06    | 0.01%             | 2039-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                           | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435961 | PA      | $436232.67    | 0.01%             | 2041-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                           | BX TRUST 2025-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.97     | 0.00%             | 2035-06-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CACTUS INC - A                                | CACTUS INC                                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      7664 | NS      | $328938.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                 | CAD/USD FWD 20260126 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $297.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES                   | CAD/USD FWD 20260126 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3753.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                        | CADENCE DESIGN SYSTEMS INC                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181803.10    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                             | CAIXABANK SA                                                                    | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207368.80    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                             | CAIXABANK SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $310098.16    | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA WATER SERVICE GRP                  | CALIFORNIA WATER SERVICE GROUP                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     19662 | NS      | $892064.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XQH6 CAN 5YR BOND FUT  MAR26                  | CAN 5YR BOND FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -5 | NC      | $-901.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP                 | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $790147.20    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP               | CANVA SERIES A CVT PFD STOCK PP                                                 | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        30 | NS      | $49384.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A-3 CVT PFD STOCK PP             | CANVA SERIES A-3 CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $3292.28      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50969.41     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50800.05     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                    | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8900 | NS      | $1949723.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                          | CAPSTONE COPPER CORP                                                            | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     99809 | NS      | $886349.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                            | CARETRUST REIT INC                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     21388 | NS      | $802691.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARIS LIFE SCIENCES INC                       | CARIS LIFE SCIENCES INC                                                         | CUSIP: 142152107<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |     23003 | NS      | $587266.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2022-1 D                                | CARMAX AUTO OWNER TRUST 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139015.32    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                                | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40662.46     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 A3                               | CARMAX AUTO OWNER TRUST 2024-3                                                  | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151697.40    | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A3                               | CARMAX AUTO OWNER TRUST 2025-4                                                  | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95155.70     | 0.00%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                               | CARMAX AUTO OWNER TRUST 2025-4                                                  | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95268.22     | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A A3                                | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75676.58     | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                                 | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91308.93     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 C                               | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                          | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196844.96    | 0.01%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121112.41    | 0.00%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A4                              | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $204665.44    | 0.01%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                               | CARVANA AUTO RECEIVABLES TRUST 2025-P3                                          | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45091.91     | 0.00%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 B                               | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                          | CUSIP: 14689AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35077.19     | 0.00%             | 2032-01-12      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                              | CARVANA AUTO RECEIVABLES TRUST 2025-P4                                          | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500213.15    | 0.01%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                    | CARVANA CO                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     55447 | NS      | $20764901.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                               | CARVANA CO                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    625520 | PA      | $703710.00    | 0.02%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                               | CARVANA CO                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    456868 | PA      | $478569.19    | 0.01%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC-A                   | CASELLA WASTE SYSTEMS INC                                                       | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     14051 | NS      | $1354375.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                               | CATERPILLAR INC                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     22581 | NS      | $13001236.56  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                | CAVA GROUP INC                                                                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1559 | NS      | $76219.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                       | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7654 | NS      | $1976033.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                             | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71144.99     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                             | CBRE SERVICES INC                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55590.37     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HO                  | CCC INTELLIGENT SOLUTIONS HOLDINGS INC                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92098 | NS      | $686130.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                            | CDX IG CDST S45 5Y 15-100 12/20/2030                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $248263.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                            | CDX IG CDST S45 5Y 15-100 12/20/2030                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $238880.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                       | CECO ENVIRONMENTAL CORP                                                         | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      9079 | NS      | $473469.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43207.50     | 0.00%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                      | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223850.00    | 0.01%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CELLEBRITE DI LTD                             | CELLEBRITE DI LTD                                                               | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |    105960 | NS      | $1786485.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLINK CORP SERIES D CVT PFD STOCK PP        | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6676 | NS      | $4272.64      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLNEX FINANCE CO SA                         | CELLNEX FINANCE CO SA                                                           | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $104082.23    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                            | CELLNEX TELECOM SA                                                              | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $324903.80    | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU 144A                 | CELULOSA ARAUCO Y CONSTITUCION SA                                               | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206500.56    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                   | CENCORA INC                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     42525 | NS      | $15688748.25  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                            | CENOVUS ENERGY INC                                                              | CUSIP: 000000000<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     84466 | NS      | $1506836.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | CENTENE CORP                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49279.45     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    231000 | PA      | $222055.68    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                           | CESKA SPORITELNA AS                                                             | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |    400000 | PA      | $485939.28    | 0.01%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E 144A                              | CFE FIBRA E                                                                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199722.00    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCHWAB (CHARLES) CORP                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    175080 | NS      | $16235168.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $126191.89    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                           | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214420 | PA      | $215759.61    | 0.01%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4 A1B 144A                      | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                                     | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36559 | PA      | $32845.48     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHECKR INC CVT PFD SR C PP                    | CHECKR INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14736 | NS      | $131150.40    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC COMMON STOCK PP                    | CHECKR INC COMMON STOCK PP                                                      | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11790 | NS      | $104931.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC CVT PFD SR D PP                    | CHECKR INC CVT PFD SR D PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26046 | NS      | $231809.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                     | CHESAPEAKE UTILITIES CORP                                                       | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     15065 | NS      | $2094938.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                  | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53444 | NS      | $8076991.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                            | CHF/USD FWD 20260123 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-2311.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                    | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $201659.28    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                    | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     69716 | NS      | $2406596.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                     | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     16284 | NS      | $4822995.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                  | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |    101800 | NS      | $5450994.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R 144A                         | CIFC FUNDING 2018-I LTD                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $275255.56    | 0.01%             | 2038-01-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-4A BR 144A                          | CIFC FUNDING 2020-IV LTD                                                        | CUSIP: 12562RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250586.15    | 0.01%             | 2040-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                               | CIGNA GROUP/THE                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98911.15     | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                               | CIGNA GROUP/THE                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70453.32     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                               | CIGNA GROUP/THE                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     10818 | NS      | $2999615.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                   | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6434 | NS      | $1196852.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING INC                             | CIPHER MINING INC                                                               | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     22090 | NS      | $449531.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                             | CISCO SYSTEMS INC                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     50310 | NS      | $3870851.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CGCMT 2020-555 B 144A                         | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                                    | CUSIP: 17328EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $108044.96    | 0.00%             | 2041-12-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CGCMT 2020-555 C 144A                         | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                                    | CUSIP: 17328EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89220.45     | 0.00%             | 2041-12-10      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | CITIGROUP INC                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81748.00     | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | CITIGROUP INC                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374201.65    | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     50828 | NS      | $5265780.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                 | CITIGROUP INC                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149099.88    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CMLTI 2022-INV1 A4B 144A                      | CITIGROUP MORTGAGE LOAN TRUST 2022-INV1                                         | CUSIP: 17290FBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93441 | PA      | $81168.32     | 0.00%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LA CA ARPTS REV BUILD AMER DIR PMT C          | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                      | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $49135.41     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                        | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67125 | PA      | $67333.77     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS HDS-A                    | CLEARWATER ANALYTICS HOLDINGS INC                                               | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19894 | NS      | $438861.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEERLY SER C CVT PFD STK PP                  | CLEERLY SER C CVT PFD STK PP                                                    | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10046 | NS      | $152598.74    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RBC DOMINION SECURITIES INC                   | CLP/USD FWD 20260206 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |         1 | NC      | $6337.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                 | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     10179 | NS      | $2864981.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | CME-CLP IRS 10/1/27 REC FIX MSLN_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $4448.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CME-CLP IRS 10/2/27 REC FIX GSIL_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $4071.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                       | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61187.70     | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                              | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     70698 | NS      | $5169437.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COFINIMMO                                     | COFINIMMO SA                                                                    | CUSIP: BM7559321<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $102934.65    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COLBUN SA 144A                                | COLBUN SA                                                                       | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202002.00    | 0.01%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                          | COLGATE-PALMOLIVE CO                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     77044 | NS      | $6193567.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC              | COLLIERS INTERNATIONAL GROUP INC                                                | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      8001 | NS      | $1152063.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT 2021-5 A1 144A                           | COLT 2021-5 MORTGAGE LOAN TRUST                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382753 | PA      | $348608.61    | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                   | COLUMBIA BANKING SYSTEM INC                                                     | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     60156 | NS      | $1667524.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                 | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $248418.48    | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                  | COMCAST CORP                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237754.80    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                 | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205015.40    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 AHR                            | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110337 | PA      | $110118.51    | 0.00%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                           | COMMONSPIRIT HEALTH                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19648.34     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                             | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    231619 | NS      | $7282605.09   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPOSECURE INC                               | COMPOSECURE INC                                                                 | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $13114.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE 2024-DFW1 A 144A                         | CONE TRUST 2024-DFW1                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249687.88    | 0.01%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC-CLASS A                         | CONFLUENT INC                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     13921 | NS      | $309742.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    159182 | NS      | $14117851.58  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                          | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      8904 | NS      | $3244261.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                      | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205423.74    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                      | CORCEPT THERAPEUTICS INC                                                        | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      9659 | NS      | $766924.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                      | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     52810 | NS      | $1585356.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                  | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51272.45     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                  | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55522.34     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                   | CORP ANDINA DE FOMENTO                                                          | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $204553.40    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A                 | CORP INMOBILIARIA VESTA SAB DE CV                                               | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201660.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                            | COTERRA ENERGY INC                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61925.64     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CRANE CO                                      | CRANE CO                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3793 | NS      | $695067.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRB GROUP SERIES D CVT PFD STOCK PP           | CRB GROUP                                                                       | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |      2133 | NS      | $138645.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB GROUP INC PP                              | CRB GROUP INC PP                                                                | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |      1646 | NS      | $106990.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                       | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500275.00    | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                       | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257471.50    | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                  | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      4351 | NS      | $2215355.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                              | CROWN CASTLE INC                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126036.24    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                           | CSW INDUSTRIALS INC                                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      3562 | NS      | $968400.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                      | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    229125 | NS      | $8101860.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                     | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22804 | NS      | $848992.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                      | CURBLINE PROPERTIES CORP                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     87742 | NS      | $2100543.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                      | CVC CAPITAL PARTNERS PLC                                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |    122828 | NS      | $2028570.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    491000 | PA      | $440708.34    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS HEALTH CORP                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214878.60    | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS HEALTH CORP                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $532333.87    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                               | CVS HEALTH CORP                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97249.60     | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                         | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $480277.76    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                              | CYTOKINETICS INC                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     48762 | NS      | $3322155.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caris Life Sciences Inc Lockup Shs PP         | Caris Life Sciences, Inc. IPO                                                   | CUSIP: 000000000<br>LEI: 549300LX5LO78M5VPY43 | Long             | EC               | CORP              | US        |     19255 | NS      | $491580.15    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                                  | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     22757 | NS      | $5160832.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                          | DANSKE BANK A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $208352.80    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP              | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      4398 | NS      | $793839.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP             | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |     10416 | NS      | $1880088.00   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP             | DATABRICKS SER I CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      1201 | NS      | $216780.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                         | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      6001 | NS      | $960220.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                        | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    138291 | NS      | $5792800.88   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                       | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     28866 | NS      | $1910048.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                               | DEERE & CO                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265770.50    | 0.01%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                    | DEERE & CO                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     43602 | NS      | $20252692.98  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                       | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     97604 | NS      | $5039270.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DEFT 2023-3 C 144A                            | DELL EQUIPMENT FINANCE TRUST 2023-3                                             | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100790.87    | 0.00%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 C 144A                            | DELL EQUIPMENT FINANCE TRUST 2024-1                                             | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $675353.72    | 0.02%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                           | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171181.86    | 0.00%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-2 A3 144A                           | DELL EQUIPMENT FINANCE TRUST 2025-2                                             | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100221.00    | 0.00%             | 2031-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                       | DENALI THERAPEUTICS INC                                                         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     55897 | NS      | $1088314.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENISON MINES CORP                            | DENISON MINES CORP                                                              | CUSIP: 000000000<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |      7636 | NS      | $19671.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DESCARTES SYSTEMS GRP/THE                     | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      9966 | NS      | $821397.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                    | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    115411 | NS      | $2652734.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                        | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389341.92    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                        | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    391000 | PA      | $375419.04    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                 | DIME COMMUNITY BANCSHARES INC                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28955 | NS      | $820874.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                   | DIPLOMA PLC                                                                     | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |     10331 | NS      | $748299.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                         | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77280 | PA      | $77595.34     | 0.00%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                         | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25226.59     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                  | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    231745 | NS      | $6196940.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DOGWOOD STATE BANK                            | DOGWOOD STATE BANK                                                              | CUSIP: 25660B103<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |      1375 | NS      | $31418.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                               | DOLLAR TREE INC                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     92406 | NS      | $10239508.86  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                              | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     26116 | NS      | $5180630.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWLAIS GROUP PLC                             | DOWLAIS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |    831398 | NS      | $938193.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOXIMITY INC-CLASS A                          | DOXIMITY INC                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $17489.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE 2021-3 D 144A                           | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249452 | PA      | $246813.49    | 0.01%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 B                                | DRIVE AUTO RECEIVABLES TRUST 2025-2                                             | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99850.38     | 0.00%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                          | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120171 | PA      | $118196.21    | 0.00%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HONK 2020-2A A2 144A                          | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199794 | PA      | $193181.80    | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DRSLF 2021-93A BR 144A                        | DRYDEN 93 CLO LTD                                                               | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250585.88    | 0.01%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                 | DTE ENERGY CO                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348608.80    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUOLINGO                                      | DUOLINGO INC                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $89388.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC-CLASS A                        | DUTCH BROS INC                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14505 | NS      | $850138.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                         | DYNE THERAPEUTICS INC                                                           | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44283 | NS      | $969797.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A                 | EAGLE FUNDING LUXCO SARL                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    260000 | PA      | $264274.40    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                           | EAGLE MATERIALS INC                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172796.58    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                         | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     18548 | NS      | $1979071.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                        | EASTERN BANKSHARES INC                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     87947 | NS      | $1656042.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                      | EASTGROUP PROPERTIES INC                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      3887 | NS      | $704246.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                    | ECOLAB INC                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     10264 | NS      | $2824242.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                       | EDENRED SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      7016 | NS      | $150456.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                        | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    217075 | PA      | $217911.00    | 0.01%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                      | ELANCO ANIMAL HEALTH INC                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    127032 | NS      | $2956034.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EHGVT 2023-A B 144A                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49902 | PA      | $51475.39     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                 | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107672.46    | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                 | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    186879 | NS      | $4978714.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| ELEMENT SOLUTIONS INC                         | ELEMENT SOLUTIONS INC                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     77846 | NS      | $2017768.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                           | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143165.68    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                           | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     29922 | NS      | $10121415.72  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                           | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101916.80    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                           | ELEVANCE HEALTH INC                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104910.02    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     16742 | NS      | $18005518.74  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                | ELI LILLY & CO                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92777.22     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELM20 2022-7A AR 144A                         | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250504.10    | 0.01%             | 2037-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                          | EMD FINANCE LLC                                                                 | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377706.38    | 0.01%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                         | ENCOMPASS HEALTH CORP                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     27610 | NS      | $3208834.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV 144A                     | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200070.20    | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A                     | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199380.60    | 0.01%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 144A                                 | ENGIE SA                                                                        | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210267.60    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENGIE                                         | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    224755 | NS      | $5719182.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA 144A                                  | ENI SPA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $209031.80    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                     | ENPRO INC                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      5242 | NS      | $1168179.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                          | ENSIGN GROUP INC/THE                                                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2342 | NS      | $434534.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                  | ENTEGRIS INC                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     19126 | NS      | $1475379.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EFF 2024-1 A3 144A                            | ENTERPRISE FLEET FINANCING 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $147600.85    | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A3 144A                            | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $96294.18     | 0.00%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                            | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66579.74     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                             | EOG RESOURCES INC                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176321.45    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                             | EOG RESOURCES INC                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102472.20    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPIRUS INC SERIES C-2 CVT PFD STOCK PP        | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     50717 | NS      | $183595.54    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Epirus SERIES D CVT PFD STOCK PP              | EPIRUS SERIES D CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11069 | NS      | $40069.78     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUIFAX INC                                   | EQUIFAX INC                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     21906 | NS      | $4652177.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                   | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    202680 | NS      | $4660790.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                 | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39864.12     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                 | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14998.22     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                 | EQUITABLE AMERICA GLOBAL FUNDING                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158059.70    | 0.00%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC - CL A                  | EQUITY BANCSHARES INC                                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     17906 | NS      | $779627.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                   | EQUITY LIFESTYLE PROPERTIES INC                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     93383 | NS      | $5870989.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                    | ERASCA INC                                                                      | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94137 | NS      | $298414.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                           | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     35101 | NS      | $3836733.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                     | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     29125 | NS      | $3268990.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                         | ESCO TECHNOLOGIES INC                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      3353 | NS      | $713887.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                      | ESSEX PROPERTY TRUST INC                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     14610 | NS      | $3851488.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                              | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     13682 | NS      | $4907388.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ETORO GROUP LTD-A                             | ETORO GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |     14813 | NS      | $621701.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC               | EUR/USD FWD 20260220 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1835.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25                  | EURO-BOBL FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -25 | NC      | $-4386.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25                  | EURO-BTP FUTURE   DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -12 | NC      | $-38122.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25                  | EURO-BUND FUTURE  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $-6344.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2022-1A D                                | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-1                                      | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189753 | PA      | $188845.60    | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                                | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45748.10     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                               | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                                      | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120166.56    | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 A3                               | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                               | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175121.22    | 0.00%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                            | EXPAND ENERGY CORP                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    173000 | PA      | $173111.24    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                            | EXPAND ENERGY CORP                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     32075 | NS      | $3910904.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                        | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65794.24     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                        | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189899.91    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                              | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     36162 | NS      | $4191899.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                      | FABRINET                                                                        | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       286 | NS      | $131391.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNS 435 C24                                   | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229626 | PA      | $29112.47     | 0.00%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 319 2                                     | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       404 | PA      | $48.39        | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310000 | PA      | $303443.40    | 0.01%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $444054.78    | 0.01%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2497083.53   | 0.07%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3075000 | PA      | $2501402.23   | 0.07%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $1871456.47   | 0.05%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $73941.63     | 0.00%             | 2027-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055000 | PA      | $1004714.15   | 0.03%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885000 | PA      | $785893.35    | 0.02%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203747 | PA      | $197790.42    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221796 | PA      | $184559.19    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7950 | PA      | $7519.37      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28242 | PA      | $29097.83     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42292 | PA      | $41080.30     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69769 | PA      | $64776.02     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519968 | PA      | $529051.53    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2833 | PA      | $2953.56      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140317 | PA      | $142121.63    | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28118 | PA      | $29206.53     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7651 | PA      | $7301.32      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156644 | PA      | $160340.12    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4252 | PA      | $4099.96      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57465 | PA      | $54887.62     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1914 | PA      | $1968.59      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11560 | PA      | $11350.92     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20667 | PA      | $20731.82     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28730 | PA      | $26672.55     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       401 | PA      | $417.42       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3273 | PA      | $3472.31      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13072 | PA      | $12484.96     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45097 | PA      | $43785.98     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8554 | PA      | $8797.90      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22535 | PA      | $21507.06     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206976 | PA      | $195564.80    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22710 | PA      | $23983.98     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6819 | PA      | $7030.76      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6885 | PA      | $6965.52      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124994 | PA      | $102495.71    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1563 | PA      | $1582.59      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       286 | PA      | $299.46       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15049 | PA      | $13710.13     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81140 | PA      | $77094.21     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938200 | PA      | $767788.11    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7901 | PA      | $7555.80      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19690 | PA      | $18831.19     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2786 | PA      | $2955.49      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60655 | PA      | $59655.87     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WAZC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19260 | PA      | $19327.35     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7083 | PA      | $7391.04      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EJXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8193 | PA      | $8440.75      | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26739 | PA      | $22983.57     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1445 | PA      | $1526.29      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541074 | PA      | $500103.05    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21776 | PA      | $22437.97     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1714 | PA      | $1735.93      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35796 | PA      | $35176.32     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XNHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333488 | PA      | $345635.57    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1624 | PA      | $1694.21      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5866 | PA      | $5940.44      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629685 | PA      | $653752.08    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75473 | PA      | $67913.65     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52988 | PA      | $51595.97     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15852 | PA      | $14529.66     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28808 | PA      | $27515.61     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45100 | PA      | $41267.84     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239207 | PA      | $198147.53    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14192 | PA      | $13550.47     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8801 | PA      | $8417.23      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375332 | PA      | $324389.22    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XKX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174804 | PA      | $173789.95    | 0.00%             | 2051-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17902 | PA      | $16620.09     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108272 | PA      | $100549.23    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3563 | PA      | $3444.28      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380461 | PA      | $311940.41    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19619 | PA      | $18730.18     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6016 | PA      | $6275.42      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19022 | PA      | $19573.17     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WJG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71952 | PA      | $65726.32     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71895 | PA      | $74128.38     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110996 | PA      | $105959.48    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6192 | PA      | $6538.96      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147607 | PA      | $148766.83    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4487 | PA      | $4738.62      | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24007 | PA      | $23520.75     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5358 | PA      | $5591.51      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161766 | PA      | $132204.36    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J9LQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120051 | PA      | $111458.50    | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6842 | PA      | $7122.99      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3830 | PA      | $3996.46      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XKQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107423 | PA      | $101554.78    | 0.00%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25107 | PA      | $25713.82     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32241 | PA      | $26372.29     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43165 | PA      | $39564.46     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70214 | PA      | $61185.19     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189206 | PA      | $196876.02    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1353 | PA      | $1405.55      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       685 | PA      | $696.70       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7538 | PA      | $7626.03      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22830 | PA      | $20925.66     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205 | PA      | $216.02       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       579 | PA      | $589.77       | 0.00%             | 2035-12-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31914 | PA      | $29639.15     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225992 | PA      | $216184.71    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5011 | PA      | $4652.57      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69550 | PA      | $66256.10     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48546 | PA      | $47606.23     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26452 | PA      | $25265.49     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88972 | PA      | $78078.44     | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1396 | PA      | $1473.29      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325587 | PA      | $339138.65    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38674 | PA      | $37433.94     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24001 | PA      | $23312.67     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X6XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120185 | PA      | $115884.85    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       346 | PA      | $365.54       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403DRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1685 | PA      | $1711.70      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2734 | PA      | $2610.02      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11849 | PA      | $11961.84     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22145 | PA      | $21782.60     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7800 | PA      | $7893.59      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13790 | PA      | $13938.08     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247665 | PA      | $210655.12    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64341 | PA      | $64478.86     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263677 | PA      | $225545.18    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11319 | PA      | $11258.26     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24901 | PA      | $24465.20     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15343 | PA      | $15391.06     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1211 | PA      | $1263.98      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122913 | PA      | $125057.47    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140W3PV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204673 | PA      | $208069.60    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68034 | PA      | $69968.00     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EQCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8072 | PA      | $8315.64      | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19000 | PA      | $20145.65     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5278 | PA      | $5494.60      | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15697 | PA      | $14983.42     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84604 | PA      | $87008.94     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254685 | PA      | $253482.91    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3275 | PA      | $3415.49      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130984 | PA      | $118105.82    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184352 | PA      | $171145.71    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31075 | PA      | $30569.54     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3591 | PA      | $3810.23      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85652 | PA      | $85921.84     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92294 | PA      | $84938.41     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21646 | PA      | $21820.04     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102604 | PA      | $101335.65    | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499468 | PA      | $430646.77    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12374 | PA      | $12172.25     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8677 | PA      | $9163.16      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10469 | PA      | $11055.06     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49193 | PA      | $46965.17     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6919 | PA      | $6980.13      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38604 | PA      | $37779.44     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56095 | PA      | $56656.22     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3615 | PA      | $3723.01      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       956 | PA      | $996.07       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2283 | PA      | $2352.50      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65386 | PA      | $59577.67     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492831 | PA      | $422432.06    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41790 | PA      | $43054.56     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26159 | PA      | $26105.73     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136715 | PA      | $140182.78    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4334 | PA      | $4456.57      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163230 | PA      | $163685.80    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183000 | PA      | $190086.08    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37627 | PA      | $32726.05     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5503 | PA      | $5811.68      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16065 | PA      | $15363.86     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77157 | PA      | $77376.89     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106699 | PA      | $108522.49    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4920 | PA      | $4980.29      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126204 | PA      | $126172.87    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154773 | PA      | $154234.39    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17486 | PA      | $17659.05     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5616 | PA      | $5322.59      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25806 | PA      | $23245.96     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26425 | PA      | $26529.08     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223535 | PA      | $228940.87    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6693 | PA      | $7061.33      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1797 | PA      | $1846.50      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13991 | PA      | $13575.21     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258310 | PA      | $253433.67    | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53567 | PA      | $52045.98     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       474 | PA      | $484.70       | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28395 | PA      | $27120.70     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ETLH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50269 | PA      | $51787.09     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236342 | PA      | $240686.36    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81940 | PA      | $75104.80     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81548 | PA      | $77724.92     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157587 | PA      | $162417.87    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59954 | PA      | $52576.24     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78226 | PA      | $71471.01     | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3751 | PA      | $3673.81      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156771 | PA      | $989470.38    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557386 | PA      | $485903.93    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117334 | PA      | $119250.95    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4631 | PA      | $4689.09      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9296 | PA      | $9559.38      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14619 | PA      | $15033.26     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59840 | PA      | $55556.99     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       371 | PA      | $368.13       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4402 | PA      | $4631.75      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368688 | PA      | $304494.98    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7712 | PA      | $6622.31      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23247 | PA      | $20419.91     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193127 | PA      | $189845.06    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118504 | PA      | $110017.74    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9417 | PA      | $8982.77      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5339 | PA      | $5426.47      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48221 | PA      | $48663.80     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2510 | PA      | $2541.25      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QBR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228322 | PA      | $207715.50    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46037 | PA      | $44047.11     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390511 | PA      | $369180.45    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3087 | PA      | $2971.01      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87940 | PA      | $88118.25     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85022 | PA      | $75718.75     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32651 | PA      | $32129.77     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89200 | PA      | $83595.82     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22003 | PA      | $21799.33     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1037 | PA      | $1052.92      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       615 | PA      | $641.94       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244283 | PA      | $211126.45    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19857 | PA      | $19337.89     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11487 | PA      | $10665.51     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1059 | PA      | $1095.89      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83460 | PA      | $85474.65     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2942 | PA      | $3133.33      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10630 | PA      | $10518.91     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282513 | PA      | $243581.87    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47095 | PA      | $43583.59     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2797 | PA      | $2918.59      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45932 | PA      | $45166.07     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402DC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10354 | PA      | $10524.39     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6169 | PA      | $6514.33      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31400B5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $54.38        | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758962 | PA      | $621636.16    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40114 | PA      | $38428.24     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59064 | PA      | $61445.83     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17615 | PA      | $17227.91     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140663 | PA      | $142656.58    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3377 | PA      | $3223.05      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29727 | PA      | $31046.00     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425287 | PA      | $439201.62    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83548 | PA      | $76322.93     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16837 | PA      | $17303.27     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40287 | PA      | $37076.64     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91729 | PA      | $93578.05     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13598 | PA      | $12873.31     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24896 | PA      | $23646.73     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WFGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10271 | PA      | $9987.81      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62219 | PA      | $61413.47     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104743 | PA      | $107506.91    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41811 | PA      | $42562.98     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15999 | PA      | $14858.43     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43295 | PA      | $42393.31     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4123 | PA      | $4236.92      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6028 | PA      | $5927.67      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111807 | PA      | $93035.49     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28755 | PA      | $30006.52     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403DVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       441 | PA      | $465.66       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300403 | PA      | $308000.47    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24258 | PA      | $25304.32     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1239 | PA      | $1260.83      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1106 | PA      | $1152.98      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12861 | PA      | $12636.02     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23563 | PA      | $24249.68     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31981 | PA      | $29692.14     | 0.00%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15783 | PA      | $13719.93     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       777 | PA      | $820.10       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3687 | PA      | $3637.83      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14801 | PA      | $14557.27     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156666 | PA      | $151550.36    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8803 | PA      | $9082.08      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21895 | PA      | $22500.12     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265247 | PA      | $227930.36    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32474 | PA      | $31236.58     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1711 | PA      | $1547.23      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7328 | PA      | $7646.83      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7928 | PA      | $8168.25      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46897 | PA      | $44544.12     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7018 | PA      | $7400.80      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EMTQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30657 | PA      | $31950.10     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2266 | PA      | $2304.08      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13372 | PA      | $13710.86     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239244 | PA      | $219293.24    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154019 | PA      | $154128.78    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2110 | PA      | $2202.33      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53553 | PA      | $53681.80     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034753 | PA      | $848504.32    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138WJQE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122895 | PA      | $117702.64    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277366 | PA      | $289049.12    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45127 | PA      | $44248.43     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10753 | PA      | $9240.04      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XBDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32988 | PA      | $32726.54     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9504 | PA      | $9796.71      | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446435 | PA      | $385477.27    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601266 | PA      | $518421.36    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29630 | PA      | $28774.59     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4683 | PA      | $4527.16      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60001 | PA      | $55107.51     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7008 | PA      | $7220.10      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XA2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126442 | PA      | $114337.78    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113511 | PA      | $92929.05     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32217 | PA      | $32750.24     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WJND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43968 | PA      | $40300.68     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1879228 | PA      | $1537301.71   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1658 | PA      | $1737.47      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3609 | PA      | $3673.35      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184056 | PA      | $157725.56    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6323 | PA      | $6228.63      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122094 | PA      | $100025.99    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2812 | PA      | $2611.41      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12383 | PA      | $12166.53     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583726 | PA      | $539532.42    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149544 | PA      | $123881.67    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56014 | PA      | $54395.38     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112917 | PA      | $109913.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7323 | PA      | $7642.38      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       345 | PA      | $359.89       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FANNIE MAE POOL                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3796 | PA      | $3255.90      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                     | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75501 | PA      | $75112.05     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2021-33 AI                                | FANNIE MAE REMICS                                                               | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759852 | PA      | $99625.41     | 0.00%             | 2047-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP      | FARMERS BUSINESS NETWORK INC CVT SR D PP                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |      3203 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FB FINANCIAL CORP                             | FB FINANCIAL CORP                                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     18358 | NS      | $1025477.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                           | FEDERAL SIGNAL CORP                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      6373 | NS      | $726522.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON ENTERPRISES INC                      | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35392.28     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                      | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84781.98     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FERRARI NV                                    | FERRARI NV                                                                      | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $124819.31    | 0.00%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC APODS 6.7 31 02/23/26 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1357.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC ARCC 5.1 31 02/23/26 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1494.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC ARCC 5.8 32 02/23/26 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $378.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC ARESSI 5.8 30 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $313.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC BCSF 5.95 30 02/23/26 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $288.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC BXSL 5.125 31 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $368.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC CGBD 5.75 31 02/23/26 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $239.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC GSCRED 5.875 31 02/23/26 CHAS_C                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $136.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC HLEND 5.45 30 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $497.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC HTGC 6 30 02/23/26 CHAS_C                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $657.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OBDC 5.95 29 02/23/26 CHAS_C                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1418.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OBDC 6.2 30 02/23/26 CHAS_C                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2961.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OCINCC 5.8 30 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $523.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OCINCC 5.8 30 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $523.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OCINCC 6.6 29 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $560.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OCINCC 6.6 29 02/23/26 CHAS_C                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $560.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                          | FI TRS REC OCINCC 6.65 31 02/23/26 CHAS_C                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $699.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC 144A                 | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198101 | PA      | $207396.40    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                           | FIFTH THIRD BANCORP                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    116805 | NS      | $5076345.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                      | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    303000 | PA      | $265611.32    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                              | FIRSTENERGY CORP                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37120.54     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                              | FIRSTENERGY CORP                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    223000 | PA      | $207003.32    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                      | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85217.01     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTSERVICE CORP                             | FIRSTSERVICE CORP                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      5383 | NS      | $844323.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                    | FISERV INC                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380616.78    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                             | FIVE STAR BANCORP                                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     24306 | NS      | $838313.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP COMMUNITIES REIT UT                  | FLAGSHIP COMMUNITIES REIT                                                       | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |     36262 | NS      | $649815.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK, N.A.                           | FLAGSTAR BANK NA                                                                | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     64379 | NS      | $787998.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FSMT 2020-1INV A11 144A                       | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63883 | PA      | $61165.26     | 0.00%             | 2050-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FLEXE SERIES C CVT PFD STOCK PP               | FLEXE SERIES C CVT PFD STOCK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9815 | NS      | $32683.95     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLEXE SERIES D CVT PFD STOCK PP               | FLEXE SERIES D CVT PFD STOCK PP                                                 | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3669 | NS      | $12217.77     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A                  | FLOOR & DECOR HOLDINGS INC                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     12933 | NS      | $822797.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                                | FLOWSERVE CORP                                                                  | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      5107 | NS      | $364384.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC 144A                     | FLUTTER TREASURY DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201854.60    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-C C                                | FORD CREDIT AUTO OWNER TRUST 2022-C                                             | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110489.12    | 0.00%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                           | FORD CREDIT AUTO OWNER TRUST 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $473892.94    | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209440.80    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    560000 | PA      | $600766.32    | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202984.80    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A                 | FORTITUDE GROUP HOLDINGS LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134776.98    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FCBSL 2024-4A B 144A                          | FORTRESS CREDIT BSL XXVI LTD                                                    | CUSIP: 34966VAE2<br>LEI: 254900DPXY8BVCQBIY30 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250500.00    | 0.01%             | 2038-01-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                    | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214852.20    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                    | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213196.60    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                    | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211792.60    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                    | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215300.80    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                            | FRANCO-NEVADA CORP                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      4727 | NS      | $991913.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       522 | PA      | $552.09       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29848 | PA      | $28578.23     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2458 | PA      | $2487.90      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38836 | PA      | $37184.12     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       320 | PA      | $335.32       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1683 | PA      | $1699.28      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33433 | PA      | $33785.14     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       110 | PA      | $108.65       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6457 | PA      | $6660.51      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19536 | PA      | $19251.96     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9659 | PA      | $9963.15      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19072 | PA      | $19286.75     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4900 | PA      | $5083.18      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8AW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $67.62        | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10658 | PA      | $10804.30     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       244 | PA      | $240.05       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200580 | PA      | $190876.37    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       986 | PA      | $1016.83      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11656 | PA      | $12022.82     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7131 | PA      | $6827.78      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70565 | PA      | $65586.93     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3446 | PA      | $3550.23      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297ENC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       191 | PA      | $200.08       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24060 | PA      | $22981.74     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       379 | PA      | $367.44       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297BM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21156 | PA      | $21767.42     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8616 | PA      | $8438.40      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $226.20       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28565 | PA      | $28129.16     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14457 | PA      | $14652.39     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8628 | PA      | $8723.59      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41868 | PA      | $40035.64     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9199 | PA      | $9058.91      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20994 | PA      | $20074.37     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10750 | PA      | $10292.71     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8190 | PA      | $8302.56      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13817 | PA      | $13596.64     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10040 | PA      | $10177.70     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45533 | PA      | $42321.44     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       453 | PA      | $477.25       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37885 | PA      | $35212.40     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                    | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1930 | PA      | $2005.30      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                               | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28880 | PA      | $28177.18     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1563 | PA      | $1604.59      | 0.00%             | 2037-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1886 | PA      | $1924.46      | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127529 | PA      | $130098.88    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112783 | PA      | $93146.04     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117142 | PA      | $121020.58    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122845 | PA      | $126019.53    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21089 | PA      | $20868.03     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26176 | PA      | $24494.09     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KNBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51024 | PA      | $45756.06     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97817 | PA      | $100404.33    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22893 | PA      | $23256.49     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34497 | PA      | $28577.16     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DQM94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176640 | PA      | $183292.34    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35417 | PA      | $29470.99     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45626 | PA      | $46931.48     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370790 | PA      | $372419.75    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34197 | PA      | $31028.03     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69480 | PA      | $67375.54     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132D9JV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187039 | PA      | $172648.48    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170769 | PA      | $154611.84    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16010 | PA      | $16053.30     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31426JF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115421 | PA      | $118879.21    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49847 | PA      | $50090.79     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19100 | PA      | $16377.19     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117992 | PA      | $101145.94    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757208 | PA      | $620593.43    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485520 | PA      | $497454.16    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120815 | PA      | $111968.76    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133CWPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77674 | PA      | $80854.96     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132ACFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167958 | PA      | $159040.92    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53685 | PA      | $46745.95     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36313 | PA      | $34014.03     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298442 | PA      | $257757.58    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114344 | PA      | $113036.20    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315313 | PA      | $327941.78    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163690 | PA      | $170445.51    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30622 | PA      | $31442.34     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58715 | PA      | $59599.36     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KGKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38522 | PA      | $36132.30     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341460 | PA      | $282581.66    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152130 | PA      | $157823.06    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107229 | PA      | $107699.87    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136126 | PA      | $138471.43    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160449 | PA      | $161709.79    | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724417 | PA      | $743791.47    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25600 | PA      | $24879.21     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468555 | PA      | $383895.83    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24640 | PA      | $23036.56     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28961 | PA      | $24808.87     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104127 | PA      | $106970.14    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220287 | PA      | $225614.75    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460839 | PA      | $453143.77    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109534 | PA      | $109483.22    | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GUKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368534 | PA      | $379130.15    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89712 | PA      | $89879.27     | 0.00%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191440 | PA      | $197427.35    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188611 | PA      | $193173.12    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DTG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65402 | PA      | $68783.29     | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49871 | PA      | $45633.46     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CXBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52095 | PA      | $51428.83     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143499 | PA      | $119408.53    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387892 | PA      | $395263.57    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245505 | PA      | $248926.22    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75334 | PA      | $77126.29     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127562 | PA      | $114635.16    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133BNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126211 | PA      | $102870.20    | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161239 | PA      | $164330.24    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62569 | PA      | $53735.97     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48014 | PA      | $45728.10     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90431 | PA      | $86254.01     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44070 | PA      | $43272.48     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77776 | PA      | $72081.96     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153039 | PA      | $142125.20    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171360 | PA      | $147030.68    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97769 | PA      | $100833.74    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134380 | PA      | $131714.86    | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224469 | PA      | $202536.29    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3133CUVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66929 | PA      | $69616.64     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179194 | PA      | $158368.98    | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                    | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19907 | PA      | $18036.38     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                                   | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683186 | PA      | $90534.53     | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5000 UI                                   | FREDDIE MAC REMICS                                                              | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1356315 | PA      | $233130.22    | 0.01%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A                       | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    156539 | PA      | $157318.02    | 0.00%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                       | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                         | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    105495 | PA      | $105423.97    | 0.00%             | 2045-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                          | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21998.86     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                          | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98907.93     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                          | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61714.80     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                          | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41279.29     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                          | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107241.64    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 144A                           | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $139299.79    | 0.00%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION LTD                             | FTAI AVIATION LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4472 | NS      | $774729.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP               | Farmers Business Network Inc PP                                                 | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |      8748 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                  | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154059.00    | 0.00%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                  | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168050.85    | 0.00%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A33 144A                          | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37757 | PA      | $34672.26     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-1 A23 144A                          | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9731 | PA      | $8985.75      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 144A                          | GALTON FUNDING MORTGAGE TRUST 2018-2                                            | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5081 | PA      | $4852.53      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)          | GBP/USD FWD 20260220 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6464.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                               | GBP/USD FWD 20260220 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2763.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 A1 144A                        | GCAT 2021-NQM1 TRUST                                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116997 | PA      | $104948.06    | 0.00%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                        | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173729 | PA      | $174460.09    | 0.00%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC-CL C                          | GCI LIBERTY INC                                                                 | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3235 | NS      | $107790.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LIBERTY INC-CL C RTS 12/25                | GCI LIBERTY INC                                                                 | CUSIP: 36164V115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1242 | NS      | $7697.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA LLC                                | GE VERNOVA INC                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      5867 | NS      | $3518850.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                          | GENEDX HOLDINGS CORP                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5420 | NS      | $904869.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                  | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     73604 | NS      | $21967113.80  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                           | GENERAL ELECTRIC CO                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112813.47    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                           | GENERAL ELECTRIC CO                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141584.94    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104962.83    | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191652.23    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                        | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     68000 | PA      | $73266.33     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERALI                                      | GENERALI                                                                        | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     54493 | NS      | $2163123.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                           | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    122577 | NS      | $15425089.68  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA DEC                               | GINNIE MAE                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385000 | PA      | $376495.41    | 0.01%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                               | GINNIE MAE                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170000 | PA      | $1181556.85   | 0.03%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                               | GINNIE MAE                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1248496.88   | 0.03%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                               | GINNIE MAE                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140000 | PA      | $142688.04    | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17040 | PA      | $17046.57     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                    | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4903 | PA      | $5034.44      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6443 | PA      | $6666.99      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9764 | PA      | $10053.46     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9764 | PA      | $10053.46     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3018 | PA      | $2784.58      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23641 | PA      | $24344.18     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                               | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6428 | PA      | $6610.73      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                    | GINNIE MAE I POOL                                                               | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4437 | PA      | $4548.98      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                    | GINNIE MAE I POOL                                                               | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50587 | PA      | $46688.25     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7899 | PA      | $7144.26      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6512 | PA      | $5893.87      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31808 | PA      | $29804.58     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11088 | PA      | $10035.63     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134213 | PA      | $119639.40    | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45700 | PA      | $47130.33     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283330 | PA      | $245995.70    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319051 | PA      | $265679.27    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21645 | PA      | $21120.03     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4932 | PA      | $4944.24      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13861 | PA      | $14260.32     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55185 | PA      | $56731.23     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49865 | PA      | $48491.40     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290790 | PA      | $266325.04    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9136 | PA      | $9432.62      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29683 | PA      | $28712.43     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    606688 | PA      | $526742.69    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124818 | PA      | $122851.43    | 0.00%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76612 | PA      | $77909.40     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18130 | PA      | $18540.27     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7951 | PA      | $8131.43      | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $114.24       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34412 | PA      | $31268.42     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10215 | PA      | $10484.56     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11070 | PA      | $10135.81     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6891 | PA      | $6967.37      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12316 | PA      | $11135.15     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16854 | PA      | $17030.23     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12772 | PA      | $13061.37     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239918 | PA      | $208303.84    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4735 | PA      | $4220.83      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    835883 | PA      | $696072.03    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24455 | PA      | $23323.46     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46478 | PA      | $45005.92     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13119 | PA      | $12012.23     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254905 | PA      | $245021.42    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121253 | PA      | $105429.00    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2901 | PA      | $2977.43      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164290 | PA      | $158747.15    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6167 | PA      | $5683.25      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2457 | PA      | $2397.19      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259896 | PA      | $234732.93    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16587 | PA      | $16020.70     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21788 | PA      | $20389.94     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24252 | PA      | $24242.57     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31578 | PA      | $29157.74     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19095 | PA      | $18126.71     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22861 | PA      | $20634.10     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2304 | PA      | $2329.96      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38408 | PA      | $39563.41     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7926 | PA      | $7168.22      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16015 | PA      | $14485.00     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35126 | PA      | $32908.25     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86797 | PA      | $89239.24     | 0.00%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7628 | PA      | $7107.46      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24302 | PA      | $23807.74     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57039 | PA      | $51821.68     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243214 | PA      | $211165.32    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20355 | PA      | $21088.31     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20442 | PA      | $19946.36     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425642 | PA      | $354440.37    | 0.01%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17424 | PA      | $16032.66     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5283 | PA      | $4893.40      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24853 | PA      | $25749.23     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253757 | PA      | $237761.02    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98746 | PA      | $101459.53    | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6277 | PA      | $5676.93      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41179 | PA      | $38585.06     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12029 | PA      | $12301.62     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30776 | PA      | $31116.71     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3607 | PA      | $3715.33      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52064 | PA      | $52629.29     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41868 | PA      | $38725.70     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264220 | PA      | $220015.43    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10942 | PA      | $9902.94      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43972 | PA      | $40245.89     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33922 | PA      | $33879.95     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288068 | PA      | $260086.18    | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6680 | PA      | $6041.81      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22112 | PA      | $19975.97     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24080 | PA      | $22016.91     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    355262 | PA      | $339710.73    | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37524 | PA      | $35559.55     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28006 | PA      | $26208.53     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366973 | PA      | $361533.21    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7110 | PA      | $6434.64      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41594 | PA      | $42051.77     | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7051 | PA      | $7241.16      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17914 | PA      | $18423.15     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90807 | PA      | $91074.66     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14702 | PA      | $15198.48     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8532 | PA      | $7722.01      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24696 | PA      | $22440.53     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124628 | PA      | $116779.90    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29263 | PA      | $27814.08     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11193 | PA      | $11509.48     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76146 | PA      | $69858.74     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86487 | PA      | $87703.75     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29015 | PA      | $26584.71     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40410 | PA      | $40836.07     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4676 | PA      | $4816.39      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74343 | PA      | $69023.82     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36194CTV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27130 | PA      | $24537.14     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36202FDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3996 | PA      | $4140.27      | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16646 | PA      | $16695.58     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81683 | PA      | $74964.23     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    439601 | PA      | $381672.94    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11059 | PA      | $11623.98     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3819 | PA      | $3896.56      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10950 | PA      | $11319.42     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17515 | PA      | $16141.37     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157453 | PA      | $136761.97    | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31272 | PA      | $27760.02     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19067 | PA      | $17717.20     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36520 | PA      | $32498.43     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48963 | PA      | $50072.08     | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58510 | PA      | $54759.17     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 3622A2GK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96259 | PA      | $90009.63     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                 | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184328 | PA      | $170712.83    | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160046.08    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                 | GOLAR LNG LTD                                                                   | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     19790 | NS      | $731240.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273358.25    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    780000 | PA      | $711760.92    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259113.41    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316541.30    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     15950 | NS      | $13175338.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278054.98    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                         | GOLUB CAPITAL PRIVATE CREDIT FUND                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    202000 | PA      | $204032.93    | 0.01%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSURANCE INC -A                    | GOOSEHEAD INSURANCE INC                                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     15094 | NS      | $1079975.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2021-96 VI                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1958231 | PA      | $278284.24    | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-82 IG                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18333 | PA      | $2629.91      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-57 AI                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3408436 | PA      | $402013.48    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-8 DA                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8862 | PA      | $8402.15      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-24 OI                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10185 | PA      | $1621.98      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-184 JH                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12167 | PA      | $11310.10     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    649117 | PA      | $72702.99     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135000 | PA      | $116444.76    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                     | GRACO INC                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      9373 | NS      | $772710.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT-WEST LIFECO INC                         | GREAT-WEST LIFECO INC                                                           | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     82401 | NS      | $3820359.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| GROCERY OUTLET HOLDING CORP                   | GROCERY OUTLET HOLDING CORP                                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129549 | NS      | $1441880.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV-SER B                  | GRUPO MEXICO SAB DE CV                                                          | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |    158775 | NS      | $1387253.29   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1 A14 144A                      | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                                   | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133795 | PA      | $117081.74    | 0.00%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A                      | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1374 | PA      | $1365.29      | 0.00%             | 2044-07-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                       | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                                   | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     89303 | PA      | $89502.17     | 0.00%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GUSTO INC PP                                  | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |      9216 | NS      | $223948.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                    | GUSTO INC SER E CVT PFD PP                                                      | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |     12516 | NS      | $304138.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INF CAP                        | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    439000 | PA      | $448877.50    | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HAGERTY INC                                   | HAGERTY INC                                                                     | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32002 | NS      | $427546.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                        | HAMAMATSU PHOTONICS KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49600 | NS      | $503888.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                     | HAMILTON LANE INC                                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      9081 | NS      | $1125453.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC 144A                       | HARBOUR ENERGY PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205024.20    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                         | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129262 | PA      | $120565.46    | 0.00%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                         | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170513 | PA      | $176489.35    | 0.00%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HAUL HUB SER B CVT PFD STOCK PP               | HAUL HUB SER B CVT PFD STOCK PP                                                 | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6732 | NS      | $9828.72      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAUL HUB SERIES C CVT PFD STOCK PP            | HAUL HUB SERIES C CVT PFD STOCK PP                                              | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2367 | NS      | $3455.82      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAWAIIAN ELECTRIC INDS                        | HAWAIIAN ELECTRIC INDUSTRIES INC                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     62994 | NS      | $740809.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                       | HCA INC                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103457.80    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA INC                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89420.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA INC                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299207.70    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                             | HDFC BANK LTD                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    343872 | NS      | $3885773.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                 | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128707.75    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                 | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102855.30    | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                 | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253313.32    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                      | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81449.49     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                      | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255892.78    | 0.01%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                              | HEALTHEQUITY INC                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       130 | NS      | $13673.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEATHROW FUNDING LTD                          | HEATHROW FUNDING LTD                                                            | CUSIP: AX5204471<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    145000 | PA      | $146194.76    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                   | HEINEKEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     43211 | NS      | $3524773.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                   | HITACHI LTD                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    226100 | NS      | $7200367.19   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                | HOLCIM AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     33898 | NS      | $3179975.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                           | HOME BANCSHARES INC/AR                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25865 | NS      | $725771.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     20635 | NS      | $7365044.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-AFC2 A1B 144A                      | HOMES 2025-AFC2 TRUST                                                           | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246158 | PA      | $247703.46    | 0.01%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A                       | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146662 | PA      | $147289.33    | 0.00%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HONOR TECHNOLOGY SER D CVT PFD PP             | HONOR TECHNOLOGY SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92428 | NS      | $123853.52    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOYA CORP                                     | HOYA CORP                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |     19000 | NS      | $2854166.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A B 144A                          | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33073 | PA      | $33107.61     | 0.00%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                          | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101156.31    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                          | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100364.52    | 0.00%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A A3 144A                         | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100538.07    | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                          | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101076.37    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC HOLDINGS PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200923.00    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                 | HUF/USD FWD 20260116 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-6749.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC               | HUF/USD FWD 20260116 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $1703.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                       | HUNGARY GOVERNMENT BOND                                                         | CUSIP: ZI7193496<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 555000000 | PA      | $1687101.07   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115072 | PA      | $116943.55    | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187696 | PA      | $189198.63    | 0.00%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | HYG US 12/19/25 C80                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2871 | NC      | $-287100.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | HYG US 12/19/25 C81                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2876 | NC      | $-35950.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | HYG US 12/19/25 P79                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2876 | NC      | $-34512.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | HYG US 12/19/25 P80                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2871 | NC      | $-86130.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                  | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110845.13    | 0.00%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                  | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100697.72    | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                  | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82310.32     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                  | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160589.12    | 0.00%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                  | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51780.85     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS INC-CLASS A                      | I3 VERTICALS INC                                                                | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     25146 | NS      | $595205.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iCapital Inc Common Stock PP                  | ICAPITAL INC COMMON STOCK PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22981 | NS      | $321727.11    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                           | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $490543.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-5045.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | ICE_SES SA CDS 12/20/2030 CHAS                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |         1 | NC      | $-13960.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                      | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $208700.20    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDACORP INC                                   | IDACORP INC                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     11857 | NS      | $1562515.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMCD NV                                       | IMCD NV                                                                         | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $139821.25    | 0.00%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IMMATICS NV                                   | IMMATICS NV                                                                     | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |    124477 | NS      | $1330659.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC-ADR                   | IMMUNOCORE HOLDINGS PLC                                                         | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     61262 | NS      | $2419849.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOME INC                                  | IMMUNOME INC                                                                    | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138021 | NS      | $2542346.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                | IMMUNOVANT INC                                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52592 | NS      | $1270096.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                  | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206655.80    | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                  | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201932.20    | 0.01%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                  | IMPERIAL BRANDS FINANCE PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206187.80    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM1 A1 144A                       | IMPERIAL FUND MORTGAGE TRUST 2021-NQM1                                          | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139224 | PA      | $122356.47    | 0.00%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A1 144A                       | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66644 | PA      | $56757.73     | 0.00%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                    | IMPINJ INC                                                                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2233 | NS      | $383785.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN                  | INDEPENDENCE REALTY TRUST INC                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     63593 | NS      | $1090619.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS SA                             | INDRA SISTEMAS SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     41049 | NS      | $2195066.16   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| INFINEON TECHNOLOGIES AG                      | INFINEON TECHNOLOGIES AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      8191 | NS      | $345786.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                       | INFRASTRUTTURE WIRELESS ITALIANE SPA                                            | CUSIP: YQ6778167<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    105000 | PA      | $123455.96    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                         | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    212413 | NS      | $5507653.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS                   | INSTALLED BUILDING PRODUCTS INC                                                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      2791 | NS      | $748043.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                    | INTEL CORP                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    115697 | NS      | $4692670.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                 | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     54325 | NS      | $8545322.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                              | INTERDIGITAL INC                                                                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7346 | NS      | $2628031.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                   | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     12223 | NS      | $3771773.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                        | INTERNATIONAL PAPER CO                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    323662 | NS      | $12778175.76  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP COS                         | INTERPUBLIC GROUP OF COS INC/THE                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109647.45    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO                               | INTESA SANPAOLO SPA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    657037 | NS      | $4262194.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| INTUITIVE SURGICAL INC                        | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     14607 | NS      | $8376822.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                           | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52327.62     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                           | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68740.06     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                     | IONIS PHARMACEUTICALS INC                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      4908 | NS      | $406038.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC- CL A                                | IONQ INC                                                                        | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       308 | NS      | $15184.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                        | IPALCO ENTERPRISES INC                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142558.78    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRADIMED CORP                                 | IRADIMED CORP                                                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1478 | NS      | $137779.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                  | ISETAN MITSUKOSHI HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |    244400 | NS      | $3813633.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| ISRAEL                                        | ISRAEL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $209440.40    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                               | ISRAEL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    395000 | PA      | $410423.17    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITT INC                                       | ITT INC                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       468 | NS      | $86186.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                 | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155731.65    | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R 144A                        | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250199.53    | 0.01%             | 2035-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                | JBT MAREL CORP                                                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1949 | NS      | $273892.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY CENTRAL PWR & LT 144A                  | JERSEY CENTRAL POWER & LIGHT CO                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147409.47    | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JFROG LTD                                     | JFROG LTD                                                                       | CUSIP: 000000000<br>LEI: 2549002N8E00AY49G567 | Long             | EC               | CORP              | IL        |     16030 | NS      | $977509.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                             | JOHNSON & JOHNSON                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11100 | NS      | $2296812.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC 2018-WPT AFX 144A                       | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $76001.60     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                      | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34283 | PA      | $31158.72     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                       | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39768 | PA      | $36355.23     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-5 B2 144A                          | JP MORGAN MORTGAGE TRUST 2020-5                                                 | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147932 | PA      | $132465.13    | 0.00%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A15 144A                      | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180 | PA      | $1168.94      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 B1A 144A                      | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149536 | PA      | $132461.18    | 0.00%             | 2050-06-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A3 144A                       | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2656 | PA      | $2630.63      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                       | JP MORGAN MORTGAGE TRUST 2025-DSC2                                              | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    190271 | PA      | $190912.20    | 0.00%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                       | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                       | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219399 | PA      | $221000.51    | 0.01%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135533.19    | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103687.20    | 0.00%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160250.08    | 0.00%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65345.07     | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259245.24    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188425.28    | 0.00%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104531.90    | 0.00%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    485000 | PA      | $457685.29    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141491.98    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                       | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    111078 | NS      | $34776300.24  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| JULIUS BAER GROUP LTD                         | JULIUS BAER GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     30108 | NS      | $2148124.92   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KADANT INC                                    | KADANT INC                                                                      | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       973 | NS      | $270610.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardigan Inc SER B CVT PFD PP                 | KARDIGAN INC SER B CVT PFD PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10558 | NS      | $225572.51    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Series D-8 CVT PFD Stock PP       | KARDIUM INC SERIES D-8 CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |    186226 | NS      | $120532.92    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Ser D-6 CVT Pfd Stock PP          | KARDIUM SERIES D6 CVT PFD STOCK PP                                              | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    118345 | NS      | $97918.65     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARMAN HOLDINGS INC                           | KARMAN HOLDINGS INC                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12991 | NS      | $870786.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                     | KDDI CORP                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    303600 | NS      | $5223179.36   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                      | KEARNY FINANCIAL CORP/MD                                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32148 | NS      | $220856.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                         | KENTUCKY UTILITIES CO                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25604.18     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KERING                                        | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     11507 | NS      | $3918605.42   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                       | KEYCORP                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    145566 | NS      | $2675503.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                      | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    100607 | NS      | $19915155.65  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    876167 | NS      | $3548091.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                            | KINGSPAN GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |     19569 | NS      | $1679892.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                 | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     47352 | NS      | $3548948.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                      | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      9128 | NS      | $10729690.16  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                              | KLARNA GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |     24059 | NS      | $757136.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                              | KNIFE RIVER CORP                                                                | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10604 | NS      | $793603.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP        | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5255 | NS      | $591773.96    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobold Metals SER C-1 CVT Pfd Stock PP        | KOBOLD METALS SER C-1 CVT PFD STOCK PP                                          | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2684 | NS      | $302249.53    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                        | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    182983 | NS      | $5161932.41   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                            | KONTOOR BRANDS INC                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      4621 | NS      | $343571.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT FOODS GROUP INC                         | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36160.33     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRATOS DEFENSE & SECURITY                     | KRATOS DEFENSE & SECURITY SOLUTIONS INC                                         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      8685 | NS      | $660928.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                       | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     92809 | NS      | $3318232.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT 144A                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200698.55    | 0.01%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                       | KYMERA THERAPEUTICS INC                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6565 | NS      | $445632.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardium Inc Series D-7 CVT PFD Stock PP       | Kardium, Inc. Series D-7 CVT Pfd Stock                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    256419 | NS      | $165964.63    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| L OREAL                                       | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     10869 | NS      | $4740906.27   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                             | LAM RESEARCH CORP                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     23635 | NS      | $3687060.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                          | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94325.69     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                    | LATTICE SEMICONDUCTOR CORP                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     54052 | NS      | $3794990.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | LCH-PLN IRS 7/21/30 PAY FIX BOFA_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-21785.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | LCH-PLN IRS 7/22/30 PAY FIX BOFA_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-22338.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                    | LEGRAND SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     28429 | NS      | $4313065.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO DRS INC                              | LEONARDO DRS INC                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      6652 | NS      | $227298.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY-C                  | LIBERTY MEDIA CORP-LIBERTY LIVE                                                 | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57652 | NS      | $4566614.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                  | LIFE TIME GROUP HOLDINGS INC                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29770 | NS      | $831178.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightmatter SER D CVT PFD PP                  | LIGHTMATTER SER D CVT PFD PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2858 | NS      | $243587.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                     | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     33371 | NS      | $13692788.72  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                | LITTELFUSE INC                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3088 | NS      | $790589.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                       | LIVE OAK BANCSHARES INC                                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25914 | NS      | $827174.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   4744717 | NS      | $6017449.03   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                             | LOAR HOLDINGS INC                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26598 | NS      | $1820633.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                        | LOUISIANA-PACIFIC CORP                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8211 | NS      | $673384.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                         | LOUISVILLE GAS AND ELECTRIC CO                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25495.50     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                | LOWE'S COS INC                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39415.44     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                                | LOWE'S COS INC                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     42835 | NS      | $10386630.80  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                | LOWE'S COS INC                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63927.04     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL HOLDINGS INC                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122721.96    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                              | LPL HOLDINGS INC                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128417.88    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP 144A                         | LSEG US FIN CORP                                                                | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207596.00    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                        | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    610000 | PA      | $626841.22    | 0.02%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                               | MACERICH CO/THE                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     22036 | NS      | $382544.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC       | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13896 | NS      | $2431661.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                           | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     27042 | NS      | $3492896.93   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                          | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                         | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150715.11    | 0.00%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP             | MADISON SQUARE GARDEN SPORTS CORP                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3651 | NS      | $832537.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                       | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37229.99     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MANDATUM OYJ                                  | MANDATUM OYJ                                                                    | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    342592 | NS      | $2577876.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLIGHT THERAPEUTICS INC                     | MAPLIGHT THERAPEUTICS INC                                                       | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13616 | NS      | $185586.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HLDGS-A                  | MARAVAI LIFESCIENCES HOLDINGS INC                                               | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60740 | NS      | $219878.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC-A                                 | MARQETA INC                                                                     | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    225696 | NS      | $1081083.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC 144A                                 | MARS INC                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178539.73    | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                                 | MARS INC                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252937.76    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                          | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      9185 | NS      | $1684988.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                        | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35449.79     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                        | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $194222.86    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                        | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $159868.40    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASIMO CORP                                   | MASIMO CORP                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     18668 | NS      | $2658883.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC - A                            | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     22167 | NS      | $12203598.51  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                               | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     44763 | NS      | $13957998.66  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MED 2024-MOB A 144A                           | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154458.10    | 0.00%             | 2041-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MELROSE INDUSTRIES PLC                        | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    542056 | NS      | $4275684.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                              | MERCK & CO INC                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2900 | NS      | $304007.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                           | MERCURY SYSTEMS INC                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     11980 | NS      | $837282.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                            | META PLATFORMS INC                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    860000 | PA      | $854030.74    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                            | META PLATFORMS INC                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209126.40    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                    | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     60084 | NS      | $38931427.80  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                            | META PLATFORMS INC                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171512.83    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                   | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17627 | NS      | $1349523.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                  | METTLER-TOLEDO INTERNATIONAL INC                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      3361 | NS      | $4963255.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS                  | MIAMI INTERNATIONAL HOLDINGS INC                                                | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     25981 | NS      | $1184993.41   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    239589 | NS      | $117880183.89 | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                 | MIDDLEBY CORP/THE                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      6534 | NS      | $772318.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                            | MIDDLESEX WATER CO                                                              | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9937 | NS      | $509867.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERA MEXICO SA DE CV 144A                   | MINERA MEXICO SA DE CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $464355.00    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MINERALYS THERAPEUTICS INC                    | MINERALYS THERAPEUTICS INC                                                      | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3068 | NS      | $132292.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirador Therapeutics SER B CVT PFD PP         | MIRADOR THERAPEUTICS SER B CVT PFD PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     67218 | NS      | $221819.40    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                       | MIRION TECHNOLOGIES INC                                                         | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    142562 | NS      | $3709463.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                               | MITSUBISHI CORP                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    129400 | NS      | $3063689.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                      | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    291600 | NS      | $7884262.02   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                      | MITSUBISHI ESTATE CO LTD                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     70100 | NS      | $1653876.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                  | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    553400 | NS      | $8677058.29   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                         | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    376000 | NS      | $4416319.19   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                           | MMAF EQUIPMENT FINANCE LLC 2021-A                                               | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99072.07     | 0.00%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MMAF 2024-A A3 144A                           | MMAF EQUIPMENT FINANCE LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $340284.12    | 0.01%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | MOLINA HEALTHCARE INC                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4491 | NS      | $665835.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                   | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     53534 | NS      | $3618095.15   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                    | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    225247 | NS      | $12967469.79  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                  | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2978 | NS      | $2764090.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                                  | MOODY'S CORP                                                                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3270 | NS      | $1604850.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     41460 | NS      | $7034103.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62333.76     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231356.25    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126971.04    | 0.00%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352580.34    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                        | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97541 | PA      | $98312.52     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                        | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                        | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92772 | PA      | $93413.89     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255229.98    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                        | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119097.34    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115595.47    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                       | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145527.51    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSA SAFETY INC                                | MSA SAFETY INC                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      4743 | NS      | $765045.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFSZ5 MSCI EAFE         DEC25                 | MSCI EAFE         DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -74 | NC      | $-99175.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVER AG-REG                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      9079 | NS      | $5721759.26   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A A 144A                          | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161308 | PA      | $163221.15    | 0.00%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                          | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48011 | PA      | $49139.05     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                               | MXN/USD FWD 20260116 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |         1 | NC      | $-2698.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                               | MXN/USD FWD 20260116 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |         1 | NC      | $6445.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYR GROUP INC/DELAWARE                        | MYR GROUP INC                                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2241 | NS      | $502701.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANUS BIO INC SERIES ONE-6 CVT PFD PP         | Manus Bio, Inc Series One-6                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12159 | NS      | $36477.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL BANK OF CANADA                       | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     29930 | NS      | $3618500.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL ENERGY SERVICES REU                  | NATIONAL ENERGY SERVICES REUNITED CORP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      5080 | NS      | $70815.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                             | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    456920 | NS      | $6942460.95   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RESILIENCE SR B CVT PFD STK PP       | NATIONAL RESILIENCE SER B CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11776 | NS      | $189240.32    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL RESILIENCE SR C CVT PFD STK PP       | NATIONAL RESILIENCE SER C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5896 | NS      | $94748.72     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NCINO INC                                     | NCINO INC                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     28130 | NS      | $694811.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                      | NEC CORP                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |    143700 | NS      | $5429363.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                   | NEOGEN CORP                                                                     | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     66845 | NS      | $399733.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE INSURANCE HOLDI-CL A                  | NEPTUNE INSURANCE HOLDINGS INC                                                  | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |     37502 | NS      | $874546.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA-REG                                 | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    123888 | NS      | $12321957.03  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                   | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    192832 | NS      | $20744866.56  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                   | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    290000 | PA      | $356449.31    | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NETSKOPE INC-CL A                             | NETSKOPE INC                                                                    | CUSIP: 64119N608<br>LEI: 254900CS525VJG6KO570 | Long             | EC               | CORP              | US        |      3760 | NS      | $69108.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUB 2016-21A A1R3 144A                       | NEUBERGER BERMAN CLO XXI LTD                                                    | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255573.75    | 0.01%             | 2039-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                         | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249839.48    | 0.01%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-INV2 A4 144A                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139129 | PA      | $115050.75    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    253492 | PA      | $255309.93    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                      | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     26061 | NS      | $4874151.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                     | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133309.40    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                     | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155841.81    | 0.00%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                     | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    234000 | PA      | $240789.51    | 0.01%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                               | NINTENDO CO LTD                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     20100 | NS      | $1703613.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESEARCH INSTITUTE                     | NOMURA RESEARCH INSTITUTE LTD                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     67800 | NS      | $2708206.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                         | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     17732 | NS      | $5179339.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                         | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4222 | NS      | $2416039.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODS 2018-14BA AR 144A                       | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    134402 | PA      | $134417.83    | 0.00%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC CVT 6.500000                      | NOVANTA INC                                                                     | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     14931 | NS      | $784624.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                   | NOVANTA INC                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2969 | NS      | $337456.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                               | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     66869 | NS      | $8723735.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                            | NOVO NORDISK A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    117375 | NS      | $5812749.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| NRG ENERGY INC 144A                           | NRG ENERGY INC                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84584.69     | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                         | NTT FINANCE CORP                                                                | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209090.00    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                         | NTT FINANCE CORP                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206419.80    | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                         | NTT FINANCE CORP                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204202.40    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NURO SERIES C CVT PFD STOCK PP                | NURO SERIES C CVT PFD STOCK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20748 | NS      | $313294.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NURO SERIES D CVT PFD STOCK PP                | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5932 | NS      | $90700.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC-A                                | NUVALENT INC                                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10679 | NS      | $1167748.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                   | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    711984 | NS      | $126021168.00 | 3.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                        | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    176000 | PA      | $129639.49    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                        | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    306000 | PA      | $294578.24    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                        | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    540000 | PA      | $362535.48    | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                        | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     76000 | PA      | $75946.34     | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP SEMICONDUCTORS NV                         | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     11002 | NS      | $2144729.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXPT 2024-STOR A 144A                         | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR                                        | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $94425.08     | 0.00%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                       | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     41311 | NS      | $4201328.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                        | OBX 2020-EXP3 TRUST                                                             | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66459 | PA      | $58933.72     | 0.00%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                        | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    100691 | PA      | $101251.09    | 0.00%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                       | OBX 2025-NQM15 TRUST                                                            | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    105486 | PA      | $105534.60    | 0.00%             | 2065-07-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130410.95    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    540000 | PA      | $624375.00    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71750.00     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                     | OCEANFIRST FINANCIAL CORP                                                       | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27222 | NS      | $513134.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP 2017-13A AR2 144A                         | OCP CLO 2017-13 LTD                                                             | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250345.98    | 0.01%             | 2037-11-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                           | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1848 | PA      | $1849.85      | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                           | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101464.99    | 0.00%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                           | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102556.46    | 0.00%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                          | OCTANE RECEIVABLES TRUST 2024-1                                                 | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54698 | PA      | $55104.63     | 0.00%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                         | OCTANE RECEIVABLES TRUST 2025-RVM1                                              | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $190380.10    | 0.00%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                               | OGE ENERGY CORP                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     43074 | NS      | $1971927.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                          | OLAPLEX HOLDINGS INC                                                            | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283490 | NS      | $323178.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                     | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     65806 | NS      | $8902893.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                     | ONEOK INC                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    233000 | PA      | $247974.68    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONESTREAM INC                                 | ONESTREAM INC                                                                   | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |     32470 | NS      | $676350.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                           | ONTO INNOVATION INC                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      3398 | NS      | $486457.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                  | OPENLANE INC                                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     13664 | NS      | $347612.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OR ROYALTIES INC                              | OR ROYALTIES INC                                                                | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     68645 | NS      | $2395710.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                   | ORACLE CORP                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    657000 | PA      | $610126.99    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | ORACLE CORP                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131984.24    | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | ORACLE CORP                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103208.39    | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | ORACLE CORP                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     28356 | NS      | $5726494.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ORBIA ADVANCE CORP SAB 144A                   | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $244649.65    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                     | ORIX CORP                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     91800 | NS      | $2509325.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                    | ORSTED AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     20498 | NS      | $436583.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC - CLASS A                    | OSCAR HEALTH INC                                                                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     48970 | NS      | $879990.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                 | OWENS CORNING                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     18025 | NS      | $2041151.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                    | PACCAR INC                                                                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1100 | NS      | $115962.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201530.00    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50822.20     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81820.75     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116592.75    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     93000 | PA      | $63897.70     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                     | PACKAGING CORP OF AMERICA                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     21314 | NS      | $4349547.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                   | PALANTIR TECHNOLOGIES INC                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      8765 | NS      | $1476464.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I 144A                 | PALOMINO FUNDING TRUST I                                                        | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $571933.98    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                       | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    247800 | NS      | $3101028.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP/DEL                       | PAR TECHNOLOGY CORP                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     57368 | NS      | $1979769.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                          | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     18200 | NS      | $15682940.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                  | PARSONS CORP                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     21445 | NS      | $1815962.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                        | PATRICK INDUSTRIES INC                                                          | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2621 | NS      | $283644.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX LABS CLASS A COMMON PP                    | PAX LABS CLASS A COMMON PP                                                      | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     70144 | NS      | $21744.64     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAYCHEX INC                                   | PAYCHEX INC                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99553.64     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC-CLASS A                        | PBF ENERGY INC                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     14390 | NS      | $496167.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES                   | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     22232 | NS      | $2991760.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                   | PENTAIR PLC                                                                     | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     68586 | NS      | $7217990.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                  | PENUMBRA INC                                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        80 | NS      | $23453.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                 | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    112714 | NS      | $1993238.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSONALIS INC                                | PERSONALIS INC                                                                  | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     24969 | NS      | $267917.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU                                          | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    260000 | PA      | $272337.00    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $405372.60    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    145000 | PA      | $129514.54    | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    265000 | PA      | $256021.77    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                   | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15300 | NS      | $2409444.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251078.10    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS                   | PINNACLE FINANCIAL PARTNERS INC                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     12532 | NS      | $1148933.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                        | PINTEREST INC                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98677 | NS      | $2577443.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                              | PITNEY BOWES INC                                                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     14047 | NS      | $138503.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC A                            | PJT PARTNERS INC                                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3796 | NS      | $637765.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                     | PLANET FITNESS INC                                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     25480 | NS      | $2852995.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136444.75    | 0.00%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92937.06     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | POST HOLDINGS INC                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2085 | NS      | $216902.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PREF 2024-1A A2 144A                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33420 | PA      | $33564.81     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                            | PPG INDUSTRIES INC                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     23853 | NS      | $2386254.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAXIS PRECISION MEDICINES I                  | PRAXIS PRECISION MEDICINES INC                                                  | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3205 | NS      | $629654.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                | PRICESMART INC                                                                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2086 | NS      | $256786.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME MEDICINE INC                            | PRIME MEDICINE INC                                                              | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46214 | NS      | $176537.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                      | PROCEPT BIOROBOTICS CORP                                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29221 | NS      | $925721.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                       | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    120755 | NS      | $17891060.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2021-SFR6 D 144A                         | PROGRESS RESIDENTIAL TRUST                                                      | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $393968.36    | 0.01%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                              | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     26678 | NS      | $6103659.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US 144A                     | PROLOGIS TARGETED US LOGISTICS FUND LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137269.86    | 0.00%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US 144A                     | PROLOGIS TARGETED US LOGISTICS FUND LP                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124142.88    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                     | PROSPERITY BANCSHARES INC                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16146 | NS      | $1109391.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                  | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     85889 | NS      | $8619950.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 144A                           | PSEG POWER LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30742.32     | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PTC INC                                       | PTC INC                                                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     20136 | NS      | $3532458.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                       | PUBLIC SERVICE CO OF OKLAHOMA                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314531.25    | 0.01%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                | PUBLIC STORAGE                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      9023 | NS      | $2477174.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUIG BRANDS SA-B                              | PUIG BRANDS SA                                                                  | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |     94621 | NS      | $1606437.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                               | PULTEGROUP INC                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31013 | NS      | $3944543.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                         | QUEST DIAGNOSTICS INC                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     43682 | NS      | $8263760.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                              | QUIDELORTHO CORP                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     40852 | NS      | $1117302.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                       | QXO INC                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81592 | NS      | $1528218.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                    | RADNET INC                                                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      9662 | NS      | $799916.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                     | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    425000 | PA      | $350028.06    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                 | RALLIANT CORP                                                                   | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |      4857 | NS      | $239790.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                    | RAMBUS INC                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      8907 | NS      | $851241.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                          | RANGE RESOURCES CORP                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    199103 | NS      | $7862577.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                              | RBC BEARINGS INC                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6513 | NS      | $2898089.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REALT 2025-1A A1 144A                         | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1093366 | PA      | $784849.60    | 0.02%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                            | REALTY INCOME CORP                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45935.51     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                       | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     68000 | NS      | $3477947.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RED ROCK RESORTS INC-CLASS A                  | RED ROCK RESORTS INC                                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4857 | NS      | $284474.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC-CL A                               | REDDIT INC                                                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       122 | NS      | $26409.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD MATERIALS SER C CVT STOCK PP          | REDWOOD MATERIALS SER C CVT STOCK PP                                            | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |      3356 | NS      | $157966.92    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                            | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253490.72    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                     | REGENERON PHARMACEUTICALS INC                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4477 | NS      | $3492910.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                       | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $310353.36    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                                 | RENASANT CORP                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     24406 | NS      | $864948.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                      | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    230200 | NS      | $2714648.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC 144A                    | RENTOKIL TERMINIX FUNDING LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204055.80    | 0.01%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                 | REPLIGEN CORP                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      7817 | NS      | $1336863.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                         | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     49968 | NS      | $10846054.08  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION MEDICINES INC                      | REVOLUTION MEDICINES INC                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     10738 | NS      | $834986.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                   | REVVITY INC                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     58636 | NS      | $6122184.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                   | REVVITY INC                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68439.62     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                   | REVVITY INC                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87691.50     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                       | RGA GLOBAL FUNDING                                                              | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170829.43    | 0.00%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                | RHEINMETALL AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2353 | NS      | $4024547.91   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                            | RIOT PLATFORMS INC                                                              | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1327 | NS      | $21404.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                      | RLI CORP                                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      9166 | NS      | $565175.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN                  | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     28078 | NS      | $10756776.81  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COS INC-CLASS A                        | ROCKET COS INC                                                                  | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67960 | NS      | $1357840.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                        | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    164790 | PA      | $164762.99    | 0.00%             | 2032-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-2A A1R 144A                        | ROCKFORD TOWER CLO 2021-2 LTD                                                   | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249882.45    | 0.01%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                      | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $275319.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                      | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $309550.60    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                      | ROLLS-ROYCE HOLDINGS PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    378792 | NS      | $5346372.19   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                  | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $165333.84    | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                  | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    366000 | PA      | $378384.89    | 0.01%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                  | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | PA      | $441590.66    | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROOT INC/OH -CLASS A                          | ROOT INC/OH                                                                     | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6965 | NS      | $563398.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                        | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4456 | NS      | $1988356.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                               | ROSS STORES INC                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     13237 | NS      | $2334477.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                               | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $228620.60    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                | ROYAL GOLD INC                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      4264 | NS      | $869173.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RRAM 2020-12A AAR3 144A                       | RR 12 LTD                                                                       | CUSIP: 74989HAL6<br>LEI: 549300RLLUH00ZYECJ34 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310141.64    | 0.01%             | 2036-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-28RA A1R 144A                       | RR 28 LTD                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315668.02    | 0.01%             | 2037-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                      | RR 34 LTD                                                                       | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250711.28    | 0.01%             | 2039-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                      | RTX CORP                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93760.74     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                      | RTX CORP                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     39000 | PA      | $24952.16     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC-CL A                     | RUSH ENTERPRISES INC                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     12068 | NS      | $628260.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                   | RYANAIR HOLDINGS PLC                                                            | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     56594 | NS      | $3857447.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESZ5 S&P500 EMINI FUT  DEC25                  | S&P500 EMINI FUT  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -44 | NC      | $-519980.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ESZ5 S&P500 EMINI FUT  DEC25                  | S&P500 EMINI FUT  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -44 | NC      | $-519980.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ESZ5 S&P500 EMINI FUT  DEC25                  | S&P500 EMINI FUT  DEC25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -38 | NC      | $-449074.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                     | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     20283 | NS      | $6818368.94   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                      | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4297 | NS      | $1209863.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10356 | NS      | $2387472.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                 | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71094.87     | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                 | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128442.88    | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                               | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    469710 | NS      | $5524659.17   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                            | SAMSONITE GROUP SA                                                              | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    720300 | NS      | $1780410.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                    | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     71411 | NS      | $4904711.79   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                    | SANDVIK AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |    174292 | NS      | $5270495.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                        | SANOFI SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     53602 | NS      | $5346127.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SDART 2021-4 D                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29226 | PA      | $29140.39     | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43452 | PA      | $43478.11     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                                | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $266961.61    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115296.93    | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                        | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152750.85    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123379 | PA      | $124494.84    | 0.00%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAP SE                                        | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     40338 | NS      | $9737998.38   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                          | SARTORIUS FINANCE BV                                                            | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $246541.89    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND 144A                 | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $204469.98    | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                      | SAVERS VALUE VILLAGE INC                                                        | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82865 | NS      | $754900.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST 144A                          | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $271587.15    | 0.01%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                          | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $210147.92    | 0.01%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                          | SBA TOWER TRUST                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38172.18     | 0.00%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                          | SBA TOWER TRUST                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $280379.08    | 0.01%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                                 | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1555293 | NS      | $4158076.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                         | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112259 | PA      | $112604.02    | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                         | SCF EQUIPMENT LEASING 2025-1 LLC                                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $194099.04    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                          | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $355063.79    | 0.01%             | 2039-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                   | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     41831 | NS      | $5814927.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB4P 2024-1A A2 144A                         | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $301763.49    | 0.01%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SECURE WASTE INFRASTRUCTURE CO                | SECURE WASTE INFRASTRUCTURE CORP                                                | CUSIP: 000000000<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |     52348 | NS      | $679143.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SSTRT 2025-B B 144A                           | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     95100 | PA      | $95856.35     | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SECURITYSCORECARD SER E CVT PFD STOCK PP      | SECURITYSCORECARD SER E CVT PFD STOCK PP                                        | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |     23436 | NS      | $80619.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO CAPITAL SARL                            | SEGRO CAPITAL SARL                                                              | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $138759.00    | 0.00%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                     | SEGRO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |    178536 | NS      | $1686782.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                  | SEMTECH CORP                                                                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     16911 | NS      | $1254119.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2013-4 B1                                | SEQUOIA MORTGAGE TRUST 2013-4                                                   | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51953 | PA      | $50588.72     | 0.00%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-5 B1 144A                           | SEQUOIA MORTGAGE TRUST 2017-5                                                   | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88364 | PA      | $84335.67     | 0.00%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A19 144A                        | SEQUOIA MORTGAGE TRUST 2017-CH2                                                 | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12271 | PA      | $11566.01     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 144A                         | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      3549 | PA      | $3268.70      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A3 144A                         | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31492 | PA      | $29773.26     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                        | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10473 | PA      | $9873.57      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERV 2021-1 A2I 144A                          | SERVICEMASTER FUNDING LLC                                                       | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276252 | PA      | $257994.23    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     10239 | NS      | $8318265.99   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                     | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    263200 | NS      | $3621677.85   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A4 144A                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66018.71     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35774.28     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A A3 144A                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181049 | PA      | $182858.45    | 0.00%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A B 144A                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $46313.04     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SHELL PLC-ADR                                 | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    116274 | NS      | $8577532.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                       | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5609 | NS      | $1927757.21   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                  | SHIMIZU CORP                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |    163100 | NS      | $2894360.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                     | SHIN-ETSU CHEMICAL CO LTD                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |    128900 | NS      | $3859743.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                         | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     33516 | NS      | $5316978.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                                | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     67974 | NS      | $18026961.79  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                       | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     94002 | NS      | $4675416.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                        | SIGNAL PEAK CLO 5 LTD                                                           | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    415000 | PA      | $415876.15    | 0.01%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SILA NANO SER F CVT PFD STOCK PP              | SILA NANO SER F CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5247 | NS      | $95600.34     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                      | SIMPLY GOOD FOODS CO/THE                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7529 | NS      | $148170.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC                  | SIMPSON MANUFACTURING CO INC                                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1866 | NS      | $312331.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                  | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     12942 | NS      | $1737851.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                   | SITIME CORP                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $513830.20    | 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        |     17342 | NS      | $3541050.14   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN-A                  | SKANDINAVISKA ENSKILDA BANKEN AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    237647 | NS      | $4729255.37   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB LTD                                       | SLB LTD                                                                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    253951 | NS      | $9203184.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB 2021-A B 144A                             | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111447 | PA      | $108963.22    | 0.00%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                          | SMURFIT WESTROCK FINANCING DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205991.60    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 144A                                 | SNAM SPA                                                                        | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $209486.20    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 144A                                 | SNAM SPA                                                                        | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $215818.80    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                         | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $244463.18    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                           | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     88476 | NS      | $6160624.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                         | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $261056.25    | 0.01%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                         | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $387693.69    | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                         | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $246145.73    | 0.01%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOLENO THERAPEUTICS INC                       | SOLENO THERAPEUTICS INC                                                         | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      8715 | NS      | $439671.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                                | SOLVENTUM CORP                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    478000 | PA      | $488972.01    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                         | SONOVA HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      5404 | NS      | $1348971.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                               | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    356100 | NS      | $10449252.77  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                              | SOTERA HEALTH CO                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61885 | NS      | $1081749.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250943.38    | 0.01%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                         | SOUTHERN CALIFORNIA GAS CO                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125289.84    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                       | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24998.53     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                       | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85930.07     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                               | SOUTHERN CO/THE                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    119495 | NS      | $10888384.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                             | SOUTHERN POWER CO                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74304.38     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corp                          | SOUTHSTATE BANK CORP                                                            | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     18121 | NS      | $1622010.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRAX GROUP PLC                              | SPIRAX GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      8170 | NS      | $725078.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPORTRADAR GROUP AG-A                         | SPORTRADAR GROUP AG                                                             | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |     34731 | NS      | $764082.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT CAP CORP                               | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    305000 | PA      | $328637.50    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                           | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    215000 | PA      | $261762.50    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                          | SPX TECHNOLOGIES INC                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      4213 | NS      | $905963.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SG ISSUER SA                                  | SPX US 12/19/25 P6325                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -347 | NC      | $-336590.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                   | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208023.80    | 0.01%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                        | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    299195 | NS      | $6627063.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                    | STANDEX INTERNATIONAL CORP                                                      | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1998 | NS      | $489829.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2022-1 A1 144A                           | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1                                      | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214116 | PA      | $194503.20    | 0.01%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| IL ST BABS                                    | STATE OF ILLINOIS                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     42857 | PA      | $46758.38     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                             | STATE STREET CORP                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64969.58     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                          | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60249.09     | 0.00%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                         | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B                   | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125778.66    | 0.00%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC-CLASS A                   | STEPSTONE GROUP INC                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6494 | NS      | $410161.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                           | STEVANATO GROUP SPA                                                             | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     33365 | NS      | $779406.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                         | STIFEL FINANCIAL CORP                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       185 | NS      | $22570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                              | STONEX GROUP INC                                                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     11236 | NS      | $1018093.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                          | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    219663 | NS      | $2584986.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STOREBRAND ASA                                | STOREBRAND ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     32750 | NS      | $509395.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                  | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      6826 | NS      | $2533674.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                   | SUBARU CORP                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    118100 | NS      | $2637659.25   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                 | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    189900 | NS      | $5965101.44   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC               | SUMITOMO MITSUI TRUST GROUP INC                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |    129116 | NS      | $3751024.61   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                 | SUTTER HEALTH                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52157.10     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                 | SUTTER HEALTH                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77648.40     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                 | SUTTER HEALTH                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179894.85    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                         | SUZANO NETHERLANDS BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $139212.50    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                             | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    249300 | NS      | $3898640.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                        | SYMPHONY CLO XVI LTD                                                            | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    202117 | PA      | $202121.24    | 0.01%             | 2031-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A BR 144A                         | SYMPHONY CLO XXXI LTD                                                           | CUSIP: 87168YAQ3<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $249575.28    | 0.01%             | 2038-01-22      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A1 A                               | SYNCHRONY CARD ISSUANCE TRUST                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $249448.59    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                  | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5820 | NS      | $2432818.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                  | SYNOPSYS INC                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185102.12    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                  | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189144.37    | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRP EMER MKTS BND FD-I                        | T ROWE PR EMRG MKTS BND-I                                                       | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   3936827 | NS      | $38659639.35  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND                   | T ROWE PR INST FLTNG RT-INST                                                    | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   1805235 | NS      | $16969210.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                      | T ROWE PR INST HI YLD-INST                                                      | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   5045194 | NS      | $40058842.90  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I             | T ROWE PR INTL BD USD HG-I                                                      | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |   9656901 | NS      | $82856210.43  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY LONG-TERM INDEX FD-I          | T ROWE PR US TRS LNG TRM-I                                                      | CUSIP: 77957T503<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |   9161017 | NS      | $67241863.96  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INFLATION PROTECTED BD FD-I               | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                                  | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |    703847 | NS      | $7291855.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST EMERGING MARKETS EQUITY FUND         | T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND                                | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |   6152685 | NS      | $246045862.64 | 6.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-I         | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND                       | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |   3242777 | NS      | $15208626.28  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP MULTI-STRATEGY TOTAL RETURN FD-I          | T ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND                                   | CUSIP: 77958R209<br>LEI: 549300KYJ7NTF2T39559 | Long             | EC               | RF                | US        |    485679 | NS      | $4273974.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR REAL ASSETS-I                       | T ROWE PRICE REAL ASSETS FUND INC                                               | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |  11578189 | NS      | $204123477.09 | 5.33%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                               | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     77213 | NS      | $16138289.13  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                              | T-MOBILE USA INC                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378752.72    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-MOBILE USA INC                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379368.82    | 0.01%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-MOBILE USA INC                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121767.00    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-MOBILE USA INC                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201296.34    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-MOBILE USA INC                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247733.75    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund         | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        | 114338878 | NS      | $114338878.00 | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                  | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    269759 | NS      | $12437611.51  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                   | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     11328 | NS      | $3302225.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                          | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33801.41     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66574.50     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92569.77     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                          | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $96013.55     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $325073.28    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                           | TE CONNECTIVITY PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     52180 | NS      | $11800507.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                | TECHNIPFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    218922 | NS      | $9908409.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                     | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1550 | NS      | $774256.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                             | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    421512 | NS      | $4067406.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                               | TELEPERFORMANCE SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |     13934 | NS      | $959658.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                             | TELSTRA GROUP LTD                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    834131 | NS      | $2689593.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                          | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     26800 | NS      | $2117509.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                         | TENET HEALTHCARE CORP                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     39133 | NS      | $8485599.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                           | TERRENO REALTY CORP                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20602 | NS      | $1293599.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                     | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     39031 | NS      | $16789965.27  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                  | TEXAS CAPITAL BANCSHARES INC                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     17485 | NS      | $1576622.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                         | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258645.25    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                         | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     64969 | NS      | $10932333.63  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                      | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230578.45    | 0.01%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                  | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5861 | NS      | $3462854.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TIA 2016-1A ARR 144A                          | TIAA CLO I LTD                                                                  | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |     79392 | PA      | $79393.87     | 0.00%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                         | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21427.29     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                         | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111274.35    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                         | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33976.38     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                             | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     59527 | NS      | $9043341.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                 | TMX GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     37702 | NS      | $1384029.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                     | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    131700 | NS      | $4668884.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                            | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     21300 | NS      | $4354522.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROTHERS INC                             | TOLL BROTHERS INC                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     17670 | NS      | $2470796.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TORCHYS HOLDINGS CVT PFD TAX BLOCK PP         | TORCHYS HOLDINGS CVT PFD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17718 | NS      | $59886.84     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORCHYS HOLDINGS LLC CL A TAX BLOCKER PP      | TORCHYS HOLDINGS LLC CL A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90236 | NS      | $304997.68    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                         | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $146216.41    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                         | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    124000 | PA      | $84756.36     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                        | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    108000 | PA      | $78093.29     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                              | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    147568 | NS      | $9708025.62   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1A 144A                        | TOWD POINT MORTGAGE TRUST 2019-HY3                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66665 | PA      | $66714.91     | 0.00%             | 2059-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1B 144A                          | TOWD POINT MORTGAGE TRUST 2025-1                                                | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111082 | PA      | $111404.63    | 0.00%             | 2065-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217535 | PA      | $219446.17    | 0.01%             | 2065-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                             | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    386700 | NS      | $7800450.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                      | TOYOTA MOTOR CREDIT CORP                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246023.61    | 0.01%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                  | TRADEWEB MARKETS INC                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33717 | NS      | $3670432.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA 144A                 | TRANS-ALLEGHENY INTERSTATE LINE CO                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30838.83     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE 144A                  | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65293.93     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE 144A                  | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96604.84     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                           | TRANSDIGM GROUP INC                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1033 | NS      | $1405055.61   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                         | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     27589 | NS      | $8079714.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL             | TREASURY RESERVE FUND - Collateral                                              | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   5841601 | NS      | $5841601.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Treeline Bio Common WTS 8/35 PP               | TREELINE BIO COMMON WTS 8.35 PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $29184.44     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Treeline Bio SER A-2 CVT PFD PP               | TREELINE BIO SER A-2 NV CVT PFD PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26700 | NS      | $194562.90    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCN 2024-SFR2 A 144A                          | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99684 | PA      | $100157.00    | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A ARRR 144A                       | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |     17744 | PA      | $17744.02     | 0.00%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TRNTS 2019-10A AR 144A                        | TRINITAS CLO X LTD                                                              | CUSIP: 89640AAL0<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260053.87    | 0.01%             | 2035-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TRNTS 2019-10A AR2 144A                       | TRINITAS CLO X LTD                                                              | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260000.00    | 0.01%             | 2035-01-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                          | TSURUHA HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    100400 | NS      | $1780747.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| TURNING POINT BRANDS INC                      | TURNING POINT BRANDS INC                                                        | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1778 | NS      | $178084.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG INC                                      | TWFG INC                                                                        | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23855 | NS      | $677720.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TX 2024-HOU A 144A                            | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119886.18    | 0.00%             | 2039-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                               | TXNM ENERGY INC                                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       566 | NS      | $33082.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40231.60     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A                    | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    266000 | PA      | $265091.61    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291932.27    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                         | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204882.95    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                              | UBS GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |    116987 | NS      | $4515046.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                               | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      8617 | NS      | $4643098.11   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                 | UNICREDIT SPA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     78364 | NS      | $5833631.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                  | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    241278 | NS      | $14517174.36  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME & MINERAL                  | UNITED STATES LIME & MINERALS INC                                               | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      3970 | NS      | $482632.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2230000 | PA      | $2298293.75   | 0.06%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2515000 | PA      | $2363314.06   | 0.06%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $1201529.29   | 0.03%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4860000 | PA      | $4896450.00   | 0.13%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6220000 | PA      | $6146380.45   | 0.16%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1139746.09   | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2709896.48   | 0.07%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1656105.46   | 0.04%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $961079.69    | 0.03%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2440687.49   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2505000 | PA      | $2570756.25   | 0.07%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1237551.56   | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4135000 | PA      | $3562722.45   | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3760000 | PA      | $3501353.13   | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1337592.18   | 0.03%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $919194.33    | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3285000 | PA      | $3287053.13   | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2340364.07   | 0.06%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2235000 | PA      | $2178863.08   | 0.06%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4605000 | PA      | $4660943.57   | 0.12%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4305000 | PA      | $4022316.22   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2760000 | PA      | $2570573.44   | 0.07%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $1296229.69   | 0.03%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $966775.39    | 0.03%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355000 | PA      | $2217379.69   | 0.06%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $358842.19    | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3030000 | PA      | $2862876.56   | 0.07%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3490000 | PA      | $3595790.63   | 0.09%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2485000 | PA      | $2570130.66   | 0.07%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    835000 | PA      | $852221.88    | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                               | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2195000 | PA      | $2014255.47   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119424.86    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68079.44     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223863.30    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     52740 | NS      | $17392069.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                               | UNITI GROUP INC                                                                 | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    148455 | NS      | $945658.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                           | URANIUM ENERGY CORP                                                             | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      1449 | NS      | $17779.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                          | URBAN OUTFITTERS INC                                                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      5116 | NS      | $378942.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26                  | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        26 | NC      | $572.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26                 | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -30 | NC      | $-1923.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH6 US 2YR NOTE (CBT) MAR26                  | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       124 | NC      | $-6957.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26                  | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       224 | NC      | $11932.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2023-1 B 144A                           | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58694 | PA      | $59319.11     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26                  | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -50 | NC      | $-39133.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS INC                   | USCB FINANCIAL HOLDINGS INC                                                     | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16442 | NS      | $292503.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                               | USD/CHF FWD 20260123 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3965.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                   | USD/CHF FWD 20260123 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2712.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                            | USD/EUR FWD 20260220 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6578.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                  | USD/EUR FWD 20260220 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC               | USD/EUR FWD 20260220 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES                   | USD/EUR FWD 20260220 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1195.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                            | USD/EUR FWD 20260220 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3043.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC               | USD/HUF FWD 20260116 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47570.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A15 144A                        | UWM MORTGAGE TRUST 2021-INV2                                                    | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182960 | PA      | $152440.74    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                            | VALERO ENERGY CORP                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     71700 | NS      | $12673692.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                           | VARONIS SYSTEMS INC                                                             | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      9035 | NS      | $298787.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                   | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     10035 | NS      | $497836.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                  | VERALTO CORP                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      3336 | NS      | $337669.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2024-1A A2 144A                          | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71108 | PA      | $72439.72     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                          | VERISK ANALYTICS INC                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116329.29    | 0.00%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290606.68    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119634.72    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZMT 2023-1 C                                 | VERIZON MASTER TRUST                                                            | CUSIP: 92348KBK8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130074.46    | 0.00%             | 2029-01-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                    | VERTEX PHARMACEUTICALS INC                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6319 | NS      | $2739981.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS 2021-5 A2 144A                          | VERUS SECURITIZATION TRUST 2021-5                                               | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88570 | PA      | $77435.20     | 0.00%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                           | VIAVI SOLUTIONS INC                                                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     17246 | NS      | $309393.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                           | VICI PROPERTIES INC                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     89718 | NS      | $2585672.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                      | VINCI SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     28018 | NS      | $3976087.94   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                         | VIPER ENERGY INC                                                                | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20015 | NS      | $731147.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC-CLASS A SHARES                       | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     97469 | NS      | $32597532.36  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                 | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $356670.40    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                 | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7224.34      | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                 | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89411.08     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200992.60    | 0.01%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                       | VOLKSWAGEN LEASING GMBH                                                         | CUSIP: ZF1455392<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     45000 | PA      | $53669.96     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOYA 2021-2A A1R 144A                         | VOYA CLO 2021-2 LTD                                                             | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    515000 | PA      | $514356.25    | 0.01%             | 2038-04-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                      | VSE CORP                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     24073 | NS      | $4337713.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                   | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    115259 | NS      | $12737272.09  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                            | WALT DISNEY CO/THE                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     30200 | NS      | $3154994.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                          | WARRIOR MET COAL INC                                                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10179 | NS      | $796913.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WB 2024-HQ A 144A                             | WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200107.30    | 0.01%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL                  | WEATHERFORD INTERNATIONAL PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     19761 | NS      | $1478122.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC/THE                            | WEIR GROUP PLC/THE                                                              | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |     12109 | NS      | $445111.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | WELLS FARGO & CO                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    617000 | PA      | $637837.94    | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C35 AS                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                  | CUSIP: 95000FAV8<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $365504.46    | 0.01%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 A3                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                                  | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103329.31    | 0.00%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                 | WELLTOWER INC                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     57923 | NS      | $12060727.06  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                      | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     15121 | NS      | $1232815.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                   | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     63787 | NS      | $13302778.85  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WFLF 2025-3A A1 144A                          | WHEELS FLEET LEASE FUNDING 1 LLC                                                | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $265248.44    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GP                  | WHITE MOUNTAINS INSURANCE GROUP LTD                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       379 | NS      | $767190.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                        | WILLSCOT HOLDINGS CORP                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     33414 | NS      | $659926.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEF 2025-1A A2 144A                           | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                                          | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100058.32    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                  | WINGSTOP INC                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3499 | NS      | $926290.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                                   | WORKIVA INC                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      4113 | NS      | $380699.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOART 2023-A B                                | WORLD OMNI AUTO RECEIVABLES TRUST 2023-A                                        | CUSIP: 98164JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211916.46    | 0.01%             | 2029-05-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                               | WW GRAINGER INC                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      3741 | NS      | $3548824.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                  | WYNDHAM HOTELS & RESORTS INC                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     10580 | NS      | $774456.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNNTON FUNDING TRUST 144A                    | WYNNTON FUNDING TRUST                                                           | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $131704.17    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                               | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    109610 | NS      | $9000077.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                     | XENON PHARMACEUTICALS INC                                                       | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      5865 | NS      | $262282.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YPSOMED HOLDING AG-REG                        | YPSOMED HOLDING AG                                                              | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |      1177 | NS      | $485254.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2026-01-05

**Name of Applicant:** T. ROWE PRICE SPECTRUM FUNDS II, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President