# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0001099263-26-004400
**Filing Date:** 2026-4
**Character Count:** 750299
**Document Hash:** 40c994436b7073a66f0eae38d3fd7c7c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004400.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**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:** 26899572

**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 Conservative Allocation Fund (Series ID: S000002139)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000005534 | T. Rowe Price Spectrum Conservative Allocation Fund         | PRSIX           |
| C000169940 | T. Rowe Price Spectrum Conservative Allocation Fund-I Class | PPIPX           |

## 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 Conservative Allocation Fund

- **b. EDGAR series identifier (if any):** S000002139

- **c. LEI of Series:** 123UYQVEAGVMJ6ZNXH55

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2094777269.96

**Total Liabilities:** $31900597.21

**Net Assets:** $2062876672.75

**Assets Attributable to Miscellaneous Securities:** $2931619.52

**Delayed Delivery Securities:** $1128597.05

**Stand-by Commitments:** $25268340.38

**Cash Not Reported:** $924826.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -170.525088 | **1-Year:** -12267.413303 | **5-Year:** -56156.929868 | **10-Year:** -44241.963639 | **30-Year:** -18390.887845

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

- **3-Month:** -39.864079 | **1-Year:** -105.485096 | **5-Year:** 1000.365554 | **10-Year:** -199.656593 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005534 | 0.69%                | 1.71%                | 1.54%                |
| Class ID C000169940 | 0.67%                | 1.76%                | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2210415.11             | $5820286.00                                |
| Month 2  | $1231331.42              | $28679655.96                               |
| Month 3  | $10667662.71             | $16120647.67                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSFI

- **Index Identifier:** PSFI_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        |     14624 | NS      | $12430.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3I GROUP PLC                                    | 3I GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     19429 | NS      | $868007.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                      | 3M CO                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418290.98    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGN 2019-5A BR2 144A                          | 522 FUNDING CLO 2019-5 LTD                                          | CUSIP: 33829WAN9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2035-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ABB LTD-REG                                     | ABB LTD                                                             | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     20375 | NS      | $1897651.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     22348 | NS      | $2600189.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344808.32    | 0.02%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401523.89    | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7145 | NS      | $1658211.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348583.01    | 0.02%             | 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        |      1182 | NS      | $260.04       | 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        |     16021 | NS      | $536587.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                             | ABRY LIQUID CREDIT CLO 2026-3 LTD                                   | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    405000 | PA      | $405000.00    | 0.02%             | 2039-04-20      | Floating      | 4.90%                 | 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        |    450000 | PA      | $455431.54    | 0.02%             | 2030-05-06      | Fixed         | 4.50%                 | 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        |    230000 | PA      | $235901.22    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                          | ACUSHNET HOLDINGS CORP                                              | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       682 | NS      | $69789.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES                        | ADAPTIVE BIOTECHNOLOGIES CORP                                       | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      2612 | NS      | $41844.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                               | ADMIRAL GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     18467 | NS      | $737747.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN                    | ADVANCED DRAINAGE SYSTEMS INC                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       509 | NS      | $87212.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES                      | ADVANCED ENERGY INDUSTRIES INC                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       949 | NS      | $318455.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     12724 | NS      | $2547472.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                        | ADYEN NV                                                            | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       456 | NS      | $535493.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                              | AERCAP HOLDINGS NV                                                  | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      7388 | NS      | $1104062.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                    | AES CORP/THE                                                        | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    595000 | PA      | $620206.24    | 0.03%             | 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        |      1263 | NS      | $868548.55    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFRMT 2026-1A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210929.19    | 0.01%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $674714.86    | 0.03%             | 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        |    435000 | PA      | $438168.19    | 0.02%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                       | AGIOS PHARMACEUTICALS INC                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1374 | NS      | $41536.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL 2021-10A A1R2 144A                          | AGL CLO 10 LTD                                                      | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |    785000 | PA      | $785000.00    | 0.04%             | 2039-04-15      | Floating      | 4.83%                 | 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      | $250369.75    | 0.01%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                   | AIA GROUP LTD                                                       | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    109800 | NS      | $1211262.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                  | AIR LIQUIDE SA                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      7698 | NS      | $1618699.64   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                              | AIRBNB INC                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      6214 | NS      | $839573.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                       | AIRBUS SE                                                           | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      9115 | NS      | $1979348.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                | AJINOMOTO CO INC                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     31800 | NS      | $1011434.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AKTIS ONCOLOGY INC                              | AKTIS ONCOLOGY INC                                                  | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4473 | NS      | $90041.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamar Biosciences Inc. CVT Prom Note PP        | ALAMAR BIOSCIENCES INC CVT PROM NOTE PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68502 | PA      | $68502.00     | 0.00%             | 2027-07-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63515.67     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65338.61     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123223.88    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                       | ALIBABA GROUP HOLDING LTD                                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     24436 | NS      | $442211.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                        | ALIGNMENT HEALTHCARE INC                                            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32785 | NS      | $630127.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                        | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $7038.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE LAUNDRY HOLDINGS IN                    | ALLIANCE LAUNDRY HOLDINGS INC                                       | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4492 | NS      | $100755.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                   | ALLSTATE CORP/THE                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      9030 | NS      | $1937115.60   | 0.09%             |  |  |  | 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        |    287869 | PA      | $289916.41    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                             | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590828 | PA      | $594356.16    | 0.03%             | 2033-09-15      | Fixed         | 4.58%                 | 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        |    319133 | PA      | $320875.54    | 0.02%             | 2033-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    398000 | PA      | $407006.53    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410450.26    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL A                               | ALPHABET INC                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19925 | NS      | $6211818.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477646.93    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL C                               | ALPHABET INC                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     63132 | NS      | $19661198.76  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                       | AMADEUS IT GROUP SA                                                 | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     13026 | NS      | $805683.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     63054 | NS      | $13241340.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    590000 | PA      | $580415.57    | 0.03%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                   | AMBARELLA INC                                                       | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       994 | NS      | $59977.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIQ MICRO INC                                 | AMBIQ MICRO INC                                                     | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |      2459 | NS      | $75491.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                     | AMEREN CORP                                                         | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305599.38    | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                              | AMEREN CORP                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     14432 | NS      | $1634856.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9404 | NS      | $2904895.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169340.02    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | AMERICAN HOMES 4 RENT LP                                            | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100832.01    | 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        |    279000 | PA      | $325939.30    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                    | AMERICAN SUPERCONDUCTOR CORP                                        | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      1149 | NS      | $37434.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141403.66    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61655.65     | 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        |    410000 | PA      | $417266.72    | 0.02%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                      | AMETEK INC                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     14178 | NS      | $3391661.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS 2022-1A D 144A                             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                            | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249057.23    | 0.01%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                              | ANALOG DEVICES INC                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9737 | NS      | $3464327.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHC 2026-22A AR4 144A                         | ANCHORAGE CAPITAL CLO 2026-22 LTD                                   | CUSIP: 03333KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    595000 | PA      | $594358.00    | 0.03%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                    | ANNALY CAPITAL MANAGEMENT INC                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     22839 | NS      | $530778.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     28681 | NS      | $1647801.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208032.89    | 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        |     60128 | NS      | $1711284.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103092.79    | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $76476.19     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                               | APA INFRASTRUCTURE LTD                                              | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $222460.01    | 0.01%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                  | API GROUP CORP                                                      | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     22099 | NS      | $982521.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                    | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      2341 | NS      | $244868.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                            | APPALACHIAN POWER CO                                                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    109000 | PA      | $114973.05    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                       | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     89472 | NS      | $23636712.96  | 1.15%             |  |  |  | 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        |    215000 | PA      | $217853.52    | 0.01%             | 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        |      6794 | NS      | $185272.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                     | APPLIED OPTOELECTRONICS INC                                         | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      1583 | NS      | $133336.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                       | APTIV SWISS HOLDINGS LTD                                            | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    595000 | PA      | $387704.71    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                      | ARCOSA INC                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      4164 | NS      | $447546.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A                   | ARES STRATEGIC INCOME FUND                                          | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99971.47     | 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        |      1301 | NS      | $997762.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                             | ARISTA NETWORKS INC                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      8571 | NS      | $1144228.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                      | ASICS CORP                                                          | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     52800 | NS      | $1618093.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV NY                              | ASML HOLDING NV                                                     | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1285 | NS      | $1863969.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                 | ASML HOLDING NV                                                     | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3586 | NS      | $5215507.09   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                        | ASPEN INSURANCE HOLDINGS LTD                                        | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $184117.90    | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                 | ASTRAZENECA PLC                                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     24437 | NS      | $5093892.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    555000 | PA      | $377780.01    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231405.43    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                      | ATHENE GLOBAL FUNDING                                               | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    410000 | PA      | $417314.76    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS IN-C                    | ATLANTA BRAVES HOLDINGS INC                                         | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5966 | NS      | $260773.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                  | ATLANTIC UNION BANKSHARES CORP                                      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8935 | NS      | $331131.10    | 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      | $250482.43    | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                               | ATMOS ENERGY CORP                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       471 | NS      | $87978.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIE                    | ATMUS FILTRATION TECHNOLOGIES INC                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6354 | NS      | $410023.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES INC                             | AUD/USD FWD 20260424 MRMDUS33                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-40646.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC                      | AUD/USD FWD 20260424 NOMAGB2L                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-13992.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | AUD/USD FWD 20260424 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $94989.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                           | AURORA INNOVATION INC                                               | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |     52703 | NS      | $246650.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                                 | AUTOLIV INC                                                         | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      5959 | NS      | $707672.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                         | AUTOSTRADE PER L'ITALIA SPA                                         | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $302089.58    | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AUTOZONE INC                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       587 | NS      | $2204525.46   | 0.11%             |  |  |  | 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        |    130000 | PA      | $132075.46    | 0.01%             | 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        |      3607 | PA      | $3609.26      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVALO THERAPEUTICS INC                          | AVALO THERAPEUTICS INC                                              | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |       231 | NS      | $4042.50      | 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      | $100428.24    | 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        |    111908 | NS      | $1031280.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                          | AXA SA                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     30223 | NS      | $1477968.23   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS INC                         | AXSOME THERAPEUTICS INC                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        51 | NS      | $8358.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                         | AZZ INC                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      4813 | NS      | $654471.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC 144A                            | BAE SYSTEMS PLC                                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $262778.92    | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                       | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     36725 | NS      | $2465349.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                          | BANC OF CALIFORNIA INC                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     26061 | NS      | $481346.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     68632 | NS      | $1589627.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE 144A                      | BANCO SANTANDER CHILE                                               | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    390000 | PA      | $392350.87    | 0.02%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | BANCO SANTANDER SA                                                  | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201120.17    | 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        |    174315 | NS      | $2198471.77   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM 144A                              | BANK HAPOALIM BM                                                    | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    490000 | PA      | $491156.66    | 0.02%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $597498.49    | 0.03%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     90087 | NS      | $4489035.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1428548.40   | 0.07%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419000.79    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                             | BANK5 2024-5YR12                                                    | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $206640.23    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    223263 | NS      | $1355142.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209451.77    | 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        |    230000 | PA      | $238678.76    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BABSN 2023-4A A1R 144A                          | BARINGS CLO LTD 2023-IV                                             | CUSIP: 06763MAL9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $980000.00    | 0.05%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT CAPITAL CORP                                                    | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    415000 | PA      | $435678.62    | 0.02%             | 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        |      2970 | NS      | $460002.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                       | BAYER US FINANCE LLC                                                | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $457429.76    | 0.02%             | 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        |     90948 | PA      | $91195.02     | 0.00%             | 2031-12-26      | Floating      | 4.77%                 | 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        |     87450 | PA      | $87775.79     | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | 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        |    802934 | PA      | $801970.49    | 0.04%             | 2048-07-27      | Floating      | 4.97%                 | 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        |    235000 | PA      | $2946.90      | 0.00%             | 2034-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                     | BE SEMICONDUCTOR INDUSTRIES NV                                      | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      3832 | NS      | $858703.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                       | BEIGNET INVESTOR LLC                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $382306.23    | 0.02%             | 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        |      1540 | NS      | $353753.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                      | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       976 | NS      | $139860.80    | 0.01%             |  |  |  | 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      | $250236.75    | 0.01%             | 2034-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                     | BERKSHIRE HATHAWAY INC                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      9683 | NS      | $4889430.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC -CL A                     | BETA TECHNOLOGIES INC                                               | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7196 | NS      | $135284.80    | 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        |    150000 | PA      | $151879.51    | 0.01%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW A 144A                            | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                             | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $146604.60    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                   | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     18211 | NS      | $738916.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                                | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     18606 | NS      | $760705.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| BICARA THERAPEUTICS INC                         | BICARA THERAPEUTICS INC                                             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18169 | NS      | $304875.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                 | BIO-TECHNE CORP                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4542 | NS      | $267978.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                           | BIOLIFE SOLUTIONS INC                                               | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     19205 | NS      | $464761.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                         | BIRKENSTOCK HOLDING PLC                                             | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |      9830 | NS      | $409419.50    | 0.02%             |  |  |  | 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        |      2255 | NS      | $222771.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS I                    | BLACK DIAMOND THERAPEUTICS INC                                      | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23247 | NS      | $57420.09     | 0.00%             |  |  |  | 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        |     54231 | NS      | $160883610.64 | 7.80%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                          | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                   | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $228434.12    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                         | BLACKSTONE SECURED LENDING FUND                                     | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59569.90     | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    151000 | PA      | $169425.44    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    729000 | PA      | $836477.05    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $159614.19    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208132.82    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $213013.21    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                               | BON SECOURS MERCY HEALTH INC                                        | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132796.36    | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                            | BOOKING HOLDINGS INC                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1023 | NS      | $4336855.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                          | BOOT BARN HOLDINGS INC                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       771 | NS      | $145888.62    | 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        |      9805 | NS      | $772928.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY 144A                         | BOSTON GAS CO                                                       | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148811.78    | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL                                          | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    385000 | PA      | $394158.31    | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | 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        |     48162 | PA      | $48018.49     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100146.61    | 0.00%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                          | BRIDGEPOINT GROUP PLC                                               | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    129225 | NS      | $435552.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES                    | BRIGHTSPRING HEALTH SERVICES INC                                    | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16502 | NS      | $683677.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87803.33     | 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        |     55000 | PA      | $55472.58     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     38835 | NS      | $12409724.25  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192391.77    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506159.35    | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314075.12    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                 | BROOKFIELD CORP                                                     | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     21822 | NS      | $956997.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP CVT 6.375% 9/28                     | BRUKER CORP                                                         | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       540 | NS      | $168582.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                    | BT GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    440575 | NS      | $1284099.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                       | BUNZL PLC                                                           | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     22312 | NS      | $658334.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | BURLINGTON NORTHERN SANTA FE LLC                                    | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $328704.97    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                           | BURLINGTON STORES INC                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       808 | NS      | $247950.96    | 0.01%             |  |  |  | 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        |    341094 | PA      | $341200.99    | 0.02%             | 2039-12-15      | Floating      | 4.95%                 | 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        |    626134 | PA      | $626525.11    | 0.03%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                              | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299625.00    | 0.01%             | 2042-01-15      | Floating      | 4.98%                 | 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        |    125000 | PA      | $125000.00    | 0.01%             | 2035-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CACTUS INC - A                                  | CACTUS INC                                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1719 | NS      | $92826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                          | CADENCE DESIGN SYSTEMS INC                                          | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    279000 | PA      | $281130.06    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    455000 | PA      | $488355.66    | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $259369.70    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                       | CALIFORNIA RESOURCES CORP                                           | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2313 | NS      | $136096.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GRP                    | CALIFORNIA WATER SERVICE GROUP                                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      6423 | NS      | $289548.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XQM6 CAN 5YR BOND FUT  JUN26                    | CAN 5YR BOND FUT  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -6 | NC      | $-1152.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     23000 | NS      | $1006128.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     15786 | NS      | $690953.22    | 0.03%             |  |  |  | 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        |       166 | NS      | $248405.72    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP                 | CANVA SERIES A CVT PFD STOCK PP                                     | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        10 | NS      | $14964.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84728.77     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                            | CAPSTONE COPPER CORP                                                | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     22203 | NS      | $229672.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                              | CARETRUST REIT INC                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     13506 | NS      | $548613.72    | 0.03%             |  |  |  | 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        |    260000 | PA      | $259721.23    | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                                  | CARMAX AUTO OWNER TRUST 2024-1                                      | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66440.58     | 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        |    235000 | PA      | $237578.04    | 0.01%             | 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        |    150000 | PA      | $150725.69    | 0.01%             | 2030-12-16      | Fixed         | 4.26%                 | 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        |    150000 | PA      | $151222.55    | 0.01%             | 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        |    115000 | PA      | $115930.28    | 0.01%             | 2028-11-15      | Fixed         | 5.87%                 | 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        |    135000 | PA      | $137301.48    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | 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        |    205000 | PA      | $206835.37    | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A4                                | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $323253.82    | 0.02%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3                              | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70921.99     | 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        |     55000 | PA      | $55980.41     | 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        |    775000 | PA      | $784620.77    | 0.04%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    207203 | PA      | $227119.37    | 0.01%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                      | CARVANA CO                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     16292 | NS      | $5444134.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    151160 | PA      | $157421.71    | 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        |      4656 | NS      | $433752.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                 | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      5426 | NS      | $4030595.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                  | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $9648.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                         | CBOE GLOBAL MARKETS INC                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1381 | NS      | $413913.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85998.19     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112129.65    | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 102 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-20963.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 107 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $98769.64     | 0.00%             |  |  |  | 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      | $366099.83    | 0.02%             |  |  |  | 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      | $352323.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                         | CECO ENVIRONMENTAL CORP                                             | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      4147 | NS      | $250686.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEDF 2022-15A AR 144A                           | CEDAR FUNDING XV CLO LTD                                            | CUSIP: 15032QAL6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $435570.72    | 0.02%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cellares Corp SER D CVT PFD PP                  | CELLARES CORP SER D CVT PFD PP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5653 | NS      | $67761.04     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLEBRITE DI LTD                               | CELLEBRITE DI LTD                                                   | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |     18019 | NS      | $240373.46    | 0.01%             |  |  |  | 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        |      2189 | NS      | $1400.96      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLNEX FINANCE CO SA                           | CELLNEX FINANCE CO SA                                               | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $214545.64    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | 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      | $204647.38    | 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        |     10787 | NS      | $4014274.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     25800 | NS      | $575598.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 000000000<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     26741 | NS      | $595769.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| CENTENE CORP                                    | CENTENE CORP                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84484.15     | 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        |    399000 | PA      | $389238.30    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTESSA PHARMACEUTICALS-ADR                    | CENTESSA PHARMACEUTICALS PLC                                        | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      3013 | NS      | $80929.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CESKA SPORITELNA AS                             | CESKA SPORITELNA AS                                                 | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |    700000 | PA      | $869822.40    | 0.04%             | 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        |    198334 | PA      | $197961.02    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CG ONCOLOGY INC                                 | CG ONCOLOGY INC                                                     | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2681 | NS      | $157642.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                           | CHARLES SCHWAB CORP/THE                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     41106 | NS      | $3913291.20   | 0.19%             |  |  |  | No            |                  1 | 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        |    261144 | PA      | $263370.18    | 0.01%             | 2033-02-25      | Fixed         | 4.98%                 | 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        |     53803 | PA      | $48948.51     | 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        |      6984 | NS      | $56640.24     | 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        |      4755 | NS      | $38563.05     | 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        |      9798 | NS      | $79461.78     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                       | CHESAPEAKE UTILITIES CORP                                           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      4737 | NS      | $644089.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                    | CHEVRON CORP                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13865 | NS      | $2589427.40   | 0.13%             |  |  |  | No            |                  1 | 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      | $202389.09    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE                                           | CHILE GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    765000 | PA      | $604662.82    | 0.03%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                      | CHIPOTLE MEXICAN GRILL INC                                          | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     18684 | NS      | $695418.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                       | CHUBB LTD                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     11350 | NS      | $3868761.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                    | CHUGAI PHARMACEUTICAL CO LTD                                        | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     25500 | NS      | $1719474.05   | 0.08%             |  |  |  | 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        |    425000 | PA      | $426139.00    | 0.02%             | 2038-01-18      | Floating      | 4.99%                 | 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      | $250614.00    | 0.01%             | 2040-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111495.64    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155665.49    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                     | CINTAS CORP                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $351575.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                               | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     25074 | NS      | $1992380.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132190.74    | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226659.86    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580273.46    | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     13207 | NS      | $1455279.33   | 0.07%             |  |  |  | No            |                  1 | 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        |    169073 | PA      | $149554.87    | 0.01%             | 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        |     65000 | PA      | $71079.79     | 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        |     86435 | PA      | $86724.12     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                               | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1410 | NS      | $413412.00    | 0.02%             |  |  |  | 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        |      3497 | NS      | $61372.35     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CME GROUP INC                                   | CME GROUP INC                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2165 | NS      | $691717.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                         | CNO GLOBAL FUNDING                                                  | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91827.97     | 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        |     16485 | NS      | $1344516.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COFINIMMO                                       | COFINIMMO SA                                                        | CUSIP: BM7559321<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $212800.57    | 0.01%             | 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      | $202618.39    | 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        |     20018 | NS      | $1984584.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $198866.55    | 0.01%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200214.91    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    370000 | PA      | $385688.15    | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                     | COLUMBIA BANKING SYSTEM INC                                         | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     19209 | NS      | $546496.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                   | COLUMBIA PIPELINES HOLDING CO LLC                                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $440071.53    | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $414326.86    | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $232858.54    | 0.01%             | 2034-01-28      | Fixed         | 6.04%                 | 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        |     45947 | PA      | $45825.28     | 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        |     32000 | PA      | $30102.84     | 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        |     59627 | NS      | $1825986.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A 144A                           | CONE TRUST 2024-DFW1                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $394893.86    | 0.02%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                  | CONOCOPHILLIPS                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     39458 | NS      | $4476904.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                            | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4882 | NS      | $1610474.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | CONSTELLATION ENERGY GENERATION LLC                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145777.26    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85705.13     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82350.12     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | 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      | $210369.47    | 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      | $201574.06    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                                | CORP NACIONAL DEL COBRE DE CHILE                                    | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    440000 | PA      | $451391.82    | 0.02%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                     | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4100 | NS      | $328492.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                        | CRANE CO                                                            | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1107 | NS      | $221986.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRB Group Common WTS PP                         | CRB GROUP COMMON WTS PP                                             | CUSIP: 000000000<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |       356 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB GROUP INC PP                                | CRB GROUP INC PP                                                    | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |      1931 | NS      | $203025.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258339.09    | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $655060.50    | 0.03%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CRINETICS PHARMACEUTICALS IN                    | CRINETICS PHARMACEUTICALS INC                                       | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      2445 | NS      | $100489.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS 2025-H5 A1B 144A                          | CROSS 2025-H5 MORTGAGE TRUST                                        | CUSIP: 227920AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230963 | PA      | $232962.89    | 0.01%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                    | CROWDSTRIKE HOLDINGS INC                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1273 | NS      | $473530.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                          | CSG NV                                                              | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      4764 | NS      | $179175.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                             | CSW INDUSTRIALS INC                                                 | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       954 | NS      | $280790.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                        | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     70688 | NS      | $3017670.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                       | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6385 | NS      | $262678.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                        | CURBLINE PROPERTIES CORP                                            | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     28277 | NS      | $786383.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                        | CVC CAPITAL PARTNERS PLC                                            | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     30836 | NS      | $439981.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $418727.43    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    729000 | PA      | $649816.06    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148742.65    | 0.01%             | 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        |    765000 | PA      | $755625.15    | 0.04%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                | CYTOKINETICS INC                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      9348 | NS      | $581632.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                    | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4549 | NS      | $958201.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                            | DANSKE BANK A/S                                                     | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    310000 | PA      | $323597.05    | 0.02%             | 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        |      1581 | NS      | $300390.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP               | DATABRICKS SER H CVT PFD STOCK PP                                   | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      3552 | NS      | $674880.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP               | DATABRICKS SER I CVT PFD STOCK PP                                   | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       401 | NS      | $76190.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                           | DATADOG INC                                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1751 | NS      | $196041.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     34563 | NS      | $1556897.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                         | DCC PLC                                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       400 | NS      | $27892.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                 | DEERE & CO                                                          | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $416357.14    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                      | DEERE & CO                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     11106 | NS      | $6993559.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                         | DEFINITY FINANCIAL CORP                                             | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     28789 | NS      | $1441085.68   | 0.07%             |  |  |  | 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        |    110000 | PA      | $110553.36    | 0.01%             | 2029-04-23      | Fixed         | 6.17%                 | 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        |    265000 | PA      | $266709.67    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-2 B 144A                              | DELL EQUIPMENT FINANCE TRUST 2025-2                                 | CUSIP: 24703VAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100634.31    | 0.00%             | 2031-03-24      | Fixed         | 4.34%                 | 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        |    135000 | PA      | $135914.11    | 0.01%             | 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        |     18219 | NS      | $385878.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DENISON MINES CORP                              | DENISON MINES CORP                                                  | CUSIP: 000000000<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     30016 | NS      | $124988.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                      | DIAGEO PLC                                                          | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     38404 | NS      | $861268.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    737000 | PA      | $718968.68    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223587.56    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIANTHUS THERAPEUTICS INC                       | DIANTHUS THERAPEUTICS INC                                           | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      3013 | NS      | $166287.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                   | DIME COMMUNITY BANCSHARES INC                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7231 | NS      | $233922.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                     | DIPLOMA PLC                                                         | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      3177 | NS      | $242676.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A3 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75510.40     | 0.00%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A4 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20244.60     | 0.00%             | 2033-09-20      | Fixed         | 4.36%                 | 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        |     40000 | PA      | $40359.34     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | 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        |     93881 | PA      | $94258.60     | 0.00%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                    | DNB BANK ASA                                                        | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     43846 | NS      | $1387919.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                 | DOLLAR TREE INC                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     18031 | NS      | $2280560.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                                | DOORDASH INC                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      3118 | NS      | $550233.46    | 0.03%             |  |  |  | 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        |    269796 | PA      | $267562.71    | 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        |    160000 | PA      | $160455.57    | 0.01%             | 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        |    123159 | PA      | $121604.88    | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DRSLF 2021-93A BR 144A                          | DRYDEN 93 CLO LTD                                                   | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265655.35    | 0.01%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DUOLINGO                                        | DUOLINGO INC                                                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $12524.00     | 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        |      3873 | NS      | $207631.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                           | DYNE THERAPEUTICS INC                                               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48658 | NS      | $760037.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A                   | EAGLE FUNDING LUXCO SARL                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $408000.36    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                           | EAST WEST BANCORP INC                                               | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      6020 | NS      | $658889.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                          | EASTERN BANKSHARES INC                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     27834 | NS      | $544433.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                        | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1106 | NS      | $217118.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                          | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    181811 | PA      | $183528.30    | 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        |     37021 | NS      | $977354.40    | 0.05%             |  |  |  | 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        |     73866 | PA      | $76681.64     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                             | ELARA HGV TIMESHARE ISSUER 2023-A LLC                               | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91871 | PA      | $95446.27     | 0.00%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELD 2025-2A A1 144A                             | ELDRIDGE CLO 2025-2 LTD                                             | CUSIP: 28473AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310845.68    | 0.02%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                   | ELEMENT FLEET MANAGEMENT CORP                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $164161.99    | 0.01%             | 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        |     43010 | NS      | $1024445.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                           | ELEMENT SOLUTIONS INC                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     20339 | NS      | $713695.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                             | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      5529 | NS      | $1769280.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4822 | NS      | $5072695.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243815.46    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELM20 2022-7A AR2 144A                          | ELMWOOD CLO 20 LTD                                                  | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270437.13    | 0.01%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                            | EMD FINANCE LLC                                                     | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587183.39    | 0.03%             | 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        |      7761 | NS      | $837256.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                        | ENEL SPA                                                            | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     48334 | NS      | $581213.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE                                           | ENGIE SA                                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     48183 | NS      | $1646079.95   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPRO INC                                       | ENPRO INC                                                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1490 | NS      | $385388.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                            | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1397 | NS      | $299195.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                    | ENTEGRIS INC                                                        | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5840 | NS      | $773508.00    | 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        |    260000 | PA      | $265131.65    | 0.01%             | 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        |    150000 | PA      | $151954.61    | 0.01%             | 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        |    105000 | PA      | $107718.11    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                              | ENTERPRISE FLEET FINANCING 2025-3 LLC                               | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $294195.20    | 0.01%             | 2029-09-20      | Fixed         | 5.16%                 | 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        |     16618 | NS      | $60157.16     | 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        |      3037 | NS      | $10993.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUIFAX INC                                     | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      4841 | NS      | $1011575.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                     | EQUINOR ASA                                                         | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     20009 | NS      | $599553.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                   | EQUITABLE AMERICA GLOBAL FUNDING                                    | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32840.09     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC - CL A                    | EQUITY BANCSHARES INC                                               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      5822 | NS      | $261291.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                     | EQUITY LIFESTYLE PROPERTIES INC                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     28021 | NS      | $1881890.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                      | ERASCA INC                                                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38113 | NS      | $520623.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                             | ERSTE GROUP BANK AG                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      8005 | NS      | $950147.34    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                       | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      9143 | NS      | $1153572.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP SER A CVT PFD COMMIT PIPE PP          | ESAB CORP SER A CVT PFD COMMIT PIPE PP                              | CUSIP: 000000000<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EP               | CORP              | US        |       194 | NS      | $194000.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ESCO TECHNOLOGIES INC                           | ESCO TECHNOLOGIES INC                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       672 | NS      | $186338.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                        | ESSEX PROPERTY TRUST INC                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3363 | NS      | $857934.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                | ESSILORLUXOTTICA SA                                                 | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      3334 | NS      | $882466.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26                    | EURO-BOBL FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -22 | NC      | $-5230.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26                    | EURO-BUND FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -6 | NC      | $-2348.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2023-1A D                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                          | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80500 | PA      | $81738.76     | 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        |    190000 | PA      | $190825.82    | 0.01%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A A3                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                          | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240561.70    | 0.01%             | 2030-03-15      | Fixed         | 4.17%                 | 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        |    270000 | PA      | $271490.32    | 0.01%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | EXPAND ENERGY CORP                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5389 | NS      | $581580.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA 144A                     | EXPORT-IMPORT BANK OF INDIA                                         | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $208809.99    | 0.01%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      9242 | NS      | $1409405.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                        | FABRINET                                                            | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       880 | NS      | $480154.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNS 319 2                                       | FANNIE MAE INTEREST STRIP                                           | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       639 | PA      | $85.33        | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNS 435 C24                                     | FANNIE MAE INTEREST STRIP                                           | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263185 | PA      | $34258.14     | 0.00%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F022436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $200126.01    | 0.01%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230000 | PA      | $1195744.50   | 0.06%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2585000 | PA      | $2436698.55   | 0.12%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F012437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $236966.34    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $512268.35    | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670000 | PA      | $673001.60    | 0.03%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5280000 | PA      | $4374295.20   | 0.21%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5310000 | PA      | $5446785.60   | 0.26%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480000 | PA      | $474645.12    | 0.02%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690000 | PA      | $1528746.96   | 0.07%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3450000 | PA      | $2988907.50   | 0.14%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8739 | PA      | $9390.90      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79828 | PA      | $77207.35     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16414 | PA      | $16649.67     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105095 | PA      | $98894.69     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7456 | PA      | $7866.51      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146627 | PA      | $135798.48    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14980 | PA      | $14769.27     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6722 | PA      | $6987.97      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276531 | PA      | $250952.74    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2932 | PA      | $3011.46      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7273 | PA      | $7073.76      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92020 | PA      | $93415.33     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31868 | PA      | $32351.32     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222107 | PA      | $229359.33    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138ERQN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15777 | PA      | $15368.31     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40342 | PA      | $37819.83     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204581 | PA      | $199583.92    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XNHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501702 | PA      | $523529.34    | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27954 | PA      | $27967.77     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195863 | PA      | $201091.14    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3605 | PA      | $3837.91      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266395 | PA      | $248455.14    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89808 | PA      | $86874.53     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23452 | PA      | $23788.53     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188287 | PA      | $184814.15    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42065 | PA      | $42650.13     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5863 | PA      | $5865.58      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4367 | PA      | $4201.21      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10606 | PA      | $9308.05      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9580 | PA      | $9444.82      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       801 | PA      | $831.69       | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154481 | PA      | $144979.35    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27726 | PA      | $26145.83     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8303 | PA      | $8526.92      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136428 | PA      | $139708.37    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHGN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314319 | PA      | $300070.12    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140LQPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351654 | PA      | $327490.19    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C5F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2415 | PA      | $2508.30      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11508 | PA      | $10787.83     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       813 | PA      | $845.13       | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71553 | PA      | $70410.90     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233168 | PA      | $194579.43    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QDGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69438 | PA      | $66475.62     | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140BNZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251585 | PA      | $256746.13    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286164 | PA      | $292022.53    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32643 | PA      | $34983.08     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100598 | PA      | $104119.90    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4626 | PA      | $4777.39      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54797 | PA      | $51519.99     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629898 | PA      | $652824.75    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96707 | PA      | $98173.97     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13682 | PA      | $13521.42     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184438 | PA      | $188072.30    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2872 | PA      | $2949.36      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298602 | PA      | $248765.65    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A2WY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11329 | PA      | $11272.27     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140F0T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48151 | PA      | $46604.20     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196817 | PA      | $199225.52    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9566 | PA      | $9253.66      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12494 | PA      | $12133.51     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39401 | PA      | $38113.86     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EKEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26744 | PA      | $27921.74     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35336 | PA      | $36344.22     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143354 | PA      | $141829.34    | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422318 | PA      | $429096.53    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158844 | PA      | $158924.58    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377017 | PA      | $386907.46    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37912 | PA      | $36673.28     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJ7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3557 | PA      | $3786.12      | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31386FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $35.52        | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127083 | PA      | $119136.34    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31275 | PA      | $30825.38     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3PV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240850 | PA      | $246310.39    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238496 | PA      | $244113.05    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361305 | PA      | $302270.00    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3835 | PA      | $3996.67      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505188 | PA      | $443311.54    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60197 | PA      | $61703.72     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142907 | PA      | $149124.14    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80829 | PA      | $76183.94     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60493 | PA      | $58517.45     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209121 | PA      | $175171.18    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207742 | PA      | $211586.54    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303724 | PA      | $287518.36    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32935 | PA      | $32951.89     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13278 | PA      | $13211.25     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42068 | PA      | $44780.13     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7970 | PA      | $8277.04      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52130 | PA      | $50455.43     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526233 | PA      | $462268.15    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190402 | PA      | $194559.26    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10671 | PA      | $10520.54     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56697 | PA      | $56347.77     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215712 | PA      | $179559.55    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1911371 | PA      | $1599733.43   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8013 | PA      | $8330.69      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2045 | PA      | $2157.14      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12351 | PA      | $13146.77     | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316793 | PA      | $320319.67    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33029 | PA      | $31950.55     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322835 | PA      | $333101.80    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929850 | PA      | $780667.88    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3156 | PA      | $3288.26      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33296 | PA      | $31053.43     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55063 | PA      | $54784.66     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167593 | PA      | $166746.29    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39754 | PA      | $39552.91     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212392 | PA      | $1013871.39   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283297 | PA      | $296095.86    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46641 | PA      | $45408.01     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134265 | PA      | $996393.02    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22127 | PA      | $22723.36     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146462 | PA      | $142441.05    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18788 | PA      | $19578.21     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8256 | PA      | $8415.76      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52413 | PA      | $51674.49     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1329272 | PA      | $1110672.83   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5443 | PA      | $5832.89      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108149 | PA      | $101010.77    | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                        | FANNIE MAE POOL                                                     | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4369 | PA      | $4474.18      | 0.00%             | 2036-08-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2347 | PA      | $2410.43      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86988 | PA      | $80606.46     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2808 | PA      | $2756.52      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       566 | PA      | $594.13       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       785 | PA      | $835.49       | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155849 | PA      | $139116.98    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98507 | PA      | $99876.66     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122918 | PA      | $113840.50    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4CQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229243 | PA      | $234364.58    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56161 | PA      | $55060.60     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26709 | PA      | $27080.28     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18881 | PA      | $19629.24     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115110 | PA      | $112221.78    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179222 | PA      | $180571.33    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56562 | PA      | $54714.75     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       612 | PA      | $637.39       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3RE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226091 | PA      | $235722.57    | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QDGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62829 | PA      | $60233.74     | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WFGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14141 | PA      | $13837.81     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805544 | PA      | $668850.33    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176203 | PA      | $166689.14    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328802 | PA      | $344278.97    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385HSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       437 | PA      | $458.64       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13726 | PA      | $14331.98     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410WRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3928 | PA      | $4220.66      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10677 | PA      | $11319.98     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7080 | PA      | $6940.94      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209657 | PA      | $195405.24    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76386 | PA      | $76424.87     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7862 | PA      | $7975.11      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        46 | PA      | $48.65        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58826 | PA      | $58529.13     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1018474 | PA      | $902796.96    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9956 | PA      | $10723.92     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43835 | PA      | $45001.41     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15370 | PA      | $14868.03     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47866 | PA      | $47908.43     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162585 | PA      | $163956.10    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17918 | PA      | $18496.01     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225801 | PA      | $207354.61    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108706 | PA      | $108035.32    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249798 | PA      | $253154.55    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153095 | PA      | $154873.60    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114031 | PA      | $114644.83    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411AQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5922 | PA      | $6346.79      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15292 | PA      | $15504.81     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7298 | PA      | $7604.55      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56502 | PA      | $55874.89     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61654 | PA      | $57095.89     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528403 | PA      | $463248.73    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352523 | PA      | $354176.04    | 0.02%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410SB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1617 | PA      | $1733.34      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1118 | PA      | $1165.14      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73475 | PA      | $73103.50     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140F9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60182 | PA      | $56128.83     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14493 | PA      | $15132.26     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5133 | PA      | $4733.22      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6236 | PA      | $6498.13      | 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        |     58283 | PA      | $57988.29     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697466 | PA      | $649540.00    | 0.03%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9513 | PA      | $9912.94      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3728 | PA      | $3249.67      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232844 | PA      | $239554.95    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35120 | PA      | $34156.59     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23916 | PA      | $24516.00     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       695 | PA      | $712.13       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701147 | PA      | $616862.49    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446014 | PA      | $392260.16    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43312 | PA      | $43756.63     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138W9ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3213 | PA      | $3175.76      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15220 | PA      | $15268.70     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260280 | PA      | $266280.87    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14027 | PA      | $14478.34     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38410 | PA      | $36221.10     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39248 | PA      | $38331.14     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48848 | PA      | $45496.00     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60136 | PA      | $58624.87     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XK6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744833 | PA      | $710429.20    | 0.03%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6093 | PA      | $6459.92      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54746 | PA      | $56001.26     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13240 | PA      | $13796.56     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439531 | PA      | $368707.33    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873745 | PA      | $761871.15    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72252 | PA      | $67435.10     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21327 | PA      | $21382.45     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8607 | PA      | $8491.94      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58154 | PA      | $60825.06     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24366 | PA      | $21474.69     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193393 | PA      | $181319.94    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6086 | PA      | $5918.78      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800005 | PA      | $818353.93    | 0.04%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4488 | PA      | $4552.62      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54506 | PA      | $50060.37     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27014 | PA      | $25883.39     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394268 | PA      | $403304.24    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1651 | PA      | $1639.93      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10613 | PA      | $11059.73     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169495 | PA      | $175643.73    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94402 | PA      | $91388.22     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1468 | PA      | $1507.45      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68268 | PA      | $68302.56     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20222 | PA      | $20371.91     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24398 | PA      | $24410.02     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15648 | PA      | $15145.07     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16649 | PA      | $17723.75     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116427 | PA      | $105580.59    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3800 | PA      | $3902.85      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160526 | PA      | $150485.09    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37379 | PA      | $36191.59     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41807 | PA      | $42440.57     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46765 | PA      | $48098.52     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226829 | PA      | $206700.77    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1855 | PA      | $1966.46      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11694 | PA      | $12186.08     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2843 | PA      | $2886.57      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25842 | PA      | $25137.26     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30609 | PA      | $29609.27     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527976 | PA      | $553538.46    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185923 | PA      | $173284.33    | 0.01%             | 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        |    111911 | PA      | $98864.26     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218675 | PA      | $190546.75    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74257 | PA      | $71148.46     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85315 | PA      | $82513.34     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457397 | PA      | $425967.28    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22626 | PA      | $23577.72     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4972 | PA      | $5047.33      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4EU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33524 | PA      | $33745.30     | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85186 | PA      | $84096.17     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35221 | PA      | $34512.95     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11042 | PA      | $10686.52     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17023 | PA      | $16466.59     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260199 | PA      | $219890.57    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15602 | PA      | $15522.91     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45743 | PA      | $46241.14     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7593 | PA      | $6656.83      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13198 | PA      | $13930.70     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1279 | PA      | $1330.08      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28467 | PA      | $28323.68     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138179 | PA      | $132394.82    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77683 | PA      | $79443.63     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343605 | PA      | $322111.80    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33604 | PA      | $33131.00     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17532 | PA      | $18329.02     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55081 | PA      | $53571.42     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411F5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       237 | PA      | $254.30       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12379 | PA      | $12812.69     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66318 | PA      | $58566.30     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40275 | PA      | $39239.71     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205430 | PA      | $172049.68    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3618 | PA      | $3721.03      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24181 | PA      | $25636.82     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140MGHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651370 | PA      | $542656.92    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24123 | PA      | $24469.84     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436611 | PA      | $410499.91    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494344 | PA      | $460375.93    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316004 | PA      | $319015.70    | 0.02%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29364 | PA      | $28572.31     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8775 | PA      | $9143.64      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104179 | PA      | $101320.44    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6586 | PA      | $6862.57      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371168 | PA      | $371356.45    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88561 | PA      | $82597.15     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204078 | PA      | $197629.39    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3808 | PA      | $3862.67      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178693 | PA      | $175429.87    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129726 | PA      | $129850.31    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3167 | PA      | $3293.06      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11944 | PA      | $12284.49     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61976 | PA      | $60508.68     | 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        |     21589 | PA      | $22497.36     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       356 | PA      | $365.73       | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5457 | PA      | $5863.64      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358386 | PA      | $370819.06    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23678 | PA      | $25101.39     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6577 | PA      | $6436.74      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300627 | PA      | $301280.04    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2948 | PA      | $3042.49      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18629 | PA      | $18029.87     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75421 | PA      | $78750.43     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47205 | PA      | $44025.97     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14962 | PA      | $13125.50     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193036 | PA      | $1247355.66   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5555 | PA      | $5634.98      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124113 | PA      | $115676.38    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33544 | PA      | $34052.48     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5357 | PA      | $5295.80      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1719 | PA      | $1790.80      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103638 | PA      | $101055.35    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126857 | PA      | $122611.91    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EKRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6888 | PA      | $7113.39      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404140 | PA      | $339812.36    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41144 | PA      | $40523.20     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402CWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15491 | PA      | $15879.04     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2504 | PA      | $2540.33      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11059 | PA      | $11669.54     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202 | PA      | $207.47       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WCXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22073 | PA      | $21442.13     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157546 | PA      | $148250.64    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1265 | PA      | $1334.33      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4E86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21171 | PA      | $21372.86     | 0.00%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96618 | PA      | $93966.86     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14384 | PA      | $14954.47     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239551 | PA      | $245952.29    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140MAYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225273 | PA      | $187674.80    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410TAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $151.32       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956638 | PA      | $836257.78    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157841 | PA      | $143474.87    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449372 | PA      | $389133.75    | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8156 | PA      | $8114.44      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138EKGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2203 | PA      | $2186.90      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14027 | PA      | $14517.87     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1610 | PA      | $1725.67      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-33 AI                                  | FANNIE MAE REMICS                                                   | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149360 | PA      | $150068.52    | 0.01%             | 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        |      1449 | 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        |      5950 | NS      | $325405.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                             | FEDERAL SIGNAL CORP                                                 | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1469 | NS      | $171035.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERMI INC                                       | FERMI INC                                                           | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Long             | EC               | CORP              | US        |      8024 | NS      | $79999.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                      | FERRARI NV                                                          | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $200825.09    | 0.01%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC APODS 6.7 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-348.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.1 31 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-54.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.8 32 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $540.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARESSI 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $748.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BCSF 5.95 30 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $668.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BXSL 5.125 31 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-183.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC CGBD 5.75 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-439.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC GSCRED 5.875 31 05/19/26 CHAS_C                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $538.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HLEND 5.45 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1029.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HTGC 6 30 05/19/26 CHAS_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-106.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 5.95 29 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1947.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 6.2 30 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-330.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1457.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.6 29 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $971.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.65 31 05/19/26 CHAS_C                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $889.75       | 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        |    267437 | PA      | $279369.48    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586120.20    | 0.03%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     30977 | NS      | $1532432.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FILTRONIC PLC                                   | FILTRONIC PLC                                                       | CUSIP: 000000000<br>LEI: 213800PDQ9V2ZNCDO264 | Long             | EC               | CORP              | GB        |      5705 | NS      | $15636.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNING INTERNATIONAL INC                       | FINNING INTERNATIONAL INC                                           | CUSIP: 000000000<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      2260 | NS      | $152362.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL                        | FIRST AMERICAN FINANCIAL CORP                                       | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $418715.52    | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    348000 | PA      | $328741.55    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59690.81     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FIRSTENERGY TRANSMISSION LLC                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131712.44    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | FISERV INC                                                          | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598290.73    | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II 144A                     | FIVE CORNERS FUNDING TRUST II                                       | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189395.09    | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                               | FIVE STAR BANCORP                                                   | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      7808 | NS      | $303965.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP COMMUNITIES REIT UT                    | FLAGSHIP COMMUNITIES REIT                                           | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |     11607 | NS      | $228657.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK, N.A.                             | FLAGSTAR BANK NA                                                    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     22320 | NS      | $283240.80    | 0.01%             |  |  |  | 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        |    118438 | PA      | $114727.88    | 0.01%             | 2050-03-25      | Floating      | 4.64%                 | 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        |      3599 | NS      | $10509.08     | 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        |      1206 | NS      | $4486.32      | 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        |      4042 | NS      | $279261.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | FLORIDA POWER & LIGHT CO                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198758.73    | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                  | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2216 | NS      | $196160.32    | 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      | $200121.86    | 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        |    200000 | PA      | $200612.58    | 0.01%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                             | FORD CREDIT AUTO OWNER TRUST 2023-REV1                              | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $918539.28    | 0.04%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541478.15    | 0.03%             | 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      | $205759.48    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORGENT POWER SOLUTIONS INC                     | FORGENT POWER SOLUTIONS INC                                         | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3972 | NS      | $136597.08    | 0.01%             |  |  |  | No            |                  1 | 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      | $251050.00    | 0.01%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FCBSL 2026-1A A1 144A                           | FORTRESS CREDIT BSL XXVIII LTD                                      | CUSIP: 34966UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249730.25    | 0.01%             | 2039-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                  | FORTUNE BRANDS INNOVATIONS INC                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       687 | NS      | $37331.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216650.51    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | 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      | $215277.39    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | 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      | $213385.18    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | 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      | $213740.50    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       599 | PA      | $636.39       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       871 | PA      | $925.70       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44630 | PA      | $43245.66     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8759 | PA      | $9018.83      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10539 | PA      | $10958.67     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       499 | PA      | $518.92       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40802 | PA      | $41434.28     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27851 | PA      | $27740.82     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8621 | PA      | $8753.92      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72644 | PA      | $70348.16     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       504 | PA      | $502.34       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22899 | PA      | $23254.13     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41250 | PA      | $41315.60     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34535 | PA      | $35097.77     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47615 | PA      | $47426.43     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7232 | PA      | $7696.53      | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54074 | PA      | $55877.87     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3202 | PA      | $3347.37      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       748 | PA      | $745.48       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9518 | PA      | $10137.87     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6382 | PA      | $6480.80      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $161.44       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5398 | PA      | $5376.83      | 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        |      9367 | PA      | $9679.15      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18812 | PA      | $19103.14     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48769 | PA      | $45217.77     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                                 | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60179 | PA      | $59046.87     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70419 | PA      | $69503.52     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4959 | PA      | $5106.57      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23405 | PA      | $22665.66     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5834 | PA      | $5928.94      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42954 | PA      | $44985.32     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88080 | PA      | $85298.72     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        62 | PA      | $65.14        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153076 | PA      | $144417.79    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11704 | PA      | $11657.20     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312939WT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15801 | PA      | $16396.04     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28886 | PA      | $28931.39     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93985 | PA      | $88358.98     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       420 | PA      | $418.78       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78998 | PA      | $74223.06     | 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        |      8461 | PA      | $9017.11      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34595 | PA      | $33519.94     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70055 | PA      | $67841.71     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53459 | PA      | $54331.13     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13807 | PA      | $14267.53     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21802 | PA      | $21836.16     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1417 | PA      | $1463.76      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312940AM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21351 | PA      | $22155.11     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6280 | PA      | $6433.76      | 0.00%             | 2036-11-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2408 | PA      | $2457.58      | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2773 | PA      | $2822.84      | 0.00%             | 2037-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2171 | PA      | $2220.93      | 0.00%             | 2036-12-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       584 | PA      | $598.79       | 0.00%             | 2036-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2171 | PA      | $2225.37      | 0.00%             | 2037-02-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142JTVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394842 | PA      | $397444.29    | 0.02%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87734 | PA      | $89307.05     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67952 | PA      | $62566.52     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209439 | PA      | $176394.39    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244630 | PA      | $248346.77    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277766 | PA      | $287490.17    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145208 | PA      | $150291.23    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86453 | PA      | $76373.89     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    466569 | PA      | $470356.24    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242099 | PA      | $252495.20    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144321 | PA      | $134721.36    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178301 | PA      | $183741.68    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384533 | PA      | $1156846.10   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152187 | PA      | $147836.17    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152700 | PA      | $158257.88    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327901 | PA      | $308555.18    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193499 | PA      | $173305.08    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350491 | PA      | $357681.62    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33765 | PA      | $34111.08     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171981 | PA      | $170324.00    | 0.01%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169709 | PA      | $170586.38    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66335 | PA      | $63394.20     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174907 | PA      | $179643.01    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139422 | PA      | $136179.54    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89304 | PA      | $90230.81     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CXBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55407 | PA      | $54821.85     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18757 | PA      | $16437.08     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118726 | PA      | $104153.64    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272309 | PA      | $226786.98    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263069 | PA      | $241030.42    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697083 | PA      | $585244.89    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268089 | PA      | $243114.59    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302722 | PA      | $265155.65    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488958 | PA      | $427429.17    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642351 | PA      | $559443.34    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133BNSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84162 | PA      | $85099.51     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92973 | PA      | $91663.37     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437109 | PA      | $457835.30    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334015 | PA      | $343217.72    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188062 | PA      | $156674.24    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136944 | PA      | $134760.61    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45820 | PA      | $44678.23     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GUKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546924 | PA      | $564319.27    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561292 | PA      | $491908.08    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194316 | PA      | $199262.53    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426JF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177637 | PA      | $183667.26    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KGKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70410 | PA      | $67288.43     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484922 | PA      | $496711.95    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59333 | PA      | $54700.05     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153363 | PA      | $159792.47    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    962328 | PA      | $955370.39    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451823 | PA      | $397509.67    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81733 | PA      | $83717.88     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44503 | PA      | $44646.02     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114071 | PA      | $117119.64    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396750 | PA      | $330533.02    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232425 | PA      | $231699.42    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127081 | PA      | $128119.60    | 0.01%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416734 | PA      | $383242.89    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59262 | PA      | $50081.36     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473378 | PA      | $484302.36    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59971 | PA      | $50225.98     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95852 | PA      | $98382.38     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97110 | PA      | $89945.42     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36010 | PA      | $36645.34     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094830 | PA      | $1130825.61   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320073 | PA      | $269349.47    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427QYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256863 | PA      | $259157.75    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70746 | PA      | $72742.25     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47276 | PA      | $48892.14     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196458 | PA      | $201173.18    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133L75R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92460 | PA      | $85067.82     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23321 | PA      | $21960.89     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132ACFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421772 | PA      | $405173.04    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53247 | PA      | $46190.71     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                                     | FREDDIE MAC REMICS                                                  | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    968550 | PA      | $126846.79    | 0.01%             | 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        |   2047257 | PA      | $350507.70    | 0.02%             | 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        |    231330 | PA      | $232552.73    | 0.01%             | 2044-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHS 379 C1                                      | FREDDIE MAC STRIPS                                                  | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744606 | PA      | $74958.01     | 0.00%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66759.68     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169217.79    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40035.00     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95142.55     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K60 B 144A                           | FREMF 2016-K60 MORTGAGE TRUST                                       | CUSIP: 302947AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $743233.05    | 0.04%             | 2049-12-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| FUJIKURA LTD                                    | FUJIKURA LTD                                                        | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      4300 | NS      | $734236.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP                 | Farmers Business Network Inc PP                                     | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |      3960 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253517.18    | 0.01%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236169.41    | 0.01%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC-A                            | GALAXY DIGITAL INC                                                  | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      1350 | NS      | $27796.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GALDERMA FINANCE EUROPE                         | GALDERMA FINANCE EUROPE BV                                          | CUSIP: YQ2652101<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $198780.53    | 0.01%             | 2030-03-20      | Fixed         | 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        |     21430 | PA      | $20054.31     | 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        |     11354 | PA      | $10963.39     | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                          | GCAT 2025-NQM1 TRUST                                                | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245112 | PA      | $247113.54    | 0.01%             | 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        |      1009 | NS      | $39704.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                  | GE VERNOVA INC                                                      | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79356.09     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA LLC                                  | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1703 | NS      | $1487740.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENEDX HOLDINGS CORP                            | GENEDX HOLDINGS CORP                                                | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $53724.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                    | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     16074 | NS      | $5501487.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218499.92    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174255.53    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    106000 | PA      | $115357.85    | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91562.86     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301960.39    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERALI                                        | GENERALI                                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     14210 | NS      | $605077.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                             | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     32892 | NS      | $4899263.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1520000 | PA      | $1501699.20   | 0.07%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475000 | PA      | $1493673.50   | 0.07%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5135000 | PA      | $-5238727.00  | -0.25%            | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2250000 | PA      | $2257627.50   | 0.11%             | 2034-01-01      | 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        |     21052 | PA      | $21795.76     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21052 | PA      | $21795.76     | 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        |     14151 | PA      | $13344.47     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15143 | PA      | $15362.68     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       694 | PA      | $724.73       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11542 | PA      | $11953.45     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36184BZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19887 | PA      | $19198.96     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6116 | PA      | $6336.73      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10648 | PA      | $11024.03     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44103 | PA      | $45603.99     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36201FW86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2440 | PA      | $2545.13      | 0.00%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16073 | PA      | $16558.04     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16307 | PA      | $15154.48     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26187 | PA      | $24336.79     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25857 | PA      | $26678.96     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16796 | PA      | $16268.77     | 0.00%             | 2042-08-20      | 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        |     49611 | PA      | $47765.82     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3514 | PA      | $3629.60      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13763 | PA      | $13923.02     | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124772 | PA      | $128949.08    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II30Y                        | GINNIE MAE II POOL                                                  | CUSIP: 36202CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       189 | PA      | $190.28       | 0.00%             | 2027-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136169 | PA      | $126549.87    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184053 | PA      | $171128.89    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7936 | PA      | $8196.41      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45323 | PA      | $40713.32     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48966 | PA      | $45903.38     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73101 | PA      | $72660.94     | 0.00%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74344 | PA      | $69091.88     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19971 | PA      | $18560.14     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424020 | PA      | $359295.17    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125098 | PA      | $126967.22    | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16196 | PA      | $15051.39     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37442 | PA      | $38257.35     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81066 | PA      | $83751.35     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25449 | PA      | $26200.36     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2725 | PA      | $2815.16      | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72926 | PA      | $75088.66     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349875 | PA      | $342452.98    | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    317865 | PA      | $280579.35    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114105 | PA      | $110466.03    | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18684 | PA      | $18097.16     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7811 | PA      | $7258.88      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63108 | PA      | $57894.62     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160400 | PA      | $163668.06    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40695 | PA      | $41292.08     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85487 | PA      | $82760.84     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4350 | PA      | $4493.10      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18824 | PA      | $18186.52     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85175 | PA      | $83562.85     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1437460 | PA      | $1218319.12   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112162 | PA      | $115296.78    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11932 | PA      | $12071.23     | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328190 | PA      | $327178.29    | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20533 | PA      | $21141.93     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24100 | PA      | $24893.74     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27041 | PA      | $25130.61     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44198 | PA      | $42457.77     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167617 | PA      | $160998.34    | 0.01%             | 2048-02-20      | 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        |     67220 | PA      | $64618.63     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28162 | PA      | $27891.89     | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4038 | PA      | $3998.80      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4431 | PA      | $4388.92      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43404 | PA      | $45410.91     | 0.00%             | 2036-01-20      | 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        |    342057 | PA      | $328713.31    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52014 | PA      | $48336.78     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16793 | PA      | $17261.85     | 0.00%             | 2047-07-20      | 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        |    880666 | PA      | $777354.93    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56238 | PA      | $57809.52     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9026 | PA      | $9323.33      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60812 | PA      | $56516.17     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37582 | PA      | $39323.50     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73249 | PA      | $70391.62     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10706 | PA      | $10343.75     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       221 | PA      | $227.14       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71207 | PA      | $72617.62     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121069 | PA      | $108765.42    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71498 | PA      | $71303.13     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36570 | PA      | $32853.49     | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454543 | PA      | $416924.61    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10173 | PA      | $10506.78     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145897 | PA      | $143105.63    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58958 | PA      | $56658.08     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34447 | PA      | $33165.31     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225193 | PA      | $198982.59    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89461 | PA      | $87749.76     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98635 | PA      | $101627.30    | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117232 | PA      | $118983.39    | 0.01%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22263 | PA      | $22589.10     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141396 | PA      | $146031.16    | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5495 | PA      | $5390.33      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14132 | PA      | $14338.90     | 0.00%             | 2040-10-20      | 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        |    106877 | PA      | $97915.41     | 0.00%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36367 | PA      | $34932.19     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755461 | PA      | $640170.09    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11096 | PA      | $11337.32     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240610 | PA      | $212384.30    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10049 | PA      | $9655.14      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34924 | PA      | $32455.90     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8181 | PA      | $8449.93      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805845 | PA      | $711310.95    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36189MBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26421 | PA      | $25435.91     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73394 | PA      | $68304.67     | 0.00%             | 2046-11-20      | 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        |     56578 | PA      | $54370.64     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12081 | PA      | $11226.96     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24822 | PA      | $25554.53     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27947 | PA      | $28728.19     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15524 | PA      | $14912.96     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4531 | PA      | $4679.78      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9330 | PA      | $8381.10      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94518 | PA      | $95056.02     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71441 | PA      | $67850.72     | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19673 | PA      | $20484.23     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17840 | PA      | $18106.74     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105364 | PA      | $106909.11    | 0.01%             | 2040-11-20      | 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        |     26196 | PA      | $27277.17     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22459 | PA      | $22746.72     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123702 | PA      | $114963.86    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62926 | PA      | $60941.72     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68604 | PA      | $61626.06     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251766 | PA      | $222231.06    | 0.01%             | 2051-08-20      | 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        |     14899 | PA      | $15881.79     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183890 | PA      | $180371.95    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1909 | PA      | $1848.96      | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5377 | PA      | $5274.19      | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46084 | PA      | $42287.35     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57008 | PA      | $55189.85     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13557 | PA      | $12599.05     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617A9KW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19676 | PA      | $18942.58     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51056 | PA      | $52736.00     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5431 | PA      | $5511.39      | 0.00%             | 2039-11-20      | 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        |     15193 | PA      | $14119.49     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100265 | PA      | $99287.52     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    884747 | PA      | $780957.08    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319622 | PA      | $297178.75    | 0.01%             | 2045-06-20      | 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        |    566039 | PA      | $550135.43    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4367 | PA      | $4325.26      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5242 | PA      | $5396.93      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74872 | PA      | $75990.90     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90805 | PA      | $89152.05     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49171 | PA      | $48698.68     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75849 | PA      | $72851.76     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                    | GLENCORE PLC                                                        | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    103237 | NS      | $745950.85    | 0.04%             |  |  |  | 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        |    250000 | PA      | $252837.23    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP CAPITAL LP / GLP FINANCING II INC                               | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185006.53    | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GMALT 2026-1 B                                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                        | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55287.16     | 0.00%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                   | GOLAR LNG LTD                                                       | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     10070 | NS      | $447712.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434865.65    | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512519.21    | 0.02%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3306 | NS      | $2841738.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401131.54    | 0.02%             | 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        |    760000 | PA      | $764818.07    | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                           | GOLUB CAPITAL PRIVATE CREDIT FUND                                   | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314014.02    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSURANCE INC -A                      | GOOSEHEAD INSURANCE INC                                             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      4943 | NS      | $267910.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2017-184 JH                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27415 | PA      | $25292.49     | 0.00%             | 2047-12-20      | 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        |     25007 | PA      | $4092.57      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-96 VI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2922848 | PA      | $426212.85    | 0.02%             | 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        |     38890 | PA      | $6035.38      | 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        |   5048325 | PA      | $598442.53    | 0.03%             | 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        |     19758 | PA      | $18938.38     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $213075.79    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    990546 | PA      | $120295.15    | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GPGI INC                                        | GPGI INC                                                            | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14669 | NS      | $329319.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACE 2020-GRCE A 144A                          | GRACE TRUST 2020-GRCE                                               | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $272168.40    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                       | GRACO INC                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2908 | NS      | $273119.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                     | GROCERY OUTLET HOLDING CORP                                         | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40828 | NS      | $403380.64    | 0.02%             |  |  |  | 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        |     39611 | NS      | $502003.07    | 0.02%             |  |  |  | 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        |    180030 | PA      | $160291.48    | 0.01%             | 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        |      1659 | PA      | $1652.23      | 0.00%             | 2044-07-25      | Variable      | 5.69%                 | 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        |     93219 | PA      | $93747.34     | 0.00%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | GUARDANT HEALTH INC                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2240 | NS      | $210336.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC PP                                    | GUSTO INC PP                                                        | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |      3136 | NS      | $67110.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                      | GUSTO INC SER E CVT PFD PP                                          | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |      4351 | NS      | $93111.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAP INC           | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      7292 | NS      | $266303.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    693000 | PA      | $716177.61    | 0.03%             | 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        |     12075 | NS      | $141760.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                       | HAMILTON LANE INC                                                   | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2303 | NS      | $241676.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC 144A                         | HARBOUR ENERGY PLC                                                  | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $687018.40    | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | 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        |    305435 | PA      | $316587.67    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | 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        |    229200 | PA      | $216251.48    | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | 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        |      2473 | NS      | $1038.66      | 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        |       777 | NS      | $326.34       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HCA INC                                         | HCA INC                                                             | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465314.46    | 0.02%             | 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        |     91128 | NS      | $890776.35    | 0.04%             |  |  |  | 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        |    405000 | PA      | $393135.30    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205127.80    | 0.01%             | 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        |    155000 | PA      | $159484.31    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168727.04    | 0.01%             | 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        |    575000 | PA      | $569922.15    | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                            | HEATHROW FUNDING LTD                                                | CUSIP: YS5265238<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    105000 | PA      | $124339.68    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                            | HEATHROW FUNDING LTD                                                | CUSIP: AX5204471<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $103637.41    | 0.01%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                         | HEIDELBERG MATERIALS AG                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      2886 | NS      | $642979.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                     | HITACHI LTD                                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     65100 | NS      | $2131199.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                  | HOLCIM AG                                                           | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      8860 | NS      | $814511.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                             | HOME BANCSHARES INC/AR                                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8395 | NS      | $230526.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                  | HOME DEPOT INC/THE                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3967 | NS      | $1510316.24   | 0.07%             |  |  |  | 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        |    308737 | PA      | $311849.63    | 0.02%             | 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        |    218871 | PA      | $220697.57    | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A                         | HOMES 2026-AFC1 TRUST                                               | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $450439.37    | 0.02%             | 2061-02-25      | Variable      | 4.85%                 | 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        |     34928 | NS      | $46803.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOYA CORP                                       | HOYA CORP                                                           | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      4900 | NS      | $885076.68    | 0.04%             |  |  |  | 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      | $100794.82    | 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        |     54537 | PA      | $54654.31     | 0.00%             | 2031-01-21      | Fixed         | 6.48%                 | 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      | $100938.57    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | 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        |    106702 | PA      | $107280.62    | 0.01%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC HOLDINGS PLC                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $212355.69    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL A 144A                             | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                               | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $427483.63    | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | HUF/USD FWD 20260417 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $2787.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | HUF/USD FWD 20260417 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-55765.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                       | HUNTINGTON BANCSHARES INC/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     31600 | NS      | $530880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HACLN 2024-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1              | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131061 | PA      | $133288.13    | 0.01%             | 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        |    215842 | PA      | $217627.55    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 C81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -1615 | NC      | $-12112.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 P81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -1615 | NC      | $-113050.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HART 2026-A B                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45301.72     | 0.00%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HART 2026-A C                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80523.61     | 0.00%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322894.01    | 0.02%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180550.34    | 0.01%             | 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        |    130000 | PA      | $134429.88    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173007.74    | 0.01%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258557.41    | 0.01%             | 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        |     80000 | PA      | $83612.18     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| iCapital Inc Common Stock PP                    | ICAPITAL INC COMMON STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6420 | NS      | $109140.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $631.17       | 0.00%             |  |  |  | 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      | $-24185.78    | -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      | $-24829.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP INC                                     | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3842 | NS      | $553132.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMATICS NV                                     | IMMATICS NV                                                         | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |     47094 | NS      | $486951.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC-ADR                     | IMMUNOCORE HOLDINGS PLC                                             | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |      7351 | NS      | $237437.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOME INC                                    | IMMUNOME INC                                                        | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46084 | NS      | $1007396.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                  | IMMUNOVANT INC                                                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14267 | NS      | $395623.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                    | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $487273.86    | 0.02%             | 2055-07-01      | Fixed         | 6.38%                 | 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        |    232982 | PA      | $202001.79    | 0.01%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                      | IMPINJ INC                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       899 | NS      | $110271.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN                    | INDEPENDENCE REALTY TRUST INC                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     13083 | NS      | $216785.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS SA                               | INDRA SISTEMAS SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     12010 | NS      | $887376.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| INFINEON TECHNOLOGIES AG                        | INFINEON TECHNOLOGIES AG                                            | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     16910 | NS      | $911361.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                         | INFRASTRUTTURE WIRELESS ITALIANE SPA                                | CUSIP: YQ6778167<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    160000 | PA      | $192991.10    | 0.01%             | 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        |     51714 | NS      | $1492100.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                              | INGERSOLL RAND INC                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     10842 | NS      | $1020665.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS                     | INSTALLED BUILDING PRODUCTS INC                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       765 | NS      | $250736.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    136000 | PA      | $128124.74    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     18465 | NS      | $842188.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                   | INTERCONTINENTAL EXCHANGE INC                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     14682 | NS      | $2409756.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                | INTERDIGITAL INC                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $1065136.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                     | INTERNATIONAL BUSINESS MACHINES CORP                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3129 | NS      | $751617.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                          | INTERNATIONAL PAPER CO                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     53503 | NS      | $2330055.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO                                 | INTESA SANPAOLO SPA                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    164951 | NS      | $1131819.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                          | INTUITIVE SURGICAL INC                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4211 | NS      | $2120280.61   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INVCO 2021-3A A1R 144A                          | INVESCO CLO 2021-3 LTD                                              | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250035.00    | 0.01%             | 2034-10-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115647.71    | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74899.47     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                       | IONIS PHARMACEUTICALS INC                                           | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       280 | NS      | $22722.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC- CL A                                  | IONQ INC                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |        84 | NS      | $3223.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                          | IPALCO ENTERPRISES INC                                              | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216574.84    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRADIMED CORP                                   | IRADIMED CORP                                                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       465 | NS      | $48141.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                    | ISETAN MITSUKOSHI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     62600 | NS      | $1228848.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                 | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    418000 | PA      | $435034.63    | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ISRAEL                                          | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    290000 | PA      | $289138.16    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JACKSON FINANCIAL INC                           | JACKSON FINANCIAL INC                                               | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    415000 | PA      | $420221.67    | 0.02%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                   | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237856.93    | 0.01%             | 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        |    400000 | PA      | $401150.80    | 0.02%             | 2035-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                  | JBT MAREL CORP                                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2086 | NS      | $321244.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                               | JOHNSON & JOHNSON                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9700 | NS      | $2409771.00   | 0.12%             |  |  |  | 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        |    190000 | PA      | $181212.50    | 0.01%             | 2033-07-05      | Fixed         | 4.25%                 | 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        |     72131 | PA      | $66846.19     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | 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        |     62295 | PA      | $57391.77     | 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        |    271535 | PA      | $245360.12    | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A3 144A                         | JP MORGAN MORTGAGE TRUST 2020-INV1                                  | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63151 | PA      | $58356.06     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | 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        |      1669 | PA      | $1661.79      | 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        |    279566 | PA      | $252176.40    | 0.01%             | 2050-06-25      | Variable      | 3.23%                 | 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        |       714 | PA      | $710.06       | 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        |    235469 | PA      | $237070.69    | 0.01%             | 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        |    319927 | PA      | $322969.85    | 0.02%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                         | JPMORGAN CHASE & CO                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     25931 | NS      | $7787079.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294179.26    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234298.51    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598215.39    | 0.03%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $765342.09    | 0.04%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249275.02    | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402176.14    | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1285313.04   | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| KADANT INC                                      | KADANT INC                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       301 | NS      | $102090.17    | 0.00%             |  |  |  | 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        |      2877 | NS      | $61467.34     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Series D-8 CVT PFD Stock PP         | KARDIUM INC SERIES D-8 CVT PFD STOCK PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     51014 | NS      | $33018.30     | 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        |     44249 | NS      | $36611.62     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARMAN HOLDINGS INC                             | KARMAN HOLDINGS INC                                                 | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $215869.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                       | KDDI CORP                                                           | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     72900 | NS      | $1252241.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                        | KEARNY FINANCIAL CORP/MD                                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10514 | NS      | $80432.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                           | KENTUCKY UTILITIES CO                                               | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41188.17     | 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        |      2888 | NS      | $968458.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                        | KEYSIGHT TECHNOLOGIES INC                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     25240 | NS      | $7757009.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                  | KINGFISHER PLC                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    177083 | NS      | $890732.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                              | KINGSPAN GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      4912 | NS      | $486306.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                   | KION GROUP AG                                                       | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     11421 | NS      | $775128.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR 34A AR 144A                                 | KKR CLO 34 LTD                                                      | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320032.32    | 0.02%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                        | KLA CORP                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1699 | NS      | $2590210.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                                | KLARNA GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      6239 | NS      | $84600.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3026 | NS      | $269253.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP          | KOBOLD METALS SER B-1 CVT PFD STOCK PP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1739 | NS      | $195831.57    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobold Metals SER C-1 CVT Pfd Stock PP          | KOBOLD METALS SER C-1 CVT PFD STOCK PP                              | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       758 | NS      | $85359.59     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KODIAK SCIENCES INC                             | KODIAK SCIENCES INC                                                 | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      1589 | NS      | $42585.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                     | KOMATSU LTD                                                         | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     11900 | NS      | $571204.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                          | KONINKLIJKE PHILIPS NV                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     45938 | NS      | $1472098.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                              | KONTOOR BRANDS INC                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2172 | NS      | $141636.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY                       | KRATOS DEFENSE & SECURITY SOLUTIONS INC                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      2928 | NS      | $252335.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                         | KT CORP                                                             | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     25020 | NS      | $1157918.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                         | KYMERA THERAPEUTICS INC                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4935 | NS      | $450812.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                   | KZT/USD FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KZ        |         1 | NC      | $5994.29      | 0.00%             |  |  |  | No            |                  2 | 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        |     74238 | NS      | $48049.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| L OREAL                                         | L'OREAL SA                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2728 | NS      | $1278194.17   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                               | LAM RESEARCH CORP                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      3635 | NS      | $850190.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | LAS VEGAS SANDS CORP                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209147.35    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                      | LATTICE SEMICONDUCTOR CORP                                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     15895 | NS      | $1519879.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                      | LEGRAND SA                                                          | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      4866 | NS      | $881364.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                      | LEIDOS INC                                                          | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95214.16     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEONARDO DRS INC                                | LEONARDO DRS INC                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      1678 | NS      | $72808.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC-A                            | LIBERTY ENERGY INC                                                  | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      3311 | NS      | $93005.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LIVE HOLDINGS-C                         | LIBERTY LIVE HOLDINGS INC                                           | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19301 | NS      | $1923344.65   | 0.09%             |  |  |  | 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        |      9433 | NS      | $254691.00    | 0.01%             |  |  |  | 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        |       815 | NS      | $69462.45     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                       | LINDE PLC                                                           | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      8802 | NS      | $4472120.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                  | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       966 | NS      | $340476.36    | 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        |      8492 | NS      | $308004.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | LLOYDS BANKING GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1191175 | NS      | $1627164.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                               | LOAR HOLDINGS INC                                                   | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10394 | NS      | $735791.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                          | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2113 | NS      | $179055.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                           | LOUISVILLE GAS AND ELECTRIC CO                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41025.71     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                                  | LOWE'S COS INC                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11558 | NS      | $3057900.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL HOLDINGS INC                                                    | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70105.26     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T BANK CORP                                                       | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    294000 | PA      | $298339.68    | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                          | MA'ADEN SUKUK LTD                                                   | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    236000 | PA      | $242980.32    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD 144A                          | MA'ADEN SUKUK LTD                                                   | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    310000 | PA      | $320827.26    | 0.02%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                 | MACERICH CO/THE                                                     | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      6614 | NS      | $135388.58    | 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        |      3068 | NS      | $761232.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                             | MACQUARIE GROUP LTD                                                 | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      6784 | NS      | $1029542.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A                         | MADISON PARK FUNDING XXXV LTD                                       | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $359611.56    | 0.02%             | 2039-02-13      | Floating      | 4.80%                 | 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        |      1326 | NS      | $439781.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP - A                     | MAGNOLIA OIL & GAS CORP                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4474 | NS      | $124466.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                      | MAGNUM ICE CREAM CO NV/THE                                          | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     31257 | NS      | $494951.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANDATUM OYJ                                    | MANDATUM OYJ                                                        | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     76918 | NS      | $620250.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLIGHT THERAPEUTICS INC                       | MAPLIGHT THERAPEUTICS INC                                           | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5423 | NS      | $93655.21     | 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        |     14732 | NS      | $52445.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC-A                                   | MARQETA INC                                                         | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |     72802 | NS      | $279559.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC 144A                                   | MARS INC                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281440.49    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                            | MARSH & MCLENNAN COS INC                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2441 | NS      | $455832.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS                       | MARTIN MARIETTA MATERIALS INC                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1581 | NS      | $1069657.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    322000 | PA      | $300946.96    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254479.19    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56074.49     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                              | MASTERCARD INC                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6532 | NS      | $3378415.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                                 | MCDONALD'S CORP                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11401 | NS      | $3888425.06   | 0.19%             |  |  |  | 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        |    265000 | PA      | $263817.49    | 0.01%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383566.75    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180600.66    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                                | MEDLINE INC                                                         | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      3259 | NS      | $154835.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                          | MELROSE INDUSTRIES PLC                                              | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     56869 | NS      | $432729.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                                | MERCK & CO INC                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7600 | NS      | $941032.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                             | MERCURY SYSTEMS INC                                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3819 | NS      | $340005.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320910.84    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267448.95    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    725000 | PA      | $709648.23    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                      | META PLATFORMS INC                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     15991 | NS      | $10365046.38  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                     | METLIFE INC                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      9922 | NS      | $715078.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                    | METTLER-TOLEDO INTERNATIONAL INC                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       763 | NS      | $1042784.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                           | MEXICO GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    380000 | PA      | $385567.16    | 0.02%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-INV2 A1 144A                          | MFA 2022-INV2 TRUST                                                 | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321743 | PA      | $321127.83    | 0.02%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A1F 144A                         | MFA 2025-NQM4 TRUST                                                 | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    292072 | PA      | $292360.44    | 0.01%             | 2070-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS                    | MIAMI INTERNATIONAL HOLDINGS INC                                    | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     11531 | NS      | $491220.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     59862 | NS      | $23510201.88  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                   | MIDDLEBY CORP/THE                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2042 | NS      | $344812.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                              | MIDDLESEX WATER CO                                                  | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3340 | NS      | $180360.00    | 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        |    590000 | PA      | $616177.05    | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mirador Therapeutics SER B CVT PFD PP           | MIRADOR THERAPEUTICS SER B CVT PFD PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     18310 | NS      | $60423.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | MIRION TECHNOLOGIES INC                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     35739 | NS      | $772319.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                  | MITSUBISHI CHEMICAL GROUP CORP                                      | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     78900 | NS      | $585496.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                        | MITSUBISHI ELECTRIC CORP                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     53200 | NS      | $2024952.84   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                        | MITSUBISHI ESTATE CO LTD                                            | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     37800 | NS      | $1274740.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                    | MITSUBISHI UFJ FINANCIAL GROUP INC                                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    138800 | NS      | $2576684.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                           | MITSUI FUDOSAN CO LTD                                               | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     89500 | NS      | $1206444.45   | 0.06%             |  |  |  | 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        |    135000 | PA      | $134837.35    | 0.01%             | 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        |    585000 | PA      | $595020.76    | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING CO                         | MODINE MANUFACTURING CO                                             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       625 | NS      | $142031.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | MOLINA HEALTHCARE INC                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1263 | NS      | $194565.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                     | MONCLER SPA                                                         | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     13870 | NS      | $956796.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                      | MONDELEZ INTERNATIONAL INC                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     69766 | NS      | $4296190.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                    | MONOLITHIC POWER SYSTEMS INC                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       878 | NS      | $1003325.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                                    | MOODY'S CORP                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       922 | NS      | $440337.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11029 | NS      | $1836438.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395662.09    | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    590000 | PA      | $586917.61    | 0.03%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190217.53    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95190.46     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | 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        |     95346 | PA      | $96464.43     | 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        |     88351 | PA      | $89181.36     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                 | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       462 | NS      | $84610.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399939.52    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187865.57    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSA SAFETY INC                                  | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1354 | NS      | $264585.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFSH6 MSCI EAFE         MAR26                   | MSCI EAFE         MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -19 | NC      | $-275625.70   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MVWOT 2023-1A A 144A                            | MVW 2023-1 LLC                                                      | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275049 | PA      | $278994.22    | 0.01%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A A 144A                            | MVW 2023-2 LLC                                                      | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65805 | PA      | $67802.35     | 0.00%             | 2040-11-20      | Fixed         | 6.18%                 | 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        |     50450 | PA      | $51698.64     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MYR GROUP INC/DELAWARE                          | MYR GROUP INC                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       700 | NS      | $188972.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                            | MYR/USD FWD 20260309 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $52702.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | MYR/USD FWD 20260309 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-33467.87    | -0.00%            |  |  |  | No            |                  2 | 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        |      4418 | NS      | $13254.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL BANK OF CANADA                         | NATIONAL BANK OF CANADA                                             | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      5727 | NS      | $799273.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL ENERGY SERVICES REU                    | NATIONAL ENERGY SERVICES REUNITED CORP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1588 | NS      | $39779.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                               | NATIONAL GRID PLC                                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    115227 | NS      | $2155509.17   | 0.10%             |  |  |  | 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        |      4451 | NS      | $97343.37     | 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        |      2075 | NS      | $45380.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NAVSL 2018-BA A2A 144A                          | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B                         | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5940 | PA      | $5938.63      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA B 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C                    | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $411401.34    | 0.02%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                             | NAVIENT REFINANCE LOAN TRUST 2026-A                                 | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210817.65    | 0.01%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                     | NEOGEN CORP                                                         | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     26895 | NS      | $302030.85    | 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        |     12741 | NS      | $265267.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA-REG                                   | NESTLE SA                                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     29976 | NS      | $3275191.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                     | NETFLIX INC                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     49534 | NS      | $4767152.16   | 0.23%             |  |  |  | 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        |    400000 | PA      | $401358.00    | 0.02%             | 2039-01-20      | Floating      | 4.99%                 | 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        |    395000 | PA      | $394527.19    | 0.02%             | 2036-07-17      | Floating      | 4.72%                 | 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        |    247892 | PA      | $211329.08    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM3 A1 144A                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                       | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    153064 | PA      | $155483.68    | 0.01%             | 2065-05-25      | Variable      | 5.53%                 | 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        |    247135 | PA      | $250237.90    | 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        |      6244 | NS      | $1137904.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                                 | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593256.78    | 0.03%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142982.64    | 0.01%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230590.50    | 0.01%             | 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        |    245000 | PA      | $248937.21    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                 | NINTENDO CO LTD                                                     | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     14300 | NS      | $808799.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NAROT 2025-A B                                  | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST                          | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $143612.78    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                             | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100344.68    | 0.00%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                              | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100438.87    | 0.00%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                  | NOBLE CORP PLC                                                      | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      3057 | NS      | $138879.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | NORFOLK SOUTHERN CORP                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      4329 | NS      | $1362509.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1085 | NS      | $785952.30    | 0.04%             |  |  |  | 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        |    218494 | PA      | $218978.25    | 0.01%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC CVT 6.500000                        | NOVANTA INC                                                         | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      4669 | NS      | $272716.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                                 | NOVARTIS AG                                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     16934 | NS      | $2847314.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                              | NOVO NORDISK A/S                                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     33587 | NS      | $1270379.42   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206800.99    | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208766.20    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205207.08    | 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        |      7799 | NS      | $117764.90    | 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        |      2102 | NS      | $32139.58     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC-A                                  | NUVALENT INC                                                        | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2879 | NS      | $293514.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                     | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    180972 | NS      | $32066428.68  | 1.55%             |  |  |  | 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        |    272000 | PA      | $202525.46    | 0.01%             | 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: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    794000 | PA      | $532548.24    | 0.03%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | 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        |    125000 | PA      | $124888.13    | 0.01%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                         | O'REILLY AUTOMOTIVE INC                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      9194 | NS      | $863132.72    | 0.04%             |  |  |  | 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        |     97637 | PA      | $87553.71     | 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        |    139495 | PA      | $140560.33    | 0.01%             | 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        |    143722 | PA      | $143855.45    | 0.01%             | 2065-07-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1115274.86   | 0.05%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209188.27    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                       | OCEANFIRST FINANCIAL CORP                                           | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8512 | NS      | $153726.72    | 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      | $250715.00    | 0.01%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCP 2017-13A B1R2 144A                          | OCP CLO 2017-13 LTD                                                 | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250602.25    | 0.01%             | 2037-11-26      | Floating      | 5.37%                 | 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        |    140000 | PA      | $141502.52    | 0.01%             | 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      | $102259.24    | 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        |     73204 | PA      | $73691.98     | 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        |    269743 | PA      | $270994.32    | 0.01%             | 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        |      8806 | NS      | $432726.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                            | OLAPLEX HOLDINGS INC                                                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89659 | NS      | $144350.99    | 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        |     16877 | NS      | $3426874.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                       | ONEOK INC                                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    407000 | PA      | $437098.87    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                             | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1188 | NS      | $256477.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE INC                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3556 | NS      | $101381.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OR ROYALTIES INC                                | OR ROYALTIES INC                                                    | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     20358 | NS      | $964765.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206179.80    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $989249.36    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161284.97    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8986 | NS      | $1306564.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202948.36    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245080.90    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200323.64    | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $311157.94    | 0.02%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB 144A                     | ORBIA ADVANCE CORP SAB DE CV                                        | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $383125.99    | 0.02%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                       | ORIX CORP                                                           | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     23700 | NS      | $831848.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                      | ORSTED AS                                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     25121 | NS      | $591820.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC - CLASS A                      | OSCAR HEALTH INC                                                    | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     12531 | NS      | $170922.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                             | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     18670 | NS      | $1728095.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321061.34    | 0.02%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200588.55    | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    144000 | PA      | $99003.23     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148026.20    | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178215.79    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78891.24     | 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        |    140000 | PA      | $120836.07    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                       | PACKAGING CORP OF AMERICA                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      9767 | NS      | $2267311.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS GROUP INC                                  | PACS GROUP INC                                                      | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1090 | NS      | $39795.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                     | PALANTIR TECHNOLOGIES INC                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      2680 | NS      | $367669.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I 144A                   | PALOMINO FUNDING TRUST I                                            | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $988205.59    | 0.05%             | 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        |     53900 | NS      | $869194.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP/DEL                         | PAR TECHNOLOGY CORP                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     11903 | NS      | $195090.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                            | PARKER-HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4525 | NS      | $4566539.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                    | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      5975 | NS      | $394350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                          | PATRICK INDUSTRIES INC                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1193 | NS      | $147681.47    | 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        |     30352 | NS      | $9409.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAYCHEX INC                                     | PAYCHEX INC                                                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148587.89    | 0.01%             | 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        |      2751 | NS      | $97935.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES                     | PENNYMAC FINANCIAL SERVICES INC                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      7175 | NS      | $659597.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                     | PENTAIR PLC                                                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     21369 | NS      | $2119591.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                   | PERSIMMON PLC                                                       | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     25574 | NS      | $518697.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSONALIS INC                                  | PERSONALIS INC                                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     25465 | NS      | $230712.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU                                            | PERUVIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    410000 | PA      | $432039.53    | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $640449.08    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    495000 | PA      | $579305.96    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    410000 | PA      | $402149.99    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390821.41    | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                     | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4591 | NS      | $857736.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | PHP/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-5527.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | PHP/USD FWD 20260306 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-11009.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | PHP/USD FWD 20260306 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-5654.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | PHP/USD FWD 20260306 GSILGB2X                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $23469.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | PHP/USD FWD 20260306 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-5629.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                  | PINNACLE FINANCIAL PARTNERS INC                                     | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3694 | NS      | $335267.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                          | PINTEREST INC                                                       | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     26153 | NS      | $448000.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC A                              | PJT PARTNERS INC                                                    | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       491 | NS      | $72510.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                       | PLANET FITNESS INC                                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      9532 | NS      | $783053.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210660.11    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139836.22    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24121 | PA      | $24202.15     | 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        |      6218 | NS      | $766492.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                         | PRAEMIA HEALTHCARE SACA                                             | CUSIP: DA8983425<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237838.03    | 0.01%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRAIRIESKY ROYALTY LTD                          | PRAIRIESKY ROYALTY LTD                                              | CUSIP: 000000000<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |      4508 | NS      | $102913.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PRAXIS PRECISION MEDICINES I                    | PRAXIS PRECISION MEDICINES INC                                      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $232357.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                  | PRICESMART INC                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       666 | NS      | $102976.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME MEDICINE INC                              | PRIME MEDICINE INC                                                  | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10723 | NS      | $49540.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                        | PROCEPT BIOROBOTICS CORP                                            | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11591 | NS      | $262999.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                         | PROCTER & GAMBLE CO/THE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     32865 | NS      | $5495028.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2021-SFR6 D 144A                           | PROGRESS RESIDENTIAL TRUST                                          | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $614373.00    | 0.03%             | 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        |      6106 | NS      | $1304607.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200448.34    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212421.04    | 0.01%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                       | PROSPERITY BANCSHARES INC                                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5239 | NS      | $368668.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                    | PRYSMIAN SPA                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     16653 | NS      | $2005869.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                                         | PTC INC                                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      6539 | NS      | $1023942.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                         | PUBLIC SERVICE CO OF OKLAHOMA                                       | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $492196.59    | 0.02%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                  | PUBLIC STORAGE                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3105 | NS      | $953421.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUIG BRANDS SA-B                                | PUIG BRANDS SA                                                      | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |       293 | NS      | $5650.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PULTE GROUP INC                                 | PULTEGROUP INC                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7561 | NS      | $1037369.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     10586 | NS      | $2243279.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                | QUIDELORTHO CORP                                                    | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     13630 | NS      | $309946.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                         | QXO INC                                                             | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25487 | NS      | $610413.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                       | RAIZEN FUELS FINANCE SA                                             | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $238389.58    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAMBUS INC                                      | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2657 | NS      | $264796.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                            | RANGE RESOURCES CORP                                                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     49080 | NS      | $2026022.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1649 | NS      | $949692.08    | 0.05%             |  |  |  | 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        |   1292125 | PA      | $954129.49    | 0.05%             | 2060-01-12      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                              | REALTY INCOME CORP                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66835.27     | 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        |     19400 | NS      | $844196.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REDDIT INC-CL A                                 | REDDIT INC                                                          | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        93 | NS      | $13560.33     | 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        |      1182 | NS      | $55636.74     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                              | REGAL REXNORD CORP                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    380000 | PA      | $394034.80    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REG16 2019-2A A1R2 144A                         | REGATTA XVI FUNDING LTD                                             | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    345000 | PA      | $344627.75    | 0.02%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                       | REGENERON PHARMACEUTICALS INC                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1377 | NS      | $1076359.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                         | REINSURANCE GROUP OF AMERICA INC                                    | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $486396.87    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                        | RENESAS ELECTRONICS CORP                                            | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     59200 | NS      | $1116441.37   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                   | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2924 | NS      | $376406.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                           | REPUBLIC SERVICES INC                                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     13117 | NS      | $3003793.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                             | RESONA HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     56400 | NS      | $688182.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169023.34    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     15040 | NS      | $1478582.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130686.21    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                         | RGA GLOBAL FUNDING                                                  | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263868.42    | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                  | RHEINMETALL AG                                                      | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       596 | NS      | $1178991.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI CORP                                        | RLI CORP                                                            | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2692 | NS      | $167765.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN                    | ROCHE HOLDING AG                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      6727 | NS      | $3201389.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR A 144A                           | ROCK TRUST 2024-CNTR                                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $486429.60    | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC-CLASS A                          | ROCKET COS INC                                                      | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18848 | NS      | $342845.12    | 0.02%             |  |  |  | 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        |    264915 | PA      | $265409.48    | 0.01%             | 2032-08-20      | Floating      | 4.79%                 | 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        |    660000 | PA      | $660660.00    | 0.03%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $535849.63    | 0.03%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    469000 | PA      | $479513.81    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                        | ROLLS-ROYCE HOLDINGS PLC                                            | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     97194 | NS      | $1747750.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    570000 | PA      | $607416.95    | 0.03%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    270000 | PA      | $269380.24    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    220000 | PA      | $269587.94    | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROOT INC/OH -CLASS A                            | ROOT INC/OH                                                         | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2314 | NS      | $120050.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | ROPER TECHNOLOGIES INC                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1191 | NS      | $416528.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    480000 | PA      | $427984.04    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3742 | NS      | $769504.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                  | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       126 | NS      | $37773.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RRAM 2024-28RA A1R 144A                         | RR 28 LTD                                                           | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    595000 | PA      | $595343.91    | 0.03%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                        | RR 34 LTD                                                           | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $305009.46    | 0.01%             | 2039-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    154000 | PA      | $98317.43     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83072.98     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145443.93    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC-CL A                       | RUSH ENTERPRISES INC                                                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1782 | NS      | $126468.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                     | RYANAIR HOLDINGS PLC                                                | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     17522 | NS      | $1182559.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -22 | NC      | $2128.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -14 | NC      | $1354.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                       | SAFRAN SA                                                           | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      4002 | NS      | $1611760.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                        | SAIA INC                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1036 | NS      | $419984.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                  | SALESFORCE INC                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      5800 | NS      | $1129782.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161675.87    | 0.01%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111847.36    | 0.01%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205375.34    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                                 | SAMPO OYJ                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    117922 | NS      | $1306940.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                              | SAMSONITE GROUP SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     76800 | NS      | $188957.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                      | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     11306 | NS      | $1692184.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                      | SANDVIK AB                                                          | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     44688 | NS      | $1969454.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                          | SANOFI SA                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     11715 | NS      | $1145742.95   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBCLN 2023-B B 144A                             | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B               | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111009 | PA      | $112530.00    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B C 144A                             | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B               | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306600 | PA      | $309119.64    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | 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        |     35702 | PA      | $35719.42     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161930 | PA      | $162342.39    | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $418204.01    | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170333.81    | 0.01%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250777.35    | 0.01%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                          | SANTANDER HOLDINGS USA INC                                          | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235068.45    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                           | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                 | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177894 | PA      | $180015.83    | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAP SE                                          | SAP SE                                                              | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      9781 | NS      | $1964928.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                            | SARTORIUS FINANCE BV                                                | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $504889.61    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO 144A                           | SAUDI TELECOM CO                                                    | CUSIP: 78478GAA1<br>LEI: 21380028ATJ79OTA9W17 | Long             | DBT              | CORP              | SA        |    736000 | PA      | $729281.41    | 0.04%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                        | SAVERS VALUE VILLAGE INC                                            | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21533 | NS      | $203056.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $546030.74    | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $425953.54    | 0.02%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144917.99    | 0.01%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $415284.10    | 0.02%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                                   | SCENTRE GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    390194 | NS      | $1060642.26   | 0.05%             |  |  |  | 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        |    145312 | PA      | $145735.61    | 0.01%             | 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        |    300000 | PA      | $308201.79    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCUL 27A BRR 144A                               | SCULPTOR CLO XXVII LTD                                              | CUSIP: 81124UBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2037-04-20      | Floating      | 5.16%                 | 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        |    555000 | PA      | $554653.13    | 0.03%             | 2039-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                     | SEA LTD                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     11460 | NS      | $1242837.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB4P 2024-1A A2 144A                           | SEB FUNDING LLC                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487000 | PA      | $500680.22    | 0.02%             | 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        |     20086 | NS      | $278602.05    | 0.01%             |  |  |  | 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        |    133962 | PA      | $135463.21    | 0.01%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SECURITYSCORECARD SER E CVT PFD STOCK PP        | SECURITYSCORECARD SER E CVT PFD STOCK PP                            | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |      8514 | NS      | $29288.16     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO CAPITAL SARL                              | SEGRO CAPITAL SARL                                                  | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $217335.67    | 0.01%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                       | SEGRO PLC                                                           | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     48904 | NS      | $553611.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                    | SEMTECH CORP                                                        | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      4664 | NS      | $420786.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2013-4 B1                                  | SEQUOIA MORTGAGE TRUST 2013-4                                       | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105105 | PA      | $103023.10    | 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        |    184150 | PA      | $177973.30    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | 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        |     24503 | PA      | $23428.56     | 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        |      7866 | PA      | $7339.44      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | 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        |     22806 | PA      | $21659.59     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL                      | SERVICE CORP INTERNATIONAL/US                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1811 | NS      | $152449.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERV 2021-1 A2I 144A                            | SERVICEMASTER FUNDING LLC                                           | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501504 | PA      | $473707.41    | 0.02%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                  | SERVICENOW INC                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     15599 | NS      | $1684847.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                       | SEVEN & I HOLDINGS CO LTD                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     63600 | NS      | $896922.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| SFAST 2024-1A C 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $61912.96     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $116868.23    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A A3 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252438 | PA      | $255282.36    | 0.01%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $67077.93     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165775.91    | 0.01%             | 2032-01-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145757.86    | 0.01%             | 2032-06-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SHATTUCK LABS INC                               | SHATTUCK LABS INC                                                   | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17708 | NS      | $69415.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC-ADR                                   | SHELL PLC                                                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     34190 | NS      | $2855206.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                             | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42130.80     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                         | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1573 | NS      | $570354.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                    | SHIMIZU CORP                                                        | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     38300 | NS      | $856048.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                       | SHIN-ETSU CHEMICAL CO LTD                                           | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     32400 | NS      | $1275638.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                           | SHOPIFY INC                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      9732 | NS      | $1174944.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                                  | SIEMENS AG                                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     16181 | NS      | $4678636.86   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                         | SIEMENS HEALTHINEERS AG                                             | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     23599 | NS      | $1170500.79   | 0.06%             |  |  |  | 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        |      1910 | NS      | $20742.60     | 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        |      2366 | NS      | $40363.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC                    | SIMPSON MANUFACTURING CO INC                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       494 | NS      | $95623.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                    | SITEONE LANDSCAPE SUPPLY INC                                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      4045 | NS      | $577990.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                     | SITIME CORP                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $214457.32    | 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        |      2459 | NS      | $1103643.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN-A                    | SKANDINAVISKA ENSKILDA BANKEN AB                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     59662 | NS      | $1268485.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE                     | SKYWARD SPECIALTY INSURANCE GROUP INC                               | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      1056 | NS      | $49072.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                         | SLB LTD                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     60323 | NS      | $3096982.82   | 0.15%             |  |  |  | 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        |    174251 | PA      | $170665.05    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 144A                                   | SNAM SPA                                                            | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $216334.54    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $405108.71    | 0.02%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                             | SOCIETE GENERALE SA                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     20436 | NS      | $1770995.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $389793.49    | 0.02%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    393000 | PA      | $388704.09    | 0.02%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                  | SOLVENTUM CORP                                                      | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    371000 | PA      | $370920.26    | 0.02%             | 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        |      1349 | NS      | $351691.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                 | SONY GROUP CORP                                                     | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     96700 | NS      | $2222964.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19566 | NS      | $317947.50    | 0.02%             |  |  |  | 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      | $250246.50    | 0.01%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175738.04    | 0.01%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                           | SOUTHERN CALIFORNIA GAS CO                                          | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194592.46    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                         | SOUTHERN CO GAS CAPITAL CORP                                        | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132357.69    | 0.01%             | 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        |     40791 | NS      | $3972227.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                               | SOUTHERN POWER CO                                                   | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119819.09    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corp                            | SOUTHSTATE BANK CORP                                                | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5844 | NS      | $576627.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAC PCSC Freenome PIPE COMMIT PP               | SPAC PCSC FREENOME PIPE COMMIT PP                                   | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EC               | CORP              | US        |      8449 | NS      | $96572.07     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SPIRAX GROUP PLC                                | SPIRAX GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      2554 | NS      | $272146.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                             | SPRINT CAPITAL CORP                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    395000 | PA      | $482311.02    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAP CORP                                 | SPRINT CAPITAL CORP                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    540000 | PA      | $579932.31    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                            | SPX TECHNOLOGIES INC                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1184 | NS      | $268696.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SG ISSUER SA                                    | SPX US 03/20/26 P6425                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -93 | NC      | $-217155.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                          | STANDARD CHARTERED PLC                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     67982 | NS      | $1676939.49   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                     | STANDARD CHARTERED PLC                                              | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207631.46    | 0.01%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                     | STANDARD CHARTERED PLC                                              | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $996705.03    | 0.05%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                      | STANDEX INTERNATIONAL CORP                                          | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       603 | NS      | $157986.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IL ST BABS                                      | STATE OF ILLINOIS                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     64286 | PA      | $70300.15     | 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        |    100000 | PA      | $99832.81     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $203038.97    | 0.01%             | 2036-01-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    260000 | PA      | $261185.44    | 0.01%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA C 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19000 | PA      | $19203.99     | 0.00%             | 2030-01-22      | Fixed         | 4.71%                 | 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        |    245000 | PA      | $247064.35    | 0.01%             | 2029-06-20      | Fixed         | 4.29%                 | 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        |    110000 | PA      | $111017.96    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C       | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201640.60    | 0.01%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC-CLASS A                     | STEPSTONE GROUP INC                                                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1704 | NS      | $73510.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                      | STERIS PLC                                                          | CUSIP: 000000000<br>LEI: 549300BRDKZ1HFI2J358 | Long             | EC               | CORP              | IE        |      3338 | NS      | $842344.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                             | STEVANATO GROUP SPA                                                 | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     13666 | NS      | $212096.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                | STONEX GROUP INC                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3577 | NS      | $456067.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                            | STORA ENSO OYJ                                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     59912 | NS      | $812685.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                    | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2020 | NS      | $782669.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                     | SUBARU CORP                                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      8500 | NS      | $159435.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                   | SUMITOMO CORP                                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     51400 | NS      | $2182606.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                 | SUMITOMO MITSUI TRUST GROUP INC                                     | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     33178 | NS      | $1156880.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS INC                            | SURGERY PARTNERS INC                                                | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      7541 | NS      | $116885.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78688.73     | 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        |    135000 | PA      | $140512.33    | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281581.77    | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                               | SUZUKI MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     64900 | NS      | $981506.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                          | SYMPHONY CLO 37 LTD                                                 | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |    310000 | PA      | $309665.51    | 0.02%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                          | SYMPHONY CLO XVI LTD                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    155837 | PA      | $155828.91    | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A BR 144A                           | SYMPHONY CLO XXXI LTD                                               | CUSIP: 87168YAQ3<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    375000 | PA      | $377272.13    | 0.02%             | 2038-01-22      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A AR 144A                           | SYMPHONY CLO XXXI LTD                                               | CUSIP: 87168YAN0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $249810.00    | 0.01%             | 2038-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A1 A                                 | SYNCHRONY CARD ISSUANCE TRUST                                       | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $392363.86    | 0.02%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1762 | NS      | $729468.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289803.64    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286767.11    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRP DYNAMIC GLOBAL BOND FD-I                    | T ROWE PR DYN GLBL BND-I                                            | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |  26341060 | NS      | $197294538.39 | 9.56%             |  |  |  | No            |                  1 | 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        |  10174411 | NS      | $101438878.49 | 4.92%             |  |  |  | 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        |   3873226 | NS      | $35749877.67  | 1.73%             |  |  |  | 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        |  10847218 | NS      | $85909962.73  | 4.16%             |  |  |  | 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        |  14303830 | NS      | $123299015.77 | 5.98%             |  |  |  | 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        |   2191378 | NS      | $16238113.03  | 0.79%             |  |  |  | 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        |   1131779 | NS      | $11815770.06  | 0.57%             |  |  |  | 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        |   1485954 | NS      | $68695632.00  | 3.33%             |  |  |  | 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        |   2156153 | NS      | $10177043.18  | 0.49%             |  |  |  | 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        |   2791268 | NS      | $57974627.53  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                 | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     22961 | NS      | $4984603.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598867.60    | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383190.21    | 0.02%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    570000 | PA      | $587755.51    | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313773.89    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181531.43    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462821.33    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund           | T. Rowe Price Government Reserve Fund                               | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        | 121751632 | NS      | $121751631.94 | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                     | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3240 | NS      | $1213639.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     59719 | NS      | $3726357.73   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65727.92     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    159000 | PA      | $168141.37    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140410.28    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | 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        |    600000 | PA      | $610433.62    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                             | TE CONNECTIVITY PLC                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      9153 | NS      | $2106562.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                  | TECHNIPFMC PLC                                                      | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     53309 | NS      | $3534919.79   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                    | TECHTRONIC INDUSTRIES CO LTD                                        | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     45500 | NS      | $736903.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                       | TELEDYNE TECHNOLOGIES INC                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       430 | NS      | $292873.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                               | TELEFONAKTIEBOLAGET LM ERICSSON                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     77829 | NS      | $899702.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                               | TELSTRA GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    219310 | NS      | $808440.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                            | TENCENT HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      6900 | NS      | $453977.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     10125 | NS      | $2423823.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                             | TERRENO REALTY CORP                                                 | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5532 | NS      | $365443.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                       | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10797 | NS      | $4345900.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                    | TEXAS CAPITAL BANCSHARES INC                                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      5502 | NS      | $524340.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                           | TEXAS INSTRUMENTS INC                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     14771 | NS      | $3133076.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | THB/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $22374.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | THB/USD FWD 20260306 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-3847.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158006.24    | 0.01%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    355000 | PA      | $357861.17    | 0.02%             | 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        |      1592 | NS      | $829607.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96107.92     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174314.53    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54147.06     | 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        |     14364 | NS      | $2322084.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                   | TMX GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     17412 | NS      | $587314.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                       | TOKIO MARINE HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     30800 | NS      | $1279174.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                              | TOKYO ELECTRON LTD                                                  | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      5200 | NS      | $1463148.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROTHERS INC                               | TOLL BROTHERS INC                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      4502 | NS      | $707894.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPAZ ENERGY CORP                               | TOPAZ ENERGY CORP                                                   | CUSIP: 000000000<br>LEI: 98450056D90CB02FQ571 | Long             | EC               | CORP              | CA        |      2009 | NS      | $45893.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                           | TORONTO-DOMINION BANK/THE                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $231985.89    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                          | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $121489.65    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                           | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    183000 | PA      | $125530.11    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                | TOTALENERGIES SE                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     35365 | NS      | $2832793.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                            | TOWD POINT MORTGAGE TRUST                                           | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98976 | PA      | $99922.62     | 0.00%             | 2066-01-25      | Variable      | 4.20%                 | 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        |    106310 | PA      | $106474.61    | 0.01%             | 2059-10-25      | Floating      | 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        |    323820 | PA      | $330287.86    | 0.02%             | 2065-06-25      | Variable      | 4.80%                 | 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        |    168564 | PA      | $170890.11    | 0.01%             | 2065-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                         | TOWER SEMICONDUCTOR LTD                                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      1467 | NS      | $183184.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                               | TOYOTA MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     97000 | NS      | $2350151.44   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                          | TRACTOR SUPPLY CO                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     31960 | NS      | $1656806.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                    | TRADEWEB MARKETS INC                                                | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8268 | NS      | $1019072.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA 144A                   | TRANS-ALLEGHENY INTERSTATE LINE CO                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51690.86     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                             | TRANSDIGM GROUP INC                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $372597.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                           | TRAVELERS COS INC/THE                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2651 | NS      | $818204.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                        | TRAVERE THERAPEUTICS INC                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $59609.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL               | TREASURY RESERVE FUND - Collateral                                  | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |    828465 | NS      | $828465.15    | 0.04%             |  |  |  | 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        |      1057 | NS      | $7702.36      | 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        |      7046 | NS      | $51344.20     | 0.00%             |  |  |  | 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        |    154511 | PA      | $155198.35    | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2019-10A AR2 144A                         | TRINITAS CLO X LTD                                                  | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $975630.83    | 0.05%             | 2035-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | TRS LQD 3M 04/15/2026/118708960/CHASGB2LXXX_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1754.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                            | TSURUHA HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     25500 | NS      | $429886.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| TURNING POINT BRANDS INC                        | TURNING POINT BRANDS INC                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       557 | NS      | $76303.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG INC                                        | TWFG INC                                                            | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7240 | NS      | $147334.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                           | TWIST BIOSCIENCE CORP                                               | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      1427 | NS      | $66954.84     | 0.00%             |  |  |  | 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        |    295000 | PA      | $295184.35    | 0.01%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312869.43    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63169.02     | 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        |    419000 | PA      | $419394.93    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                                | UBS GROUP AG                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     29210 | NS      | $1213671.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC - CLASS A                      | UL SOLUTIONS INC                                                    | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      3815 | NS      | $320345.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                 | ULTA BEAUTY INC                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1948 | NS      | $1333970.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                   | UNICREDIT SPA                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     20101 | NS      | $1711547.11   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                    | UNILEVER PLC                                                        | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     55468 | NS      | $4075903.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME & MINERAL                    | UNITED STATES LIME & MINERALS INC                                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      1269 | NS      | $144869.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $720237.50    | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2890000 | PA      | $2843037.50   | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $286540.63    | 0.01%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $814761.72    | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $249187.50    | 0.01%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11266453.13  | 0.55%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4545000 | PA      | $4579975.20   | 0.22%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1065150.00   | 0.05%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $472828.13    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2095000 | PA      | $2156867.97   | 0.10%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1565278.13   | 0.08%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8860000 | PA      | $8656496.88   | 0.42%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1615000 | PA      | $1696759.38   | 0.08%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $252656.25    | 0.01%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805000 | PA      | $827137.50    | 0.04%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3295000 | PA      | $3326405.47   | 0.16%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $417846.09    | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $866533.59    | 0.04%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $2132908.59   | 0.10%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5520000 | PA      | $5604956.25   | 0.27%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4254121.88   | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $5707914.06   | 0.28%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6465000 | PA      | $6677132.81   | 0.32%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $935376.56    | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2598410.16   | 0.13%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5360000 | PA      | $5559325.00   | 0.27%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4715000 | PA      | $4744468.75   | 0.23%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3030000 | PA      | $3071899.22   | 0.15%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1754534.38   | 0.09%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1046289.06   | 0.05%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3640000 | PA      | $3744650.00   | 0.18%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    415000 | PA      | $419652.54    | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1820000 | PA      | $1866495.31   | 0.09%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8620000 | PA      | $7511521.88   | 0.36%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $4795389.84   | 0.23%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5353000.00   | 0.26%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4330000 | PA      | $4012015.63   | 0.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4275000 | PA      | $4004472.66   | 0.19%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4855000 | PA      | $4580389.06   | 0.22%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6985000 | PA      | $7041753.13   | 0.34%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419236.15    | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108724.43    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     16130 | NS      | $4730445.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187718.24    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                 | UNITI GROUP INC                                                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     46352 | NS      | $339296.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                             | URANIUM ENERGY CORP                                                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       476 | NS      | $7297.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                            | URBAN OUTFITTERS INC                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1521 | NS      | $100690.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26                   | US 10YR ULTRA FUT JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -8 | NC      | $-5011.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                    | US 2YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       154 | NC      | $35875.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26                    | US 5YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        26 | NC      | $10924.94     | 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        |     43944 | PA      | $44379.15     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                           | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     10588 | NS      | $1022906.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS INC                     | USCB FINANCIAL HOLDINGS INC                                         | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5183 | NS      | $98114.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-44874.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-46483.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $97454.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $100948.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD IRS OPT 2M/10Y 4.05 4/6/26 PAY MSLN                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1149.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | USD/CAD FWD 20260424 ROYCGB2L                                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11456.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD/EUR FWD 20260522 MSLNGB2X                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11362.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/HUF FWD 20260417 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3583.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/KZT FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4127.22     | -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        |    331856 | PA      | $282486.68    | 0.01%             | 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        |     12955 | NS      | $2651111.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                     | VAXCYTE INC                                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      5818 | NS      | $359203.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC CL A                          | VEEVA SYSTEMS INC                                                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2735 | NS      | $497797.35    | 0.02%             |  |  |  | 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        |     79450 | PA      | $80955.37     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452125.06    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                              | VERTIV HOLDINGS CO                                                  | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40044.76     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-8 A1F 144A                           | VERUS SECURITIZATION TRUST 2025-8                                   | CUSIP: 924930AD2<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    367744 | PA      | $368105.06    | 0.02%             | 2070-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                             | VIAVI SOLUTIONS INC                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      5303 | NS      | $157552.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                             | VICI PROPERTIES INC                                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     22312 | NS      | $674045.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                        | VINCI SA                                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      7180 | NS      | $1191780.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                           | VIPER ENERGY INC                                                    | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6748 | NS      | $314051.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC-CLASS A SHARES                         | VISA INC                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27615 | NS      | $8840666.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP                          | VISHAY PRECISION GROUP INC                                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       318 | NS      | $14650.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11403.27     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $571952.76    | 0.03%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137687.02    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | 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        |    805000 | PA      | $805564.31    | 0.04%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VSE CORP CVT PFD 5.75 2/29                      | VSE CORP                                                            | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |      4003 | NS      | $231973.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                        | VSE CORP                                                            | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      7448 | NS      | $1691217.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                              | WALT DISNEY CO/THE                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     16400 | NS      | $1739056.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                            | WARRIOR MET COAL INC                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2402 | NS      | $199942.48    | 0.01%             |  |  |  | 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        |    315000 | PA      | $314912.40    | 0.02%             | 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        |      3046 | NS      | $321231.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC/THE                              | WEIR GROUP PLC/THE                                                  | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      3785 | NS      | $179523.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | WELLS FARGO & CO                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    957000 | PA      | $990536.39    | 0.05%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-SAVE C 144A                           | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE                     | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $264231.66    | 0.01%             | 2040-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                   | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     14329 | NS      | $2967822.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | WESTERN ALLIANCE BANCORP                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4907 | NS      | $394130.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                     | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     16153 | NS      | $4263584.35   | 0.21%             |  |  |  | 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        |    415000 | PA      | $416712.91    | 0.02%             | 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        |       114 | NS      | $253138.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                          | WILLSCOT HOLDINGS CORP                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     12981 | NS      | $280519.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEF 2025-1A A2 144A                             | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100365.11    | 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        |      1031 | NS      | $267554.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                  | WISDOMTREE INC                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      1338 | NS      | $22893.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                                 | WW GRAINGER INC                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       756 | NS      | $865415.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                    | WYNDHAM HOTELS & RESORTS INC                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      3306 | NS      | $270430.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNNTON FUNDING TRUST 144A                      | WYNNTON FUNDING TRUST                                               | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $197521.03    | 0.01%             | 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        |      2125 | NS      | $177140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                       | XENON PHARMACEUTICALS INC                                           | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      1849 | NS      | $79932.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YPSOMED HOLDING AG-REG                          | YPSOMED HOLDING AG                                                  | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |       383 | NS      | $132624.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2026-04-06

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President