# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0001099263-26-004401
**Filing Date:** 2026-4
**Character Count:** 726646
**Document Hash:** 65888c97a116b5ed102a482f4cd15e10
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-004401.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001099263-26-004401

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07173
- **FILM NUMBER:** 26899573

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Spectrum Moderate Allocation Fund (Series ID: S000002137)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000005532 | T. Rowe Price Spectrum Moderate Allocation Fund         | TRPBX           |
| C000169938 | T. Rowe Price Spectrum Moderate Allocation Fund-I Class | TPPAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

- **b. EDGAR series identifier (if any):** S000002137

- **c. LEI of Series:** FYMK1LUYOZC501G40B53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2128433842.74

**Total Liabilities:** $28186190.07

**Net Assets:** $2100247652.67

**Assets Attributable to Miscellaneous Securities:** $4469343.50

**Delayed Delivery Securities:** $638982.00

**Stand-by Commitments:** $19130457.40

**Cash Not Reported:** $1451192.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -135.795822 | **1-Year:** -8318.138488 | **5-Year:** -38248.853450 | **10-Year:** -33121.062464 | **30-Year:** -14097.272726

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

- **3-Month:** -64.258807 | **1-Year:** -145.497000 | **5-Year:** 721.754018 | **10-Year:** -160.603704 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005532 | 0.72%                | 2.31%                | 2.03%                |
| Class ID C000169938 | 0.72%                | 2.32%                | 2.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10837699.48             | $-4984034.09                               |
| Month 2  | $13478919.71             | $30892454.84                               |
| Month 3  | $19557810.04             | $19616404.14                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSFB

- **Index Identifier:** PSFB_BMRK

### Schedule of Portfolio Investments

| Name                                            | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1661 INC D/B/A GOAT SR F CVT PFD STK PP         | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                             | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22936 | NS      | $19495.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| 3I GROUP PLC                                    | 3I GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     29486 | NS      | $1317312.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M COMPANY                                      | 3M CO                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $325337.43    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGN 2019-5A BR2 144A                          | 522 FUNDING CLO 2019-5 LTD                                          | CUSIP: 33829WAN9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2035-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ABB LTD-REG                                     | ABB LTD                                                             | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     31320 | NS      | $2917027.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291104.82    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249861.10    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                             | ABBOTT LABORATORIES                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     34057 | NS      | $3962531.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284757.95    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | ABBVIE INC                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10770 | NS      | $2499501.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Long Wall Co SER A-8 CVT PFD STOCK PP           | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1856 | NS      | $408.32       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ABN AMRO BANK NV-CVA GDR                        | ABN AMRO BANK NV                                                    | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |     24622 | NS      | $824659.17    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALC 2026-3A A1 144A                             | ABRY LIQUID CREDIT CLO 2026-3 LTD                                   | CUSIP: 00384AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300000.00    | 0.01%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                   | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                             | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205131.49    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO 144A                   | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                             | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    330000 | PA      | $333983.13    | 0.02%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUSHNET HOLDINGS CORP                          | ACUSHNET HOLDINGS CORP                                              | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1029 | NS      | $105297.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTIVE BIOTECHNOLOGIES                        | ADAPTIVE BIOTECHNOLOGIES CORP                                       | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3998 | NS      | $64047.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                               | ADMIRAL GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     27525 | NS      | $1099609.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN                    | ADVANCED DRAINAGE SYSTEMS INC                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       792 | NS      | $135701.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES                      | ADVANCED ENERGY INDUSTRIES INC                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1438 | NS      | $482549.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                          | ADVANCED MICRO DEVICES INC                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     19132 | NS      | $3830417.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                        | ADYEN NV                                                            | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       671 | NS      | $787974.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                              | AERCAP HOLDINGS NV                                                  | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     11719 | NS      | $1751287.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP/THE                                    | AES CORP/THE                                                        | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    455000 | PA      | $474275.36    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OPENAI GROUP PCB CLASS A COMMON PP              | AESTAS LLC dba OPENAI LLC EV UNITS Class A                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $1347866.32   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AFFRM 2025-X2 A 144A                            | AFFIRM ASSET SECURITIZATION TRUST 2025-X2                           | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76317 | PA      | $76404.39     | 0.00%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $498483.36    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFRMT 2026-1A A 144A                            | AFFIRM MASTER TRUST                                                 | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $155685.83    | 0.01%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-3A A 144A                            | AFFIRM MASTER TRUST SERIES 2025-3                                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211529.47    | 0.01%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGIOS PHARMACEUTICALS INC                       | AGIOS PHARMACEUTICALS INC                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2102 | NS      | $63543.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL 2021-10A A1R2 144A                          | AGL CLO 10 LTD                                                      | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $575000.00    | 0.03%             | 2039-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AGL 2021-13A BR 144A                            | AGL CLO 13 LTD                                                      | CUSIP: 00120JAN3<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250369.75    | 0.01%             | 2034-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                   | AIA GROUP LTD                                                       | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    165800 | NS      | $1829028.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                  | AIR LIQUIDE SA                                                      | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     11743 | NS      | $2469263.42   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBNB INC-CLASS A                              | AIRBNB INC                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      9267 | NS      | $1252064.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                       | AIRBUS SE                                                           | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |     13978 | NS      | $3035363.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AJINOMOTO CO INC                                | AJINOMOTO CO INC                                                    | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     48900 | NS      | $1555319.64   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AKTIS ONCOLOGY INC                              | AKTIS ONCOLOGY INC                                                  | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6847 | NS      | $137830.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamar Biosciences Inc. CVT Prom Note PP        | ALAMAR BIOSCIENCES INC CVT PROM NOTE PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106660 | PA      | $106660.00    | 0.01%             | 2027-07-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50260.47     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92417.91     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                        | ALEXANDRIA REAL ESTATE EQUITIES INC                                 | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47207.59     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                       | ALIBABA GROUP HOLDING LTD                                           | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     37636 | NS      | $681088.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                        | ALIGNMENT HEALTHCARE INC                                            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51299 | NS      | $985966.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                        | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $10758.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE LAUNDRY HOLDINGS IN                    | ALLIANCE LAUNDRY HOLDINGS INC                                       | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6805 | NS      | $152636.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                   | ALLSTATE CORP/THE                                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     13180 | NS      | $2827373.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCLN 2025-A A2 144A                            | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                    | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211104 | PA      | $212605.37    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B B 144A                             | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435574 | PA      | $438174.98    | 0.02%             | 2033-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ABCLN 2025-B A2 144A                            | ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-B                    | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232881 | PA      | $234152.42    | 0.01%             | 2033-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL C                               | ALPHABET INC                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     93644 | NS      | $29163550.92  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350613.17    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC CL A                               | ALPHABET INC                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     29196 | NS      | $9102144.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    291000 | PA      | $297585.18    | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | ALPHABET INC                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304037.23    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA-A SHS                       | AMADEUS IT GROUP SA                                                 | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     20070 | NS      | $1241369.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     92529 | NS      | $19431090.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                  | AMAZON.COM INC                                                      | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    435000 | PA      | $427933.52    | 0.02%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMBARELLA INC                                   | AMBARELLA INC                                                       | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      1522 | NS      | $91837.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBIQ MICRO INC                                 | AMBIQ MICRO INC                                                     | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |      3710 | NS      | $113897.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                     | AMEREN CORP                                                         | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225442.17    | 0.01%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                              | AMEREN CORP                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     21753 | NS      | $2464179.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     14231 | NS      | $4395955.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                             | AMERICAN EXPRESS CO                                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121713.14    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | AMERICAN HOMES 4 RENT LP                                            | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80665.60     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                        | AMERICAN MEDICAL SYSTEMS EUROPE BV                                  | CUSIP: YR6801314<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    217000 | PA      | $253508.35    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORP                    | AMERICAN SUPERCONDUCTOR CORP                                        | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      1759 | NS      | $57308.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106052.74    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | AMERICAN TOWER CORP                                                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41103.77     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMCAR 2023-1 C                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                     | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $315494.35    | 0.02%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                      | AMETEK INC                                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     21142 | NS      | $5057589.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS 2022-1A D 144A                             | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                            | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $204226.92    | 0.01%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                              | ANALOG DEVICES INC                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     14683 | NS      | $5224064.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHC 2026-22A AR4 144A                         | ANCHORAGE CAPITAL CLO 2026-22 LTD                                   | CUSIP: 03333KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $434530.64    | 0.02%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN                    | ANNALY CAPITAL MANAGEMENT INC                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     34187 | NS      | $794505.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: YL8307156<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208032.89    | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                 | ANTOFAGASTA PLC                                                     | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     44525 | NS      | $2558081.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                          | ANZ GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     92040 | NS      | $2619522.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                               | APA INFRASTRUCTURE LTD                                              | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $172406.51    | 0.01%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $82474.23     | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                     | APA INFRASTRUCTURE LTD                                              | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $61180.95     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| API GROUP CORP                                  | API GROUP CORP                                                      | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     34055 | NS      | $1514085.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                    | APOLLO GLOBAL MANAGEMENT INC                                        | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |      3556 | NS      | $371957.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPALACHIAN POWER CO                            | APPALACHIAN POWER CO                                                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80164.69     | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                       | APPLE INC                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    132547 | NS      | $35016266.46  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DIN 2023-1A A2 144A                             | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                           | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111459.94    | 0.01%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                            | APPLIED DIGITAL CORP                                                | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      9900 | NS      | $269973.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS INC                     | APPLIED OPTOELECTRONICS INC                                         | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      2371 | NS      | $199709.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                       | APTIV SWISS HOLDINGS LTD                                            | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    440000 | PA      | $286706.00    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                      | ARCOSA INC                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      6359 | NS      | $683465.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A                   | ARES STRATEGIC INCOME FUND                                          | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74978.61     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARGENX SE - ADR                                 | ARGENX SE                                                           | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      2104 | NS      | $1613599.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                             | ARISTA NETWORKS INC                                                 | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     12165 | NS      | $1624027.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                      | ASICS CORP                                                          | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     79400 | NS      | $2433269.91   | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| ASML HOLDING NV NY                              | ASML HOLDING NV                                                     | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1808 | NS      | $2622612.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                 | ASML HOLDING NV                                                     | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      5461 | NS      | $7942522.10   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                        | ASPEN INSURANCE HOLDINGS LTD                                        | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $136773.30    | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                 | ASTRAZENECA PLC                                                     | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     37358 | NS      | $7787275.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    445000 | PA      | $302904.70    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T INC                                                            | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171038.79    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING 144A                      | ATHENE GLOBAL FUNDING                                               | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320619.88    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLANTA BRAVES HOLDINGS IN-C                    | ATLANTA BRAVES HOLDINGS INC                                         | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9039 | NS      | $395094.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORP                  | ATLANTIC UNION BANKSHARES CORP                                      | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13667 | NS      | $506499.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                       | ATLAS WAREHOUSE LENDING CO LP                                       | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250482.43    | 0.01%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                               | ATMOS ENERGY CORP                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       446 | NS      | $83308.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIE                    | ATMUS FILTRATION TECHNOLOGIES INC                                   | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9627 | NS      | $621230.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES INC                             | AUD/USD FWD 20260424 MRMDUS33                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-29830.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC                      | AUD/USD FWD 20260424 NOMAGB2L                                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-10288.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | AUD/USD FWD 20260424 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |         1 | NC      | $69774.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AURORA INNOVATION INC                           | AURORA INNOVATION INC                                               | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |     83215 | NS      | $389446.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC SDR                                 | AUTOLIV INC                                                         | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      9267 | NS      | $1100519.67   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                         | AUTOSTRADE PER L'ITALIA SPA                                         | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    195000 | PA      | $222292.33    | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                    | AUTOZONE INC                                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       886 | NS      | $3327443.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XCAP 2024-1A A3 144A                            | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106676.34    | 0.01%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A2 144A                            | AUXILIOR TERM FUNDING 2024-1 LLC                                    | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2792 | PA      | $2794.26      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVALO THERAPEUTICS INC                          | AVALO THERAPEUTICS INC                                              | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |       353 | NS      | $6177.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AESOP 2025-3A A 144A                            | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                            | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100428.24    | 0.00%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                       | AVIVA PLC                                                           | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    172187 | NS      | $1586776.99   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                          | AXA SA                                                              | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     46446 | NS      | $2271307.02   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AXSOME THERAPEUTICS INC                         | AXSOME THERAPEUTICS INC                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |        80 | NS      | $13111.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                         | AZZ INC                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      7292 | NS      | $991566.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC 144A                            | BAE SYSTEMS PLC                                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210223.14    | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                       | BALL CORP                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     54277 | NS      | $3643615.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                          | BANC OF CALIFORNIA INC                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     39485 | NS      | $729287.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTA                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                                  | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    105439 | NS      | $2442136.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE 144A                      | BANCO SANTANDER CHILE                                               | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    290000 | PA      | $291748.08    | 0.01%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | BANCO SANTANDER SA                                                  | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    265459 | NS      | $3347985.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | BANCO SANTANDER SA                                                  | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201120.17    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51 A5                              | BANK 2025-BNK51                                                     | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $136284.98    | 0.01%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM 144A                              | BANK HAPOALIM BM                                                    | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    360000 | PA      | $360849.79    | 0.02%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    135891 | NS      | $6771448.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $435020.83    | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335200.63    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | BANK OF AMERICA CORP                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $734682.03    | 0.03%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 A3                             | BANK5 2024-5YR12                                                    | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $158954.03    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    339679 | NS      | $2061754.44   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207546.75    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | BARCLAYS PLC                                                        | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209451.77    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BABSN 2023-4A A1R 144A                          | BARINGS CLO LTD 2023-IV                                             | CUSIP: 06763MAL9<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $675000.00    | 0.03%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT CAPITAL CORP                                                    | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335944.96    | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                  | BAWAG GROUP AG                                                      | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      4433 | NS      | $686596.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC 144A                       | BAYER US FINANCE LLC                                                | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    405000 | PA      | $435903.65    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 C 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     87450 | PA      | $87775.79     | 0.00%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 A 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                   | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     87450 | PA      | $87687.53     | 0.00%             | 2031-12-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BVCLN 2025-EDU1 A 144A                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC                   | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    582775 | PA      | $582075.36    | 0.03%             | 2048-07-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY D 144A                          | BBCMS 2019-BWAY MORTGAGE TRUST                                      | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $2445.30      | 0.00%             | 2034-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES                     | BE SEMICONDUCTOR INDUSTRIES NV                                      | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      5889 | NS      | $1319651.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                       | BEIGNET INVESTOR LLC                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $281419.87    | 0.01%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BEL FUSE INC-CL B                               | BEL FUSE INC                                                        | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      2358 | NS      | $541656.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                      | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1493 | NS      | $213946.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BSP 2021-23A B1R 144A                           | BENEFIT STREET PARTNERS CLO XXIII LTD                               | CUSIP: 08186VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250236.75    | 0.01%             | 2034-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC-CL B                     | BERKSHIRE HATHAWAY INC                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     14405 | NS      | $7273804.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC -CL A                     | BETA TECHNOLOGIES INC                                               | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11017 | NS      | $207119.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                        | BETH ISRAEL LAHEY HEALTH INC                                        | CUSIP: 08661UAC0<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101253.01    | 0.00%             | 2030-07-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-5MW A 144A                            | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                             | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $111217.28    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BHP GROUP LTD-DI                                | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     29174 | NS      | $1192778.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| BHP GROUP LTD                                   | BHP GROUP LTD                                                       | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     27180 | NS      | $1102836.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BICARA THERAPEUTICS INC                         | BICARA THERAPEUTICS INC                                             | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27746 | NS      | $465577.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                 | BIO-TECHNE CORP                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6953 | NS      | $410227.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                           | BIOLIFE SOLUTIONS INC                                               | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     29393 | NS      | $711310.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIRKENSTOCK HOLDING PLC                         | BIRKENSTOCK HOLDING PLC                                             | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |     14893 | NS      | $620293.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ S WHOLESALE CLUB HOLDINGS                    | BJ'S WHOLESALE CLUB HOLDINGS INC                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      3504 | NS      | $346160.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND THERAPEUTICS I                    | BLACK DIAMOND THERAPEUTICS INC                                      | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35222 | NS      | $86998.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PARTNERS OFFSHORE FD-E1              | BLACKSTONE PARTNERS OFFSHORE FD-E1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41743 | NS      | $123836188.16 | 5.90%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                          | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                   | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $177036.45    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                         | BLACKSTONE SECURED LENDING FUND                                     | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44677.43     | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $132398.69    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | BOEING CO/THE                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    169000 | PA      | $125464.18    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    572000 | PA      | $656330.41    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                   | BOEING CO/THE                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163856.31    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                               | BON SECOURS MERCY HEALTH INC                                        | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98367.67     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                            | BOOKING HOLDINGS INC                                                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1507 | NS      | $6388700.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                          | BOOT BARN HOLDINGS INC                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1169 | NS      | $221198.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDINGS                    | BOOZ ALLEN HAMILTON HOLDING CORP                                    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     14689 | NS      | $1157933.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON GAS COMPANY 144A                         | BOSTON GAS CO                                                       | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107760.25    | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL                                          | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    280000 | PA      | $286660.59    | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 144A                             | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                      | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36962 | PA      | $36851.40     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1 A3                                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75109.96     | 0.00%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BRIDGEPOINT GROUP-REGS                          | BRIDGEPOINT GROUP PLC                                               | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    205859 | NS      | $693846.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES                    | BRIGHTSPRING HEALTH SERVICES INC                                    | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25241 | NS      | $1045734.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334577.14    | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72308.62     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                          | BRIXMOR OPERATING PARTNERSHIP LP                                    | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40343.69     | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     57534 | NS      | $18384989.70  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146825.30    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | BROADCOM INC                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240790.93    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                 | BROOKFIELD CORP                                                     | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     33249 | NS      | $1458124.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUKER CORP CVT 6.375% 9/28                     | BRUKER CORP                                                         | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |       840 | NS      | $262239.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                    | BT GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    672380 | NS      | $1959718.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                       | BUNZL PLC                                                           | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     37358 | NS      | $1102279.07   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                        | BURLINGTON NORTHERN SANTA FE LLC                                    | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $253999.29    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                           | BURLINGTON STORES INC                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1224 | NS      | $375608.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX 2024-GPA3 A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                              | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262682 | PA      | $262763.99    | 0.01%             | 2039-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                             | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473741 | PA      | $474037.52    | 0.02%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                             | BX TRUST 2025-TAIL                                                  | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2035-06-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CACTUS INC - A                                  | CACTUS INC                                                          | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      2604 | NS      | $140616.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYS INC                          | CADENCE DESIGN SYSTEMS INC                                          | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205557.46    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207495.76    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                               | CAIXABANK SA                                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    270000 | PA      | $289793.47    | 0.01%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                       | CALIFORNIA RESOURCES CORP                                           | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3532 | NS      | $207822.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GRP                    | CALIFORNIA WATER SERVICE GROUP                                      | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      9731 | NS      | $438673.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XQM6 CAN 5YR BOND FUT  JUN26                    | CAN 5YR BOND FUT  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -5 | NC      | $-960.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     35200 | NS      | $1539814.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: —       |
| CANADIAN NATURAL RESOURCES                      | CANADIAN NATURAL RESOURCES LTD                                      | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     23867 | NS      | $1044658.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CANVA CLASS B COMMON STOCK PP                   | CANVA COMMON STOCK PP                                               | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $402536.98    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A CVT PFD STOCK PP                 | CANVA SERIES A CVT PFD STOCK PP                                     | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        16 | NS      | $23942.72     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CANVA SERIES A-3 CVT PFD STOCK PP               | CANVA SERIES A-3 CVT PFD STOCK PP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         1 | NS      | $1496.42      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | CAPITAL ONE FINANCIAL CORP                                          | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62134.43     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                            | CAPSTONE COPPER CORP                                                | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     34510 | NS      | $356978.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                              | CARETRUST REIT INC                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     20727 | NS      | $841930.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2022-1 D                                  | CARMAX AUTO OWNER TRUST 2022-1                                      | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $209774.84    | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 B                                  | CARMAX AUTO OWNER TRUST 2024-1                                      | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51108.14     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 A3                                 | CARMAX AUTO OWNER TRUST 2024-3                                      | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181974.67    | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A4                                 | CARMAX AUTO OWNER TRUST 2025-4                                      | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110896.53    | 0.01%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-4 A3                                 | CARMAX AUTO OWNER TRUST 2025-4                                      | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110532.17    | 0.01%             | 2030-12-16      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A A3                                  | CARMAX SELECT RECEIVABLES TRUST 2024-A                              | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90728.05     | 0.00%             | 2028-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                                   | CARMAX SELECT RECEIVABLES TRUST 2024-A                              | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106790.04    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                            | CARVANA AUTO RECEIVABLES TRUST 2024-N1                              | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151342.95    | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P2 A4                                | CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $246288.62    | 0.01%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3                              | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50658.57     | 0.00%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 A4                                | CARVANA AUTO RECEIVABLES TRUST 2025-P4                              | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $577075.92    | 0.03%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P4 B                                 | CARVANA AUTO RECEIVABLES TRUST 2025-P4                              | CUSIP: 14689AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40713.02     | 0.00%             | 2032-01-12      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    332308 | PA      | $364249.46    | 0.02%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                 | CARVANA CO                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    243662 | PA      | $253755.99    | 0.01%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                      | CARVANA CO                                                          | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     24007 | NS      | $8022179.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC-A                     | CASELLA WASTE SYSTEMS INC                                           | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      7110 | NS      | $662367.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                 | CATERPILLAR INC                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8027 | NS      | $5962696.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                  | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $14844.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                         | CBOE GLOBAL MARKETS INC                                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2055 | NS      | $615924.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81548.84     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                               | CBRE SERVICES INC                                                   | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60704.61     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 102 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15294.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | CDX HY S45 V2 PAY 107 4/15/2026 BARC                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $72058.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | CDX IG CDST S45 5Y 15-100 12/20/2030                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $258336.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | CDX IG CDST S45 5Y 15-100 12/20/2030                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $268446.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CECO ENVIRONMENTAL CORP                         | CECO ENVIRONMENTAL CORP                                             | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      6333 | NS      | $382829.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEDF 2022-15A AR 144A                           | CEDAR FUNDING XV CLO LTD                                            | CUSIP: 15032QAL6<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $370485.44    | 0.02%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cellares Corp SER D CVT PFD PP                  | CELLARES CORP SER D CVT PFD PP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8802 | NS      | $105507.29    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLEBRITE DI LTD                               | CELLEBRITE DI LTD                                                   | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |     27543 | NS      | $367423.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLINK CORP SERIES D CVT PFD STOCK PP          | CELLINK CORP SERIES D CVT PFD STOCK PP                              | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3445 | NS      | $2204.80      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CELLNEX FINANCE CO SA                           | CELLNEX FINANCE CO SA                                               | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $107272.82    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU 144A                   | CELULOSA ARAUCO Y CONSTITUCION SA                                   | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204647.38    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                     | CENCORA INC                                                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     16273 | NS      | $6055834.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 000000000<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     40515 | NS      | $902643.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| CENOVUS ENERGY INC                              | CENOVUS ENERGY INC                                                  | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |     38600 | NS      | $861166.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                    | CENTENE CORP                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287782.70    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                    | CENTENE CORP                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59635.87     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTESSA PHARMACEUTICALS-ADR                    | CENTESSA PHARMACEUTICALS PLC                                        | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      4605 | NS      | $123690.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFE FIBRA E 144A                                | CFE FIBRA E                                                         | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198334 | PA      | $197961.02    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CG ONCOLOGY INC                                 | CG ONCOLOGY INC                                                     | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4045 | NS      | $237846.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                           | CHARLES SCHWAB CORP/THE                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     61773 | NS      | $5880789.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CACLN 2025-1 B 144A                             | CHASE AUTO CREDIT LINKED NOTES SERIES 2025-1                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194884 | PA      | $196544.91    | 0.01%             | 2033-02-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4 A1B 144A                        | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                         | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44836 | PA      | $40790.42     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHECKR INC CVT PFD SR C PP                      | CHECKR INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11613 | NS      | $94181.43     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC COMMON STOCK PP                      | CHECKR INC COMMON STOCK PP                                          | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7797 | NS      | $63233.67     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHECKR INC CVT PFD SR D PP                      | CHECKR INC CVT PFD SR D PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16497 | NS      | $133790.67    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                       | CHESAPEAKE UTILITIES CORP                                           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7177 | NS      | $975856.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                    | CHEVRON CORP                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20929 | NS      | $3908700.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                      | CHILE ELECTRICITY LUX MPC II SARL                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $202389.09    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE                                           | CHILE GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    560000 | PA      | $442629.00    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                      | CHIPOTLE MEXICAN GRILL INC                                          | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     27368 | NS      | $1018636.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                       | CHUBB LTD                                                           | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     16646 | NS      | $5673955.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                    | CHUGAI PHARMACEUTICAL CO LTD                                        | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     37900 | NS      | $2555610.45   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R 144A                           | CIFC FUNDING 2018-I LTD                                             | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325871.00    | 0.02%             | 2038-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-4A BR 144A                            | CIFC FUNDING 2020-IV LTD                                            | CUSIP: 12562RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250614.00    | 0.01%             | 2040-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114154.69    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                 | CIGNA GROUP/THE                                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81087.74     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                     | CINTAS CORP                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2846 | NS      | $572415.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                               | CISCO SYSTEMS INC                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     37837 | NS      | $3006528.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96600.93     | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169994.89    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426218.56    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | CITIGROUP INC                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     19913 | NS      | $2194213.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMLTI 2022-INV1 A4B 144A                        | CITIGROUP MORTGAGE LOAN TRUST 2022-INV1                             | CUSIP: 17290FBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128642 | PA      | $113791.75    | 0.01%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LA CA ARPTS REV BUILD AMER DIR PMT C            | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                          | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $54676.76     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                          | CLARUS CAPITAL FUNDING 2024-1 LLC                                   | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66489 | PA      | $66710.86     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                               | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2158 | NS      | $632725.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEERLY SER C CVT PFD STK PP                    | CLEERLY SER C CVT PFD STK PP                                        | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5327 | NS      | $93488.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CME GROUP INC                                   | CME GROUP INC                                                       | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3218 | NS      | $1028151.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING 144A                         | CNO GLOBAL FUNDING                                                  | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71421.75     | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                | COCA-COLA CO/THE                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     25054 | NS      | $2043404.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COFINIMMO                                       | COFINIMMO SA                                                        | CUSIP: BM7559321<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $106400.29    | 0.01%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COLBUN SA 144A                                  | COLBUN SA                                                           | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202618.39    | 0.01%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                            | COLGATE-PALMOLIVE CO                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     29709 | NS      | $2945350.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    270000 | PA      | $281448.11    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $198866.55    | 0.01%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                        | COLOMBIA GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $200214.91    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                     | COLUMBIA BANKING SYSTEM INC                                         | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     29103 | NS      | $827980.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO 144A                   | COLUMBIA PIPELINES HOLDING CO LLC                                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $319575.75    | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202485.69    | 0.01%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC 144A                   | COMISION FEDERAL DE ELECTRICIDAD                                    | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    510000 | PA      | $528266.74    | 0.03%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 AHR                              | COMM 2016-CR28 MORTGAGE TRUST                                       | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48864 | PA      | $48734.83     | 0.00%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                             | COMMONSPIRIT HEALTH                                                 | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22577.13     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                               | COMPASS GROUP PLC                                                   | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     90992 | NS      | $2786491.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A 144A                           | CONE TRUST 2024-DFW1                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $304918.05    | 0.01%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                  | CONOCOPHILLIPS                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     59076 | NS      | $6702762.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY                            | CONSTELLATION ENERGY CORP                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      7089 | NS      | $2338519.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                        | CONSTELLATION ENERGY GENERATION LLC                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266420.52    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61762.59     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING 144A                    | COREBRIDGE GLOBAL FUNDING                                           | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65539.22     | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO 144A                     | CORP ANDINA DE FOMENTO                                              | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $210369.47    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A                   | CORP INMOBILIARIA VESTA SAB DE CV                                   | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201574.06    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 144A                                | CORP NACIONAL DEL COBRE DE CHILE                                    | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $410356.20    | 0.02%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORTEVA INC                                     | CORTEVA INC                                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      6200 | NS      | $496744.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                        | CRANE CO                                                            | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1694 | NS      | $339697.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRB Group Common WTS PP                         | CRB GROUP COMMON WTS PP                                             | CUSIP: 000000000<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |       554 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB GROUP INC PP                                | CRB GROUP INC PP                                                    | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |      3002 | NS      | $315630.28    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $569398.75    | 0.03%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA 144A                         | CREDIT AGRICOLE SA                                                  | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $258339.09    | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CRINETICS PHARMACEUTICALS IN                    | CRINETICS PHARMACEUTICALS INC                                       | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      3741 | NS      | $153755.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS 2025-H5 A1B 144A                          | CROSS 2025-H5 MORTGAGE TRUST                                        | CUSIP: 227920AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168781 | PA      | $170242.11    | 0.01%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC - A                    | CROWDSTRIKE HOLDINGS INC                                            | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1901 | NS      | $707133.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG NV                                          | CSG NV                                                              | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      7169 | NS      | $269628.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                             | CSW INDUSTRIALS INC                                                 | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1446 | NS      | $425601.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                        | CSX CORP                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    105082 | NS      | $4485950.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                       | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9397 | NS      | $386592.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                        | CURBLINE PROPERTIES CORP                                            | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     42842 | NS      | $1191436.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CAPITAL PARTNERS PLC                        | CVC CAPITAL PARTNERS PLC                                            | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     47386 | NS      | $676123.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    549000 | PA      | $489367.65    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318803.84    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS HEALTH CORP                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107710.20    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                           | CYRUSONE DATA CENTERS ISSUER I LLC                                  | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $548198.64    | 0.03%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                | CYTOKINETICS INC                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     14283 | NS      | $888688.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                    | DANAHER CORP                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6265 | NS      | $1319659.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S 144A                            | DANSKE BANK A/S                                                     | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    230000 | PA      | $240088.14    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD STCK PP                | DATABRICKS SER G CVY PFD STCK PP                                    | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      2493 | NS      | $473670.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER H CVT PFD STOCK PP               | DATABRICKS SER H CVT PFD STOCK PP                                   | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      5892 | NS      | $1119480.00   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATABRICKS SER I CVT PFD STOCK PP               | DATABRICKS SER I CVT PFD STOCK PP                                   | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       593 | NS      | $112670.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DATADOG INC - CLASS A                           | DATADOG INC                                                         | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      2737 | NS      | $306434.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                          | DBS GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     53306 | NS      | $2401179.70   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                         | DCC PLC                                                             | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |       579 | NS      | $40374.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                 | DEERE & CO                                                          | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320274.72    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                      | DEERE & CO                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     16575 | NS      | $10437443.25  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITY FINANCIAL CORP                         | DEFINITY FINANCIAL CORP                                             | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     44347 | NS      | $2219869.62   | 0.11%             |  |  |  | No            |                  2 | On Loan: —       |
| DEFT 2023-3 C 144A                              | DELL EQUIPMENT FINANCE TRUST 2023-3                                 | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100503.05    | 0.00%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206322.58    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2025-2                                 | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100677.12    | 0.00%             | 2031-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DENALI THERAPEUTICS INC                         | DENALI THERAPEUTICS INC                                             | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     26771 | NS      | $567009.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENISON MINES CORP                              | DENISON MINES CORP                                                  | CUSIP: 000000000<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     45837 | NS      | $190868.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                      | DIAGEO PLC                                                          | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     57563 | NS      | $1290938.49   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    554000 | PA      | $540445.93    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | DIAMONDBACK ENERGY INC                                              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192389.29    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIANTHUS THERAPEUTICS INC                       | DIANTHUS THERAPEUTICS INC                                           | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      4612 | NS      | $254536.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                   | DIME COMMUNITY BANCSHARES INC                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11236 | NS      | $363484.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIPLOMA PLC                                     | DIPLOMA PLC                                                         | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      4813 | NS      | $367642.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A3 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55374.29     | 0.00%             | 2029-12-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1A A4 144A                           | DLLMT 2026-1 LLC                                                    | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15183.45     | 0.00%             | 2033-09-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                           | DLLST 2024-1 LLC                                                    | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30269.51     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A3 144A                           | DLLST 2024-1 LLC                                                    | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69030 | PA      | $69307.80     | 0.00%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                    | DNB BANK ASA                                                        | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     67133 | NS      | $2125056.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                 | DOLLAR TREE INC                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     26613 | NS      | $3366012.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC - A                                | DOORDASH INC                                                        | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4716 | NS      | $832232.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE 2021-3 D 144A                             | DRIVE AUTO RECEIVABLES TRUST 2021-3                                 | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196518 | PA      | $194891.36    | 0.01%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 B                                  | DRIVE AUTO RECEIVABLES TRUST 2025-2                                 | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115327.44    | 0.01%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HONK 2020-1A A2 144A                            | DRIVEN BRANDS FUNDING LLC                                           | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92950 | PA      | $91777.27     | 0.00%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DRSLF 2021-93A BR 144A                          | DRYDEN 93 CLO LTD                                                   | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250618.25    | 0.01%             | 2038-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DUOLINGO                                        | DUOLINGO INC                                                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $19392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC-CLASS A                          | DUTCH BROS INC                                                      | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5867 | NS      | $314529.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNE THERAPEUTICS INC                           | DYNE THERAPEUTICS INC                                               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74427 | NS      | $1162549.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A                   | EAGLE FUNDING LUXCO SARL                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    300000 | PA      | $306000.27    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                           | EAST WEST BANCORP INC                                               | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      9121 | NS      | $998293.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                          | EASTERN BANKSHARES INC                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     42170 | NS      | $824845.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                        | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1675 | NS      | $328819.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                          | EFMT 2025-INV2                                                      | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |    131813 | PA      | $133058.02    | 0.01%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                        | ELANCO ANIMAL HEALTH INC                                            | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     57039 | NS      | $1505829.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EHGVT 2023-A A 144A                             | ELARA HGV TIMESHARE ISSUER 2023-A LLC                               | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62325 | PA      | $64749.98     | 0.00%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A B 144A                             | ELARA HGV TIMESHARE ISSUER 2023-A LLC                               | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53092 | PA      | $55114.93     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ELD 2025-2A A1 144A                             | ELDRIDGE CLO 2025-2 LTD                                             | CUSIP: 28473AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $340927.52    | 0.02%             | 2039-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT 144A                   | ELEMENT FLEET MANAGEMENT CORP                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123121.49    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                   | ELEMENT FLEET MANAGEMENT CORP                                       | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     65495 | NS      | $1560010.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                           | ELEMENT SOLUTIONS INC                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     31743 | NS      | $1113861.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                             | ELEVANCE HEALTH INC                                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8175 | NS      | $2616000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7028 | NS      | $7393385.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                  | ELI LILLY & CO                                                      | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177782.10    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELM20 2022-7A AR2 144A                          | ELMWOOD CLO 20 LTD                                                  | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250404.75    | 0.01%             | 2039-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC 144A                            | EMD FINANCE LLC                                                     | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430263.69    | 0.02%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                           | ENCOMPASS HEALTH CORP                                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     11691 | NS      | $1261225.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL SPA                                        | ENEL SPA                                                            | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     74121 | NS      | $891301.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE                                           | ENGIE SA                                                            | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     74432 | NS      | $2542826.78   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ENPRO INC                                       | ENPRO INC                                                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2363 | NS      | $611189.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                            | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2070 | NS      | $443331.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                    | ENTEGRIS INC                                                        | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      8932 | NS      | $1183043.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EFF 2024-1 A3 144A                              | ENTERPRISE FLEET FINANCING 2024-1 LLC                               | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $188651.36    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A3 144A                              | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $116498.53    | 0.01%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A4 144A                              | ENTERPRISE FLEET FINANCING 2024-3 LLC                               | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $82070.94     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EPIRUS INC SERIES C-2 CVT PFD STOCK PP          | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                             | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26194 | NS      | $94822.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Epirus SERIES D CVT PFD STOCK PP                | EPIRUS SERIES D CVT PFD STOCK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4650 | NS      | $16833.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUIFAX INC                                     | EQUIFAX INC                                                         | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      7399 | NS      | $1546095.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                     | EQUINOR ASA                                                         | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     30684 | NS      | $919420.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL 144A                   | EQUITABLE AMERICA GLOBAL FUNDING                                    | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22888.54     | 0.00%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC - CL A                    | EQUITY BANCSHARES INC                                               | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      8820 | NS      | $395841.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                     | EQUITY LIFESTYLE PROPERTIES INC                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     42531 | NS      | $2856381.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ERASCA INC                                      | ERASCA INC                                                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58296 | NS      | $796323.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                             | ERSTE GROUP BANK AG                                                 | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     12281 | NS      | $1457683.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORP                                       | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     13986 | NS      | $1764613.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP SER A CVT PFD COMMIT PIPE PP          | ESAB CORP SER A CVT PFD COMMIT PIPE PP                              | CUSIP: 000000000<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EP               | CORP              | US        |       297 | NS      | $297000.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ESCO TECHNOLOGIES INC                           | ESCO TECHNOLOGIES INC                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1045 | NS      | $289768.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                        | ESSEX PROPERTY TRUST INC                                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      5098 | NS      | $1300550.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                | ESSILORLUXOTTICA SA                                                 | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      5141 | NS      | $1360756.11   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| OEM6 EURO-BOBL FUTURE  JUN26                    | EURO-BOBL FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -11 | NC      | $-2615.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26                    | EURO-BUND FUTURE  JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-1956.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EART 2023-1A D                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                          | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58139 | PA      | $59033.54     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A A3                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5                          | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140608.50    | 0.01%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A A3                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                          | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175409.57    | 0.01%             | 2030-03-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 A3                                 | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201103.94    | 0.01%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                              | EXPAND ENERGY CORP                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      8341 | NS      | $900160.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA 144A                     | EXPORT-IMPORT BANK OF INDIA                                         | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $208809.99    | 0.01%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                | EXXON MOBIL CORP                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13926 | NS      | $2123715.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                        | FABRINET                                                            | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1347 | NS      | $734963.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FNS 435 C24                                     | FANNIE MAE INTEREST STRIP                                           | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271540 | PA      | $35345.71     | 0.00%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 319 2                                       | FANNIE MAE INTEREST STRIP                                           | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1330 | PA      | $177.69       | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $721832.68    | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F022436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365000 | PA      | $347838.07    | 0.02%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $874935.00    | 0.04%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355000 | PA      | $351039.62    | 0.02%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925000 | PA      | $1814562.75   | 0.09%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3175000 | PA      | $2630376.38   | 0.13%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3885000 | PA      | $3985077.60   | 0.19%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705000 | PA      | $1542315.72   | 0.07%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330000 | PA      | $331478.40    | 0.02%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F012437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $118483.17    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA MAR                              | FANNIE MAE OR FREDDIE MAC                                           | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2525000 | PA      | $2187533.75   | 0.10%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13577 | PA      | $14324.56     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9823 | PA      | $10069.27     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127121 | PA      | $131732.98    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385JJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12283 | PA      | $12958.97     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18179 | PA      | $18899.39     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       611 | PA      | $654.58       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14602 | PA      | $14527.86     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31549 | PA      | $30737.77     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8691 | PA      | $8568.50      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5637 | PA      | $5527.05      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19262 | PA      | $18633.25     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107811 | PA      | $110403.34    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83404 | PA      | $78483.29     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27362 | PA      | $29009.45     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42617 | PA      | $41490.55     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421341 | PA      | $369387.87    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54694 | PA      | $55609.43     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5838 | PA      | $5121.78      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11091 | PA      | $11407.02     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160407 | PA      | $163376.04    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73594 | PA      | $69620.18     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23185 | PA      | $24159.88     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258517 | PA      | $259729.23    | 0.01%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140JACF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232469 | PA      | $217927.77    | 0.01%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755898 | PA      | $670044.22    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294030 | PA      | $275638.31    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2534762 | PA      | $2104635.33   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27136 | PA      | $26392.21     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4009 | PA      | $3696.73      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141581 | PA      | $144672.27    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142202 | PA      | $120172.96    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155668 | PA      | $130373.03    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329649 | PA      | $276530.81    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5325 | PA      | $5549.09      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8867 | PA      | $9240.16      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41248 | PA      | $37883.52     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54225 | PA      | $54979.51     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47927 | PA      | $47685.38     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56199 | PA      | $56811.14     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88642 | PA      | $86209.07     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21808 | PA      | $20895.34     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32365 | PA      | $31714.61     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132139 | PA      | $131471.64    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5864 | PA      | $5948.75      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85524 | PA      | $77556.43     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4384 | PA      | $4599.95      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3RE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83555 | PA      | $87114.86     | 0.00%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28470 | PA      | $27944.77     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151046 | PA      | $152894.18    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XAB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107118 | PA      | $110637.42    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56087 | PA      | $52579.73     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78184 | PA      | $69069.37     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82466 | PA      | $76860.53     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       488 | PA      | $516.94       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54609 | PA      | $54333.56     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372778 | PA      | $325047.50    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W4CQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342160 | PA      | $349804.42    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98885 | PA      | $98935.06     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102673 | PA      | $95828.83     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4053 | PA      | $4183.42      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1117 | PA      | $1161.38      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44360 | PA      | $42944.00     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207751 | PA      | $217136.96    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85640 | PA      | $76445.47     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30538 | PA      | $31822.02     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5015 | PA      | $5388.21      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65712 | PA      | $67858.11     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410EPA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       113 | PA      | $120.63       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4908 | PA      | $4978.55      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182772 | PA      | $182865.02    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5618 | PA      | $5498.06      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10998 | PA      | $11707.23     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203131 | PA      | $184342.16    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410GA78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5126 | PA      | $5254.70      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48791 | PA      | $46010.58     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39435 | PA      | $38147.03     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116173 | PA      | $119274.66    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60029 | PA      | $60939.50     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235252 | PA      | $196318.13    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10200 | PA      | $10346.09     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215249 | PA      | $217300.60    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EGD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261493 | PA      | $246238.06    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111439 | PA      | $108379.84    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130089 | PA      | $133153.06    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8635 | PA      | $8977.25      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131318 | PA      | $128045.29    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJ7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12330 | PA      | $13125.21     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6530 | PA      | $6705.80      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663829 | PA      | $694053.92    | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       137 | PA      | $145.75       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59225 | PA      | $55315.43     | 0.00%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176355 | PA      | $161948.40    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32240 | PA      | $32256.10     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3469 | PA      | $3615.23      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15566 | PA      | $16273.40     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84468 | PA      | $84923.23     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPY99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4183 | PA      | $4296.00      | 0.00%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10365 | PA      | $10989.02     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44501 | PA      | $43071.71     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19508 | PA      | $19052.17     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8957 | PA      | $9625.67      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62542 | PA      | $60498.86     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26830 | PA      | $26107.27     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3590 | PA      | $3686.69      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22827 | PA      | $20118.88     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31408EJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1336 | PA      | $1409.33      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234799 | PA      | $237413.40    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48533 | PA      | $49459.91     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21480 | PA      | $20789.55     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EQCM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12146 | PA      | $12536.66     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31401XEG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       532 | PA      | $557.92       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15961 | PA      | $15880.59     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85424 | PA      | $84897.31     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WF2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71903 | PA      | $69497.03     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185367 | PA      | $190320.17    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342087 | PA      | $358189.24    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73432 | PA      | $74453.57     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31071 | PA      | $31098.46     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70215 | PA      | $69316.53     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7566 | PA      | $7358.49      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43271 | PA      | $40357.14     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48785 | PA      | $48243.83     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17138 | PA      | $17600.55     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FKFQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53120 | PA      | $49509.02     | 0.00%             | 2041-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32013 | PA      | $30967.52     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884013 | PA      | $823269.36    | 0.04%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XK4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170069 | PA      | $162800.78    | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402CVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8502 | PA      | $8715.49      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5055 | PA      | $5198.94      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131206 | PA      | $128585.05    | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26026 | PA      | $26038.96     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71579 | PA      | $62393.74     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3903 | PA      | $4118.19      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183445 | PA      | $185910.78    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30544 | PA      | $28487.03     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202161 | PA      | $210956.06    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13410 | PA      | $14274.37     | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130122 | PA      | $127745.48    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225611 | PA      | $187956.39    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14799 | PA      | $15755.63     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73856 | PA      | $76441.15     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95138 | PA      | $98399.58     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25021 | PA      | $25826.22     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8200 | PA      | $8405.13      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47896 | PA      | $42297.89     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120805 | PA      | $120920.78    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1400 | PA      | $1458.90      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19657 | PA      | $19939.13     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150242 | PA      | $147471.03    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2437 | PA      | $2583.25      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95514 | PA      | $98551.05     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897806 | PA      | $788675.75    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12494 | PA      | $12133.51     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46946 | PA      | $45767.87     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261635 | PA      | $243656.64    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGVB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5070 | PA      | $5214.13      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21846 | PA      | $22149.74     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27887 | PA      | $29563.85     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C5F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4846 | PA      | $5032.90      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45004 | PA      | $42313.00     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QWBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291007 | PA      | $297676.16    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31413D6H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5428 | PA      | $5832.81      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4546 | PA      | $4726.78      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141407 | PA      | $124408.63    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6406 | PA      | $6614.84      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3656 | PA      | $3711.30      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135505 | PA      | $138175.39    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63776 | PA      | $63453.91     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4089 | PA      | $4205.98      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44076 | PA      | $45333.16     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        97 | PA      | $102.30       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36043 | PA      | $33989.58     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6041 | PA      | $6279.99      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2079 | PA      | $2135.55      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EQLC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51122 | PA      | $51897.09     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12573 | PA      | $12613.27     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60378 | PA      | $56908.49     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18078 | PA      | $17497.69     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316169 | PA      | $288112.36    | 0.01%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10299 | PA      | $10659.12     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4275 | PA      | $4390.71      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7134 | PA      | $7326.39      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702394 | PA      | $589704.17    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3658 | PA      | $3803.14      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27417 | PA      | $28038.93     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421702 | PA      | $368635.94    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668571 | PA      | $559097.30    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341435 | PA      | $295665.35    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177744 | PA      | $182406.76    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9693 | PA      | $9556.83      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17571 | PA      | $18704.64     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140W3PV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105974 | PA      | $108376.57    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36488 | PA      | $38163.33     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39832 | PA      | $41411.30     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8200 | PA      | $7931.70      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       592 | PA      | $621.28       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121634 | PA      | $115899.18    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32088 | PA      | $30081.75     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138Y3YF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3660 | PA      | $3617.48      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30443 | PA      | $30796.62     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399549 | PA      | $418893.97    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64105 | PA      | $61999.84     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3997 | PA      | $4165.59      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88282 | PA      | $85859.83     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57421 | PA      | $50055.20     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16508 | PA      | $16550.84     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EKRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11848 | PA      | $12235.04     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18768 | PA      | $18673.57     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11015 | PA      | $11312.32     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95168 | PA      | $94155.58     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91247 | PA      | $90786.00     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58346 | PA      | $56439.98     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71440 | PA      | $66198.54     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8996 | PA      | $8749.13      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1311 | PA      | $1362.52      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411JTS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15028 | PA      | $16098.94     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2833 | PA      | $2958.19      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80932 | PA      | $75482.04     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8914 | PA      | $8356.76      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3427 | PA      | $3519.23      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85722 | PA      | $85193.56     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XNHW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368899 | PA      | $384948.19    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18003 | PA      | $18482.42     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2458 | PA      | $2519.94      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XKXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132478 | PA      | $116142.51    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3972 | PA      | $4139.21      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385THC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        55 | PA      | $56.53        | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335432 | PA      | $295005.30    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384578 | PA      | $337831.47    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306243 | PA      | $257497.76    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43295 | PA      | $42106.83     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385HSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       925 | PA      | $971.23       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35200 | PA      | $34050.65     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7191 | PA      | $7294.59      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371K7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4926 | PA      | $5049.06      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7620 | PA      | $8166.05      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17566 | PA      | $16992.03     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52763 | PA      | $52394.05     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10358 | PA      | $10236.56     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24189 | PA      | $24878.55     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6919 | PA      | $6826.86      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203728 | PA      | $169584.20    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WEHR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54696 | PA      | $52406.98     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418NET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32111 | PA      | $32597.55     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169700 | PA      | $174590.57    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33617 | PA      | $33633.99     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105184 | PA      | $97415.66     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10051 | PA      | $10826.05     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15298 | PA      | $15082.99     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EG6X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3206 | PA      | $3435.72      | 0.00%             | 2039-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140QPXN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29128 | PA      | $27126.52     | 0.00%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3138EKGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2740 | PA      | $2720.13      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57495 | PA      | $55606.81     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3253 | PA      | $3299.51      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23064 | PA      | $23395.65     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WAXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33113 | PA      | $33450.37     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35092 | PA      | $35897.04     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16685 | PA      | $17326.95     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220227 | PA      | $220705.14    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174781 | PA      | $174869.32    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31413QM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1622 | PA      | $1743.34      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5407 | PA      | $5705.01      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6293 | PA      | $6557.75      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2404 | PA      | $2576.38      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93507 | PA      | $94211.13     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       926 | PA      | $949.50       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140BNZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161272 | PA      | $164580.90    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $169.64       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42341 | PA      | $41559.96     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39859 | PA      | $39657.86     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36540 | PA      | $37048.48     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203633 | PA      | $178713.71    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43035 | PA      | $41629.14     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63503 | PA      | $62342.84     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167158 | PA      | $173241.99    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4837 | PA      | $5148.99      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69298 | PA      | $67656.67     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72044 | PA      | $70233.76     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22597 | PA      | $22829.24     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163794 | PA      | $152982.97    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427750 | PA      | $375358.41    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2963 | PA      | $3007.79      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166067 | PA      | $139106.53    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36594 | PA      | $38132.79     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340727 | PA      | $284813.52    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298898 | PA      | $250059.72    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA ARM                                        | FANNIE MAE POOL                                                     | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7865 | PA      | $8053.53      | 0.00%             | 2036-08-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273352 | PA      | $258766.51    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8640 | PA      | $9002.81      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140FK6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116297 | PA      | $108316.18    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4514 | PA      | $4342.57      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98126 | PA      | $91455.62     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48205 | PA      | $48229.29     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11628 | PA      | $12002.73     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XG3C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80107 | PA      | $80256.91     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12798 | PA      | $12386.65     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154710 | PA      | $157193.63    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22388 | PA      | $23275.56     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6375 | PA      | $6498.12      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6609 | PA      | $6973.54      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81597 | PA      | $80293.81     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33109 | PA      | $35482.85     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19662 | PA      | $19125.57     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FANNIE MAE POOL                                                     | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142667 | PA      | $133760.57    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1693408 | PA      | $1417308.02   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586778 | PA      | $600236.10    | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FANNIE MAE POOL                                                     | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145794 | PA      | $127817.26    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-33 AI                                  | FANNIE MAE REMICS                                                   | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874754 | PA      | $114214.00    | 0.01%             | 2047-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC CVT SR D PP        | FARMERS BUSINESS NETWORK INC CVT SR D PP                            | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |      2528 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FB FINANCIAL CORP                               | FB FINANCIAL CORP                                                   | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      9014 | NS      | $492975.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                             | FEDERAL SIGNAL CORP                                                 | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2226 | NS      | $259173.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERMI INC                                       | FERMI INC                                                           | CUSIP: 314911108<br>LEI: 529900TSHBYBCFMYZ228 | Long             | EC               | CORP              | US        |     12285 | NS      | $122481.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                      | FERRARI NV                                                          | CUSIP: YX0724154<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $146054.61    | 0.01%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC APODS 6.7 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-257.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.1 31 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-40.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARCC 5.8 32 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $388.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC ARESSI 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $556.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BCSF 5.95 30 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $501.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC BXSL 5.125 31 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-134.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC CGBD 5.75 31 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-325.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC GSCRED 5.875 31 05/19/26 CHAS_C                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $403.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HLEND 5.45 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $760.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC HTGC 6 30 05/19/26 CHAS_C                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-76.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 5.95 29 05/19/26 CHAS_C                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1423.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OBDC 6.2 30 05/19/26 CHAS_C                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-244.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 5.8 30 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1068.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.6 29 05/19/26 CHAS_C                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $714.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | FI TRS REC OCINCC 6.65 31 05/19/26 CHAS_C                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $655.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC 144A                   | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE    | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    203054 | PA      | $212113.87    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     46294 | NS      | $2290164.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                             | FIFTH THIRD BANCORP                                                 | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430823.39    | 0.02%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FILTRONIC PLC                                   | FILTRONIC PLC                                                       | CUSIP: 000000000<br>LEI: 213800PDQ9V2ZNCDO264 | Long             | EC               | CORP              | GB        |      8734 | NS      | $23939.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINNING INTERNATIONAL INC                       | FINNING INTERNATIONAL INC                                           | CUSIP: 000000000<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      3459 | NS      | $233195.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL                        | FIRST AMERICAN FINANCIAL CORP                                       | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    366000 | PA      | $322631.33    | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    268000 | PA      | $253168.78    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                | FIRSTENERGY CORP                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45916.01     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FIRSTENERGY TRANSMISSION LLC                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101317.26    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | FISERV INC                                                          | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438746.54    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                               | FIVE STAR BANCORP                                                   | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |     11830 | NS      | $460541.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP COMMUNITIES REIT UT                    | FLAGSHIP COMMUNITIES REIT                                           | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |     17586 | NS      | $346444.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FLAGSTAR BANK, N.A.                             | FLAGSTAR BANK NA                                                    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     34141 | NS      | $433249.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FSMT 2020-1INV A11 144A                         | FLAGSTAR MORTGAGE TRUST 2020-1NV                                    | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90141 | PA      | $87316.98     | 0.00%             | 2050-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FSMT 2021-3INV A16 144A                         | FLAGSTAR MORTGAGE TRUST 2021-3INV                                   | CUSIP: 33852CAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281656 | PA      | $239754.98    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEXE SERIES C CVT PFD STOCK PP                 | FLEXE SERIES C CVT PFD STOCK                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5632 | NS      | $16445.44     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLEXE SERIES D CVT PFD STOCK PP                 | FLEXE SERIES D CVT PFD STOCK PP                                     | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1899 | NS      | $7064.28      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC-A                    | FLOOR & DECOR HOLDINGS INC                                          | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      6124 | NS      | $423107.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                        | FLORIDA POWER & LIGHT CO                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144100.08    | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                  | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      3357 | NS      | $297161.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DAC 144A                       | FLUTTER TREASURY DAC                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200121.86    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-C C                                  | FORD CREDIT AUTO OWNER TRUST 2022-C                                 | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145444.12    | 0.01%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 144A                             | FORD CREDIT AUTO OWNER TRUST 2023-REV1                              | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $694007.46    | 0.03%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205759.48    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | FORD MOTOR CREDIT CO LLC                                            | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $476500.77    | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORGENT POWER SOLUTIONS INC                     | FORGENT POWER SOLUTIONS INC                                         | CUSIP: 34631F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6086 | NS      | $209297.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                  | FORTUNE BRANDS INNOVATIONS INC                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1051 | NS      | $57111.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213385.18    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213740.50    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216650.51    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                      | FOUNDRY JV HOLDCO LLC                                               | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215277.39    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123376 | PA      | $119480.36    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12938 | PA      | $13452.11     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC 15YR GOLD                                 | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44321 | PA      | $43487.23     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309173 | PA      | $291685.93    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4637 | PA      | $4774.57      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17040 | PA      | $17608.20     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2555 | PA      | $2640.01      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10841 | PA      | $11008.88     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43752 | PA      | $42392.87     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       524 | PA      | $550.42       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16236 | PA      | $16500.68     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12740 | PA      | $12689.32     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20539 | PA      | $19890.27     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21444 | PA      | $21775.89     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28845 | PA      | $29291.70     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24790 | PA      | $25617.36     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1289 | PA      | $1283.76      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287TDC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       742 | PA      | $783.53       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       432 | PA      | $430.48       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28008 | PA      | $29278.49     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31324 | PA      | $31373.65     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153104 | PA      | $143939.64    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1140 | PA      | $1211.44      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64810 | PA      | $62762.05     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10677 | PA      | $10841.39     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132HMK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22748 | PA      | $22029.33     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66676 | PA      | $66782.02     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53217 | PA      | $54085.09     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       326 | PA      | $339.10       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25089 | PA      | $25926.45     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1081 | PA      | $1076.86      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31288AQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2779 | PA      | $2935.60      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32317 | PA      | $32189.16     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3099 | PA      | $3302.74      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7700 | PA      | $7825.33      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15033 | PA      | $14972.86     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128348 | PA      | $120591.25    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46466 | PA      | $47185.78     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154628 | PA      | $149742.45    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85072 | PA      | $84733.96     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199949 | PA      | $193729.99    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1570 | PA      | $1667.54      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39275 | PA      | $38056.19     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC GOLD                                      | FREDDIE MAC GOLD POOL                                               | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1684 | PA      | $1677.32      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLM GOLD                                       | FREDDIE MAC GOLD POOL                                               | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27757 | PA      | $27800.90     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4231 | PA      | $4318.32      | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5046 | PA      | $5136.66      | 0.00%             | 2037-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC ARM                                       | FREDDIE MAC NON GOLD POOL                                           | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2748 | PA      | $2782.67      | 0.00%             | 2035-02-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNUW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193289 | PA      | $181885.25    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277473 | PA      | $283165.12    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GUKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401079 | PA      | $413835.26    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85974 | PA      | $75421.65     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28056 | PA      | $28146.40     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133GEL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102737 | PA      | $95903.34     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133BNCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186776 | PA      | $155603.05    | 0.01%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CVU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132443 | PA      | $135515.40    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114261 | PA      | $116897.81    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WDQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67745 | PA      | $68958.86     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590973 | PA      | $586700.49    | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQM94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238541 | PA      | $247834.95    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149688 | PA      | $134066.52    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32387 | PA      | $27369.96     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205761 | PA      | $173152.81    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267368 | PA      | $235227.85    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196930 | PA      | $178584.50    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CW6E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50170 | PA      | $46194.20     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNQN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224321 | PA      | $217908.72    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17616 | PA      | $17796.95     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80496 | PA      | $75800.51     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132ACFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82167 | PA      | $78933.56     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46340 | PA      | $42721.67     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KHKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73744 | PA      | $72028.86     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177251 | PA      | $184863.06    | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151436 | PA      | $155070.64    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYWJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316143 | PA      | $290735.99    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360122 | PA      | $315585.97    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25691 | PA      | $25050.80     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42806 | PA      | $37133.57     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KN4U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218420 | PA      | $191314.83    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34709 | PA      | $35895.58     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142JTVW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291196 | PA      | $293115.06    | 0.01%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559930 | PA      | $467849.72    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54419 | PA      | $55954.85     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322312 | PA      | $337595.72    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392384 | PA      | $350258.30    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNBR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139975 | PA      | $128178.18    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189120 | PA      | $193717.66    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132A8GL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38059 | PA      | $37523.02     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257554 | PA      | $264650.76    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KGKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56328 | PA      | $53830.79     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133AMGK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60399 | PA      | $53357.48     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63541 | PA      | $64059.80     | 0.00%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66151 | PA      | $66837.57     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198283 | PA      | $196373.02    | 0.01%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213667 | PA      | $221147.36    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153557 | PA      | $157466.26    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426JF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129978 | PA      | $134390.01    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131996 | PA      | $132678.30    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120722 | PA      | $117848.55    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88270 | PA      | $90628.48     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184037 | PA      | $191751.73    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581372 | PA      | $506334.65    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187387 | PA      | $191938.76    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536403 | PA      | $468903.82    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31427MJ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285933 | PA      | $291612.97    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133CFT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27805 | PA      | $28295.47     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124860 | PA      | $104827.64    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138710 | PA      | $115559.44    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111698 | PA      | $115608.50    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133B0A94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34073 | PA      | $30829.25     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132CWYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170444 | PA      | $169912.46    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DTLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189911 | PA      | $192795.65    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48726 | PA      | $40808.61     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                       | FREDDIE MAC POOL                                                    | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18430 | PA      | $18608.31     | 0.00%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219758 | PA      | $225559.44    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53067 | PA      | $50714.78     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    528197 | PA      | $441004.86    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DNJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194266 | PA      | $177991.09    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135043 | PA      | $138699.82    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DMCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79724 | PA      | $73841.65     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116342 | PA      | $120576.86    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508143 | PA      | $512268.41    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130905 | PA      | $134899.42    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    806717 | PA      | $833239.92    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156052 | PA      | $131431.08    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                      | FREDDIE MAC POOL                                                    | CUSIP: 3133BNSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80925 | PA      | $81826.46     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 5000 UI                                     | FREDDIE MAC REMICS                                                  | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1563734 | PA      | $267724.48    | 0.01%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                                     | FREDDIE MAC REMICS                                                  | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757995 | PA      | $99271.40     | 0.00%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2 A1 144A                         | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                             | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    178571 | PA      | $179514.39    | 0.01%             | 2044-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                         | FREDDIE MAC STACR REMIC TRUST 2025-DNA3                             | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |     93922 | PA      | $93922.22     | 0.00%             | 2045-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.52     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74111.04     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29025.38     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                            | FREEPORT-MCMORAN INC                                                | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121155.93    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FUJIKURA LTD                                    | FUJIKURA LTD                                                        | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      6600 | NS      | $1126967.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC PP                 | Farmers Business Network Inc PP                                     | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |      6905 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184828.23    | 0.01%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                    | GA GLOBAL FUNDING TRUST                                             | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192673.06    | 0.01%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC-A                            | GALAXY DIGITAL INC                                                  | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |      2037 | NS      | $41941.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFMT 2018-1 A23 144A                            | GALTON FUNDING MORTGAGE TRUST 2017-1                                | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17762 | PA      | $16621.58     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GFMT 2018-2 A22 144A                            | GALTON FUNDING MORTGAGE TRUST 2018-2                                | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9041 | PA      | $8730.10      | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                          | GCAT 2025-NQM1 TRUST                                                | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180004 | PA      | $181474.01    | 0.01%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GCI LIBERTY INC-CL C                            | GCI LIBERTY INC                                                     | CUSIP: 36164V800<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1529 | NS      | $60166.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA LLC                                  | GE VERNOVA INC                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2536 | NS      | $2215449.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                  | GE VERNOVA INC                                                      | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59517.07     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENEDX HOLDINGS CORP                            | GENEDX HOLDINGS CORP                                                | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $82021.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133254.23    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                             | GENERAL ELECTRIC CO                                                 | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157523.20    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                    | GENERAL ELECTRIC CO                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     23743 | NS      | $8126279.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     78000 | PA      | $84885.97     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66128.73     | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                          | GENERAL MOTORS FINANCIAL CO INC                                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239485.83    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERALI                                        | GENERALI                                                            | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     21478 | NS      | $914557.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                             | GILEAD SCIENCES INC                                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     49633 | NS      | $7392835.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1245000 | PA      | $1260761.70   | 0.06%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3905000 | PA      | $-3983881.00  | -0.19%            | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1965000 | PA      | $1971661.35   | 0.09%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA MAR                                 | GINNIE MAE                                                          | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815000 | PA      | $805187.40    | 0.04%             | 2034-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8628 | PA      | $8933.26      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6704 | PA      | $6946.03      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31879 | PA      | $32342.49     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17059 | PA      | $17662.08     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36178NF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3945 | PA      | $3719.71      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36209RFN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1612 | PA      | $1628.93      | 0.00%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       198 | PA      | $207.13       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13875 | PA      | $14347.33     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36178NGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92473 | PA      | $87201.50     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19519 | PA      | $18406.17     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5185 | PA      | $5341.31      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR                                      | GINNIE MAE I POOL                                                   | CUSIP: 36184BZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19887 | PA      | $19198.96     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR PLAT                                 | GINNIE MAE I POOL                                                   | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17059 | PA      | $17662.08     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5445 | PA      | $5624.72      | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109989 | PA      | $112229.55    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27742 | PA      | $28654.77     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7652 | PA      | $6873.63      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5113 | PA      | $5064.13      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7013 | PA      | $7115.98      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABUR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83668 | PA      | $80555.30     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80863 | PA      | $82071.46     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65515 | PA      | $64261.47     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14503 | PA      | $13478.05     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    605700 | PA      | $513264.13    | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21177 | PA      | $19680.69     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34049 | PA      | $32708.19     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192912 | PA      | $170280.94    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38898 | PA      | $36465.30     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191554 | PA      | $169082.87    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117831 | PA      | $121693.98    | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32915 | PA      | $31631.01     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52061 | PA      | $52824.84     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WMH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74991 | PA      | $68953.64     | 0.00%             | 2036-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59132 | PA      | $60583.08     | 0.00%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20360 | PA      | $20961.25     | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19513 | PA      | $19623.60     | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53274 | PA      | $53128.23     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15738 | PA      | $16387.39     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202EQM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       383 | PA      | $408.39       | 0.00%             | 2037-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39215 | PA      | $35226.60     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200440 | PA      | $194807.82    | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20957 | PA      | $21821.74     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121577 | PA      | $116776.75    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17871 | PA      | $18133.18     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49341 | PA      | $47416.59     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58355 | PA      | $60085.14     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36658 | PA      | $38352.59     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84584 | PA      | $82965.48     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11962 | PA      | $11490.60     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30713 | PA      | $29672.75     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27391 | PA      | $25455.70     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21995 | PA      | $22694.44     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202D7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30190 | PA      | $31925.00     | 0.00%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19797 | PA      | $20381.86     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158384 | PA      | $157432.02    | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45402 | PA      | $44575.70     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294003 | PA      | $249135.32    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116974 | PA      | $116216.52    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14355 | PA      | $14756.10     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67554 | PA      | $69792.62     | 0.00%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4441 | PA      | $4398.68      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23564 | PA      | $23113.10     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7801 | PA      | $8057.49      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36721 | PA      | $34126.69     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17248 | PA      | $16028.77     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27029 | PA      | $27147.78     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224389 | PA      | $208538.34    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83677 | PA      | $81008.26     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45894 | PA      | $47401.46     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48548 | PA      | $46669.53     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33913 | PA      | $34814.02     | 0.00%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28873 | PA      | $29501.42     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805845 | PA      | $711310.95    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32847 | PA      | $33929.25     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        71 | PA      | $71.47        | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7811 | PA      | $7258.88      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12778 | PA      | $11874.66     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47640 | PA      | $43705.06     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202EAK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       794 | PA      | $829.93       | 0.00%             | 2034-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4194 | PA      | $4317.73      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050775 | PA      | $890584.17    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296284 | PA      | $286980.18    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92541 | PA      | $98645.11     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72800 | PA      | $73887.61     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906156 | PA      | $799854.36    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16456 | PA      | $16944.33     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296864 | PA      | $290566.17    | 0.01%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9337 | PA      | $9446.21      | 0.00%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220665 | PA      | $205170.29    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128762 | PA      | $128424.96    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103976 | PA      | $107457.40    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62866 | PA      | $62261.83     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6726 | PA      | $6913.76      | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179MK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32276 | PA      | $31965.99     | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2077 | PA      | $2171.62      | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1800 | PA      | $1882.67      | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28883 | PA      | $29833.60     | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117891 | PA      | $116741.52    | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169846 | PA      | $152586.33    | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55143 | PA      | $51318.91     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16673 | PA      | $17222.16     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MTG ASSN II 30 YR                     | GINNIE MAE II POOL                                                  | CUSIP: 36202CXL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114 | PA      | $115.73       | 0.00%             | 2027-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34789 | PA      | $31923.06     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53023 | PA      | $47629.63     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52641 | PA      | $49995.27     | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       172 | PA      | $177.38       | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31335 | PA      | $31804.07     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32473 | PA      | $33380.00     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5138 | PA      | $5088.54      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70858 | PA      | $68094.26     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7369 | PA      | $7080.44      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167773 | PA      | $155992.23    | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28973 | PA      | $26925.66     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16037 | PA      | $14903.91     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54472 | PA      | $50620.41     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202ECP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2964 | PA      | $3099.60      | 0.00%             | 2035-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16967 | PA      | $15768.13     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37844 | PA      | $36636.81     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87349 | PA      | $88654.15     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28124 | PA      | $27012.47     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178708 | PA      | $157907.99    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41806 | PA      | $40472.56     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8556 | PA      | $8742.53      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72112 | PA      | $69838.33     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343134 | PA      | $302880.65    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26670 | PA      | $25617.41     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45689 | PA      | $42461.84     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62094 | PA      | $59784.32     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277165 | PA      | $234867.03    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44214 | PA      | $46262.94     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1909 | PA      | $1848.96      | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59223 | PA      | $61019.43     | 0.00%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37495 | PA      | $38044.80     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27116 | PA      | $28006.98     | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25261 | PA      | $24321.28     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16431 | PA      | $16502.75     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                   | GINNIE MAE II POOL                                                  | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10706 | PA      | $10343.75     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                    | GLENCORE PLC                                                        | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    158312 | NS      | $1143901.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP CAPITAL LP / GLP FINANCING II INC                               | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135004.77    | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP CAPITAL LP / GLP FINANCING II INC                               | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187099.55    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GMALT 2026-1 B                                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                        | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40208.84     | 0.00%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                   | GOLAR LNG LTD                                                       | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     15378 | NS      | $683705.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309734.48    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388121.34    | 0.02%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      4942 | NS      | $4247994.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | GOLDMAN SACHS GROUP INC/THE                                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338790.68    | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                           | GOLUB CAPITAL PRIVATE CREDIT FUND                                   | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238010.63    | 0.01%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOOSEHEAD INSURANCE INC -A                      | GOOSEHEAD INSURANCE INC                                             | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      7564 | NS      | $409968.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2022-63 LM                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190000 | PA      | $161937.60    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-96 VI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2232616 | PA      | $325562.42    | 0.02%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-57 AI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3856160 | PA      | $457119.97    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-8 DA                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16615 | PA      | $15925.45     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-24 OI                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31917 | PA      | $5223.41      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-82 IG                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82642 | PA      | $12825.17     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    764219 | PA      | $92809.31     | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-184 JH                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                            | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22576 | PA      | $20827.91     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GPGI INC                                        | GPGI INC                                                            | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22224 | NS      | $498928.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACE 2020-GRCE A 144A                          | GRACE TRUST 2020-GRCE                                               | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $226807.00    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GRACO INC                                       | GRACO INC                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      4406 | NS      | $413811.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                     | GROCERY OUTLET HOLDING CORP                                         | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61857 | NS      | $611147.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV-SER B                    | GRUPO MEXICO SAB DE CV                                              | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     60872 | NS      | $771450.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMBS 2020-INV1 A14 144A                        | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                       | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138672 | PA      | $123467.76    | 0.01%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GSMBS 2014-EB1A 2A1 144A                        | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                        | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1907 | PA      | $1898.84      | 0.00%             | 2044-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-NQM3 A1 144A                         | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                       | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-MBS          | CORP              | US        |     81060 | PA      | $81519.42     | 0.00%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                             | GUARDANT HEALTH INC                                                 | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      3429 | NS      | $321983.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUSTO INC PP                                    | GUSTO INC PP                                                        | CUSIP: TC6CSL955<br>LEI: 254900RM672GSG5HDT33 | Long             | EC               | CORP              | US        |      5153 | NS      | $110274.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUSTO INC SER E CVT PFD PP                      | GUSTO INC SER E CVT PFD PP                                          | CUSIP: TC18PZKC3<br>LEI: 254900RM672GSG5HDT33 | Long             | EP               | CORP              | US        |      7205 | NS      | $154187.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    392000 | PA      | $405110.57    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAP INC           | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     11048 | NS      | $403472.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAGERTY INC                                     | HAGERTY INC                                                         | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17563 | NS      | $206189.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                       | HAMILTON LANE INC                                                   | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      3524 | NS      | $369808.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC 144A                         | HARBOUR ENERGY PLC                                                  | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $515263.80    | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                           | HARDEE'S FUNDING LLC                                                | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191000 | PA      | $180209.57    | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                           | HARDEE'S FUNDING LLC                                                | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225056 | PA      | $233274.32    | 0.01%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HAUL HUB SER B CVT PFD STOCK PP                 | HAUL HUB SER B CVT PFD STOCK PP                                     | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3986 | NS      | $1674.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HAUL HUB SERIES C CVT PFD STOCK PP              | HAUL HUB SERIES C CVT PFD STOCK PP                                  | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1224 | NS      | $514.08       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HCA INC                                         | HCA INC                                                             | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340229.92    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LIMITED                               | HDFC BANK LTD                                                       | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    137169 | NS      | $1340827.21   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153845.85    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305771.90    | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                   | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                  | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123471.73    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436114.34    | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                        | HEALTHCARE REALTY HOLDINGS LP                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133205.56    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                            | HEATHROW FUNDING LTD                                                | CUSIP: AX5204471<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    165000 | PA      | $171001.72    | 0.01%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                         | HEIDELBERG MATERIALS AG                                             | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      4422 | NS      | $985188.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                     | HITACHI LTD                                                         | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     99000 | NS      | $3240993.87   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM LTD-REG                                  | HOLCIM AG                                                           | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |     13334 | NS      | $1225811.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC                             | HOME BANCSHARES INC/AR                                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12719 | NS      | $349263.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                  | HOME DEPOT INC/THE                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5668 | NS      | $2157920.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMES 2025-AFC2 A1B 144A                        | HOMES 2025-AFC2 TRUST                                               | CUSIP: 43761YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249527 | PA      | $252042.84    | 0.01%             | 2060-06-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A                         | HOMES 2025-NQM2 TRUST                                               | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163080 | PA      | $164441.33    | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 A1 144A                         | HOMES 2026-AFC1 TRUST                                               | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $330322.21    | 0.02%             | 2061-02-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HONOR TECHNOLOGY SER D CVT PFD PP               | HONOR TECHNOLOGY SER D CVT PFD PP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     54988 | NS      | $73683.92     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HOYA CORP                                       | HOYA CORP                                                           | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      7500 | NS      | $1354709.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                            | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100794.82    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                            | HPEFS EQUIPMENT TRUST 2023-2                                        | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41951 | PA      | $42041.77     | 0.00%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A A3 144A                           | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80026 | PA      | $80460.46     | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                            | HPEFS EQUIPMENT TRUST 2024-2                                        | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100938.57    | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                               | HSBC HOLDINGS PLC                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202243.51    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                 | HUF/USD FWD 20260417 SBOSGB2X                                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $2043.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | HUF/USD FWD 20260417 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |         1 | NC      | $-40938.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                       | HUNTINGTON BANCSHARES INC/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     47900 | NS      | $804720.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HACLN 2024-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1              | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101274 | PA      | $102995.38    | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168626 | PA      | $170021.52    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 C81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2373 | NC      | $-17797.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF | HYG US 03/20/26 P81                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -2373 | NC      | $-166110.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HART 2026-A C                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60392.71     | 0.00%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HART 2026-A B                                   | HYUNDAI AUTO RECEIVABLES TRUST 2026-A                               | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30201.15     | 0.00%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197720.38    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237125.29    | 0.01%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132300.04    | 0.01%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62709.13     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122137.00    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                    | HYUNDAI CAPITAL AMERICA                                             | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103407.60    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| iCapital Inc Common Stock PP                    | ICAPITAL INC COMMON STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9842 | NS      | $167314.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                             | ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $618.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-17771.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | ICE_SES SA CDS 12/20/2030 CHAS                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |         1 | NC      | $-18153.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                        | ICON INVESTMENTS SIX DAC                                            | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    205000 | PA      | $209897.19    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDACORP INC                                     | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5821 | NS      | $838049.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMATICS NV                                     | IMMATICS NV                                                         | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |     72006 | NS      | $744542.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOCORE HOLDINGS PLC-ADR                     | IMMUNOCORE HOLDINGS PLC                                             | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     11423 | NS      | $368962.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOME INC                                    | IMMUNOME INC                                                        | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70487 | NS      | $1540845.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOVANT INC                                  | IMMUNOVANT INC                                                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $585103.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                    | IMPERIAL BRANDS FINANCE PLC                                         | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $419884.92    | 0.02%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMPRL 2021-NQM2 A1 144A                         | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                              | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208197 | PA      | $180512.24    | 0.01%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                                      | IMPINJ INC                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      1373 | NS      | $168412.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN                    | INDEPENDENCE REALTY TRUST INC                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     20349 | NS      | $337182.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS SA                               | INDRA SISTEMAS SA                                                   | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     18387 | NS      | $1358550.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| INFINEON TECHNOLOGIES AG                        | INFINEON TECHNOLOGIES AG                                            | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     25529 | NS      | $1375881.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                         | INFRASTRUTTURE WIRELESS ITALIANE SPA                                | CUSIP: YQ6778167<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |    120000 | PA      | $144743.33    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV CVA NLG1                           | ING GROEP NV                                                        | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     78664 | NS      | $2269687.22   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                              | INGERSOLL RAND INC                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     16505 | NS      | $1553780.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS                     | INSTALLED BUILDING PRODUCTS INC                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1193 | NS      | $391017.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     27558 | NS      | $1256920.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                      | INTEL CORP                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    101000 | PA      | $95151.46     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                   | INTERCONTINENTAL EXCHANGE INC                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     21854 | NS      | $3586897.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                | INTERDIGITAL INC                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4471 | NS      | $1638755.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BUSINESS MACHINES CORP                     | INTERNATIONAL BUSINESS MACHINES CORP                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4706 | NS      | $1130428.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                          | INTERNATIONAL PAPER CO                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     78339 | NS      | $3411663.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO                                 | INTESA SANPAOLO SPA                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    254292 | NS      | $1744837.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| INTUITIVE SURGICAL INC                          | INTUITIVE SURGICAL INC                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6090 | NS      | $3066375.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84391.57     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                             | INVITATION HOMES OPERATING PARTNERSHIP LP                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61681.92     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                       | IONIS PHARMACEUTICALS INC                                           | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       435 | NS      | $35300.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ INC- CL A                                  | IONQ INC                                                            | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |       129 | NS      | $4949.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                          | IPALCO ENTERPRISES INC                                              | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175322.49    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRADIMED CORP                                   | IRADIMED CORP                                                       | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       704 | NS      | $72885.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS L                    | ISETAN MITSUKOSHI HOLDINGS LTD                                      | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     94400 | NS      | $1853087.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                                 | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    261000 | PA      | $271636.46    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ISRAEL                                          | ISRAEL GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    210000 | PA      | $209375.91    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL 144A                   | JACKSON NATIONAL LIFE GLOBAL FUNDING                                | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180978.10    | 0.01%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R 144A                          | JAMESTOWN CLO XV LTD                                                | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320920.64    | 0.02%             | 2035-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                  | JBT MAREL CORP                                                      | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      3186 | NS      | $490644.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                               | JOHNSON & JOHNSON                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     14283 | NS      | $3548325.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC 2018-WPT AFX 144A                         | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT       | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $138293.75    | 0.01%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A3 144A                         | JP MORGAN MORTGAGE TRUST 2019-INV3                                  | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58361 | PA      | $54084.64     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2019-INV3 A15 144A                        | JP MORGAN MORTGAGE TRUST 2019-INV3                                  | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50492 | PA      | $46517.54     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-5 B2 144A                            | JP MORGAN MORTGAGE TRUST 2020-5                                     | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215504 | PA      | $194730.26    | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-INV1 A3 144A                         | JP MORGAN MORTGAGE TRUST 2020-INV1                                  | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50978 | PA      | $47106.70     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A3 144A                         | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1333 | PA      | $1326.75      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 B1A 144A                        | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219352 | PA      | $197861.49    | 0.01%             | 2050-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 A15 144A                        | JP MORGAN MORTGAGE TRUST 2020-LTV1                                  | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       606 | PA      | $602.89       | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-DSC2 A1 144A                         | JP MORGAN MORTGAGE TRUST 2025-DSC2                                  | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-MBS          | CORP              | US        |    172997 | PA      | $174174.38    | 0.01%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                         | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                           | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236659 | PA      | $238909.21    | 0.01%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184463.52    | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171818.91    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442377.76    | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310541.07    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313742.72    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228242.53    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMORGAN CHASE & CO                                                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $445637.73    | 0.02%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE & CO.                         | JPMORGAN CHASE & CO                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     38713 | NS      | $11625513.90  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC                                      | KADANT INC                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       455 | NS      | $154322.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kardigan Inc SER B CVT PFD PP                   | KARDIGAN INC SER B CVT PFD PP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4429 | NS      | $94625.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Series D-8 CVT PFD Stock PP         | KARDIUM INC SERIES D-8 CVT PFD STOCK PP                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     78645 | NS      | $50902.19     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kardium Inc Ser D-6 CVT Pfd Stock PP            | KARDIUM SERIES D6 CVT PFD STOCK PP                                  | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     68919 | NS      | $57023.58     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARMAN HOLDINGS INC                             | KARMAN HOLDINGS INC                                                 | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3749 | NS      | $330324.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                       | KDDI CORP                                                           | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    119200 | NS      | $2047560.05   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KEARNY FINANCIAL CORP/MD                        | KEARNY FINANCIAL CORP/MD                                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15929 | NS      | $121856.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENTUCKY UTILITIES CO                           | KENTUCKY UTILITIES CO                                               | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30891.13     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KERING                                          | KERING SA                                                           | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      4401 | NS      | $1475826.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES IN                        | KEYSIGHT TECHNOLOGIES INC                                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     37677 | NS      | $11579272.41  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                  | KINGFISHER PLC                                                      | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    266987 | NS      | $1342952.81   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSPAN GROUP PLC                              | KINGSPAN GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      7551 | NS      | $747577.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                   | KION GROUP AG                                                       | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     17358 | NS      | $1178065.31   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA CORP                                        | KLA CORP                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2519 | NS      | $3840341.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KLARNA GROUP PLC                                | KLARNA GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 636700HER4JIK7GZUN17 | Long             | EC               | CORP              | GB        |      9294 | NS      | $126026.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                                | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4585 | NS      | $407973.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBOLD METALS SER B-1 CVT PFD STOCK PP          | KOBOLD METALS SER B-1 CVT PFD STOCK PP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2736 | NS      | $308105.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kobold Metals SER C-1 CVT Pfd Stock PP          | KOBOLD METALS SER C-1 CVT PFD STOCK PP                              | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1194 | NS      | $134458.25    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KODIAK SCIENCES INC                             | KODIAK SCIENCES INC                                                 | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      2408 | NS      | $64534.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                     | KOMATSU LTD                                                         | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |     18100 | NS      | $868806.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                          | KONINKLIJKE PHILIPS NV                                              | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     70771 | NS      | $2267880.80   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                              | KONTOOR BRANDS INC                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3134 | NS      | $204368.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY                       | KRATOS DEFENSE & SECURITY SOLUTIONS INC                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      4530 | NS      | $390395.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KT CORP                                         | KT CORP                                                             | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     38645 | NS      | $1788478.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KYMERA THERAPEUTICS INC                         | KYMERA THERAPEUTICS INC                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7542 | NS      | $688961.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                   | KZT/USD FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KZ        |         1 | NC      | $4397.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kardium Inc Series D-7 CVT PFD Stock PP         | Kardium, Inc. Series D-7 CVT Pfd Stock                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    116595 | NS      | $75464.95     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| L OREAL                                         | L'OREAL SA                                                          | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      4205 | NS      | $1970236.97   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                               | LAM RESEARCH CORP                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5079 | NS      | $1187927.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                            | LAS VEGAS SANDS CORP                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169309.76    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                      | LATTICE SEMICONDUCTOR CORP                                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     24312 | NS      | $2324713.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                      | LEGRAND SA                                                          | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      7371 | NS      | $1335088.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                      | LEIDOS INC                                                          | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70157.80     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEONARDO DRS INC                                | LEONARDO DRS INC                                                    | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      2541 | NS      | $110253.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC-A                            | LIBERTY ENERGY INC                                                  | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      5145 | NS      | $144523.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LIVE HOLDINGS-C                         | LIBERTY LIVE HOLDINGS INC                                           | CUSIP: 530909308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29534 | NS      | $2943063.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS INC                    | LIFE TIME GROUP HOLDINGS INC                                        | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14291 | NS      | $385857.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightmatter SER D CVT PFD PP                    | LIGHTMATTER SER D CVT PFD PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1283 | NS      | $109350.09    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LINDE PLC                                       | LINDE PLC                                                           | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     13239 | NS      | $6726471.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                                  | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1464 | NS      | $516001.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES INC                         | LIVE OAK BANCSHARES INC                                             | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12866 | NS      | $466649.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | LLOYDS BANKING GROUP PLC                                            | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1836082 | NS      | $2508118.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LOAR HOLDINGS INC                               | LOAR HOLDINGS INC                                                   | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15863 | NS      | $1122941.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                          | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3215 | NS      | $272439.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                           | LOUISVILLE GAS AND ELECTRIC CO                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30769.29     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC                                  | LOWE'S COS INC                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     17300 | NS      | $4577061.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL HOLDINGS INC                                                    | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62993.13     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T BANK CORP                                                       | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218173.58    | 0.01%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                 | MACERICH CO/THE                                                     | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     10020 | NS      | $205109.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC         | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4695 | NS      | $1164923.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                             | MACQUARIE GROUP LTD                                                 | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     10460 | NS      | $1587413.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MAD 2025-11MD A 144A                            | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                             | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $116720.35    | 0.01%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1R2 144A                         | MADISON PARK FUNDING XXXV LTD                                       | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $264714.07    | 0.01%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP               | MADISON SQUARE GARDEN SPORTS CORP                                   | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2010 | NS      | $666636.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP - A                     | MAGNOLIA OIL & GAS CORP                                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6847 | NS      | $190483.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM CO NV/THE                      | MAGNUM ICE CREAM CO NV/THE                                          | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |     47787 | NS      | $756701.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MANDATUM OYJ                                    | MANDATUM OYJ                                                        | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |    117135 | NS      | $944551.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLIGHT THERAPEUTICS INC                       | MAPLIGHT THERAPEUTICS INC                                           | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8300 | NS      | $143341.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HLDGS-A                    | MARAVAI LIFESCIENCES HOLDINGS INC                                   | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22621 | NS      | $80530.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARQETA INC-A                                   | MARQETA INC                                                         | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    111374 | NS      | $427676.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC 144A                                   | MARS INC                                                            | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214918.19    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS                            | MARSH & MCLENNAN COS INC                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3570 | NS      | $666661.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS                       | MARTIN MARIETTA MATERIALS INC                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2396 | NS      | $1621061.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    247000 | PA      | $230850.62    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186964.30    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | MARVELL TECHNOLOGY INC                                              | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40781.45     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC - A                              | MASTERCARD INC                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      9497 | NS      | $4911943.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD S CORP                                 | MCDONALD'S CORP                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     17252 | NS      | $5883967.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MED 2024-MOB A 144A                             | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $373326.64    | 0.02%             | 2041-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280298.78    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                        | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                           | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132096.49    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE INC-CL A                                | MEDLINE INC                                                         | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |      5061 | NS      | $240448.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELROSE INDUSTRIES PLC                          | MELROSE INDUSTRIES PLC                                              | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |     97913 | NS      | $745043.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO. INC.                                | MERCK & CO INC                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     11117 | NS      | $1376506.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                             | MERCURY SYSTEMS INC                                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      5805 | NS      | $516819.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196802.06    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236980.31    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC-CLASS A                      | META PLATFORMS INC                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     23281 | NS      | $15090278.58  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                              | META PLATFORMS INC                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548142.08    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                     | METLIFE INC                                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     15110 | NS      | $1088977.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL                    | METTLER-TOLEDO INTERNATIONAL INC                                    | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1157 | NS      | $1581260.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                           | MEXICO GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    280000 | PA      | $284102.12    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MFRA 2025-NQM4 A1F 144A                         | MFA 2025-NQM4 TRUST                                                 | CUSIP: 55287RAD0<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |    211988 | PA      | $212197.10    | 0.01%             | 2070-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS                    | MIAMI INTERNATIONAL HOLDINGS INC                                    | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |     17637 | NS      | $751336.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                  | MICROSOFT CORP                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     88581 | NS      | $34789301.94  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                   | MIDDLEBY CORP/THE                                                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3095 | NS      | $522621.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                              | MIDDLESEX WATER CO                                                  | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $273348.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERA MEXICO SA DE CV 144A                     | MINERA MEXICO SA DE CV                                              | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $522183.94    | 0.02%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mirador Therapeutics SER B CVT PFD PP           | MIRADOR THERAPEUTICS SER B CVT PFD PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     28185 | NS      | $93010.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | MIRION TECHNOLOGIES INC                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     55782 | NS      | $1205449.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                  | MITSUBISHI CHEMICAL GROUP CORP                                      | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |    120000 | NS      | $890488.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                        | MITSUBISHI ELECTRIC CORP                                            | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     81500 | NS      | $3102136.40   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                        | MITSUBISHI ESTATE CO LTD                                            | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |     58100 | NS      | $1959323.27   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GRO                    | MITSUBISHI UFJ FINANCIAL GROUP INC                                  | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    211400 | NS      | $3924430.99   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                           | MITSUI FUDOSAN CO LTD                                               | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    136400 | NS      | $1838648.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF 2021-A A5 144A                             | MMAF EQUIPMENT FINANCE LLC 2021-A                                   | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99879.52     | 0.00%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MMAF 2024-A A3 144A                             | MMAF EQUIPMENT FINANCE LLC 2024-A                                   | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $432280.04    | 0.02%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MODINE MANUFACTURING CO                         | MODINE MANUFACTURING CO                                             | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       956 | NS      | $217251.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | MOLINA HEALTHCARE INC                                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1914 | NS      | $294851.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                     | MONCLER SPA                                                         | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     20841 | NS      | $1437678.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                      | MONDELEZ INTERNATIONAL INC                                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    103603 | NS      | $6379872.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                    | MONOLITHIC POWER SYSTEMS INC                                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1181 | NS      | $1349575.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY S CORP                                    | MOODY'S CORP                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1356 | NS      | $647612.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85878.35     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     16450 | NS      | $2739089.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137379.33    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292892.72    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | MORGAN STANLEY                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427753.51    | 0.02%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2            | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95346 | PA      | $96464.43     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5            | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88351 | PA      | $89181.36     | 0.00%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORNINGSTAR INC                                 | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       705 | NS      | $129113.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $294692.28    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                          | MOTOROLA SOLUTIONS INC                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146117.67    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSA SAFETY INC                                  | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2080 | NS      | $406452.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MFSH6 MSCI EAFE         MAR26                   | MSCI EAFE         MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -29 | NC      | $-420100.10   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MVWOT 2023-1A A 144A                            | MVW 2023-1 LLC                                                      | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204068 | PA      | $206995.71    | 0.01%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A B 144A                            | MVW 2023-2 LLC                                                      | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43870 | PA      | $44955.34     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A A 144A                            | MVW 2023-2 LLC                                                      | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48257 | PA      | $49721.72     | 0.00%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MYR GROUP INC/DELAWARE                          | MYR GROUP INC                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1061 | NS      | $286427.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                            | MYR/USD FWD 20260309 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $38674.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | MYR/USD FWD 20260309 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-24559.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANUS BIO INC SERIES ONE-6 CVT PFD PP           | Manus Bio, Inc Series One-6                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6934 | NS      | $20802.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL BANK OF CANADA                         | NATIONAL BANK OF CANADA                                             | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |      9296 | NS      | $1297371.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL ENERGY SERVICES REU                    | NATIONAL ENERGY SERVICES REUNITED CORP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2406 | NS      | $60270.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                               | NATIONAL GRID PLC                                                   | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    175473 | NS      | $3282508.97   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RESILIENCE SR B CVT PFD STK PP         | NATIONAL RESILIENCE SER B CVT PFD STOCK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7007 | NS      | $153243.09    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NATIONAL RESILIENCE SR C CVT PFD STK PP         | NATIONAL RESILIENCE SER C CVT PFD STOCK                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3255 | NS      | $71186.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NAVSL 2020-CA B 144A                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C                    | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $319978.82    | 0.02%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NAVRL 2026-A A 144A                             | NAVIENT REFINANCE LOAN TRUST 2026-A                                 | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150584.04    | 0.01%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN CORP                                     | NEOGEN CORP                                                         | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     42274 | NS      | $474737.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE INSURANCE HOLDI-CL A                    | NEPTUNE INSURANCE HOLDINGS INC                                      | CUSIP: 64073B103<br>LEI: 529900I3QTHC0Q1C2D65 | Long             | EC               | CORP              | US        |     19305 | NS      | $401930.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA-REG                                   | NESTLE SA                                                           | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     45649 | NS      | $4987629.97   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                     | NETFLIX INC                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     72950 | NS      | $7020708.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUB 2016-21A A1R3 144A                         | NEUBERGER BERMAN CLO XXI LTD                                        | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $311052.45    | 0.01%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                           | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                           | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    295000 | PA      | $294646.89    | 0.01%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-INV2 A4 144A                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                       | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205995 | PA      | $175611.49    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                       | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     92676 | PA      | $93839.21     | 0.00%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                        | NEXT PLC                                                            | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      9507 | NS      | $1732551.83   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                                 | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437401.19    | 0.02%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182892.65    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102130.46    | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                       | NIAGARA MOHAWK POWER CORP                                           | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166810.15    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                 | NINTENDO CO LTD                                                     | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     21600 | NS      | $1221683.69   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NMEF 2026-A A3 144A                             | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100344.68    | 0.00%             | 2034-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NMEF 2026-A B 144A                              | NMEF FUNDING 2026-A LLC                                             | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100438.87    | 0.00%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NOBLE CORP PLC                                  | NOBLE CORP PLC                                                      | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      4614 | NS      | $209614.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | NORFOLK SOUTHERN CORP                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      6522 | NS      | $2052734.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | NORTHROP GRUMMAN CORP                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1670 | NS      | $1209714.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODS 2018-14BA AR 144A                         | NORTHWOODS CAPITAL XIV-B LTD                                        | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    167084 | PA      | $167453.96    | 0.01%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC CVT 6.500000                        | NOVANTA INC                                                         | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |      7074 | NS      | $413192.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG-REG                                 | NOVARTIS AG                                                         | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     25881 | NS      | $4351679.10   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO NORDISK A/S-B                              | NOVO NORDISK A/S                                                    | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     51045 | NS      | $1930702.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208766.20    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205207.08    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                           | NTT FINANCE CORP                                                    | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206800.99    | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NURO SERIES C CVT PFD STOCK PP                  | NURO SERIES C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     12058 | NS      | $182075.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NURO SERIES D CVT PFD STOCK PP                  | NURO SERIES D CVT PFD STOCK PP                                      | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3303 | NS      | $50502.87     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUVALENT INC-A                                  | NUVALENT INC                                                        | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4342 | NS      | $442666.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                     | NVIDIA CORP                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    267620 | NS      | $47419587.80  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    208000 | PA      | $154872.41    | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP FUNDING LLC / NXP USA INC                              | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    593000 | PA      | $397734.39    | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXPT 2024-STOR A 144A                           | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR                            | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134879.18    | 0.01%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                         | O'REILLY AUTOMOTIVE INC                                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     13739 | NS      | $1289817.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                          | OBX 2020-EXP3 TRUST                                                 | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71995 | PA      | $64559.81     | 0.00%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1F 144A                         | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    105678 | PA      | $105776.07    | 0.01%             | 2065-07-27      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 A1 144A                          | OBX 2025-NQM15 TRUST                                                | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |    101451 | PA      | $102225.70    | 0.00%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154400.87    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | OCCIDENTAL PETROLEUM CORP                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    705000 | PA      | $819029.97    | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP                       | OCEANFIRST FINANCIAL CORP                                           | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12896 | NS      | $232901.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP 2017-13A AR2 144A                           | OCP CLO 2017-13 LTD                                                 | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250715.00    | 0.01%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCP 2017-13A B1R2 144A                          | OCP CLO 2017-13 LTD                                                 | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250602.25    | 0.01%             | 2037-11-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A B 144A                             | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106126.89    | 0.01%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                             | OCTANE RECEIVABLES TRUST 2023-3                                     | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102259.24    | 0.00%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A A2 144A                            | OCTANE RECEIVABLES TRUST 2024-1                                     | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53782 | PA      | $54141.05     | 0.00%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 A 144A                           | OCTANE RECEIVABLES TRUST 2025-RVM1                                  | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195331 | PA      | $196237.27    | 0.01%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                 | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     13683 | NS      | $672382.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                            | OLAPLEX HOLDINGS INC                                                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135843 | NS      | $218707.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE                       | OLD DOMINION FREIGHT LINE INC                                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     25452 | NS      | $5168028.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                       | ONEOK INC                                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    306000 | PA      | $328629.62    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONTO INNOVATION INC                             | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1763 | NS      | $380614.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE INC                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      5446 | NS      | $155265.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OR ROYALTIES INC                                | OR ROYALTIES INC                                                    | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     30845 | NS      | $1461744.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12904 | NS      | $1876241.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117298.16    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180059.44    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148641.25    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149795.22    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | ORACLE CORP                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    830000 | PA      | $729846.19    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $235877.79    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 144A                                  | ORANGE SA                                                           | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200323.64    | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB 144A                     | ORBIA ADVANCE CORP SAB DE CV                                        | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    280000 | PA      | $282303.36    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                       | ORIX CORP                                                           | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     35500 | NS      | $1246018.06   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORSTED A/S                                      | ORSTED AS                                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     34454 | NS      | $811694.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC - CLASS A                      | OSCAR HEALTH INC                                                    | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     19469 | NS      | $265557.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                             | OTIS WORLDWIDE CORP                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     28083 | NS      | $2599362.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132388.87    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    106000 | PA      | $72877.38     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57463.99     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90627.05     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234425.74    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108552.55    | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                          | PACIFIC GAS AND ELECTRIC CO                                         | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150441.41    | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                       | PACKAGING CORP OF AMERICA                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     14655 | NS      | $3402011.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS GROUP INC                                  | PACS GROUP INC                                                      | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1645 | NS      | $60058.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC-A                     | PALANTIR TECHNOLOGIES INC                                           | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      3950 | NS      | $541900.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMINO FUNDING TRUST I 144A                   | PALOMINO FUNDING TRUST I                                            | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $665849.76    | 0.03%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                         | PANASONIC HOLDINGS CORP                                             | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     82700 | NS      | $1333625.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP/DEL                         | PAR TECHNOLOGY CORP                                                 | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     18217 | NS      | $298576.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                            | PARKER-HANNIFIN CORP                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6828 | NS      | $6890681.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                    | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      9052 | NS      | $597432.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                          | PATRICK INDUSTRIES INC                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1827 | NS      | $226164.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAX LABS CLASS A COMMON PP                      | PAX LABS CLASS A COMMON PP                                          | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     51080 | NS      | $15834.80     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAYCHEX INC                                     | PAYCHEX INC                                                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107598.13    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PBF ENERGY INC-CLASS A                          | PBF ENERGY INC                                                      | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4201 | NS      | $149555.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES                     | PENNYMAC FINANCIAL SERVICES INC                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     10830 | NS      | $995601.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                     | PENTAIR PLC                                                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     32045 | NS      | $3178543.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                   | PERSIMMON PLC                                                       | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     38997 | NS      | $790945.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSONALIS INC                                  | PERSONALIS INC                                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     39331 | NS      | $356338.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU                                            | PERUVIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $316126.48    | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    360000 | PA      | $421313.42    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $294256.09    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | PETROLEOS MEXICANOS                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $489755.18    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                          | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291879.28    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL                     | PHILIP MORRIS INTERNATIONAL INC                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6811 | NS      | $1272499.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | PHP/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-4054.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | PHP/USD FWD 20260306 CHASGB2L                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-8076.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | PHP/USD FWD 20260306 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-4148.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                              | PHP/USD FWD 20260306 GSILGB2X                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $17216.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                   | PHP/USD FWD 20260306 SCBLGB2L                                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-4129.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In                  | PINNACLE FINANCIAL PARTNERS INC                                     | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      5598 | NS      | $508074.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                          | PINTEREST INC                                                       | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |     37409 | NS      | $640816.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC A                              | PJT PARTNERS INC                                                    | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       763 | NS      | $112679.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                       | PLANET FITNESS INC                                                  | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     14591 | NS      | $1198650.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163261.59    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC FINANCIAL SERVICES GROUP INC/THE                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103582.39    | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20101 | PA      | $20168.45     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                              | PPG INDUSTRIES INC                                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9341 | NS      | $1151465.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA                         | PRAEMIA HEALTHCARE SACA                                             | CUSIP: DA8983425<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118919.01    | 0.01%             | 2032-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRAIRIESKY ROYALTY LTD                          | PRAIRIESKY ROYALTY LTD                                              | CUSIP: 000000000<br>LEI: 529900AXG582AP7CV733 | Long             | EC               | CORP              | CA        |      6884 | NS      | $157155.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PRAXIS PRECISION MEDICINES I                    | PRAXIS PRECISION MEDICINES INC                                      | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $355608.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART INC                                  | PRICESMART INC                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1009 | NS      | $156011.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIME MEDICINE INC                              | PRIME MEDICINE INC                                                  | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16668 | NS      | $77006.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BIOROBOTICS CORP                        | PROCEPT BIOROBOTICS CORP                                            | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17561 | NS      | $398459.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                         | PROCTER & GAMBLE CO/THE                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     48651 | NS      | $8134447.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG 2021-SFR6 D 144A                           | PROGRESS RESIDENTIAL TRUST                                          | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $475643.62    | 0.02%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                | PROGRESSIVE CORP/THE                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      9334 | NS      | $1994302.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150336.26    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US 144A                       | PROLOGIS TARGETED US LOGISTICS FUND LP                              | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158080.77    | 0.01%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROSPERITY BANCSHARES INC                       | PROSPERITY BANCSHARES INC                                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7938 | NS      | $558597.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                    | PRYSMIAN SPA                                                        | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     25809 | NS      | $3108717.61   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC INC                                         | PTC INC                                                             | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      9835 | NS      | $1540062.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                         | PUBLIC SERVICE CO OF OKLAHOMA                                       | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362671.17    | 0.02%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                  | PUBLIC STORAGE                                                      | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      4605 | NS      | $1414011.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUIG BRANDS SA-B                                | PUIG BRANDS SA                                                      | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |       442 | NS      | $8523.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| PULTE GROUP INC                                 | PULTEGROUP INC                                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11304 | NS      | $1550908.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | QUEST DIAGNOSTICS INC                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     16227 | NS      | $3438663.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                                | QUIDELORTHO CORP                                                    | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     20651 | NS      | $469603.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                                         | QXO INC                                                             | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38616 | NS      | $924853.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                       | RAIZEN FUELS FINANCE SA                                             | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $209694.54    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAMBUS INC                                      | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4066 | NS      | $405217.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                            | RANGE RESOURCES CORP                                                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     74063 | NS      | $3057320.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                                | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2517 | NS      | $1449590.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REALT 2025-1A A1 144A                           | REAL ESTATE ASSET LIQUIDITY TRUST                                   | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    996013 | PA      | $735474.82    | 0.04%             | 2060-01-12      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                              | REALTY INCOME CORP                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51411.74     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                         | RECRUIT HOLDINGS CO LTD                                             | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     32200 | NS      | $1401192.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REDDIT INC-CL A                                 | REDDIT INC                                                          | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       142 | NS      | $20705.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD MATERIALS SER C CVT STOCK PP            | REDWOOD MATERIALS SER C CVT STOCK PP                                | CUSIP: TC25HIZF2<br>LEI: 5493008UYCX7OTNK6D78 | Long             | EP               | CORP              | US        |      1853 | NS      | $87220.71     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                              | REGAL REXNORD CORP                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305895.43    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REG16 2019-2A A1R2 144A                         | REGATTA XVI FUNDING LTD                                             | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249730.25    | 0.01%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS                       | REGENERON PHARMACEUTICALS INC                                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2091 | NS      | $1634471.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                         | REINSURANCE GROUP OF AMERICA INC                                    | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    364000 | PA      | $389117.50    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                        | RENESAS ELECTRONICS CORP                                            | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     89200 | NS      | $1682205.58   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                   | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4465 | NS      | $574779.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                           | REPUBLIC SERVICES INC                                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     19780 | NS      | $4529620.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RESONA HOLDINGS INC                             | RESONA HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     86500 | NS      | $1055457.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133439.48    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105117.17    | 0.01%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                     | REVVITY INC                                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     22671 | NS      | $2228786.01   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING 144A                         | RGA GLOBAL FUNDING                                                  | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192826.92    | 0.01%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                  | RHEINMETALL AG                                                      | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       914 | NS      | $1808051.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RLI CORP                                        | RLI CORP                                                            | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4079 | NS      | $254203.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG-GENUSSCHEIN                    | ROCHE HOLDING AG                                                    | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     10439 | NS      | $4967935.30   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR A 144A                           | ROCK TRUST 2024-CNTR                                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $408807.86    | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC-CLASS A                          | ROCKET COS INC                                                      | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28779 | NS      | $523490.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKT 2019-2A AR2 144A                          | ROCKFORD TOWER CLO 2019-2 LTD                                       | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    210851 | PA      | $211244.28    | 0.01%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-2A A1R 144A                          | ROCKFORD TOWER CLO 2021-2 LTD                                       | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250250.00    | 0.01%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $392956.40    | 0.02%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | ROGERS COMMUNICATIONS INC                                           | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $349666.79    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                        | ROLLS-ROYCE HOLDINGS PLC                                            | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    149137 | NS      | $2681793.45   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    160000 | PA      | $196063.95    | 0.01%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    414000 | PA      | $441176.53    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                    | ROMANIAN GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $199540.92    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROOT INC/OH -CLASS A                            | ROOT INC/OH                                                         | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3506 | NS      | $181891.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | ROPER TECHNOLOGIES INC                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1838 | NS      | $642803.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    365000 | PA      | $325446.19    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                 | ROSS STORES INC                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5448 | NS      | $1120326.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                                  | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       192 | NS      | $57559.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RRAM 2024-28RA A1R 144A                         | RR 28 LTD                                                           | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    465000 | PA      | $465268.77    | 0.02%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                        | RR 34 LTD                                                           | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $260008.06    | 0.01%             | 2039-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107775.00    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66458.38     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                        | RTX CORP                                                            | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    114000 | PA      | $72780.44     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES INC-CL A                       | RUSH ENTERPRISES INC                                                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2773 | NS      | $196799.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC-SP ADR                     | RYANAIR HOLDINGS PLC                                                | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     26922 | NS      | $1816965.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -18 | NC      | $-566.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ESH6 S&P500 EMINI FUT  MAR26                    | S&P500 EMINI FUT  MAR26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -35 | NC      | $-1101.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                       | SAFRAN SA                                                           | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      6342 | NS      | $2554169.21   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SAIA INC                                        | SAIA INC                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1556 | NS      | $630786.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                  | SALESFORCE INC                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8900 | NS      | $1733631.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159165.89    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86427.51     | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL 144A                   | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121256.91    | 0.01%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ-A SHS                                 | SAMPO OYJ                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    181828 | NS      | $2015217.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSONITE GROUP SA                              | SAMSONITE GROUP SA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    116700 | NS      | $287127.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                      | SAMSUNG ELECTRONICS CO LTD                                          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     17372 | NS      | $2600090.41   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDVIK AB                                      | SANDVIK AB                                                          | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     67419 | NS      | $2971237.07   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                          | SANOFI SA                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     18807 | NS      | $1839350.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SBCLN 2024-B C 144A                             | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B               | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224840 | PA      | $226687.74    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                       | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21792 | PA      | $21802.76     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124917 | PA      | $125235.56    | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2025-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                       | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $317431.96    | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A3                                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125245.45    | 0.01%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 B                                  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                       | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185575.24    | 0.01%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                          | SANTANDER HOLDINGS USA INC                                          | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178856.43    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                           | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                 | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130166 | PA      | $131718.89    | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAP SE                                          | SAP SE                                                              | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     15219 | NS      | $3057381.32   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                            | SARTORIUS FINANCE BV                                                | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $378667.21    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO 144A                           | SAUDI TELECOM CO                                                    | CUSIP: 78478GAA1<br>LEI: 21380028ATJ79OTA9W17 | Long             | DBT              | CORP              | SA        |    760000 | PA      | $753062.32    | 0.04%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                        | SAVERS VALUE VILLAGE INC                                            | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33471 | NS      | $315631.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $328576.43    | 0.02%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $429024.16    | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $329606.91    | 0.02%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                            | SBA TOWER TRUST                                                     | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72458.99     | 0.00%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP                                   | SCENTRE GROUP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    601758 | NS      | $1635724.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A3 144A                           | SCF EQUIPMENT LEASING 2025-1 LLC                                    | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $236288.04    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A A2 144A                           | SCF EQUIPMENT LEASING 2025-1 LLC                                    | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111962 | PA      | $112288.10    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCUL 27A BRR 144A                               | SCULPTOR CLO XXVII LTD                                              | CUSIP: 81124UBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.01%             | 2037-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY A 144A                            | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                             | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $439725.00    | 0.02%             | 2039-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SEA LTD ADR                                     | SEA LTD                                                             | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     17221 | NS      | $1867617.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEB4P 2024-1A A2 144A                           | SEB FUNDING LLC                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376000 | PA      | $386562.14    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SECURE WASTE INFRASTRUCTURE CO                  | SECURE WASTE INFRASTRUCTURE CORP                                    | CUSIP: 000000000<br>LEI: 894500UQR7AONHFERA55 | Long             | EC               | CORP              | CA        |     31608 | NS      | $438417.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SSTRT 2025-B B 144A                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-B                      | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     98709 | PA      | $99815.00     | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SECURITYSCORECARD SER E CVT PFD STOCK PP        | SECURITYSCORECARD SER E CVT PFD STOCK PP                            | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |     13365 | NS      | $45975.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEGRO CAPITAL SARL                              | SEGRO CAPITAL SARL                                                  | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $171580.80    | 0.01%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEGRO PLC                                       | SEGRO PLC                                                           | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     75093 | NS      | $850079.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                    | SEMTECH CORP                                                        | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7845 | NS      | $707775.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMT 2013-4 B1                                  | SEQUOIA MORTGAGE TRUST 2013-4                                       | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91503 | PA      | $89690.70     | 0.00%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-5 B1 144A                             | SEQUOIA MORTGAGE TRUST 2017-5                                       | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158305 | PA      | $152994.59    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A19 144A                          | SEQUOIA MORTGAGE TRUST 2017-CH2                                     | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21459 | PA      | $20518.18     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 144A                           | SEQUOIA MORTGAGE TRUST 2018-CH1                                     | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      6527 | PA      | $6090.17      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A21 144A                          | SEQUOIA MORTGAGE TRUST 2018-CH2                                     | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19064 | PA      | $18106.07     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL                      | SERVICE CORP INTERNATIONAL/US                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2770 | NS      | $233178.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERV 2021-1 A2I 144A                            | SERVICEMASTER FUNDING LLC                                           | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408004 | PA      | $385388.99    | 0.02%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                  | SERVICENOW INC                                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     22772 | NS      | $2459603.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVEN & I HOLDINGS CO LTD                       | SEVEN & I HOLDINGS CO LTD                                           | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     96000 | NS      | $1353844.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| SFAST 2024-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $86380.87     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $46434.72     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51598.41     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A A3 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                    | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194501 | PA      | $196692.97    | 0.01%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A B 144A                            | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105548.79    | 0.01%             | 2032-06-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A A4 144A                           | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                    | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125587.81    | 0.01%             | 2032-01-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SHATTUCK LABS INC                               | SHATTUCK LABS INC                                                   | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26862 | NS      | $105299.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC-ADR                                   | SHELL PLC                                                           | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     52436 | NS      | $4378930.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE                         | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2439 | NS      | $884357.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                             | SHERWIN-WILLIAMS CO/THE                                             | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30827.42     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                    | SHIMIZU CORP                                                        | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     58400 | NS      | $1305306.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                       | SHIN-ETSU CHEMICAL CO LTD                                           | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     49700 | NS      | $1956766.57   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHOPIFY INC - CLASS A                           | SHOPIFY INC                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     13909 | NS      | $1679233.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG-REG                                  | SIEMENS AG                                                          | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     25215 | NS      | $7290762.52   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS HEALTHINEERS AG                         | SIEMENS HEALTHINEERS AG                                             | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     36375 | NS      | $1804185.19   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A A1R 144A                          | SIGNAL PEAK CLO 5 LTD                                               | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $625361.88    | 0.03%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SILA NANO SER F CVT PFD STOCK PP                | SILA NANO SER F CVT PFD STOCK PP                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2982 | NS      | $32384.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                        | SIMPLY GOOD FOODS CO/THE                                            | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3585 | NS      | $61160.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC                    | SIMPSON MANUFACTURING CO INC                                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       768 | NS      | $148661.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                    | SITEONE LANDSCAPE SUPPLY INC                                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      6130 | NS      | $875915.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                     | SITIME CORP                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $325067.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                | SK SQUARE CO LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3774 | NS      | $1693839.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BAN-A                    | SKANDINAVISKA ENSKILDA BANKEN AB                                    | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     91976 | NS      | $1955519.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE                     | SKYWARD SPECIALTY INSURANCE GROUP INC                               | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |      1617 | NS      | $75141.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB LTD                                         | SLB LTD                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     90501 | NS      | $4646321.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB 2021-A B 144A                               | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                             | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133356 | PA      | $130611.01    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SNAM SPA 144A                                   | SNAM SPA                                                            | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $216334.54    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $285482.55    | 0.01%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $312805.46    | 0.01%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                           | SOCIETE GENERALE SA                                                 | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $271993.96    | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                             | SOCIETE GENERALE SA                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     33066 | NS      | $2865519.08   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                  | SOLVENTUM CORP                                                      | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    273000 | PA      | $272941.33    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOVA HOLDING AG-REG                           | SONOVA HOLDING AG                                                   | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      2075 | NS      | $540964.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                 | SONY GROUP CORP                                                     | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    146500 | NS      | $3367780.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH CO                                | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29645 | NS      | $481731.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                          | SOUND POINT CLO XXII LTD                                            | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250246.50    | 0.01%             | 2032-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | SOUTHERN CALIFORNIA EDISON CO                                       | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125527.17    | 0.01%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                           | SOUTHERN CALIFORNIA GAS CO                                          | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141999.90    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                         | SOUTHERN CO GAS CAPITAL CORP                                        | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96722.93     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                 | SOUTHERN CO/THE                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     60205 | NS      | $5862762.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN POWER CO                               | SOUTHERN POWER CO                                                   | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89864.31     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SouthState Bank Corp                            | SOUTHSTATE BANK CORP                                                | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      8855 | NS      | $873722.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPAC PCSC Freenome PIPE COMMIT PP               | SPAC PCSC FREENOME PIPE COMMIT PP                                   | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EC               | CORP              | US        |     13156 | NS      | $150373.08    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SPIRAX GROUP PLC                                | SPIRAX GROUP PLC                                                    | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      3869 | NS      | $412269.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                             | SPRINT CAPITAL CORP                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    295000 | PA      | $360206.97    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                            | SPX TECHNOLOGIES INC                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1812 | NS      | $411215.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SG ISSUER SA                                    | SPX US 03/20/26 P6425                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -137 | NC      | $-319895.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                          | STANDARD CHARTERED PLC                                              | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    104142 | NS      | $2568912.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                     | STANDARD CHARTERED PLC                                              | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $731250.92    | 0.03%             | 2032-06-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                      | STANDEX INTERNATIONAL CORP                                          | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       923 | NS      | $241826.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IL ST BABS                                      | STATE OF ILLINOIS                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54677.90     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | STATE STREET CORP                                                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74874.60     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $203038.97    | 0.01%             | 2036-01-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD 144A                        | STC SUKUK CO II LTD                                                 | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $200911.88    | 0.01%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA A4 144A                           | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $166390.27    | 0.01%             | 2029-06-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA B 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90832.88     | 0.00%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA C 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B       | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000 | PA      | $14150.31     | 0.00%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-CA B 144A                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C       | CUSIP: 85855EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151230.45    | 0.01%             | 2029-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP INC-CLASS A                     | STEPSTONE GROUP INC                                                 | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2582 | NS      | $111387.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                      | STERIS PLC                                                          | CUSIP: 000000000<br>LEI: 549300BRDKZ1HFI2J358 | Long             | EC               | CORP              | IE        |      4991 | NS      | $1259478.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVANATO GROUP SPA                             | STEVANATO GROUP SPA                                                 | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |     20919 | NS      | $324662.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                | STONEX GROUP INC                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5420 | NS      | $691050.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STORA ENSO OYJ-R SHS                            | STORA ENSO OYJ                                                      | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     90630 | NS      | $1229365.03   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORP                                    | STRYKER CORP                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2809 | NS      | $1088375.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                     | SUBARU CORP                                                         | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     12900 | NS      | $241966.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                   | SUMITOMO CORP                                                       | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     78800 | NS      | $3346096.71   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                 | SUMITOMO MITSUI TRUST GROUP INC                                     | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     52494 | NS      | $1830408.18   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGERY PARTNERS INC                            | SURGERY PARTNERS INC                                                | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     11440 | NS      | $177320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104083.21    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207201.68    | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                   | SUTTER HEALTH                                                       | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52459.15     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUZUKI MOTOR CORP                               | SUZUKI MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     99300 | NS      | $1501750.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMP 2022-37A AR2 144A                          | SYMPHONY CLO 37 LTD                                                 | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249730.25    | 0.01%             | 2037-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                          | SYMPHONY CLO XVI LTD                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    120502 | PA      | $120495.60    | 0.01%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SYMP 2022-31A AR 144A                           | SYMPHONY CLO XXXI LTD                                               | CUSIP: 87168YAN0<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    250000 | PA      | $249810.00    | 0.01%             | 2038-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A1 A                                 | SYNCHRONY CARD ISSUANCE TRUST                                       | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305738.07    | 0.01%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2530 | NS      | $1047420.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219851.04    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | SYNOPSYS INC                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225317.01    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRP DYNAMIC GLOBAL BOND FD-I                    | T ROWE PR DYN GLBL BND-I                                            | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |  10681066 | NS      | $80001181.32  | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP EMER MKTS BND FD-I                          | T ROWE PR EMRG MKTS BND-I                                           | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   6240066 | NS      | $62213461.15  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST FLOATING RATE FUND                     | T ROWE PR INST FLTNG RT-INST                                        | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   2419997 | NS      | $22336575.92  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST HIGH YIELD FUND                        | T ROWE PR INST HI YLD-INST                                          | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |   6864632 | NS      | $54367885.50  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INTL BOND FD (USD HEDGED) - I               | T ROWE PR INTL BD USD HG-I                                          | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |  11022000 | NS      | $95009637.31  | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP US TREASURY LONG-TERM INDEX FD-I            | T ROWE PR US TRS LNG TRM-I                                          | CUSIP: 77957T503<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |   5824962 | NS      | $43162971.77  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INFLATION PROTECTED BD FD-I                 | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                      | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |    844290 | NS      | $8814387.55   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP INST EMERGING MARKETS EQUITY FUND           | T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND                    | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |   2275327 | NS      | $105188365.56 | 5.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRP LTD DURATION INFL FOCUSED BD FD-I           | T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND           | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |   2173925 | NS      | $10260925.12  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T ROWE PR REAL ASSETS-I                         | T ROWE PRICE REAL ASSETS FUND INC                                   | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |   4255719 | NS      | $88391276.67  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                 | T-MOBILE US INC                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     33732 | NS      | $7322879.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280023.62    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337054.66    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241364.53    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489796.26    | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136148.57    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-MOBILE USA INC                                                    | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437827.57    | 0.02%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund           | T. Rowe Price Government Reserve Fund                               | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  72956196 | NS      | $72956196.28  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR-SP ADR                     | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      4546 | NS      | $1702840.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFAC                    | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                           | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     91759 | NS      | $5725595.85   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104007.62    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47526.34     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                            | TARGA RESOURCES CORP                                                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121611.68    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                        | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $457825.22    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                             | TE CONNECTIVITY PLC                                                 | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     13376 | NS      | $3078486.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                  | TECHNIPFMC PLC                                                      | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     80872 | NS      | $5362622.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTRONIC INDUSTRIES CO LTD                    | TECHTRONIC INDUSTRIES CO LTD                                        | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     69500 | NS      | $1125599.86   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                       | TELEDYNE TECHNOLOGIES INC                                           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       603 | NS      | $410703.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON LM-B SHS                               | TELEFONAKTIEBOLAGET LM ERICSSON                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    123701 | NS      | $1429981.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                               | TELSTRA GROUP LTD                                                   | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    330277 | NS      | $1217497.37   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                            | TENCENT HOLDINGS LTD                                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     10400 | NS      | $684255.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     15276 | NS      | $3656921.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                             | TERRENO REALTY CORP                                                 | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8092 | NS      | $534557.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                       | TESLA INC                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     15742 | NS      | $6336312.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                    | TEXAS CAPITAL BANCSHARES INC                                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8336 | NS      | $794420.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                           | TEXAS INSTRUMENTS INC                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     22312 | NS      | $4732598.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                 | THB/USD FWD 20260306 BOFAUS6N                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $16416.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                              | THB/USD FWD 20260306 UBSWGB2L                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-2823.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262095.51    | 0.01%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                    | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2348 | NS      | $1223566.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117230.43    | 0.01%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                        | THERMO FISHER SCIENTIFIC INC                                        | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70816.36     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41151.76     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                           | TIME WARNER CABLE LLC                                               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134324.72    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                               | TJX COS INC/THE                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     21629 | NS      | $3496544.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                                   | TMX GROUP LTD                                                       | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     26653 | NS      | $899017.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                       | TOKIO MARINE HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     46600 | NS      | $1935374.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                              | TOKYO ELECTRON LTD                                                  | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      8000 | NS      | $2250998.39   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOLL BROTHERS INC                               | TOLL BROTHERS INC                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6756 | NS      | $1062313.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPAZ ENERGY CORP                               | TOPAZ ENERGY CORP                                                   | CUSIP: 000000000<br>LEI: 98450056D90CB02FQ571 | Long             | EC               | CORP              | CA        |      3068 | NS      | $70084.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| TORCHYS HOLDINGS CVT PFD TAX BLOCK PP           | TORCHYS HOLDINGS CVT PFD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10166 | NS      | $34361.08     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORCHYS HOLDINGS LLC CL A TAX BLOCKER PP        | TORCHYS HOLDINGS LLC CL A                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51774 | NS      | $174996.12    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                           | TORONTO-DOMINION BANK/THE                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $171467.83    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                           | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    144000 | PA      | $98777.79     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                          | TOTALENERGIES CAPITAL INTERNATIONAL SA                              | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $92037.61     | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                | TOTALENERGIES SE                                                    | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     54242 | NS      | $4344871.70   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TPMT 2026-1 A1A 144A                            | TOWD POINT MORTGAGE TRUST                                           | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98976 | PA      | $99922.62     | 0.00%             | 2066-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2019-HY3                                  | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78043 | PA      | $78163.44     | 0.00%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1B 144A                            | TOWD POINT MORTGAGE TRUST 2025-1                                    | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124205 | PA      | $125919.03    | 0.01%             | 2065-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1A 144A                            | TOWD POINT MORTGAGE TRUST 2025-1                                    | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239538 | PA      | $244322.53    | 0.01%             | 2065-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                         | TOWER SEMICONDUCTOR LTD                                             | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |      2246 | NS      | $280458.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                               | TOYOTA MOTOR CORP                                                   | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    147600 | NS      | $3576106.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                          | TRACTOR SUPPLY CO                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     48638 | NS      | $2521393.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC-CLASS A                    | TRADEWEB MARKETS INC                                                | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12362 | NS      | $1523678.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA 144A                   | TRANS-ALLEGHENY INTERSTATE LINE CO                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36183.60     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                             | TRANSDIGM GROUP INC                                                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $515904.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                           | TRAVELERS COS INC/THE                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4111 | NS      | $1268819.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                        | TRAVERE THERAPEUTICS INC                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3063 | NS      | $91246.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL               | TREASURY RESERVE FUND - Collateral                                  | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |   3606084 | NS      | $3606084.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Treeline Bio Common WTS 8/35 PP                 | TREELINE BIO COMMON WTS 8.35 PP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1646 | NS      | $11994.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Treeline Bio SER A-2 CVT PFD PP                 | TREELINE BIO SER A-2 NV CVT PFD PP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10974 | NS      | $79967.54     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCN 2024-SFR2 A 144A                            | TRICON RESIDENTIAL 2024-SFR2 TRUST                                  | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111646 | PA      | $112143.33    | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRNTS 2019-10A AR2 144A                         | TRINITAS CLO X LTD                                                  | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    295000 | PA      | $295190.87    | 0.01%             | 2035-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | TRS LQD 3M 04/15/2026/118708961/CHASGB2LXXX_C                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1279.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSURUHA HOLDINGS INC                            | TSURUHA HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     39200 | NS      | $660844.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| TURNING POINT BRANDS INC                        | TURNING POINT BRANDS INC                                            | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       845 | NS      | $115756.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG INC                                        | TWFG INC                                                            | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10919 | NS      | $222201.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                           | TWIST BIOSCIENCE CORP                                               | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2184 | NS      | $102473.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TX 2024-HOU A 144A                              | TX TRUST 2024-HOU                                                   | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140087.49    | 0.01%             | 2039-06-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233410.53    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47126.09     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC 144A                      | UBER TECHNOLOGIES INC                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    317000 | PA      | $317298.79    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG-REG                                | UBS GROUP AG                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     46300 | NS      | $1923757.87   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC - CLASS A                      | UL SOLUTIONS INC                                                    | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |      5897 | NS      | $495171.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                                 | ULTA BEAUTY INC                                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2963 | NS      | $2029032.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                   | UNICREDIT SPA                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     30320 | NS      | $2581667.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER PLC                                    | UNILEVER PLC                                                        | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     84901 | NS      | $6238700.89   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES LIME & MINERAL                    | UNITED STATES LIME & MINERALS INC                                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      1922 | NS      | $219415.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4015000 | PA      | $4053267.97   | 0.19%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $395587.50    | 0.02%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1030674.61   | 0.05%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3515000 | PA      | $3293664.84   | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5515000 | PA      | $5570150.00   | 0.27%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8695000 | PA      | $8669186.72   | 0.41%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2006007.81   | 0.10%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4265000 | PA      | $3995105.47   | 0.19%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $897750.00    | 0.04%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $2730802.34   | 0.13%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1237496.48   | 0.06%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2194937.89   | 0.10%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $992840.63    | 0.05%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4465000 | PA      | $4533719.14   | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2765000 | PA      | $2844493.75   | 0.14%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $4971372.66   | 0.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4920000 | PA      | $5023781.25   | 0.24%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375000 | PA      | $386396.48    | 0.02%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3995000 | PA      | $4019968.75   | 0.19%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $484017.58    | 0.02%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5125000 | PA      | $5166640.63   | 0.25%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1618268.75   | 0.08%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4990000 | PA      | $5031323.44   | 0.24%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $377409.38    | 0.02%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1190000 | PA      | $1091825.00   | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $2106937.50   | 0.10%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2390000 | PA      | $2460579.69   | 0.12%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1326101.56   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3930000 | PA      | $4076146.88   | 0.19%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $947123.44    | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4260000 | PA      | $4019043.75   | 0.19%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3265000 | PA      | $3429780.47   | 0.16%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1205000 | PA      | $916364.84    | 0.04%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | UNITED STATES TREASURY NOTE/BOND                                    | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3860000 | PA      | $3679514.84   | 0.18%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77660.31     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135574.29    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     24068 | NS      | $7058422.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | UNITEDHEALTH GROUP INC                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309436.21    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                 | UNITI GROUP INC                                                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     70227 | NS      | $514061.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP                             | URANIUM ENERGY CORP                                                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       728 | NS      | $11160.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                            | URBAN OUTFITTERS INC                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2305 | NS      | $152591.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26                   | US 10YR ULTRA FUT JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-1879.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TUM6 US 2YR NOTE (CBT) JUN26                    | US 2YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       107 | NC      | $24926.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26                    | US 5YR NOTE (CBT) JUN26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        20 | NC      | $8403.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USCLN 2023-1 B 144A                             | US BANK NA                                                          | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43944 | PA      | $44379.15     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US FOODS HOLDING CORP                           | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     15986 | NS      | $1544407.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS INC                     | USCB FINANCIAL HOLDINGS INC                                         | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7853 | NS      | $148657.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-34094.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2 1/8/27 REC BARC                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-32913.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $71478.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                        | USD IRS OPT 1Y/2Y 2.5 1/8/27 REC BARC                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $74042.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD IRS OPT 2M/10Y 4.05 4/6/26 PAY MSLN                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         1 | NC      | $842.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                     | USD/CAD FWD 20260424 ROYCGB2L                                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8763.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                    | USD/EUR FWD 20260522 MSLNGB2X                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6044.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/HUF FWD 20260417 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2630.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                   | USD/KZT FWD 20260410 DEUTGB2L                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3027.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UWM 2021-INV2 A15 144A                          | UWM MORTGAGE TRUST 2021-INV2                                        | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269172 | PA      | $229128.09    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                              | VALERO ENERGY CORP                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     19090 | NS      | $3906577.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                     | VAXCYTE INC                                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      8844 | NS      | $546028.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC CL A                          | VEEVA SYSTEMS INC                                                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4147 | NS      | $754795.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2024-1A A2 144A                            | VERDANT RECEIVABLES 2024-1 LLC                                      | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63560 | PA      | $64764.30     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | VERIZON COMMUNICATIONS INC                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331558.38    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                              | VERTIV HOLDINGS CO                                                  | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30033.57     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                             | VIAVI SOLUTIONS INC                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      8111 | NS      | $240977.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                             | VICI PROPERTIES INC                                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     34609 | NS      | $1045537.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                        | VINCI SA                                                            | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     11038 | NS      | $1832155.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC-CL A                           | VIPER ENERGY INC                                                    | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10322 | NS      | $480385.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC-CLASS A SHARES                         | VISA INC                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     40953 | NS      | $13110693.42  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP                          | VISHAY PRECISION GROUP INC                                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $22758.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111208.74    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8293.29      | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                   | VISTRA OPERATIONS CO LLC                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    380000 | PA      | $426160.88    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VOYA 2021-2A A1R 144A                           | VOYA CLO 2021-2 LTD                                                 | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $620434.62    | 0.03%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                        | VSE CORP                                                            | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     11399 | NS      | $2588370.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP CVT PFD 5.75 2/29                      | VSE CORP                                                            | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |      6133 | NS      | $355407.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO/THE                              | WALT DISNEY CO/THE                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     24700 | NS      | $2619188.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                            | WARRIOR MET COAL INC                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      3736 | NS      | $310984.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WB 2024-HQ A 144A                               | WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $214940.21    | 0.01%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL                    | WEATHERFORD INTERNATIONAL PLC                                       | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      4515 | NS      | $476151.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIR GROUP PLC/THE                              | WEIR GROUP PLC/THE                                                  | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      5735 | NS      | $272012.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | WELLS FARGO & CO                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    706000 | PA      | $730740.53    | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C35 AS                                | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C35                      | CUSIP: 95000FAV8<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $690136.04    | 0.03%             | 2048-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                   | WELLTOWER INC                                                       | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     21482 | NS      | $4449351.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                        | WESTERN ALLIANCE BANCORP                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      7434 | NS      | $597098.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WABTEC CORP                                     | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     24108 | NS      | $6363306.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WFLF 2025-3A A1 144A                            | WHEELS FLEET LEASE FUNDING 1 LLC                                    | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $306258.89    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GP                    | WHITE MOUNTAINS INSURANCE GROUP LTD                                 | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       172 | NS      | $381927.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                          | WILLSCOT HOLDINGS CORP                                              | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     19668 | NS      | $425025.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEF 2025-1A A2 144A                             | WINGSPIRE EQUIPMENT FINANCE 2025-1 LLC                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100365.11    | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WINGSTOP INC                                    | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1578 | NS      | $409506.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                  | WISDOMTREE INC                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2044 | NS      | $34972.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                                 | WW GRAINGER INC                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1131 | NS      | $1294689.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                    | WYNDHAM HOTELS & RESORTS INC                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      5009 | NS      | $409736.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNNTON FUNDING TRUST 144A                      | WYNNTON FUNDING TRUST                                               | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146874.61    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                 | XCEL ENERGY INC                                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2292 | NS      | $191061.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                       | XENON PHARMACEUTICALS INC                                           | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      2802 | NS      | $121130.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| YPSOMED HOLDING AG-REG                          | YPSOMED HOLDING AG                                                  | CUSIP: 000000000<br>LEI: 391200QLIOTTBNPNSI14 | Long             | EC               | CORP              | CH        |       586 | NS      | $202918.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President