# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0000923084-23-000019
**Filing Date:** 2023-1
**Character Count:** 716186
**Document Hash:** 6263224ce76fd848ac4f7901f211032c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000923084-23-000019.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000923084-23-000019

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Spectrum Funds II, Inc.
- **CENTRAL INDEX KEY:** 0000923084
- **IRS NUMBER:** 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:** 23561258

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3074571650.93

**Total Liabilities:** $28079569.82

**Net Assets:** $3046492081.11

**Assets Attributable to Miscellaneous Securities:** $775188.64

**Stand-by Commitments:** $11656272.95

**Cash Not Reported:** $321368.75

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169939 | -8.08%               | 4.30%                | 6.40%                |
| Class ID C000005533 | -8.08%               | 4.32%                | 6.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20392870.63            | $-237938757.50                             |
| Month 2  | $-5811850.33             | $127258297.47                              |
| Month 3  | $-17830452.05            | $198973004.66                              |

**Designated Index Information**

- **Index Name:** Benchmark for PSFG

- **Index Identifier:** PSFG_BMRK

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         3 | NC      | $5667.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        39 | NC      | $73671.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         4 | NC      | $7556.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        12 | NC      | $-2079.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        15 | NC      | $25056.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-665.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        15 | NC      | $9820.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC PP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $32525.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP VOTING SHS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9254 | NS      | $37016.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CAVA GROUP SER F CVT PFD STOCK PP                                               | CUSIP: TC9O58TL3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7601 | NS      | $444354.46    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD ST BANK WTS 5/24 PP                                                     | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |       831 | NS      | $6706.17      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLAME BIOSCIENCES INC PP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8157 | NS      | $37440.63     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES E CVT PFD STOCK PP                                                | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6640 | NS      | $49667.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HONOR TECHNOLOGY SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     92428 | NS      | $267116.92    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD STATE BANK PP                                                           | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |      2736 | NS      | $49248.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | PLEX SYSTEMS AMOUNT HELD IN ESCROW PP                                           | CUSIP: TC9IQFPL1<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       534 | NS      | $525.99       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5255 | NS      | $144044.28    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                                         | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     41545 | NS      | $76442.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR B CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        70 | NS      | $1421.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A-1 CVT PFD STOCK PP                                              | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2865 | NS      | $21430.20     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CANVA SERIES A-3 CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $1103.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE INC PP                                                                   | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2872 | NS      | $21482.56     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AA CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       610 | NS      | $12383.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sound Bank                                                                      | DOGWOOD ST BANK NON-VOTING COMMON STK PP                                        | CUSIP: 000000000<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |      5570 | NS      | $100260.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | BLACKSTONE PARTNERS OFFSHORE FD-E1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29350 | NS      | $63469574.01  | 2.08%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                             | INSCRIPTA SERIES E CVT PFD STOCK PP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14444 | NS      | $80597.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5932 | NS      | $82336.16     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14736 | NS      | $113467.20    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP                                                                       | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |      2133 | NS      | $224263.62    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4398 | NS      | $205518.54    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6676 | NS      | $139020.36    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAX Labs Inc                                                                    | PAX LABS CLASS A COMMON PP                                                      | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     70144 | NS      | $46295.04     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ABL SPACE SYSTEMS SER B CVT PFD STOCK PP                                        | CUSIP: TC6KIBHA0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2868 | NS      | $195012.81    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     50717 | NS      | $283193.58    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9216 | NS      | $173537.28    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SERIES C CVT PFD STOCK PP                                              | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2367 | NS      | $44665.29     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES B CVT PFD STOCK PP                                                | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        52 | NS      | $388.96       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP WTS 10/28 PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $1249.92      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SILA NANO SER F CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5247 | NS      | $163548.99    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Seismic Software Inc                                                            | SEISMIC SOFTWARE SER F CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: 254900747XH47G3UTN18 | Long             | EP               | CORP              | US        |      1875 | NS      | $19406.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC CVT PFD SR D PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26046 | NS      | $200554.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CAVA GROUP SER E CVT PFD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16822 | NS      | $983414.12    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ROVER GROUP EARNOUT SHS 16.00 PP                                                | CUSIP: TC5I02VQ4<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13478 | NS      | $433.89       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC SR A-1 CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         7 | NS      | $482.37       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC SR F CVT PFD STOCK PP                                          | CUSIP: TC55OKSU1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       204 | NS      | $14057.64     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ant Group Co Ltd                                                                | ANT International                                                               | CUSIP: 000000000<br>LEI: 30030071TC2VB5OCSC22 | Long             | EC               | CORP              | US        |    268681 | NS      | $381527.02    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CONVOY SERIES D CVT PFD STOCK PP                                                | CUSIP: TC4TYZUT6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16522 | NS      | $85583.96     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SER B CVT PFD STOCK PP                                                 | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6732 | NS      | $127032.84    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | PLEX SYSTEMS HOLD BACK AMOUNT PP                                                | CUSIP: TC4N9R779<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      3739 | NS      | $3552.05      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                    | FARMERS BUSINESS NETWORK INC CVT SR D PP                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |     11951 | NS      | $742847.87    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP INC PP                                                                | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |       605 | NS      | $63609.70     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES D CVT PFD STOCK PP                                                 | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3669 | NS      | $74827.82     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A CVT PFD STOCK PP                                                | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3491 | NS      | $26112.68     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR B PP                                                  | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |         7 | NS      | $103566.68    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES C CVT PFD STOCK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9815 | NS      | $200173.10    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | TORCHYS HOLDINGS CVT PFD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17718 | NS      | $71049.18     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Scholar Rock Holding Corp                                                       | SCHOLAR ROCK WTS 12.25 PP                                                       | CUSIP: TC2K72CM5<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      2126 | NS      | $9759.19      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10416 | NS      | $486739.68    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CONVOY SERIES C CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20804 | NS      | $107764.72    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | REDWOOD MATERIALS SER C CVT STOCK PP                                            | CUSIP: TC25HIZF2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3356 | NS      | $261768.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR E CVT PFD STOCK PP                                         | CUSIP: TC1Y9MK33<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7740 | NS      | $157122.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5896 | NS      | $358064.08    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SecurityScorecard Inc                                                           | SECURITYSCORECARD SER E CVT PFD STOCK PP                                        | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |     23436 | NS      | $114367.68    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | TORCHYS HOLDINGS LLC CL A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90236 | NS      | $361846.36    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER B CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11776 | NS      | $715156.48    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR C PP                                                  | CUSIP: 000000000<br>LEI: 54930011XLBUWMQUC829 | Long             | EC               | CORP              | US        |        77 | NS      | $1139233.48   | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $264864.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CLEERLY SER C CVT PFD STK PP                                                    | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10046 | NS      | $118347.91    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GUSTO INC SER E CVT PFD PP                                                      | CUSIP: TC18PZKC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12516 | NS      | $235676.28    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES C CVT PFD STOCK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20748 | NS      | $287982.24    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CARIS LIFE SER D CVT PFD STOCK PP                                               | CUSIP: TC13PNHL5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22236 | NS      | $146312.88    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Seismic Software Inc                                                            | SEISMIC SOFTWARE SER E CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: 254900747XH47G3UTN18 | Long             | EP               | CORP              | US        |     20060 | NS      | $207621.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CARIS LIFE SCIENCES SER C CVT PFD PP                                            | CUSIP: TC104V422<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     38898 | NS      | $255948.84    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AB CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        60 | NS      | $1218.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC COMMON STOCK PP                                                      | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11790 | NS      | $90783.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CANVA SERIES A CVT PFD STOCK PP                                                 | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        30 | NS      | $16554.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SERVICETITAN INC SR D CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3321 | NS      | $228850.11    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOLUTION INC PP                                                          | CUSIP: TC0IKXPT0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $55216.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KARDIUM SERIES D6 CVT PFD STOCK PP                                              | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    118345 | NS      | $120219.58    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mexico Government International Bond                                            | ICE_MEXICO CDS 12/20/2027                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-30321.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | ICE_INDONESIA CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | N/A              | DCR              | CORP              | US        |         1 | NC      | $6145.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | BARCLAYS BANK PLC SNR OPCO CDS 06/20/2024                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $246.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MSCI EAFE DEC22                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -158 | NC      | $-1113363.53  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       -18 | NC      | $3516.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | S&P500 EMINI FUT DEC22                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        47 | NC      | $373773.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | S&P500 EMINI FUT DEC22                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       479 | NC      | $3809309.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    513456 | NS      | $6226591.33   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                             | JOHNSON MATTHEY PLC                                                             | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     99632 | NS      | $2529179.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                        | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      1757 | NS      | $2767835.16   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     11008 | NS      | $3703971.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                                                                     | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     54084 | NS      | $2173539.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                 | DIRECT LINE INSURANCE GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    491269 | NS      | $1243215.87   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | SVENSKA HANDELSBANKEN AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    368517 | NS      | $3743340.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                                     | SOUTH32 LTD                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |    800918 | NS      | $2224576.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                                          | TECHNOPRO HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |    110800 | NS      | $3104498.07   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                      | ZALANDO SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     53343 | NS      | $1677788.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                         | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    100300 | NS      | $3245232.97   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomad Foods Ltd                                                                 | NOMAD FOODS LTD                                                                 | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     44497 | NS      | $778252.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                                       | WOODSIDE ENERGY GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     24898 | NS      | $615883.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                          | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |   1747369 | NS      | $2826810.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    291673 | NS      | $5695248.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                           | BRIDGEPOINT GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    464080 | NS      | $1111454.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                         | DEFINITY FINANCIAL CORP                                                         | CUSIP: 000000000<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     32611 | NS      | $966099.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Communities REIT                                                       | FLAGSHIP COMMUNITIES REIT                                                       | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |     10032 | NS      | $162518.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     85700 | NS      | $3240858.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| dentalcorp Holdings Ltd                                                         | DENTALCORP HOLDINGS LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30246 | NS      | $203940.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Scentre Group                                                                   | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1196120 | NS      | $2439714.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                                                  | DR. MARTENS PLC                                                                 | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    324801 | NS      | $806914.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     82949 | NS      | $1032715.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301384.71    | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XP Inc                                                                          | XP INC                                                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     62801 | NS      | $1099645.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CORP                                                                   | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86864.08     | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Alcon Inc                                                                       | ALCON INC                                                                       | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     20715 | NS      | $1428498.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                          | DR ING HC F PORSCHE AG                                                          | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     29901 | NS      | $3385309.89   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                   | CLARIVATE PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |     76524 | NS      | $749169.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kookmin Bank                                                                    | KOOKMIN BANK                                                                    | CUSIP: AW6616543<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    350000 | PA      | $327420.15    | 0.01%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK GMBH                                                            | CUSIP: AW8992017<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98840.35     | 0.00%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     41547 | NS      | $2989291.73   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                                     | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     55807 | NS      | $2908885.97   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                | ESSENT GROUP LTD                                                                | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     11824 | NS      | $474024.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                                                      | GREAT PORTLAND ESTATES PLC                                                      | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |    255428 | NS      | $1541373.11   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                      | UMICORE SA                                                                      | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |     65965 | NS      | $2380632.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO Copper Corp                                                                 | ERO COPPER CORP                                                                 | CUSIP: 000000000<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |     22165 | NS      | $280615.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| National Grid PLC                                                               | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    290052 | NS      | $3567952.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CRISPR Therapeutics AG                                                          | CRISPR THERAPEUTICS AG                                                          | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      5445 | NS      | $298331.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    208049 | NS      | $4743088.31   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                         | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     81367 | NS      | $4336749.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P 500 INDEX                                                                   | SPX US 12/16/22 C3875                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -454 | NC      | $-10276290.00 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                   | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     50385 | NS      | $1441296.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     13332 | NS      | $8139454.73   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Prothena Corp PLC                                                               | PROTHENA CORP PLC                                                               | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      5896 | NS      | $368558.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     15033 | NS      | $9141867.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | EATON CORP PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     67277 | NS      | $10996425.65  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      6489 | NS      | $680376.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                         | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    359094 | NS      | $3773962.54   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    329629 | NS      | $4670652.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Altus Group Ltd/Canada                                                          | ALTUS GROUP LTD/CANADA                                                          | CUSIP: 000000000<br>LEI: 54930041VO1EIY4IV355 | Long             | EC               | CORP              | CA        |      5575 | NS      | $220612.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                                             | TE CONNECTIVITY LTD                                                             | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     27201 | NS      | $3430590.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                          | OTSUKA HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     71800 | NS      | $2460538.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| NXP Semiconductors NV                                                           | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     26801 | NS      | $4712687.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    151600 | NS      | $1539438.77   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                           | JULIUS BAER GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     60180 | NS      | $3466509.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite International SA                                                      | SAMSONITE INTERNATIONAL SA                                                      | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    567000 | NS      | $1536914.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | ACCENTURE PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8017 | NS      | $2412555.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                                            | STROEER SE & CO KGAA                                                            | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     21170 | NS      | $972652.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     41787 | NS      | $2259319.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                                          | WELCIA HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     53400 | NS      | $1177857.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                       | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     91507 | NS      | $20094022.13  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                                                              | FRANCO-NEVADA CORP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1485 | NS      | $216918.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     23028 | NS      | $2832018.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     27914 | NS      | $4064030.26   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                    | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |    103530 | NS      | $3648481.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                        | WILMAR INTERNATIONAL LTD                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   1302500 | NS      | $3951175.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    133978 | NS      | $8373637.85   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     44677 | NS      | $3640321.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    177121 | NS      | $8856252.70   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                        | IPSEN SA                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      9815 | NS      | $1097172.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                                       | ELEKTA AB                                                                       | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    265170 | NS      | $1578148.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                       | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    115800 | NS      | $4711792.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    399379 | NS      | $6071277.02   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                            | RENTOKIL INITIAL PLC                                                            | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    152421 | NS      | $1004112.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                       | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     57151 | NS      | $2113615.43   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                       | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     23086 | NS      | $2853099.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                               | ELECTRIC POWER DEVELOPMENT CO LTD                                               | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    113200 | NS      | $1746582.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                         | PING AN INSURANCE GROUP CO OF CHINA LTD                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    198000 | NS      | $1222453.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     25549 | NS      | $3938122.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                                    | ZENTALIS PHARMACEUTICALS INC                                                    | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9856 | NS      | $218014.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum  Brands Inc                                                                 | YUM! BRANDS INC                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     23735 | NS      | $3053745.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                                                     | XOMETRY INC                                                                     | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     15874 | NS      | $670359.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                                      | XENCOR INC                                                                      | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     17911 | NS      | $532314.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $227780.03    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     26556 | NS      | $1864762.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109748.41    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS & RESORTS INC                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      9618 | NS      | $705191.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Plaza Trust 2017-WWP                                                  | WORLDWIDE PLAZA TRUST 2017-WWP                                                  | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86374.12     | 0.00%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Workiva Inc                                                                     | WORKIVA INC                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     14857 | NS      | $1196879.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50697.52     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $463500.00    | 0.02%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $182325.00    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE LTD                                                            | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $230371.68    | 0.01%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                              | WILLSCOT MOBILE MINI HOLDINGS CORP                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      8259 | NS      | $398166.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    104378 | NS      | $3414204.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                                        | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     24090 | NS      | $1651128.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-JWDR                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-JWDR                                 | CUSIP: 95002NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86664.08     | 0.00%             | 2031-09-15      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                  | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $547309.72    | 0.02%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    670000 | PA      | $589770.18    | 0.02%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1533647.36   | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431535.00    | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C35                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                                  | CUSIP: 95000FAV8<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $331660.93    | 0.01%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                           | WELLS FARGO MORTGAGE BACKED SECURITIES 2020-RR1 TRUST                           | CUSIP: 949796AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24023 | PA      | $19797.14     | 0.00%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168609.53    | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    362374 | NS      | $17375833.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Wellfleet CLO 2017-2A Ltd                                                       | WELLFLEET CLO 2017-2A LTD                                                       | CUSIP: 94951MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208476 | PA      | $205189.67    | 0.01%             | 2029-10-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Warby Parker Inc                                                                | WARBY PARKER INC                                                                | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53546 | NS      | $911888.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     80965 | NS      | $12340685.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP INC                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     10384 | NS      | $1029469.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                        | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22                                        | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $218742.49    | 0.01%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189850.40    | 0.01%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205912.46    | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    785000 | PA      | $733183.72    | 0.02%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     43000 | PA      | $36498.40     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $134811.15    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP PLC                                                              | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    236884 | NS      | $2660207.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244519.00    | 0.01%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $386775.00    | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    104095 | NS      | $22588615.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                                       | VIMEO INC                                                                       | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     51867 | NS      | $221990.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                                          | VERVE THERAPEUTICS INC                                                          | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9420 | NS      | $218826.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 2021-5                                               | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133351 | PA      | $103921.99    | 0.00%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-INV1                                            | VERUS SECURITIZATION TRUST 2020-INV1                                            | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90991.47     | 0.00%             | 2060-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                               | VERUS SECURITIZATION TRUST 2019-4                                               | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24890 | PA      | $23589.84     | 0.00%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                            | VERUS SECURITIZATION TRUST 2019-INV2                                            | CUSIP: 92537HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92483 | PA      | $89046.22     | 0.00%             | 2059-07-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Veritex Holdings Inc                                                            | VERITEX HOLDINGS INC                                                            | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     22972 | NS      | $750265.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    413000 | PA      | $330176.15    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    430000 | PA      | $357205.30    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144040.88    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $150838.38    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    138188 | NS      | $5386568.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                               | VEEVA SYSTEMS INC                                                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     10212 | NS      | $1943956.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                                     | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      4971 | NS      | $228964.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                                                  | UTZ BRANDS INC                                                                  | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45532 | NS      | $867839.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                                      | UPWORK INC                                                                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     20237 | NS      | $247903.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1132536.10   | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     59206 | NS      | $32430678.56  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5910000 | PA      | $5982028.13   | 0.20%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8135000 | PA      | $7899847.66   | 0.26%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $4756493.75   | 0.16%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6010000 | PA      | $5621228.13   | 0.18%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2435000 | PA      | $2277105.47   | 0.07%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3460000 | PA      | $3226990.63   | 0.11%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3195000 | PA      | $3209477.34   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2360000 | PA      | $2452925.00   | 0.08%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6125000 | PA      | $5604375.00   | 0.18%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $4194093.75   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3630000 | PA      | $3258492.19   | 0.11%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4155468.75   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class A Pass Through Trust                               | UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST                               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70311 | PA      | $56993.69     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                              | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44226 | PA      | $36146.48     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PACIFIC CORP                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     17578 | NS      | $3821984.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                   | ULTRAGENYX PHARMACEUTICAL INC                                                   | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      6119 | NS      | $222119.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                                 | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      8136 | NS      | $3781938.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                    | UWM MORTGAGE TRUST 2021-INV2                                                    | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221480 | PA      | $175004.04    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US Physical Therapy Inc                                                         | US PHYSICAL THERAPY INC                                                         | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      8316 | NS      | $718585.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    121113 | NS      | $5497319.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $192309.00    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                        | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                        | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167534 | PA      | $162806.61    | 0.01%             | 2034-09-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247976.04    | 0.01%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 Trust                                                             | TRK 2021-INV1 TRUST                                                             | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139651 | PA      | $113389.37    | 0.00%             | 2056-07-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                         | TRINITY ACQUISITION PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $190125.00    | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Inc                                                          | TRICON RESIDENTIAL INC                                                          | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |     81235 | NS      | $696183.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                                             | TREEHOUSE FOODS INC                                                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     11568 | NS      | $571806.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     78210 | NS      | $14845040.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    535000 | PA      | $423110.10    | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                   | TRANSURBAN FINANCE CO PTY LTD                                                   | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $233643.75    | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TRANSUNION                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     14269 | NS      | $900088.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21347.78     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84891.69     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-2                                                | TOWD POINT MORTGAGE TRUST 2017-2                                                | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6885 | PA      | $6780.10      | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                | TOWD POINT MORTGAGE TRUST 2017-1                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6477 | PA      | $6354.93      | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-5                                                | TOWD POINT MORTGAGE TRUST 2017-5                                                | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18059 | PA      | $17766.30     | 0.00%             | 2057-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66769.57     | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toro Co/The                                                                     | TORO CO/THE                                                                     | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      8757 | NS      | $971939.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                                       | TOAST INC                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     70120 | NS      | $1287403.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                                      | THERMON GROUP HOLDINGS INC                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     11597 | NS      | $235535.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     24540 | NS      | $13747798.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     59100 | NS      | $10665186.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                                    | TEXAS CAPITAL BANCSHARES INC                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     15833 | NS      | $949821.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                                  | TETRA TECH INC                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4235 | NS      | $654688.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     81779 | NS      | $15922371.30  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                             | TERRENO REALTY CORP                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8856 | NS      | $519315.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                                         | TENAYA THERAPEUTICS INC                                                         | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6070 | NS      | $16085.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                                    | TELEFLEX INC                                                                    | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      4230 | NS      | $990327.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      5572 | NS      | $2340797.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                                  | TC ENERGY CORP                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     45225 | NS      | $2011608.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $305600.00    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91800.00     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     26359 | NS      | $2187269.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Real Assets Fund Inc                                               | T ROWE PRICE REAL ASSETS FUND INC                                               | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |   8769054 | NS      | $125134404.04 | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Limited Duration Inflation Focused Bond Fund                       | T ROWE PR LTD DUR INFL FO-I                                                     | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |     17133 | NS      | $80353.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236833.30    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1158863.48   | 0.04%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                 | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     43641 | NS      | $6609865.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     61807 | NS      | $4947650.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO XXXI Ltd                                                           | SYMPHONY CLO XXXI LTD                                                           | CUSIP: 87168YAE0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $237775.79    | 0.01%             | 2035-04-22      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     21942 | NS      | $7450186.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     19973 | NS      | $4671484.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                                             | STEPSTONE GROUP INC                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28410 | NS      | $851731.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                                                  | STERICYCLE INC                                                                  | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     20725 | NS      | $1080394.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CJ7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189327.80    | 0.01%             | 2026-03-30      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $527388.95    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $219411.47    | 0.01%             | 2031-04-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     34062 | NS      | $2308381.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                                      | SOUTHWEST GAS HOLDINGS INC                                                      | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23752 | NS      | $1626061.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    292668 | NS      | $19796063.52  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167284.76    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SouthState Corp                                                                 | SOUTHSTATE CORP                                                                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     12987 | NS      | $1140907.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                                                   | SNOWFLAKE INC                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      8850 | NS      | $1264665.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                                           | SKYLINE CHAMPION CORP                                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19300 | NS      | $1003407.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                                                | SKECHERS USA INC                                                                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     27318 | NS      | $1152000.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                                                    | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     11469 | NS      | $1439703.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                        | SIMPLY GOOD FOODS CO/THE                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12300 | NS      | $490770.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                                      | SIGNATURE BANK/NEW YORK NY                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      8568 | NS      | $1195236.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                     | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     72553 | NS      | $2965966.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                                                   | SHOALS TECHNOLOGIES GROUP INC                                                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19152 | NS      | $554833.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    285000 | PA      | $251598.29    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     23281 | NS      | $5801159.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                  | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     34521 | NS      | $14371092.30  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC                                                       | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288222 | PA      | $223927.17    | 0.01%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH4                                                 | SEQUOIA MORTGAGE TRUST 2018-CH4                                                 | CUSIP: 81747LAB7<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |      2212 | PA      | $2188.17      | 0.00%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                 | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17731 | PA      | $16602.23     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                                                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      7102 | PA      | $6456.78      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-CH2                                                 | SEQUOIA MORTGAGE TRUST 2017-CH2                                                 | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25111 | PA      | $23296.02     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-5                                                   | SEQUOIA MORTGAGE TRUST 2017-5                                                   | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111839 | PA      | $95625.38     | 0.00%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-4                                                   | SEQUOIA MORTGAGE TRUST 2013-4                                                   | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85948 | PA      | $79460.46     | 0.00%             | 2043-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                                                                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68638.20     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     42795 | NS      | $7112101.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                                                   | SELECTIVE INSURANCE GROUP INC                                                   | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     25322 | NS      | $2433950.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                                        | SEER INC                                                                        | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10391 | NS      | $67125.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                                         | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     55153 | NS      | $3219280.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     66025 | NS      | $5449703.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                                                       | SCHOLAR ROCK HOLDING CORP                                                       | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     25661 | NS      | $199385.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank NA - SBCLN                                                       | SANTANDER BANK NA - SBCLN                                                       | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138797 | PA      | $133192.20    | 0.00%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $133318.23    | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                                   | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $212989.32    | 0.01%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-A                                        | SANTANDER RETAIL AUTO LEASE TRUST 2021-A                                        | CUSIP: 80286TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $283128.63    | 0.01%             | 2027-03-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $141701.17    | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $152153.05    | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $478211.89    | 0.02%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | SANOFI                                                                          | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     52994 | NS      | $2403277.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                                        | SANDY SPRING BANCORP INC                                                        | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6089 | NS      | $212018.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                                        | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      5547 | NS      | $1351193.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37550.00     | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15187.50     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    545000 | PA      | $534100.00    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                            | SPX TECHNOLOGIES INC                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     21747 | NS      | $1454874.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                                                  | SS&C TECHNOLOGIES HOLDINGS INC                                                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     22962 | NS      | $1234437.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMRT 2022-MINI                                                                  | SMRT 2022-MINI                                                                  | CUSIP: 78457JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $268567.16    | 0.01%             | 2039-01-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                         | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                         | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107609 | PA      | $102939.91    | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2016-A                                         | CUSIP: 78449FAB7<br>LEI: 54930039BHEBCRK29U41 | Long             | ABS-O            | CORP              | US        |     20302 | PA      | $19402.13     | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $209081.21    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC AVIATION CAPITAL FINANCE DAC                                               | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $202461.42    | 0.01%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                            | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                            | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8387 | PA      | $8018.40      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SJW Group                                                                       | SJW GROUP                                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12711 | NS      | $949384.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     12321 | NS      | $4346848.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $185113.93    | 0.01%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $243005.66    | 0.01%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33275.78     | 0.00%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Ruth s Hospitality Group Inc                                                    | RUTH'S HOSPITALITY GROUP INC                                                    | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     20758 | NS      | $363472.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                            | RUSH ENTERPRISES INC                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     13741 | NS      | $708073.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                       | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     65202 | NS      | $3812360.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Multi-Strategy Total Return Fund                                   | T ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND                                   | CUSIP: 77958R209<br>LEI: 549300KYJ7NTF2T39559 | Long             | EC               | RF                | US        |   7545249 | NS      | $72132584.73  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Inflation Protected Bond Fund Inc                                  | T ROWE PR INFL PROT BND-I                                                       | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |       514 | NS      | $5560.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PR INST FLOAT RT-INV                                                     | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   2575285 | NS      | $23692624.27  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional High Yield Fund                                      | T ROWE PR INST HI YLD                                                           | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   5213054 | NS      | $38837253.10  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price US Treasury Long-Term Index Fund                                   | T ROWE PR US TRS LNG TRM-I                                                      | CUSIP: 77957T503<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |   7923539 | NS      | $64814546.84  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price International Bond Fund - USD Hedged                               | T ROWE PR INTL BD USD HG-I                                                      | CUSIP: 77956H195<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |   7226605 | NS      | $63449592.44  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $205337.86    | 0.01%             | 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        |     87873 | NS      | $10340015.91  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     11199 | NS      | $4915129.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $56984.83     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132728.40    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     99000 | PA      | $92552.63     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                                                           | RIVIAN AUTOMOTIVE INC                                                           | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57469 | NS      | $1841306.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICAN INC                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171949.05    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                                                   | REXFORD INDUSTRIAL REALTY INC                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     24422 | NS      | $1350292.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                 | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                    | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   2593635 | NS      | $2593635.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund                                             | T. Rowe Price Treasury Reserve Fund                                             | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  68910900 | NS      | $68910899.82  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     21793 | NS      | $3035546.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                                             | REPLIMUNE GROUP INC                                                             | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      5569 | NS      | $113997.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repare Therapeutics Inc                                                         | REPARE THERAPEUTICS INC                                                         | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9774 | NS      | $156677.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                                          | RELAY THERAPEUTICS INC                                                          | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7888 | NS      | $146559.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    660000 | PA      | $619661.46    | 0.02%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Red Rock Resorts Inc                                                            | RED ROCK RESORTS INC                                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7430 | NS      | $334795.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                                                   | RED ROBIN GOURMET BURGERS INC                                                   | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |     12207 | NS      | $101196.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                                                       | REATA PHARMACEUTICALS INC                                                       | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      4815 | NS      | $190577.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76056.56     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                                                | RBC BEARINGS INC                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3689 | NS      | $874182.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                                           | RAPT THERAPEUTICS INC                                                           | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |     11166 | NS      | $197414.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid Micro Biosystems Inc                                                      | RAPID MICRO BIOSYSTEMS INC                                                      | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30559 | NS      | $62645.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                              | RH                                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1601 | NS      | $459214.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                                            | QUAKER CHEMICAL CORP                                                            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      6549 | NS      | $1288777.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                                      | PROMETHEUS BIOSCIENCES INC                                                      | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $164440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                    | PROLOGIS INC                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     60094 | NS      | $7078472.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     91429 | NS      | $12082342.35  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                                         | PRIVIA HEALTH GROUP INC                                                         | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29325 | NS      | $701747.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                                        | PROCEPT BIOROBOTICS CORP                                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27196 | NS      | $1166708.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     78013 | NS      | $11636419.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price US Large-Cap Core Fund Inc                                         | T ROWE PRICE US LARGE-CAP CORE FUND INC                                         | CUSIP: 74149R305<br>LEI: 549300UPL95VCG3J6X04 | Long             | EC               | RF                | US        |   2040651 | NS      | $65321230.91  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Emerging Markets Bond Fund                           | T ROWE PR INST EM MRKT BND                                                      | CUSIP: 74144Q401<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6034835 | NS      | $37717717.20  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Global Funds Inc - T. Rowe Price Institutional Emerging Markets   | T. ROWE PRICE GLOBAL FUNDS INC - T. ROWE PRICE INSTITUTIONAL EMERGING MARKETS   | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |   5460309 | NS      | $185868913.05 | 6.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Partnering Corp                                                   | POST HOLDINGS PARTNERING CORP                                                   | CUSIP: 737465203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17985 | NS      | $179490.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS INC                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     12596 | NS      | $1179111.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                                                     | POPULAR INC                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      8718 | NS      | $636588.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     58310 | NS      | $3276555.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                | PLANET FITNESS MASTER ISSUER LLC                                                | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    273625 | PA      | $237495.56    | 0.01%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCIAL PARTNERS INC                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     14718 | NS      | $1234693.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     21640 | NS      | $4040972.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66099.93     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    163549 | NS      | $16300928.83  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78766.30     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152439.45    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     99000 | PA      | $86360.57     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                 | PERKINELMER INC                                                                 | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     21314 | NS      | $2978205.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    222849 | NS      | $8582094.02   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    140630 | NS      | $16738289.39  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     30167 | NS      | $9853262.99   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                         | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    161110 | NS      | $5063395.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     93034 | NS      | $8275798.05   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Penumbra Inc                                                                    | PENUMBRA INC                                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      4310 | NS      | $902988.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     29510 | NS      | $1760566.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    282915 | NS      | $7997600.41   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennant Group Inc/The                                                           | PENNANT GROUP INC/THE                                                           | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     19243 | NS      | $198972.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                                             | PAYONEER GLOBAL INC                                                             | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152982 | NS      | $826102.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     21115 | NS      | $1655627.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                                                  | PAYCOR HCM INC                                                                  | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28485 | NS      | $823786.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                             | PAYCOM SOFTWARE INC                                                             | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      3392 | NS      | $1150227.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                                    | PARSONS CORP                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     25584 | NS      | $1266408.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87143.94     | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82533.98     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                                             | PAR TECHNOLOGY CORP                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     24284 | NS      | $591801.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John s International Inc                                                   | PAPA JOHN'S INTERNATIONAL INC                                                   | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     24034 | NS      | $2001070.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                             | ASTELLAS PHARMA INC                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    387300 | NS      | $6006879.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-1 Ltd                                                    | PALMER SQUARE CLO 2022-1 LTD                                                    | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241192.39    | 0.01%             | 2035-04-20      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                     | PACIFIC PREMIER BANCORP INC                                                     | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     24407 | NS      | $901838.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77544.40     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178434.36    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $160890.77    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89239.08     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Biosciences of California Inc                                           | PACIFIC BIOSCIENCES OF CALIFORNIA INC                                           | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     48937 | NS      | $526072.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                                                         | P10 INC                                                                         | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41490 | NS      | $424442.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                                   | PRA GROUP INC                                                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     20815 | NS      | $715619.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64987.79     | 0.00%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68002.48     | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS BANK LTD                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    199900 | NS      | $4609190.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                                              | OUTSET MEDICAL INC                                                              | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34581 | NS      | $728967.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    467600 | NS      | $6883871.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                                      | TOSOH CORP                                                                      | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     27000 | NS      | $320572.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                              | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      8700 | NS      | $2952532.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    604759 | NS      | $9712341.03   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                                      | THK CO LTD                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     55500 | NS      | $1094760.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                               | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     59500 | NS      | $2146400.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                              | ORIGIN BANCORP INC                                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     20791 | NS      | $850767.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                                  | SUMITOMO RUBBER INDUSTRIES LTD                                                  | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |     77200 | NS      | $672231.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                                   | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    183400 | NS      | $3006708.37   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                                         | STANLEY ELECTRIC CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68400 | NS      | $1406415.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Option Care Health Inc                                                          | OPTION CARE HEALTH INC                                                          | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     32116 | NS      | $967012.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52579.10     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138476.96    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Onto Innovation Inc                                                             | ONTO INNOVATION INC                                                             | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     12882 | NS      | $1029915.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE GAS INC                                                                     | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6763 | NS      | $588042.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                                 | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     47800 | NS      | $3959760.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie s Bargain Outlet Holdings Inc                                             | OLLIE'S BARGAIN OUTLET HOLDINGS INC                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     35875 | NS      | $2184787.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olink Holding AB                                                                | OLINK HOLDING AB                                                                | CUSIP: 680710100<br>LEI: 8945004Z7ZHV3LML4J27 | Long             | EC               | CORP              | SE        |     19119 | NS      | $455605.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                   | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      7803 | NS      | $2361265.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                      | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    126494 | NS      | $6077904.10   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                             | SOFTBANK GROUP CORP                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     35300 | NS      | $1546793.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                                        | SMC CORP                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      2700 | NS      | $1232039.35   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd                                              | OCTAGON INVESTMENT PARTNERS 29 LTD                                              | CUSIP: 67591JAL6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242368.76    | 0.01%             | 2033-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                             | OBX 2020-EXP1 TRUST                                                             | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126245 | PA      | $111624.02    | 0.00%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Challenger Ltd                                                                  | CHALLENGER LTD                                                                  | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |    245749 | NS      | $1229386.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 Trust                                                             | OBX 2021-NQM3 TRUST                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149940 | PA      | $112509.41    | 0.00%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                                             | OBX 2019-EXP2 TRUST                                                             | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40021 | PA      | $36364.48     | 0.00%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                             | OBX 2019-EXP3 TRUST                                                             | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30153 | PA      | $27905.87     | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OZLM VII Ltd                                                                    | OZLM VII LTD                                                                    | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    182294 | PA      | $179420.13    | 0.01%             | 2029-07-17      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2014-7 Ltd                                                              | OCP CLO 2014-7 LTD                                                              | CUSIP: 67107KBB1<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239010.44    | 0.01%             | 2029-07-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73204.28     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                                                          | NURIX THERAPEUTICS INC                                                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4451 | NS      | $55147.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     91507 | NS      | $7357162.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    108130 | NS      | $18298839.90  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                                 | PICC PROPERTY & CASUALTY CO LTD                                                 | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |   2424000 | NS      | $2455772.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76896.09     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                     | NOVANTA INC                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5762 | NS      | $908955.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      6760 | NS      | $3605040.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                                                      | OMRON CORP                                                                      | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     24400 | NS      | $1269074.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                               | NIPPON TELEGRAPH & TELEPHONE CORP                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    343500 | NS      | $9524914.60   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | DENSO CORP                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     36300 | NS      | $2003050.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                        | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    145200 | NS      | $1424079.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                     | MURATA MANUFACTURING CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     57000 | NS      | $3126637.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    200800 | NS      | $4070835.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                        | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    375600 | NS      | $3764181.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                 | MITSUBISHI CORP                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     83700 | NS      | $2818945.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    302200 | NS      | $2821843.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                                      | WORLEY LTD                                                                      | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    311092 | NS      | $3155245.27   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                                      | NAVER CORP                                                                      | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      9329 | NS      | $1356096.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     20619 | NS      | $5288773.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $200344.40    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nkarta Inc                                                                      | NKARTA INC                                                                      | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15495 | NS      | $131397.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10266 | NS      | $286832.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                                                        | NIKE INC                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     46737 | NS      | $5126581.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                                                      | NEXTERA ENERGY PARTNERS LP                                                      | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     11550 | NS      | $929659.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69660.85     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $140275.35    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227375.96    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NexTier Oilfield Solutions Inc                                                  | NEXTIER OILFIELD SOLUTIONS INC                                                  | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    107767 | NS      | $1098145.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    245400 | NS      | $5062301.64   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     69325 | NS      | $1979005.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                           | KIRIN HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    113200 | NS      | $1786930.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV2                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172911 | PA      | $136927.00    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                                         | LARGAN PRECISION CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15000 | NS      | $1130186.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                         | IGO LTD                                                                         | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |    714482 | NS      | $7630460.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135930 | PA      | $114926.91    | 0.00%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO LTD                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     44200 | NS      | $1077224.85   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                              | SUMITOMO MITSUI TRUST HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     53058 | NS      | $1701606.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAA0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242665.39    | 0.01%             | 2035-06-18      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD                                       | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $556327.32    | 0.02%             | 2032-01-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 29 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 29 LTD                                       | CUSIP: 64130XAA4<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244962.70    | 0.01%             | 2031-10-19      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     19925 | NS      | $6087685.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                          | HAMAMATSU PHOTONICS KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     49400 | NS      | $2608536.90   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NeoGenomics Inc                                                                 | NEOGENOMICS INC                                                                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30598 | NS      | $343003.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                                                       | NCINO INC                                                                       | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5140 | NS      | $134256.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466630 | PA      | $405869.14    | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66492 | PA      | $59529.98     | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-F                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F                                | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158316 | PA      | $146346.03    | 0.00%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45038 | PA      | $40409.47     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208024.00    | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    441400 | NS      | $2407194.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $161658.60    | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE CORP                                                                | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $249658.50    | 0.01%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     40000 | PA      | $36414.84     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $18757.58     | 0.00%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV / NXP FUNDING LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    105000 | PA      | $104830.32    | 0.00%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104362.50    | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                      | NBN CO LTD                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $169432.41    | 0.01%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | UTAH ACQUISITION SUB INC                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355708.50    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc                                                       | MITSUBISHI HC CAPITAL INC                                                       | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    274700 | NS      | $1310596.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER PRODUCTS INC                                                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     61215 | NS      | $713766.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberAgent Inc                                                                  | CYBERAGENT INC                                                                  | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |    239600 | NS      | $2180934.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                   | RIO TINTO LTD                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     16131 | NS      | $1204254.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                        | CENTRAL JAPAN RAILWAY CO                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     16600 | NS      | $2011975.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MorphoSys AG                                                                    | MORPHOSYS AG                                                                    | CUSIP: 617760202<br>LEI: 529900493806K77LRE72 | Long             | EC               | CORP              | DE        |     25426 | NS      | $104755.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                                             | MORPHIC HOLDING INC                                                             | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      7397 | NS      | $203565.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Eaton Vance Clo 2021-1 Ltd                                       | MORGAN STANLEY EATON VANCE CLO 2021-1 LTD                                       | CUSIP: 61773KAC6<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $242956.35    | 0.01%             | 2034-09-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105599.88    | 0.00%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                     | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18                     | CUSIP: 61763XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $116126.18    | 0.00%             | 2031-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     93256 | NS      | $2432000.13   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47496.00     | 0.00%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118619.04    | 0.00%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89089.67     | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Housing Development Finance Corp Ltd                                            | HOUSING DEVELOPMENT FINANCE CORP LTD                                            | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |     86343 | NS      | $2871586.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     49339 | NS      | $1532240.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                                                   | NTT DATA CORP                                                                   | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |    346400 | NS      | $5358977.79   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Monte Rosa Therapeutics Inc                                                     | MONTE ROSA THERAPEUTICS INC                                                     | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9820 | NS      | $83273.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                                       | MONRO INC                                                                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24377 | NS      | $1108422.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                                    | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      8854 | NS      | $3381873.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                     | MONGODB INC                                                                     | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     13389 | NS      | $2044366.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    178272 | NS      | $12052969.92  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                                           | MOLINA HEALTHCARE INC                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      7270 | NS      | $2448317.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                                                 | Z HOLDINGS CORP                                                                 | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    496800 | NS      | $1367167.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                                | BEIJING ENTERPRISES HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |    312500 | NS      | $993883.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ModivCare Inc                                                                   | MODIVCARE INC                                                                   | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     11632 | NS      | $895664.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $234119.93    | 0.01%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                       | AMCOR PLC                                                                       | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    150800 | NS      | $1851917.43   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EC               | CORP              | AU        |    150765 | NS      | $2545626.30   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                                | ASAHI KASEI CORP                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    291600 | NS      | $2167269.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Teleperformance                                                                 | TELEPERFORMANCE                                                                 | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |     11117 | NS      | $2537807.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-2                                            | MILL   CITY MORTGAGE LOAN TRUST 2017-2                                          | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15936 | PA      | $15615.38     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232750 | PA      | $231586.25    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                          | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    142993 | NS      | $2142696.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                       | ZURICH INSURANCE GROUP AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     11357 | NS      | $5456323.44   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    640185 | NS      | $4040631.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39206.25     | 0.00%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111550.00    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197500.00    | 0.01%             | 2026-02-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     34604 | NS      | $1994920.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    331882 | NS      | $84676373.48  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    153213 | NS      | $11751437.10  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     36807 | NS      | $4053186.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evotec SE                                                                       | EVOTEC SE                                                                       | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     59609 | NS      | $1064985.37   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                 | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     43352 | NS      | $11825992.08  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     51830 | NS      | $18472212.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                                     | MASIMO CORP                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      4800 | NS      | $695712.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54245 | NS      | $2523477.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MARIETTA MATERIALS INC                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68969.94     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    114030 | NS      | $15814232.56  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183752.36    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73496.79     | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69823.76     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     21880 | NS      | $3789178.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                               | MARRIOTT VACATIONS WORLDWIDE CORP                                               | CUSIP: 57164Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3584 | NS      | $533944.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                          | SANOFI                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     94464 | NS      | $8532867.99   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                                                        | MANHATTAN ASSOCIATES INC                                                        | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      8090 | NS      | $1018854.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                         | MAGNOLIA OIL & GAS CORP                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82696 | NS      | $2156711.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     64811 | NS      | $3991709.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67584.64     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113345.44    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    365000 | PA      | $332191.25    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                 | MADISON PARK FUNDING XXXIII LTD                                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242526.36    | 0.01%             | 2032-10-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MSCG Trust 2018-SELF                                                            | MSCG TRUST 2018-SELF                                                            | CUSIP: 55358PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214760 | PA      | $209230.32    | 0.01%             | 2037-10-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2375 | NS      | $1206096.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                                                  | MSA SAFETY INC                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2437 | NS      | $343641.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269392.55    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MGE Energy Inc                                                                  | MGE ENERGY INC                                                                  | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6711 | NS      | $483259.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                       | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      5555 | NS      | $3337650.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                         | LULULEMON ATHLETICA INC                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     13472 | NS      | $5123536.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163622.52    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                                              | BARRY CALLEBAUT AG                                                              | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |      1193 | NS      | $2436589.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc                                                         | LIVE OAK BANCSHARES INC                                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24695 | NS      | $823578.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                                  | LITTELFUSE INC                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4754 | NS      | $1171861.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     39869 | NS      | $14794588.52  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                              | LIBERTY ENERGY INC                                                              | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68739 | NS      | $1136255.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     23331 | NS      | $7369244.52   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     42700 | NS      | $1336996.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                     | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     28210 | NS      | $2485595.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Legalzoom.com Inc                                                               | LEGALZOOM.COM INC                                                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     23669 | NS      | $209470.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    117474 | NS      | $5949260.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                                      | LATTICE SEMICONDUCTOR CORP                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     44206 | NS      | $3219522.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                            | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86162.44     | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landstar System Inc                                                             | LANDSTAR SYSTEM INC                                                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4216 | NS      | $729283.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH CORP                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     11378 | NS      | $5374739.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     51164 | NS      | $2605035.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    204826 | NS      | $3013227.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     83193 | NS      | $4828264.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     53816 | NS      | $12220537.28  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $150008.40    | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $168332.60    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $641709.75    | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                         | KYMERA THERAPEUTICS INC                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4964 | NS      | $143856.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                                               | KURA ONCOLOGY INC                                                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     15906 | NS      | $250837.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                              | KRAFT HEINZ CO/THE                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    179971 | NS      | $7081858.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN INC                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    352902 | NS      | $6747486.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK CORP                                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     19936 | NS      | $2703919.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                                                     | KIMBELL ROYALTY PARTNERS LP                                                     | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |     10804 | NS      | $186585.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    470000 | PA      | $446623.61    | 0.01%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    120664 | NS      | $4666076.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marel HF                                                                        | MAREL HF                                                                        | CUSIP: 000000000<br>LEI: 5299008YTLEN09WTHW26 | Long             | EC               | CORP              | IS        |     51164 | NS      | $201032.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER CORP                                                                     | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     13321 | NS      | $758231.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                                        | KEARNY FINANCIAL CORP/MD                                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32148 | NS      | $310871.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                                         | KARUNA THERAPEUTICS INC                                                         | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3836 | NS      | $902649.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                                                  | STOREBRAND ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    374494 | NS      | $3369759.81   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     47616 | NS      | $5283312.13   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KIND Trust 2021-KIND                                                            | KIND TRUST 2021-KIND                                                            | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446771 | PA      | $410326.22    | 0.01%             | 2038-08-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| KKR Acquisition Holdings I Corp                                                 | KKR ACQUISITION HOLDINGS I CORP                                                 | CUSIP: 48253T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41277 | NS      | $415246.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     26918 | NS      | $10582811.70  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON & JOHNSON                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    126299 | NS      | $22481222.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                                                     | JOHN BEAN TECHNOLOGIES CORP                                                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     10004 | NS      | $918967.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                                 | JP MORGAN MORTGAGE TRUST 2020-5                                                 | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161385 | PA      | $128625.69    | 0.00%             | 2050-12-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187146.20    | 0.01%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    208000 | PA      | $198293.26    | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51126.96     | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250813.48    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249952.41    | 0.01%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $408214.28    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $258506.44    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $692412.06    | 0.02%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157102.93    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111472.20    | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                   | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $74715.66     | 0.00%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499395 | PA      | $434514.10    | 0.01%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    120546 | NS      | $16657046.28  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161962 | PA      | $135300.75    | 0.00%             | 2050-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6491 | PA      | $6245.63      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14604 | PA      | $14042.00     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                              | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51740 | PA      | $44321.62     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                              | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60019 | PA      | $54190.80     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                       | IONIS PHARMACEUTICALS INC                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     15200 | NS      | $620008.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                          | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     42909 | NS      | $11602164.51  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                      | INTUIT INC                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     25515 | NS      | $10399658.85  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                      | GENMAB A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      4062 | NS      | $1882310.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                          | INTERNATIONAL FLAVORS & FRAGRANCES INC                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     31763 | NS      | $3361160.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245566.25    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intellia Therapeutics Inc                                                       | INTELLIA THERAPEUTICS INC                                                       | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      5509 | NS      | $283493.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                      | INSMED INC                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     50632 | NS      | $936185.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     47582 | NS      | $2568000.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175404.00    | 0.01%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Infinera Corp                                                                   | INFINERA CORP                                                                   | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     11973 | NS      | $80817.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                                   | INDEPENDENCE REALTY TRUST INC                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     43830 | NS      | $794199.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98549 | PA      | $75621.64     | 0.00%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Icosavax Inc                                                                    | ICOSAVAX INC                                                                    | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18189 | NS      | $60751.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                                     | IDACORP INC                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     12848 | NS      | $1420089.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                                 | ICU MEDICAL INC                                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      7139 | NS      | $1136742.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                                                         | IAA INC                                                                         | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     17216 | NS      | $643361.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170006.97    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108168.48    | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Huron Consulting Group Inc                                                      | HURON CONSULTING GROUP INC                                                      | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      7756 | NS      | $603882.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV1                                               | HUNDRED ACRE WOOD TRUST 2021-INV1                                               | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338338 | PA      | $260573.25    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV2                                               | HUNDRED ACRE WOOD TRUST 2021-INV2                                               | CUSIP: 44555PBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123615 | PA      | $97827.48     | 0.00%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78483.82     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259201.01    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     20587 | NS      | $11320791.30  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                                     | HUBBELL INC                                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     18459 | NS      | $4689693.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTERNATIONAL INC                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     30031 | NS      | $6593306.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     20108 | NS      | $6514790.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                                          | HOME BANCSHARES INC/AR                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34698 | NS      | $883064.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | FRESENIUS SE & CO KGAA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     90267 | NS      | $2515090.94   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HilleVax Inc                                                                    | HILLEVAX INC                                                                    | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6797 | NS      | $135940.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280641.20    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99773.41     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Heritage Commerce Corp                                                          | HERITAGE COMMERCE CORP                                                          | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     60533 | NS      | $860173.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                                         | HELIOS TECHNOLOGIES INC                                                         | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     13706 | NS      | $722854.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     95000 | PA      | $68793.49     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230043.84    | 0.01%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Haynes International Inc                                                        | HAYNES INTERNATIONAL INC                                                        | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     16171 | NS      | $807903.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                                      | HASBRO INC                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112848.48    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                       | HARTFORD FINANCIAL SERVICES GROUP INC/THE                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     57922 | NS      | $4423503.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133312 | PA      | $105648.42    | 0.00%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $225306.96    | 0.01%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANCE GROUP INC/THE                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      8981 | NS      | $1322901.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    731929 | NS      | $1625074.99   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| L Oreal SA                                                                      | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     13092 | NS      | $4916778.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                      | HALEON PLC                                                                      | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     85851 | NS      | $591513.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $158093.76    | 0.01%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST                                                           | CUSIP: 40441RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $147266.43    | 0.00%             | 2029-05-21      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 2021-16 Ltd                                                 | HPS LOAN MANAGEMENT 2021-16 LTD                                                 | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241561.07    | 0.01%             | 2035-01-23      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $235214.21    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $457153.73    | 0.02%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $260689.52    | 0.01%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $352386.84    | 0.01%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA HEALTHCARE INC                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     31728 | NS      | $7621700.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93983.50     | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39716.19     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104474.74    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78414.00     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    199000 | PA      | $170145.00    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346242.00    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | GREAT WOLF TRUST 2019-WOLF                                                      | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $180440.72    | 0.01%             | 2036-12-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                      | GREAT WOLF TRUST 2019-WOLF                                                      | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $217074.06    | 0.01%             | 2036-12-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $63343.14     | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26597.13     | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | GRAY OAK PIPELINE LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24265.70     | 0.00%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                                       | GRACO INC                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     14270 | NS      | $998471.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135000 | PA      | $115752.58    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13011 | PA      | $12044.45     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16626 | PA      | $15168.08     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25465 | PA      | $4084.36      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14127 | PA      | $2143.83      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38375GQN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7439 | PA      | $51.91        | 0.00%             | 2037-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd                                              | GOLUB CAPITAL PARTNERS CLO 53B LTD                                              | CUSIP: 38177YAC6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $250803.44    | 0.01%             | 2034-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177212.61    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255731.03    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1257471.24   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     36978 | NS      | $14279054.70  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                         | GSK PLC                                                                         | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     70456 | NS      | $2437073.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                                        | GIBRALTAR INDUSTRIES INC                                                        | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15223 | NS      | $770436.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                                               | GENERATION BIO CO                                                               | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24118 | NS      | $128548.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221133.12    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173877.03    | 0.01%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160780.29    | 0.01%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94029.20     | 0.00%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72052.65     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS CO                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52320.79     | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    181876 | NS      | $15635879.72  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1                                           | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170124 | PA      | $164575.59    | 0.01%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-2                                            | GALTON FUNDING MORTGAGE TRUST 2018-2                                            | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12120 | PA      | $11438.31     | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70577 | PA      | $62739.45     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18190 | PA      | $16493.19     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6634 | PA      | $6800.13      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1                                    | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212036 | PA      | $167541.55    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR2                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                                    | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210577 | PA      | $165785.76    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-INV1                                   | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                                   | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172992 | PA      | $146130.79    | 0.00%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3458 | PA      | $3375.20      | 0.00%             | 2044-07-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15335 | PA      | $15837.54     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15335 | PA      | $15837.54     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16941 | PA      | $17970.38     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29606 | PA      | $29050.75     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63411 | PA      | $61541.15     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170679 | PA      | $161372.83    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80347 | PA      | $76437.64     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | GINNIE MAE II POOL                                                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24852 | PA      | $23740.22     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22912 | PA      | $21347.89     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AARG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262660 | PA      | $247024.51    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135517 | PA      | $128600.93    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7157 | PA      | $6737.61      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAE42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52134 | PA      | $49300.96     | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26965 | PA      | $26073.44     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11808 | PA      | $12195.22     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23988 | PA      | $24092.87     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4102 | PA      | $3807.65      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11855 | PA      | $12644.36     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34495 | PA      | $35632.88     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2GK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193620 | PA      | $185700.34    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43386 | PA      | $41026.90     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100821 | PA      | $95166.17     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172526 | PA      | $162418.19    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6923 | PA      | $7126.55      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36206URB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       292 | PA      | $301.64       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57047 | PA      | $57595.60     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25903 | PA      | $26661.81     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6101 | PA      | $6160.26      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56861 | PA      | $57407.82     | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42930 | PA      | $43343.59     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23383 | PA      | $23607.26     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9591 | PA      | $9872.03      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12880 | PA      | $13256.46     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9665 | PA      | $9757.77      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6563 | PA      | $6754.90      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5983 | PA      | $6263.02      | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3224 | PA      | $3254.77      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31663 | PA      | $33146.65     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5279 | PA      | $5431.13      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202CKP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $30.68        | 0.00%             | 2025-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9485 | PA      | $8639.41      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8434 | PA      | $7666.75      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13740 | PA      | $12499.21     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15094 | PA      | $13729.02     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10490 | PA      | $9538.71      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194CTV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36706 | PA      | $33376.34     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8722 | PA      | $7930.78      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27649 | PA      | $25094.50     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15478 | PA      | $14051.94     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22775 | PA      | $20704.31     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10315 | PA      | $9394.15      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11176 | PA      | $10177.49     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10090 | PA      | $9185.58      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193UCX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13159 | PA      | $12418.21     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193EPR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93304 | PA      | $88140.02     | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36192STM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6494 | PA      | $6133.96      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING TRUST                                             | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $114487.74    | 0.00%             | 2025-10-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16410 | PA      | $15516.42     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184Q2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5878 | PA      | $5557.89      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21282 | PA      | $20124.10     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57044.82     | 0.00%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8561 | PA      | $8096.62      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17724 | PA      | $17850.24     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5239 | PA      | $5255.05      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56669 | PA      | $53351.17     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    728600 | PA      | $714015.54    | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1102231 | PA      | $1052659.88   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225026 | PA      | $197855.31    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211808 | PA      | $180491.12    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347226 | PA      | $296124.19    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    571478 | PA      | $503157.68    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    316681 | PA      | $279058.10    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440961 | PA      | $398492.24    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1427288 | PA      | $1257156.96   | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211475 | PA      | $186312.44    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29428 | PA      | $26733.81     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1280181 | PA      | $1093487.86   | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    720694 | PA      | $654457.72    | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407652 | PA      | $359317.43    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1273517 | PA      | $1088067.89   | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    280668 | PA      | $240154.60    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254330 | PA      | $229813.11    | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258443 | PA      | $220062.01    | 0.01%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356551 | PA      | $342674.73    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161623 | PA      | $142838.56    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168830 | PA      | $150485.78    | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42119 | PA      | $37542.28     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6539 | PA      | $5860.82      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163347 | PA      | $164193.80    | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17111 | PA      | $17606.33     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15135 | PA      | $15491.82     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60987 | PA      | $62652.27     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21326 | PA      | $21920.48     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4408 | PA      | $4531.41      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       162 | PA      | $166.61       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40311 | PA      | $36001.90     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128440 | PA      | $129253.86    | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68969 | PA      | $71151.05     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16174 | PA      | $16755.54     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20919 | PA      | $21635.99     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71342 | PA      | $72401.82     | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26194 | PA      | $26596.69     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23140 | PA      | $22419.09     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5219 | PA      | $5318.45      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126221 | PA      | $125837.25    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225090 | PA      | $218629.96    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10410 | PA      | $9846.49      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18319 | PA      | $18600.25     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47131 | PA      | $46890.80     | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29746 | PA      | $27931.40     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11023 | PA      | $11191.67     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18034 | PA      | $18310.50     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33970 | PA      | $34296.27     | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48022 | PA      | $45460.92     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8343 | PA      | $7877.76      | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15059 | PA      | $13840.43     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345396 | PA      | $326393.85    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43647 | PA      | $41297.41     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396890 | PA      | $365374.23    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40731 | PA      | $39439.61     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23766 | PA      | $22315.94     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38056 | PA      | $35872.11     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77314 | PA      | $73091.54     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59469 | PA      | $54978.63     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103743 | PA      | $95970.10     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112346 | PA      | $104042.76    | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55970 | PA      | $52917.48     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36814 | PA      | $38548.96     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17975 | PA      | $16646.79     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50878 | PA      | $48445.79     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68668 | PA      | $66706.12     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33540 | PA      | $31934.34     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28448 | PA      | $27724.43     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3418 | PA      | $3331.96      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28503 | PA      | $27788.00     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39660 | PA      | $37818.45     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66586 | PA      | $61800.76     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM4 Trust                                                            | GCAT 2021-NQM4 TRUST                                                            | CUSIP: 36168HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96407 | PA      | $71275.09     | 0.00%             | 2066-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                                                    | HB FULLER CO                                                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4100 | NS      | $329271.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market Inc/The                                                            | FRESH MARKET INC/THE ESCROW                                                     | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |      8050 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Freddie Mac STACR Remic Trust 2020-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2020-DNA2                                         | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    264978 | PA      | $262990.76    | 0.01%             | 2050-02-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396545 | PA      | $399999.57    | 0.01%             | 2042-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72653 | PA      | $68248.78     | 0.00%             | 2042-02-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                         | CUSIP: 35564KPV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270000 | PA      | $246730.67    | 0.01%             | 2042-01-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency Credit Risk Debt Notes                            | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                            | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $120787.46    | 0.00%             | 2033-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                                                                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     19446 | NS      | $1033749.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                                      | FLOOR & DECOR HOLDINGS INC                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      3100 | NS      | $231353.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43585 | PA      | $39929.04     | 0.00%             | 2050-03-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                               | FLAGSTAR MORTGAGE TRUST 2021-5INV                                               | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272815 | PA      | $220659.94    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP                                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     15178 | NS      | $409806.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc                                                                       | FIVE9 INC                                                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     13912 | NS      | $891898.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $394569.11    | 0.01%             | 2035-04-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                                  | FIVE BELOW INC                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      4106 | NS      | $660491.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     88309 | NS      | $3641863.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72349.28     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     98134 | NS      | $10241264.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                                               | FIRSTSERVICE CORP                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     17718 | NS      | $2292177.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                  | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1132652 | NS      | $3312324.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                        | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     35997 | NS      | $2572598.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                                               | FIRST INDUSTRIAL REALTY TRUST INC                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12354 | NS      | $624494.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                                        | FIRST BANCSHARES INC/THE                                                        | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     19120 | NS      | $653712.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                                   | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     10000 | NS      | $546500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance of America HECM Buyout 2022-HB2                                         | FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                         | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264759 | PA      | $259107.97    | 0.01%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70406.85     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fiesta Restaurant Group Inc                                                     | FIESTA RESTAURANT GROUP INC                                                     | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52039 | NS      | $339294.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    251000 | PA      | $204392.06    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81604 | PA      | $81576.12     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17344 | PA      | $16904.36     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19720 | PA      | $19713.72     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21130 | PA      | $20594.66     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48312 | PA      | $47086.97     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3332 | PA      | $3498.44      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11465 | PA      | $12037.24     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32275 | PA      | $33800.27     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11963 | PA      | $12233.40     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9803 | PA      | $9827.55      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9513 | PA      | $9979.33      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53129 | PA      | $55229.21     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11177 | PA      | $11734.11     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2086 | PA      | $2192.71      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418M7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2357 | PA      | $2385.83      | 0.00%             | 2025-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101100 | PA      | $100640.13    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158066 | PA      | $153948.55    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EGD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96722 | PA      | $87148.37     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243429 | PA      | $213468.78    | 0.01%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15531 | PA      | $13993.27     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518997 | PA      | $505532.34    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175238 | PA      | $153667.43    | 0.01%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ED49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49743 | PA      | $41035.92     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513609 | PA      | $436308.93    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176653 | PA      | $1007415.91   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1319906 | PA      | $1087638.64   | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376999 | PA      | $311067.05    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2585954 | PA      | $2133499.99   | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310695 | PA      | $253989.86    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611867 | PA      | $525789.15    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1211918 | PA      | $1001796.49   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152072 | PA      | $126224.88    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210213 | PA      | $208502.91    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273184 | PA      | $263250.31    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213054 | PA      | $199064.43    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150043 | PA      | $144958.56    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6879 | PA      | $6412.34      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19802 | PA      | $18532.20     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108898 | PA      | $105165.41    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277204 | PA      | $259262.13    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85471 | PA      | $77049.18     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52585 | PA      | $50567.07     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36180 | PA      | $34052.84     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16736 | PA      | $16314.45     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8280 | PA      | $8070.31      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41411 | PA      | $40361.36     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10531 | PA      | $10557.90     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11070 | PA      | $11066.35     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6346 | PA      | $6361.60      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3655 | PA      | $3653.19      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6676 | PA      | $6689.08      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3894 | PA      | $3670.27      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24201 | PA      | $22210.19     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22872 | PA      | $21557.15     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64099 | PA      | $58628.91     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46720 | PA      | $42873.06     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16358 | PA      | $15010.66     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22127 | PA      | $20305.02     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26778 | PA      | $24932.90     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11695 | PA      | $11007.67     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23292 | PA      | $23350.60     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14799 | PA      | $15497.38     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2517 | PA      | $2514.76      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2245 | PA      | $2354.35      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4213 | PA      | $4423.39      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $26.07        | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1900 | PA      | $1994.25      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4299 | PA      | $4594.90      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14377 | PA      | $15056.17     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11341 | PA      | $11890.28     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39424 | PA      | $41365.34     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       986 | PA      | $1035.40      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31415VZ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       979 | PA      | $975.58       | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2225 | PA      | $2229.51      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8812 | PA      | $9216.84      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       760 | PA      | $797.58       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97488 | PA      | $91615.34     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63150 | PA      | $59664.34     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3320 | PA      | $3394.59      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9983 | PA      | $10462.63     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10041 | PA      | $10353.59     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       543 | PA      | $569.84       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1235 | PA      | $1297.93      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1777 | PA      | $1863.68      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15509 | PA      | $16317.29     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22505 | PA      | $23207.57     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74070 | PA      | $62922.12     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48799 | PA      | $47562.93     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28463 | PA      | $28351.56     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48773 | PA      | $42237.24     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144001 | PA      | $119441.75    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62096 | PA      | $63529.92     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44625 | PA      | $42095.19     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031852 | PA      | $953700.75    | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280597 | PA      | $273488.25    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99061 | PA      | $96877.41     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277592 | PA      | $230416.18    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40677 | PA      | $41588.32     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40879 | PA      | $39351.20     | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36476 | PA      | $31336.12     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336028 | PA      | $314100.48    | 0.01%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244461 | PA      | $235951.67    | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XBDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45685 | PA      | $45127.20     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353410 | PA      | $350260.51    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125942 | PA      | $128581.24    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XA2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168326 | PA      | $150666.24    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54598 | PA      | $55260.43     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68760 | PA      | $68934.22     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244423 | PA      | $224313.13    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101181 | PA      | $91468.28     | 0.00%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38129 | PA      | $39317.49     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116643 | PA      | $108148.82    | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212130 | PA      | $203990.31    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171027 | PA      | $161327.43    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155711 | PA      | $146795.08    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354458 | PA      | $317035.17    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99246 | PA      | $93633.67     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59988 | PA      | $54423.77     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108426 | PA      | $97596.17     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QP2M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154992 | PA      | $146660.63    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300373 | PA      | $247820.44    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313185 | PA      | $269823.93    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231635 | PA      | $191125.95    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483338 | PA      | $416391.08    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463970 | PA      | $382906.15    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    743436 | PA      | $638350.67    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348316 | PA      | $298842.38    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747458 | PA      | $642108.36    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337081 | PA      | $289850.15    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631728 | PA      | $542424.11    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187342 | PA      | $155243.52    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104070 | PA      | $92844.67     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37601 | PA      | $36924.19     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2250 | PA      | $2014.87      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14364 | PA      | $14200.75     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94500 | PA      | $89160.06     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5415 | PA      | $5170.97      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33717 | PA      | $30099.51     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96122 | PA      | $85798.84     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QBR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314729 | PA      | $284147.65    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16174 | PA      | $16013.88     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214623 | PA      | $213712.15    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MPA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636915 | PA      | $558688.82    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282398 | PA      | $242326.28    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96111 | PA      | $83834.71     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47674 | PA      | $44968.12     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61429 | PA      | $59153.99     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42357 | PA      | $38872.15     | 0.00%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92301 | PA      | $84700.47     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17946 | PA      | $16890.58     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33181 | PA      | $31787.13     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89777 | PA      | $86310.26     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79768 | PA      | $73204.36     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9LQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166050 | PA      | $152376.17    | 0.01%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54060 | PA      | $48865.69     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81839 | PA      | $77019.87     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37699 | PA      | $37444.74     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323428 | PA      | $292381.00    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114155 | PA      | $109885.49    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70770 | PA      | $70300.27     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32306 | PA      | $31290.88     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68912 | PA      | $64958.62     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28970 | PA      | $27429.38     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60819 | PA      | $58728.73     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189355 | PA      | $176830.20    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110696 | PA      | $106115.19    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56816 | PA      | $54993.07     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19485 | PA      | $17624.55     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35472 | PA      | $32012.89     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56547 | PA      | $51054.29     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30384 | PA      | $27410.44     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140EU6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20109 | PA      | $18192.74     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60707 | PA      | $56874.46     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       705 | PA      | $690.96       | 0.00%             | 2035-12-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1786 | PA      | $1748.65      | 0.00%             | 2035-12-01      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3736 | PA      | $3890.85      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11159 | PA      | $11715.65     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       699 | PA      | $740.33       | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2842 | PA      | $2930.97      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       304 | PA      | $319.05       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6998 | PA      | $7216.32      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4422 | PA      | $4642.26      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30038 | PA      | $30920.69     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2680 | PA      | $2811.92      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14687 | PA      | $15146.12     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13611 | PA      | $14035.67     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7744 | PA      | $8130.36      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1786 | PA      | $1841.43      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6023 | PA      | $6210.85      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1125 | PA      | $1160.10      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6736 | PA      | $6945.78      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2079 | PA      | $2144.02      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2818 | PA      | $2929.22      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647 | PA      | $678.65       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2980 | PA      | $3072.69      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28042 | PA      | $28915.54     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11230 | PA      | $11759.81     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48815 | PA      | $50877.60     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402DC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17249 | PA      | $17786.34     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31400B5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $109.01       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1459 | PA      | $1502.76      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26480 | PA      | $25458.90     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16353 | PA      | $15763.20     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9894 | PA      | $9303.11      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6704 | PA      | $6118.93      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12016 | PA      | $11314.93     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165704 | PA      | $152054.48    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6576 | PA      | $6196.87      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4777 | PA      | $4502.94      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3801 | PA      | $3450.58      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24872 | PA      | $22549.21     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1219 | PA      | $1094.73      | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJQE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183417 | PA      | $174060.39    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60202 | PA      | $54353.36     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84516 | PA      | $76303.81     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107463 | PA      | $97061.85     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128637 | PA      | $117279.75    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90038 | PA      | $81231.11     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51688 | PA      | $49819.15     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32385 | PA      | $30340.46     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5939 | PA      | $5793.05      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108453 | PA      | $101594.44    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22961 | PA      | $21741.22     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6530 | PA      | $6305.78      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WAZC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23594 | PA      | $23653.51     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21933 | PA      | $21988.20     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12174 | PA      | $11704.34     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39025 | PA      | $35764.10     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9966 | PA      | $9393.32      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38089 | PA      | $35847.68     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40874 | PA      | $38469.69     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20869 | PA      | $19640.38     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10198 | PA      | $9596.11      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ETLH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70114 | PA      | $72216.63     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31815 | PA      | $29983.41     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114889 | PA      | $107656.87    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65888 | PA      | $64336.43     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36027 | PA      | $36115.59     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36734 | PA      | $35874.92     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12854 | PA      | $11452.76     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5770 | PA      | $5629.12      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35231 | PA      | $36329.19     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EQCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12416 | PA      | $12696.47     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EQ2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22924 | PA      | $21476.77     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $12203.69     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9152 | PA      | $9598.66      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71142 | PA      | $69492.06     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58816 | PA      | $55358.39     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35805 | PA      | $37508.35     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EMTQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51412 | PA      | $53583.59     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3217 | PA      | $3366.77      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16968 | PA      | $17011.07     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27418 | PA      | $25852.48     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5053 | PA      | $5167.16      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19950 | PA      | $18805.17     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11792 | PA      | $12058.24     | 0.00%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9759 | PA      | $9783.71      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86089 | PA      | $83907.13     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84729 | PA      | $83012.96     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6551 | PA      | $6866.15      | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5001 | PA      | $5279.77      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10135 | PA      | $10364.35     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5992 | PA      | $6311.59      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62942 | PA      | $61347.25     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2890 | PA      | $2798.09      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4485 | PA      | $4230.38      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18321 | PA      | $17866.34     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31705 | PA      | $30901.08     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29169 | PA      | $28429.20     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2569 | PA      | $2676.64      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8311 | PA      | $8729.37      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                                                             | FEDERAL SIGNAL CORP                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     24697 | NS      | $1200027.23   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113312 | PA      | $17705.86     | 0.00%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1701 | PA      | $1783.67      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11838 | PA      | $12376.90     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5721 | PA      | $5962.85      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5065 | PA      | $5390.38      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       727 | PA      | $134.74       | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30120 | PA      | $31603.53     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $567.16       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6120 | PA      | $6425.31      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133WJRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348289 | PA      | $322678.57    | 0.01%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31608 | PA      | $28478.23     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149960 | PA      | $135112.54    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289497 | PA      | $255072.04    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429896 | PA      | $365188.76    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33014 | PA      | $29745.08     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43037 | PA      | $35682.58     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740032 | PA      | $637576.89    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647729 | PA      | $534497.13    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69277 | PA      | $61449.34     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579505 | PA      | $478724.18    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KJL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43478 | PA      | $36102.87     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93019 | PA      | $89153.40     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26776 | PA      | $26360.84     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KGKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52113 | PA      | $48298.01     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133BNSV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214628 | PA      | $213650.66    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133B9DC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265354 | PA      | $218919.46    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133B7FR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44778 | PA      | $38409.46     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35466 | PA      | $30452.78     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133APV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28317 | PA      | $24317.48     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69879 | PA      | $60953.76     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AM5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10090 | PA      | $8670.36      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AM4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47491 | PA      | $40783.07     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8879 | PA      | $7629.62      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133A1CC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223206 | PA      | $199935.29    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 31336CMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       457 | PA      | $448.69       | 0.00%             | 2035-07-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277028 | PA      | $259933.90    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25726 | PA      | $25818.89     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52460 | PA      | $48192.96     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64218 | PA      | $58994.76     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9406 | PA      | $8882.39      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30107 | PA      | $28362.85     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14214 | PA      | $13389.94     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58704 | PA      | $55314.84     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18820 | PA      | $18362.79     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12216 | PA      | $11919.46     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27505 | PA      | $26836.37     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWFG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104553 | PA      | $104076.68    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143670 | PA      | $135932.94    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402357 | PA      | $331689.31    | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689467 | PA      | $1446454.95   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377090 | PA      | $322835.72    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445506 | PA      | $2016371.57   | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265356 | PA      | $219299.45    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVMC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561468 | PA      | $502175.47    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26084 | PA      | $23407.10     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVL52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605861 | PA      | $526448.50    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DV4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51924 | PA      | $49517.63     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211273 | PA      | $193887.14    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67235 | PA      | $63226.69     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177523 | PA      | $147354.44    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110909 | PA      | $105005.02    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374373 | PA      | $331981.64    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49792 | PA      | $46064.27     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69711 | PA      | $63164.62     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132D9JV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260254 | PA      | $238279.65    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173346 | PA      | $169731.09    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43495 | PA      | $41034.18     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132ACFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243491 | PA      | $227476.35    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A8Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218233 | PA      | $208397.03    | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A8GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94433 | PA      | $91022.55     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44624 | PA      | $40255.78     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3131XW4R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338090 | PA      | $315993.24    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297ENC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $247.84       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297BM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29320 | PA      | $30349.84     | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37777 | PA      | $36858.91     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13022 | PA      | $12705.95     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       310 | PA      | $302.09       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13122 | PA      | $13169.90     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       303 | PA      | $295.59       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       858 | PA      | $840.63       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14648 | PA      | $14995.83     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7968 | PA      | $8135.78      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1412 | PA      | $1445.03      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2183 | PA      | $2184.21      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16781 | PA      | $16743.95     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31284 | PA      | $29508.68     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53288 | PA      | $50321.06     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3425 | PA      | $3573.31      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       602 | PA      | $589.33       | 0.00%             | 2037-02-01      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97753 | PA      | $88245.56     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21620 | PA      | $21692.18     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14704 | PA      | $14751.17     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68382 | PA      | $64823.45     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MCCW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       837 | PA      | $848.09       | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MC6H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.74         | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43504 | PA      | $43544.50     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97192 | PA      | $89289.06     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39863 | PA      | $37643.19     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       153 | PA      | $149.19       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8AW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $99.52        | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12377 | PA      | $12421.40     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14520 | PA      | $14864.20     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3679 | PA      | $3692.35      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9354 | PA      | $9758.78      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       902 | PA      | $948.20       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       643 | PA      | $671.21       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5306 | PA      | $5477.30      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5219 | PA      | $5191.33      | 0.00%             | 2037-02-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4003 | PA      | $3912.08      | 0.00%             | 2037-01-01      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287X5U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2150 | PA      | $2216.07      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       424 | PA      | $424.78       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287QN98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       646 | PA      | $665.49       | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                        | ASOS PLC                                                                        | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |     80415 | NS      | $627921.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Farfetch Ltd                                                                    | FARFETCH LTD                                                                    | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |     60165 | NS      | $511402.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107090 | PA      | $105957.79    | 0.00%             | 2030-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226902 | PA      | $221513.29    | 0.01%             | 2029-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12903 | PA      | $12709.35     | 0.00%             | 2029-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     81016 | NS      | $9567989.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                               | FB FINANCIAL CORP                                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     25932 | NS      | $1110148.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    180924 | NS      | $20144078.16  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263767.35    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-1                                      | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $351545.81    | 0.01%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $269377.21    | 0.01%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                      | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $402966.77    | 0.01%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     63640 | NS      | $2632786.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD/EUR FWD 20230224 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-956.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESCO Technologies Inc                                                           | ESCO TECHNOLOGIES INC                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     14618 | NS      | $1374238.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      9145 | NS      | $432924.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                                       | WEST FRASER TIMBER CO LTD                                                       | CUSIP: 000000000<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      5358 | NS      | $419112.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                 | EQUITY LIFESTYLE PROPERTIES INC                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     14530 | NS      | $965082.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                                           | EQUITY BANCSHARES INC                                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     15184 | NS      | $555127.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167565.77    | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69064.96     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     21851 | NS      | $1688863.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                                            | ENPRO INDUSTRIES INC                                                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      3700 | NS      | $439560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance America LLC                                                        | ENEL FINANCE AMERICA LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207672.60    | 0.01%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89872.19     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $439179.02    | 0.01%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29597.31     | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96278.18     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206500.00    | 0.01%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Enerpac Tool Group Corp                                                         | ENERPAC TOOL GROUP CORP                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     48490 | NS      | $1214189.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                        | ENCORE CAPITAL GROUP INC                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     10947 | NS      | $551728.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                                    | EMBECTA CORP                                                                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     12909 | NS      | $424964.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLUTIONS INC                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    109702 | NS      | $2145771.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                            | EDISON INTERNATIONAL                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14804.57     | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14992.02     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                        | EASTGROUP PROPERTIES INC                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     15054 | NS      | $2336982.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                                           | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19683 | NS      | $1381943.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                                                                         | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $348670.80    | 0.01%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204656.20    | 0.01%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Axis Capital Holdings Ltd                                                       | AXIS CAPITAL HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     28526 | NS      | $1641956.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                                  | DUTCH BROS INC                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5340 | NS      | $201531.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                    | DOXIMITY INC                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13654 | NS      | $464099.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                                    | DUOLINGO INC                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10349 | NS      | $721014.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY CORP                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    520000 | PA      | $491616.84    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd                                                               | DRYDEN 86 CLO LTD                                                               | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $256010.71    | 0.01%             | 2034-07-17      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211238 | PA      | $174559.28    | 0.01%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127075 | PA      | $109752.14    | 0.00%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      8472 | NS      | $1202600.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                                       | DOUBLEVERIFY HOLDINGS INC                                                       | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53447 | NS      | $1400311.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                    | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     24900 | NS      | $1450425.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY INC                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    140595 | NS      | $8591760.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL CORP                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     49890 | NS      | $12755875.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                          | SUN LIFE FINANCIAL INC                                                          | CUSIP: 000000000<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |    107936 | NS      | $5114552.76   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210540.60    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO/THE                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     76763 | NS      | $7512794.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                                   | DIME COMMUNITY BANCSHARES INC                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24874 | NS      | $887255.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                                         | DIGITALBRIDGE GROUP INC                                                         | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     25923 | NS      | $374068.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217962.50    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     12028 | NS      | $1780384.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY CORP                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     20533 | NS      | $1406921.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                                 | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     20585 | NS      | $1429628.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FINANCIAL CORP                                                         | CUSIP: 000000000<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    144887 | NS      | $2609829.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Definitive Healthcare Corp                                                      | DEFINITIVE HEALTHCARE CORP                                                      | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13683 | NS      | $155575.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                     | CUSIP: 24381WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74912 | PA      | $61485.03     | 0.00%             | 2066-04-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                     | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     14694 | NS      | $1113511.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $192036.80    | 0.01%             | 2025-03-28      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    260000 | PA      | $242280.48    | 0.01%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     50461 | NS      | $13796542.01  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     22010 | NS      | $2553380.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DC Office Trust 2019-MTC                                                        | DC OFFICE TRUST 2019-MTC                                                        | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $202697.76    | 0.01%             | 2045-09-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| DBCG 2017-BBG Mortgage Trust                                                    | DBCG 2017-BBG MORTGAGE TRUST                                                    | CUSIP: 233062AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $352823.11    | 0.01%             | 2034-06-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2779 | NS      | $697973.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                                       | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31358 | NS      | $1297907.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64003.17     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67416.05     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    585000 | PA      | $473917.28    | 0.02%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                         | CROWN CASTLE TOWERS LLC                                                         | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $337787.54    | 0.01%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      7731 | NS      | $909552.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                                                       | CROSSFIRST BANKSHARES INC                                                       | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29098 | NS      | $403589.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                                              | COUPA SOFTWARE INC                                                              | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      6940 | NS      | $438885.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545000 | PA      | $556194.90    | 0.02%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2220000 | PA      | $2246329.16   | 0.07%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220000 | PA      | $215471.09    | 0.01%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115000 | PA      | $106752.34    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360000 | PA      | $325106.95    | 0.01%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245000 | PA      | $215293.75    | 0.01%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                | QUIDELORTHO CORP                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     11695 | NS      | $1024598.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70580.40     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     92206 | NS      | $2050661.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conyers Park III Acquisition Corp                                               | CONYERS PARK III ACQUISITION CORP                                               | CUSIP: 21289P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26344 | NS      | $262386.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     12387 | NS      | $1529918.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                         | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     73185 | NS      | $5219222.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                    | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96677 | PA      | $94930.68     | 0.00%             | 2041-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                    | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476896 | PA      | $467093.60    | 0.02%             | 2042-01-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                                    | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                    | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $156892.98    | 0.01%             | 2041-12-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                    | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203931 | PA      | $201387.14    | 0.01%             | 2042-03-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                    | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253145 | PA      | $250140.23    | 0.01%             | 2042-03-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                   | CONFLUENT INC                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     28851 | NS      | $664438.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                                                  | COMMUNITY HEALTHCARE TRUST INC                                                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     11418 | NS      | $402598.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52725.79     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237879.90    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                    | COLD STORAGE TRUST 2020-ICE5                                                    | CUSIP: 193051AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113044 | PA      | $108505.02    | 0.00%             | 2037-11-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     47704 | NS      | $3034451.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                      | COCA-COLA CONSOLIDATED INC                                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1089 | NS      | $535570.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                               | Clearwater Analytics Holdings                                                   | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11695 | NS      | $219398.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                                | CLEAR SECURE INC                                                                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51887 | NS      | $1612647.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20230224 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2253.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                                    | CUSIP: 17328EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $78138.54     | 0.00%             | 2041-12-10      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555                                    | CUSIP: 17328EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $96384.91     | 0.00%             | 2041-12-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351091.65    | 0.01%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $253892.24    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203643.70    | 0.01%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     67877 | NS      | $3285925.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2022-INV1                                         | CITIGROUP MORTGAGE LOAN TRUST 2022-INV1                                         | CUSIP: 17290FBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114329 | PA      | $92575.45     | 0.00%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                     | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3102 | NS      | $1432441.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                                           | CINEMARK HOLDINGS INC                                                           | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     26187 | NS      | $356405.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy s Holdings Inc                                                             | CHUY'S HOLDINGS INC                                                             | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25715 | NS      | $814908.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4002 | NS      | $6511093.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60438 | NS      | $11078889.78  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                                       | CHESAPEAKE UTILITIES CORP                                                       | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11042 | NS      | $1322058.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204750.00    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69650.00     | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $130579.68    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $34852.62     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $67313.88     | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $287904.13    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $283406.34    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47389.35     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Certara Inc                                                                     | CERTARA INC                                                                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5821 | NS      | $98840.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                                               | CEREVEL THERAPEUTICS HOLDINGS INC                                               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     12958 | NS      | $375263.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                                                        | CERIDIAN HCM HOLDING INC                                                        | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      2620 | NS      | $179312.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    685000 | PA      | $537725.00    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    130438 | NS      | $11354627.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151992.38    | 0.00%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149028.75    | 0.00%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cavco Industries Inc                                                            | CAVCO INDUSTRIES INC                                                            | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1932 | NS      | $443645.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                                                    | CATALENT INC                                                                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19906 | NS      | $997887.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                          | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                          | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $179725.60    | 0.01%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $653100.00    | 0.02%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                       | CARLYLE US CLO 2019-4 LTD                                                       | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $394690.92    | 0.01%             | 2035-04-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $122834.14    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH INC                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37594.05     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capitol Federal Financial Inc                                                   | CAPITOL FEDERAL FINANCIAL INC                                                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38946 | NS      | $325978.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71638.20     | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111718.62    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    880000 | PA      | $641505.04    | 0.02%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                  | CALIFORNIA WATER SERVICE GROUP                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     11984 | NS      | $778121.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                                             | CAL-MAINE FOODS INC                                                             | CUSIP: 128030202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3516 | NS      | $204912.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                                              | CADRE HOLDINGS INC                                                              | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12633 | NS      | $327700.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                    | CADENCE BANK                                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     35234 | NS      | $1016148.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                                      | CACTUS INC                                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     12001 | NS      | $652734.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67907.18     | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    489000 | PA      | $451784.66    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVRx Inc                                                                        | CVRX INC                                                                        | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6326 | NS      | $84641.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                                                                 | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $113799.00    | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL FINANCE PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $128160.23    | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CTS Corp                                                                        | CTS CORP                                                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     31049 | NS      | $1319582.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSMC 2020-NET                                                                   | CSMC 2020-NET                                                                   | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122165 | PA      | $109144.12    | 0.00%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    223761 | NS      | $7314747.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                                             | CSW INDUSTRIALS INC                                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      6070 | NS      | $734166.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL GROUP INC                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78111.25     | 0.00%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35936 | PA      | $33539.11     | 0.00%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22613 | PA      | $21216.52     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                   | COMM 2017-PANW MORTGAGE TRUST                                                   | CUSIP: 12595HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $157890.29    | 0.01%             | 2029-10-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                   | COMM 2017-PANW MORTGAGE TRUST                                                   | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $447497.42    | 0.01%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                   | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125491 | PA      | $117197.56    | 0.00%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                                 | COMM 2015-CCRE24 MORTGAGE TRUST                                                 | CUSIP: 12593JBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $112930.24    | 0.00%             | 2048-08-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-INV1                                                             | CIM TRUST 2021-INV1                                                             | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274660 | PA      | $216193.25    | 0.01%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-III Ltd                                                       | CIFC FUNDING 2021-III LTD                                                       | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $251638.93    | 0.01%             | 2036-07-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd                                                       | CIFC FUNDING 2020-III LTD                                                       | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $270516.73    | 0.01%             | 2034-10-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2020-I Ltd                                                         | CIFC FUNDING 2020-I LTD                                                         | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $271150.98    | 0.01%             | 2036-07-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      9415 | NS      | $3096499.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      9865 | NS      | $1251276.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2021-LGCY                                                              | BX TRUST 2021-LGCY                                                              | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $167117.98    | 0.01%             | 2036-10-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     11793 | NS      | $2307654.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                                                      | BUMBLE INC                                                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21142 | NS      | $515019.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                                     | BRUKER CORP                                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     26536 | NS      | $1788791.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FAL5<br>LEI: 549300GR48KUO03W2V88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70067.33     | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     29549 | NS      | $16282385.47  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107918.25    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    504000 | PA      | $445856.54    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                            | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15050 | NS      | $1116710.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                                                           | BOSTON PROPERTIES INC                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4407 | NS      | $317656.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                                          | BOSTON BEER CO INC/THE                                                          | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      5016 | NS      | $1927999.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      8037 | NS      | $855136.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HOLDINGS INC                                                            | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97749.30     | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2145 | NS      | $4460420.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    225000 | PA      | $188909.33    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38207.68     | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254874.00    | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELINES LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173089.18    | 0.01%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    595000 | PA      | $516717.64    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $308599.13    | 0.01%             | 2031-01-13      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                                                        | BLUEPRINT MEDICINES CORP                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     16597 | NS      | $793170.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                                            | BLUE FOUNDRY BANCORP                                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     16017 | NS      | $209342.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                                   | BLACKLINE INC                                                                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     12386 | NS      | $838408.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ s Restaurants Inc                                                            | BJ'S RESTAURANTS INC                                                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     25558 | NS      | $819900.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                                           | BILL.COM HOLDINGS INC                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     21643 | NS      | $2606250.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Sky Growth Partners Inc                                                     | BIG SKY GROWTH PARTNERS INC                                                     | CUSIP: 08954L201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27360 | NS      | $274420.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   4661023 | NS      | $2659643.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     20680 | NS      | $6588648.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $123802.58    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd                                              | BENEFIT STREET PARTNERS CLO XX LTD                                              | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241853.07    | 0.01%             | 2034-07-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XI                                                  | BENEFIT STREET PARTNERS CLO XI                                                  | CUSIP: 08179CAQ4<br>LEI: 254900O9QVOQ1G7RF178 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241371.55    | 0.01%             | 2029-04-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc                                                             | BELLRING BRANDS INC                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     51324 | NS      | $1278480.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROTHERS GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     55548 | NS      | $720401.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66541.65     | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $272587.18    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99946.73     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304836.16    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON AND CO                                                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     89924 | NS      | $22421650.16  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                                       | BEACON ROOFING SUPPLY INC                                                       | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     15000 | NS      | $875850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2                             | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2                             | CUSIP: 07336LBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410883 | PA      | $320917.00    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                             | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV4                             | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276550 | PA      | $215950.26    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                                   | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    115632 | NS      | $1791005.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192705.20    | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $276118.50    | 0.01%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $226369.63    | 0.01%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                  | BANKUNITED INC                                                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     30999 | NS      | $1138283.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | BANK OF IRELAND GROUP PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197927.20    | 0.01%             | 2026-09-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $465014.40    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1191741.75   | 0.04%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $217837.69    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89537.69     | 0.00%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307544.49    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22554.30     | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $438167.08    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    614063 | NS      | $23242284.55  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $167456.00    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $170854.60    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198971.20    | 0.01%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-CSMO                                          | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $331011.93    | 0.01%             | 2027-06-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust 2022-WSS                                         | BXSC COMMERCIAL MORTGAGE TRUST 2022-WSS                                         | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95237.60     | 0.00%             | 2035-03-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust 2022-WSS                                         | BXSC COMMERCIAL MORTGAGE TRUST 2022-WSS                                         | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $439245.49    | 0.01%             | 2035-03-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-21M                                           | BX COMMERCIAL MORTGAGE TRUST 2021-21M                                           | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115477 | PA      | $107681.64    | 0.00%             | 2036-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX TRUST 2021-ARIA                                                              | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $208083.35    | 0.01%             | 2036-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                              | BX TRUST 2021-ARIA                                                              | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $204999.41    | 0.01%             | 2036-10-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                           | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $296847.05    | 0.01%             | 2034-04-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144961 | PA      | $125174.09    | 0.00%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $75172.47     | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71841.44     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    665000 | PA      | $605227.81    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX                            | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                            | CUSIP: 05493LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $146270.63    | 0.00%             | 2038-09-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $117900.02    | 0.00%             | 2034-11-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust 2015-GTP                                                           | BBCCRE TRUST 2015-GTP                                                           | CUSIP: 05490TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $306119.61    | 0.01%             | 2033-08-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HOLDINGS INC                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    525000 | PA      | $500158.05    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc                                                         | AVIDITY BIOSCIENCES INC                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $52473.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                                                            | AVID BIOSERVICES INC                                                            | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     35489 | NS      | $555757.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73379.93     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Austin Fairmont Hotel Trust 2019-FAIR                                           | AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR                                           | CUSIP: 05223HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $138794.42    | 0.00%             | 2032-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Austin Fairmont Hotel Trust 2019-FAIR                                           | AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR                                           | CUSIP: 05223HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $115770.37    | 0.00%             | 2032-09-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE PTY LTD                                                         | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $190509.99    | 0.01%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE PTY LTD                                                         | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $134097.80    | 0.00%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AtriCure Inc                                                                    | ATRICURE INC                                                                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12620 | NS      | $574967.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     17404 | NS      | $2289496.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173951.60    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    291296 | NS      | $19799389.12  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                                    | ASSURANT INC                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     11968 | NS      | $1534536.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                                             | ASCENDIS PHARMA A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     11715 | NS      | $1441647.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                                     | ARVINAS INC                                                                     | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5549 | NS      | $227730.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                                           | ARROW ELECTRONICS INC                                                           | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222695.66    | 0.01%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    212376 | NS      | $1581996.88   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares LIX CLO Ltd                                                                | ARES LIX CLO LTD                                                                | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241216.62    | 0.01%             | 2034-04-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                       | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      6057 | NS      | $2410504.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                       | APTIV PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     10000 | PA      | $6225.00      | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIALS INC                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     29454 | NS      | $3228158.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683100 | PA      | $646494.04    | 0.02%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    436974 | NS      | $64685261.22  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                     | APELLIS PHARMACEUTICALS INC                                                     | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     23607 | NS      | $1178697.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68520.88     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     55996 | NS      | $29841388.32  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85151.87     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-5                                                 | ANGEL OAK MORTGAGE TRUST 2020-5                                                 | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27718 | PA      | $24359.22     | 0.00%             | 2065-05-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                                           | ANGEL OAK MORTGAGE TRUST I LLC 2019-4                                           | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8588 | PA      | $8517.68      | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $121772.47    | 0.00%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Amplitude Inc                                                                   | AMPLITUDE INC                                                                   | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22945 | NS      | $328572.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8121 | NS      | $2325854.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                      | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      6477 | NS      | $922454.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGEN CORP                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      6139 | NS      | $1047865.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-3                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3                                 | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $206519.51    | 0.01%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1                                 | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122000 | PA      | $108547.56    | 0.00%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     73023 | NS      | $4608481.53   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     45661 | NS      | $4419984.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                                         | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     43231 | NS      | $2302154.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                      | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    108545 | NS      | $5012825.02   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     30334 | NS      | $2709432.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    502826 | NS      | $48542822.04  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     61304 | NS      | $6191090.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    621896 | NS      | $63091349.20  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    565000 | PA      | $535422.82    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     41179 | NS      | $5513868.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0606C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625000 | PA      | $1661426.18   | 0.05%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220000 | PA      | $214121.88    | 0.01%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $151293.75    | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0326C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680000 | PA      | $622412.50    | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075000 | PA      | $951321.10    | 0.03%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035000 | PA      | $885329.30    | 0.03%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F0206C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2141445.31   | 0.07%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                                                             | ALLEGIANT TRAVEL CO                                                             | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      8674 | NS      | $716559.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                                        | ALIGNMENT HEALTHCARE INC                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41421 | NS      | $550899.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                                            | ALIGN TECHNOLOGY INC                                                            | CUSIP: 016255101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $635408.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      6674 | NS      | $584375.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    255000 | PA      | $220831.28    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47939.15     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $261939.72    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    131421 | NS      | $4178049.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA                                                                     | CUSIP: 00973RAG8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    240000 | PA      | $222338.16    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                                                                  | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     20484 | NS      | $791092.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                                       | AGIOS PHARMACEUTICALS INC                                                       | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     10146 | NS      | $305800.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                                    | AGILYSYS INC                                                                    | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8700 | NS      | $577680.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                             | AFFIRM HOLDINGS INC                                                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29886 | NS      | $416013.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | ADVANCED MICRO DEVICES INC                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     76878 | NS      | $5968039.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $126141.60    | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $210272.16    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $156723.14    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    435000 | PA      | $428290.56    | 0.01%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Adaptive Biotechnologies Corp                                                   | ADAPTIVE BIOTECHNOLOGIES CORP                                                   | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      7185 | NS      | $63084.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                               | ASHTEAD GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     68950 | NS      | $4208340.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    176258 | NS      | $3049714.03   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    355000 | PA      | $310686.77    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1012697.14   | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214742.72    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    292000 | PA      | $273652.76    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     63854 | NS      | $10291987.72  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                                         | AZZ INC                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     27409 | NS      | $1141036.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103399.15    | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    520000 | PA      | $490394.32    | 0.02%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP LTD                                                                   | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    490000 | PA      | $461194.37    | 0.02%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 Ltd                                                                  | AGL CLO 17 LTD                                                                  | CUSIP: 00120DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $298580.67    | 0.01%             | 2035-01-21      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Abcam PLC                                                                       | ABCAM PLC                                                                       | CUSIP: 000380204<br>LEI: 213800B9N83DSNT33F79 | Long             | EC               | CORP              | GB        |     61606 | NS      | $988160.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President