# EDGAR Filing Document

**Accession Number:** 0000871839
**File Stem:** 0000871839-23-000010
**Filing Date:** 2023-2
**Character Count:** 654671
**Document Hash:** e4bf9336c2f7f2ce4f8365074ffc66b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000871839-23-000010.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000871839-23-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Balanced Fund, Inc.
- **CENTRAL INDEX KEY:** 0000871839
- **IRS NUMBER:** 521725684
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06275
- **FILM NUMBER:** 23667527

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE BALANCED FUND INC
- **DATE OF NAME CHANGE:** 19920717

## Series and Classes Contracts Data

### T. Rowe Price Balanced Fund, Inc. (Series ID: S000002068)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000005423 | T. Rowe Price Balanced Fund, Inc.   | RPBAX           |
| C000166328 | T. Rowe Price Balanced Fund-I Class | RBAIX           |

## 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 Balanced Fund, Inc.

- **b. Investment Company Act file number:** 811-06275

- **c. CIK number of Registrant:** 0000871839

- **d. LEI of Registrant:** 549300YW1EW4HR7IEA10

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price Balanced Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002068

- **c. LEI of Series:** BL52WOAVD9QC4LOPHA21

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4048853893.09

**Total Liabilities:** $38191253.12

**Net Assets:** $4010662639.97

**Delayed Delivery Securities:** $590709.14

**Stand-by Commitments:** $17942955.67

**Cash Not Reported:** $840975.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1667.349205 | **1-Year:** -30580.268309 | **5-Year:** -132136.706200 | **10-Year:** -203835.054070 | **30-Year:** -66027.408680

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

- **3-Month:** -11.116287 | **1-Year:** -371.844527 | **5-Year:** -627.082712 | **10-Year:** -486.941413 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005423 | 3.84%                | 6.06%                | -3.24%               |
| Class ID C000166328 | 3.89%                | 6.06%                | -3.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6167410.74             | $153353725.49                              |
| Month 2  | $-14065905.90            | $247375675.81                              |
| Month 3  | $58458.90                | $-144813859.08                             |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        61 | NC      | $-19149.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       197 | NC      | $52389.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CANVA SERIES A-3 CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2 | NS      | $1103.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | DATABRICKS SER G CVY PFD STCK PP                                                 | CUSIP: TC6XLXUH0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3879 | NS      | $232740.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | GUSTO INC PP                                                                     | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7517 | NS      | $141545.11    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ant Group Co Ltd                                                                 | ANT International                                                                | CUSIP: 000000000<br>LEI: 30030071TC2VB5OCSC22 | Long             | EC               | CORP              | US        |    298203 | NS      | $605352.09    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | DATABRICKS SER H CVT PFD STOCK PP                                                | CUSIP: TC2K5K6F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8505 | NS      | $510300.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CANVA COMMON STOCK PP                                                            | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       392 | NS      | $216305.60    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | GUSTO INC SER E CVT PFD PP                                                       | CUSIP: TC18PZKC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10431 | NS      | $196415.73    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CANVA SERIES A CVT PFD STOCK PP                                                  | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        25 | NS      | $13795.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       215 | NC      | $1376.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |    735423 | NS      | $8958308.94   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                              | JOHNSON MATTHEY PLC                                                              | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    148325 | NS      | $3790769.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                         | ADYEN NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |      2269 | NS      | $3149938.97   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     26550 | NS      | $8660079.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                                                                      | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     77234 | NS      | $3008731.79   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Direct Line Insurance Group PLC                                                  | DIRECT LINE INSURANCE GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |    747975 | NS      | $1993636.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HANDELSBANKEN AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    527434 | NS      | $5310202.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd                                                                      | SOUTH32 LTD                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |   1146688 | NS      | $3143792.85   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                    | MEDTRONIC PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      7442 | NS      | $578392.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnoPro Holdings Inc                                                           | TECHNOPRO HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |    158500 | NS      | $4219787.69   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                           | ANZ GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    234434 | NS      | $3776476.44   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Zalando SE                                                                       | ZALANDO SE                                                                       | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |     76843 | NS      | $2705244.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                          | RECRUIT HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    143600 | NS      | $4494964.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                        | WOODSIDE ENERGY GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     34694 | NS      | $834719.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                           | MELROSE INDUSTRIES PLC                                                           | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |   2612382 | NS      | $4208820.51   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    416648 | NS      | $8228850.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                            | BRIDGEPOINT GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    642572 | NS      | $1483918.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FINANCIAL CORP                                                          | CUSIP: 000000000<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     50731 | NS      | $1441749.54   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     89600 | NS      | $3799072.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group                                                                    | SCENTRE GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1716802 | NS      | $3341858.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Martens PLC                                                                   | DR. MARTENS PLC                                                                  | CUSIP: 000000000<br>LEI: 213800QPT8YM6NQZPH28 | Long             | EC               | CORP              | GB        |    464576 | NS      | $1054333.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                           | TRANE TECHNOLOGIES PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     11851 | NS      | $1992034.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                                                           | XP INC                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |     97514 | NS      | $1495864.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                                                        | ALCON INC                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     31685 | NS      | $2174191.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                                           | DR ING HC F PORSCHE AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |     41825 | NS      | $4220709.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     61261 | NS      | $4110770.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                                                      | MONCLER SPA                                                                      | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     80997 | NS      | $4303929.10   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3500 | NS      | $646415.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Portland Estates PLC                                                       | GREAT PORTLAND ESTATES PLC                                                       | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | EC               | CORP              | GB        |    388059 | NS      | $2312814.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                                                       | UMICORE SA                                                                       | CUSIP: 000000000<br>LEI: 529900F3AIQECS8ZSV61 | Long             | EC               | CORP              | BE        |    102776 | NS      | $3780080.58   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATIONAL GRID PLC                                                                | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    415149 | NS      | $4973218.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    297937 | NS      | $6879971.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                          | SIEMENS HEALTHINEERS AG                                                          | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |    115992 | NS      | $5785872.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                    | KION GROUP AG                                                                    | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     76365 | NS      | $2174996.14   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     19401 | NS      | $10578436.19  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |     15443 | NS      | $8438055.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                   | EATON CORP PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     56154 | NS      | $8813370.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                          | WPP PLC                                                                          | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    513879 | NS      | $5077118.37   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MANAGEMENT CORP                                                    | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    471768 | NS      | $6428448.74   | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Aptiv PLC                                                                        | APTIV PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      2035 | NS      | $189519.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                                              | TE CONNECTIVITY LTD                                                              | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     22988 | NS      | $2639022.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                                           | OTSUKA HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    106600 | NS      | $3476518.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP SEMICONDUCTORS NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     38327 | NS      | $6056815.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIA Group Ltd                                                                    | AIA GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    218400 | NS      | $2411876.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                                                            | JULIUS BAER GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     86176 | NS      | $5015539.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsonite International SA                                                       | SAMSONITE INTERNATIONAL SA                                                       | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    847500 | NS      | $2225286.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                    | ACCENTURE PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     28449 | NS      | $7591331.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stroeer SE & Co KGaA                                                             | STROEER SE & CO KGAA                                                             | CUSIP: 000000000<br>LEI: 529900MBF3N1ATE55378 | Long             | EC               | CORP              | DE        |     32867 | NS      | $1529164.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     59407 | NS      | $3081902.84   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Welcia Holdings Co Ltd                                                           | WELCIA HOLDINGS CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     75200 | NS      | $1752935.22   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                        | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     95240 | NS      | $21009944.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP LTD                                                              | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |     34249 | NS      | $3866316.16   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                                      | INVESCO LTD                                                                      | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     19190 | NS      | $345228.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                                                   | AIR LIQUIDE SA                                                                   | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     40021 | NS      | $5680398.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                     | PRYSMIAN SPA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |    148442 | NS      | $5515441.41   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                         | WILMAR INTERNATIONAL LTD                                                         | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   1865300 | NS      | $5811111.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    191876 | NS      | $12044671.19  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     65149 | NS      | $5223759.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    253636 | NS      | $12805534.06  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                         | IPSEN SA                                                                         | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |     14949 | NS      | $1607923.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Elekta AB                                                                        | ELEKTA AB                                                                        | CUSIP: 000000000<br>LEI: 54930044O54BK617EP80 | Long             | EC               | CORP              | SE        |    401332 | NS      | $2420815.76   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDINGS CO LTD                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    163500 | NS      | $7007017.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    571871 | NS      | $8181237.57   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                        | BUNZL PLC                                                                        | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     87122 | NS      | $2898563.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                        | SAFRAN SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     33068 | NS      | $4141899.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                                | ELECTRIC POWER DEVELOPMENT CO LTD                                                | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    161400 | NS      | $2563331.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                                          | PING AN INSURANCE GROUP CO OF CHINA LTD                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    274500 | NS      | $1803395.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zoom Video Communications Inc                                                    | ZOOM VIDEO COMMUNICATIONS INC                                                    | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      4732 | NS      | $320545.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     35387 | NS      | $5185964.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET HOLDINGS INC                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     17629 | NS      | $2247697.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum  Brands Inc                                                                  | YUM! BRANDS INC                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     20637 | NS      | $2643186.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     27794 | NS      | $1948637.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                                                 | WYNN RESORTS LTD                                                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     12275 | NS      | $1012319.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    750000 | PA      | $690303.75    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                                      | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2388 | NS      | $399584.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1187000 | PA      | $1075718.75   | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE LTD                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    738000 | PA      | $688185.00    | 0.02%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                               | WILLSCOT MOBILE MINI HOLDINGS CORP                                               | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     23200 | NS      | $1047944.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AMERICA INC                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1285292.90   | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC/THE                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1532967.93   | 0.04%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                                                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     92373 | NS      | $2863563.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                                                      | WESTROCK CO                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      8213 | NS      | $288769.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL CORP                                                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     17800 | NS      | $561590.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                                                 | WEST PHARMACEUTICAL SERVICES INC                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1300 | NS      | $305955.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd                                                        | WEST FRASER TIMBER CO LTD                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      3100 | NS      | $224099.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                                                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     15810 | NS      | $1036345.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST                            | CUSIP: 95003JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240520 | PA      | $997310.03    | 0.02%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3457168.16   | 0.09%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $2851451.23   | 0.07%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    355291 | NS      | $14669965.39  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $827898.41    | 0.02%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                                                                       | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |   1390000 | PA      | $1347275.57   | 0.03%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $1991254.20   | 0.05%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTIONS INC                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     13255 | NS      | $1757082.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    101946 | NS      | $14454923.34  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP INC                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     21564 | NS      | $2021840.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                         | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19                                         | CUSIP: 92938VAT2<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $583109.43    | 0.01%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1322262.06   | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP FINANCE 2010                                                                 | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1266787.03   | 0.03%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS CO                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    590000 | PA      | $493476.59    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS CO                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5005 | NS      | $876425.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL INC                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      4189 | NS      | $257581.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1334377.49   | 0.03%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP PLC                                                               | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $596962.35    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2045000 | PA      | $1722313.32   | 0.04%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP PLC                                                               | CUSIP: 92857W308<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    349968 | NS      | $3541676.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2725806.25   | 0.07%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1315200.00   | 0.03%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    130844 | NS      | $27184149.44  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Public Building Authority                                               | VIRGINIA PUBLIC BUILDING AUTHORITY                                               | CUSIP: 928172WG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $728701.25    | 0.02%             | 2030-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Virginia Commonwealth Transportation Board                                       | VIRGINIA COMMONWEALTH TRANSPORTATION BOARD                                       | CUSIP: 927793TC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    690000 | PA      | $703613.22    | 0.02%             | 2035-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | VIATRIS INC                                                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    137580 | NS      | $1531265.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-7                                                | VERUS SECURITIZATION TRUST 2021-7                                                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2921099 | PA      | $2451038.75   | 0.06%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547772 | PA      | $456493.60    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV3                                             | VERUS SECURITIZATION TRUST 2019-INV3                                             | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674350 | PA      | $633024.94    | 0.02%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-4                                                | VERUS SECURITIZATION TRUST 2019-4                                                | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319813 | PA      | $303360.81    | 0.01%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | VERTEX PHARMACEUTICALS INC                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      5076 | NS      | $1465847.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $398876.58    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $1671162.48   | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1558626.00   | 0.04%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    870000 | PA      | $772375.56    | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    237456 | NS      | $9355766.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                                | VEEVA SYSTEMS INC                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      9790 | NS      | $1579910.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Transit Authority                                                           | UTAH TRANSIT AUTHORITY                                                           | CUSIP: 917565LB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $987870.24    | 0.02%             | 2039-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIVERSITY OF VIRGINIA                                                           | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3675000 | PA      | $2395058.14   | 0.06%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIVERSITY OF CALIFORNIA                                                         | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $312055.98    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIVERSITY OF CALIFORNIA                                                         | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1595979.94   | 0.04%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIVERSITY OF CALIFORNIA                                                         | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $789209.78    | 0.02%             | 2043-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $629234.91    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     71673 | NS      | $37999591.14  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2907000.00   | 0.07%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8010000 | PA      | $8037534.38   | 0.20%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8027500.00   | 0.20%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16360000 | PA      | $14879931.25  | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6145000 | PA      | $5812785.94   | 0.14%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $2699262.50   | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1593362.50   | 0.04%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36390000 | PA      | $33319593.75  | 0.83%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7175000 | PA      | $6080812.50   | 0.15%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7815000 | PA      | $6917496.09   | 0.17%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9060000 | PA      | $7351340.63   | 0.18%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41745000 | PA      | $37309593.75  | 0.93%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5970000 | PA      | $5350612.50   | 0.13%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7555000 | PA      | $6153783.59   | 0.15%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1185000 | PA      | $1007620.31   | 0.03%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36535000 | PA      | $32675990.63  | 0.81%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5992968.75   | 0.15%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $13208656.25  | 0.33%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1140625.00   | 0.03%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27540000 | PA      | $25470196.88  | 0.64%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3985000 | PA      | $4002434.38   | 0.10%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1755000 | PA      | $1569079.69   | 0.04%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1565000 | PA      | $1295526.56   | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $2947597.66   | 0.07%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4815000 | PA      | $3297522.66   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6795000 | PA      | $4456033.59   | 0.11%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3665000 | PA      | $2634218.75   | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4545000 | PA      | $3212746.88   | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8550000 | PA      | $5442609.38   | 0.14%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715000 | PA      | $1074286.72   | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2415000 | PA      | $1344853.13   | 0.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24845000 | PA      | $16440402.34  | 0.41%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3905000 | PA      | $3206981.25   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1640312.50   | 0.04%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16080000 | PA      | $12565012.50  | 0.31%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $941562.50    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2975000 | PA      | $2225207.03   | 0.06%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11185000 | PA      | $9197914.84   | 0.23%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4185000 | PA      | $3370232.81   | 0.08%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10640000 | PA      | $8763037.50   | 0.22%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2990000 | PA      | $2468151.56   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                               | UNITED RENTALS INC                                                               | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3203 | NS      | $1138410.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL SERVICE INC                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3718 | NS      | $646337.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2315000 | PA      | $1858409.42   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3439000 | PA      | $2782249.77   | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                     | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     13610 | NS      | $513097.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    978107 | PA      | $868885.08    | 0.02%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PACIFIC CORP                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     14800 | NS      | $3064636.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                                                  | ULTA BEAUTY INC                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      9295 | NS      | $4360005.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    176400 | NS      | $7692804.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH CORP                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    725000 | PA      | $613103.50    | 0.02%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     15600 | NS      | $788736.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    750000 | PA      | $811611.00    | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     65382 | NS      | $12258471.18  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   1445000 | PA      | $1140820.28   | 0.03%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    395000 | PA      | $363893.75    | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FINANCE CO PTY LTD                                                    | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $321418.77    | 0.01%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                       | TRANSUNION                                                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     18415 | NS      | $1045051.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                                              | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2195 | NS      | $1382081.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1372602.81   | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                 | TOWD POINT MORTGAGE TRUST 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173083 | PA      | $166888.58    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-6                                                 | TOWD POINT MORTGAGE TRUST 2017-6                                                 | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361196 | PA      | $344455.24    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                 | TOWD POINT MORTGAGE TRUST 2017-1                                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42594 | PA      | $41877.33     | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES CAPITAL INTERNATIONAL SA                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2630000 | PA      | $1962916.28   | 0.05%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                                                                 | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     27872 | NS      | $1730293.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1235000 | PA      | $1225773.32   | 0.03%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    530000 | PA      | $501536.35    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABLE LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426102.30    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | THOMSON REUTERS CORP                                                             | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $383639.49    | 0.01%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     31353 | NS      | $17265783.57  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     14061 | NS      | $995518.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Texas Turnpike System                                                    | CENTRAL TEXAS TURNPIKE SYSTEM                                                    | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1820000 | PA      | $1289259.97   | 0.03%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1438800.84   | 0.04%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608212.15    | 0.02%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENTS INC                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     63467 | NS      | $10486017.74  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     82927 | NS      | $10214947.86  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 88032WAE6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    960000 | PA      | $959173.74    | 0.02%             | 2023-01-19      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                                     | TELEFLEX INC                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      3691 | NS      | $921384.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      5298 | NS      | $2118723.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1643430.60   | 0.04%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp                        | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP                        | CUSIP: 87638TEG4<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $986851.56    | 0.02%             | 2047-11-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC CO                                                                | CUSIP: 875127AW2<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013390.00   | 0.03%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 874039100<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22172 | NS      | $1651592.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Real Assets Fund Inc                                                | T ROWE PRICE REAL ASSETS FUND INC                                                | CUSIP: 87279W209<br>LEI: 5493008NLR7XEV5QEO07 | Long             | EC               | RF                | US        |   9817066 | NS      | $131450509.49 | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Limited Duration Inflation Focused Bond Fund                        | T ROWE PR LTD DUR INFL FO-I                                                      | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |     23156 | NS      | $107677.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     78224 | NS      | $10951360.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC/THE                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $291232.13    | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC/THE                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     71594 | NS      | $5698882.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     25568 | NS      | $8163606.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                                              | SUN COMMUNITIES INC                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       890 | NS      | $127270.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI FINANCIAL GROUP INC                                              | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2045000 | PA      | $2026498.89   | 0.05%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     25046 | NS      | $6123496.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS INC                                                               | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3300 | NS      | $322410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP                                                                | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263163.29    | 0.01%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                           | STATE GRID OVERSEAS INVESTMENT BVI LTD                                           | CUSIP: 857006AL4<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |   1175000 | PA      | $1170572.13   | 0.03%             | 2023-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                       | CUSIP: 85573HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337042 | PA      | $311465.91    | 0.01%             | 2065-05-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV                                     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV                                     | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406481 | PA      | $373983.26    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677592 | PA      | $638324.52    | 0.02%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     27160 | NS      | $2694272.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK & DECKER INC                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     17305 | NS      | $1299951.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $868968.00    | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2005000 | PA      | $1833504.33   | 0.05%             | 2025-11-23      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     28696 | NS      | $1803256.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA ENERGY PARTNERS LP                                                       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    480000 | PA      | $447526.56    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA ENERGY PARTNERS LP                                                       | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1134154.56   | 0.03%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIRLINES CO                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     24971 | NS      | $840773.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    288970 | NS      | $20635347.70  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA PUBLIC SERVICE AUTHORITY                                          | CUSIP: 837151JB6<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1949164.20   | 0.05%             | 2041-12-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      7726 | NS      | $1108990.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1450552.10   | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1362194.14   | 0.03%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY GROUP INC                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      6635 | NS      | $779479.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                                                       | SIGNATURE BANK/NEW YORK NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      6212 | NS      | $715746.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                      | SHOPIFY INC                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     61110 | NS      | $2121128.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   1138000 | PA      | $1116572.60   | 0.03%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     35140 | NS      | $8339776.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     35502 | NS      | $13784361.54  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceMaster Funding LLC                                                        | SERVICEMASTER FUNDING LLC                                                        | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1614562 | PA      | $1267570.41   | 0.03%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                  | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188585 | PA      | $173837.55    | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    835000 | PA      | $801698.53    | 0.02%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     44569 | NS      | $6887693.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     21787 | NS      | $1086735.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sea Ltd                                                                          | SEA LTD                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     42889 | NS      | $2231514.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     98648 | NS      | $8213432.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-C                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C                            | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2285000 | PA      | $2285331.78   | 0.06%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1170375.57   | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GROUP HOLDINGS PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1605000 | PA      | $1371008.66   | 0.03%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     51423 | NS      | $6818175.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                                         | SAIA INC                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3919 | NS      | $821735.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    560000 | PA      | $519400.00    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1256568.75   | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GROUP                                                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2700 | NS      | $621378.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB PRIVATE EDUCATION LOAN TRUST                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100985 | PA      | $971264.43    | 0.02%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                          | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576402 | PA      | $551770.02    | 0.01%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150126 | PA      | $1844800.41   | 0.05%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC AVIATION CAPITAL FINANCE DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    422000 | PA      | $417185.82    | 0.01%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust 2021-555                                           | SFO COMMERCIAL MORTGAGE TRUST 2021-555                                           | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1384083.32   | 0.03%             | 2038-05-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2019-3                                             | SG RESIDENTIAL MORTGAGE TRUST 2019-3                                             | CUSIP: 78432BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42910 | PA      | $41094.35     | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     12438 | NS      | $3486495.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     19740 | NS      | $6611715.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1068864.89   | 0.03%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                        | SHELL PLC                                                                        | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     93482 | NS      | $5323799.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BANK OF CANADA                                                             | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2054250.00   | 0.05%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Inflation Protected Bond Fund Inc                                   | T ROWE PR INFL PROT BND-I                                                        | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |      1359 | NS      | $14514.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional High Yield Fund                                       | T ROWE PR INST HI YLD                                                            | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |  28966912 | NS      | $213196470.07 | 5.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     27991 | NS      | $2636535.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $353537.55    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     94518 | NS      | $10970704.26  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    380000 | PA      | $330429.00    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1038736.69   | 0.03%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     16827 | NS      | $7270778.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2935000 | PA      | $2456137.14   | 0.06%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $584413.55    | 0.01%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMATION INC                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4625 | NS      | $1191261.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                                    | REXFORD INDUSTRIAL REALTY INC                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     13653 | NS      | $745999.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                     | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  15793032 | NS      | $15793031.75  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund                                              | T. Rowe Price Treasury Reserve Fund                                              | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  81550934 | NS      | $81550933.86  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $974856.47    | 0.02%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     18105 | NS      | $2335363.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARMACEUTICALS INC                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2585 | NS      | $1865051.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1851685.68   | 0.05%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME CORP                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1418485.96   | 0.04%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECHNOLOGIES CORP                                                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3500 | NS      | $353220.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                                            | RPM INTERNATIONAL INC                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      8972 | NS      | $874321.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    945000 | PA      | $808429.55    | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    840000 | PA      | $836895.36    | 0.02%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1060689.28   | 0.03%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     17909 | NS      | $1968915.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Inc                                                                          | QVC INC                                                                          | CUSIP: 747262AU7<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114275.00    | 0.00%             | 2025-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                          | QVC INC                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1531906.25   | 0.04%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                                                 | PURE STORAGE INC                                                                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     15100 | NS      | $404076.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1021517.09   | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      3886 | NS      | $1088818.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Finance Authority                                                         | PUBLIC FINANCE AUTHORITY                                                         | CUSIP: 74442PVD4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2910000 | PA      | $1935649.07   | 0.05%             | 2051-07-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2019-1                                          | PROVIDENT FUNDING MORTGAGE TRUST 2019-1                                          | CUSIP: 74387LAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290971 | PA      | $1001623.59   | 0.02%             | 2049-12-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Providence Health & Services Obligated Group                                     | PROVIDENCE HEALTH & SERVICES OBLIGATED GROUP                                     | CUSIP: 743755AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1302712.47   | 0.03%             | 2023-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE GLOBAL FUNDING                                                   | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    780000 | PA      | $765847.68    | 0.02%             | 2023-06-09      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                     | PROLOGIS INC                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     70066 | NS      | $7898540.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP/THE                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     77524 | NS      | $10055638.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE CO/THE                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    109639 | NS      | $16616886.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2385813.78   | 0.06%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOBAL FUNDING I                                                          | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2617534.85   | 0.07%             | 2023-09-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HOLDINGS INC                                                             | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1474793.42   | 0.04%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTHORITY OF NEW YORK & NEW JERSEY                                          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    800000 | PA      | $566008.80    | 0.01%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTHORITY OF NEW YORK & NEW JERSEY                                          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1394725.92   | 0.03%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1030000 | PA      | $989685.80    | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     83543 | NS      | $4756871.09   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    755000 | PA      | $671081.75    | 0.02%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      4324 | NS      | $987558.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA SA                                                              | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     30990 | NS      | $5607120.05   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    177156 | NS      | $17929958.76  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT                                | CUSIP: 71783DAD7<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    805000 | PA      | $787597.35    | 0.02%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     75773 | NS      | $3882608.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                     | PERRIGO FINANCE UNLIMITED CO                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1510000 | PA      | $1279725.00   | 0.03%             | 2030-06-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                                                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     17488 | NS      | $2452167.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     24320 | NS      | $4393651.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    319009 | NS      | $11465271.59  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    203543 | NS      | $23511136.74  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | ROCHE HOLDING AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     43670 | NS      | $13722754.06  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                          | ABB LTD                                                                          | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    230646 | NS      | $7029517.56   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                                                                      | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    128801 | NS      | $11656162.69  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    405097 | NS      | $11284195.12  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDINGS INC                                                              | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2601848.64   | 0.06%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDINGS INC                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     14694 | NS      | $1046506.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                                              | PAYCOM SOFTWARE INC                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2054 | NS      | $637376.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                                              | ASTELLAS PHARMA INC                                                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    554700 | NS      | $8434565.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2100000 | PA      | $1705391.71   | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    785000 | PA      | $764664.58    | 0.02%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6448 | NS      | $824763.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1141952.02   | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-2 Trust                                                                | PSMC 2021-2 TRUST                                                                | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087490 | PA      | $1794997.39   | 0.04%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINANCIAL CORP                                                            | CUSIP: 69371RR57<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2684838.88   | 0.07%             | 2024-11-08      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     12927 | NS      | $1279385.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pertamina Persero PT                                                             | PERTAMINA PERSERO PT                                                             | CUSIP: 69369EAE9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1250000 | PA      | $1240625.00   | 0.03%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Perusahaan Gas Negara Tbk PT                                                     | PERUSAHAAN GAS NEGARA TBK PT                                                     | CUSIP: 69367PAA4<br>LEI: 549300OX1VFDX7ZPN240 | Long             | DBT              | CORP              | ID        |   1105000 | PA      | $1097828.88   | 0.03%             | 2024-05-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                                                                      | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1321134.22   | 0.03%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL CAPITAL FUNDING INC                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2032056.40   | 0.05%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES INC                                                               | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2200 | NS      | $276628.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                                        | PG&E CORP                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    153455 | NS      | $2495178.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    290000 | NS      | $6642694.87   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    586200 | NS      | $7997260.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp                                                                       | TOSOH CORP                                                                       | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |     39200 | NS      | $466152.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                               | TOKYO ELECTRON LTD                                                               | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     12400 | NS      | $3643476.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13389 | NS      | $1048492.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    874969 | NS      | $12707580.14  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| THK Co Ltd                                                                       | THK CO LTD                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84400 | NS      | $1595848.75   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| Suzuki Motor Corp                                                                | SUZUKI MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     86100 | NS      | $2757554.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd                                                   | SUMITOMO RUBBER INDUSTRIES LTD                                                   | CUSIP: 000000000<br>LEI: 353800JD4V72SJ3EOX37 | Long             | EC               | CORP              | JP        |    119700 | NS      | $1040263.84   | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Sumitomo Corp                                                                    | SUMITOMO CORP                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    262700 | NS      | $4366885.53   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Electric Co Ltd                                                          | STANLEY ELECTRIC CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    106300 | NS      | $2010531.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                          | OMNICOM GROUP INC / OMNICOM CAPITAL INC                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $796743.56    | 0.02%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY GROUP CORP                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     81500 | NS      | $6212062.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                                                    | OLD DOMINION FREIGHT LINE INC                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     13796 | NS      | $3915028.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | SAMSUNG ELECTRONICS CO LTD                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    181025 | NS      | $7945774.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                              | SOFTBANK GROUP CORP                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     52300 | NS      | $2211922.01   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp                                                                         | SMC CORP                                                                         | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      4000 | NS      | $1670215.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Challenger Ltd                                                                   | CHALLENGER LTD                                                                   | CUSIP: 000000000<br>LEI: 529900ACCCAOHJ2V3169 | Long             | EC               | CORP              | AU        |    365840 | NS      | $1881054.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                              | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86157 | PA      | $82504.79     | 0.00%             | 2059-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                              | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180457 | PA      | $166393.44    | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1716759.25   | 0.04%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2638 | NS      | $2226551.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $803574.46    | 0.02%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     83408 | NS      | $6091286.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    153159 | NS      | $22382656.26  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC Property & Casualty Co Ltd                                                  | PICC PROPERTY & CASUALTY CO LTD                                                  | CUSIP: 000000000<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |   3466000 | NS      | $3277088.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    455000 | PA      | $386296.82    | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2018268.24   | 0.05%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                 | NOVO NORDISK A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2400 | NS      | $324816.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     26100 | NS      | $559323.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN CORP                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      4626 | NS      | $2523991.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp                                                                       | OMRON CORP                                                                       | CUSIP: 000000000<br>LEI: 549300ZHW0TR2QZ0NY83 | Long             | EC               | CORP              | JP        |     37900 | NS      | $1831623.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp                                                | NIPPON TELEGRAPH & TELEPHONE CORP                                                | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    497500 | NS      | $14187959.32  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     79300 | NS      | $3888858.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                         | RENESAS ELECTRONICS CORP                                                         | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |    221400 | NS      | $1956791.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                      | MURATA MANUFACTURING CO LTD                                                      | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     82600 | NS      | $4073434.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    321300 | NS      | $5872392.06   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                         | MITSUBISHI ELECTRIC CORP                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    538100 | NS      | $5332000.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                                                                  | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |    125300 | NS      | $4067838.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HOLDINGS CORP                                                          | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    432200 | NS      | $3617091.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Worley Ltd                                                                       | WORLEY LTD                                                                       | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |    445214 | NS      | $4541388.95   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                                                       | NAVER CORP                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |     14466 | NS      | $2057369.82   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     18527 | NS      | $4565423.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                                                                  | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    820000 | PA      | $805857.46    | 0.02%             | 2023-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1366735.80   | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1625442.26   | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     75594 | NS      | $8845253.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1509460.36   | 0.04%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44323 | NS      | $3705402.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc                                                        | TOKIO MARINE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |    351400 | NS      | $7506745.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp                                                                          | KT CORP                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |    108008 | NS      | $2890865.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK STATE DORMITORY AUTHORITY                                               | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1333339.28   | 0.03%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    245000 | PA      | $271861.56    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE          | CUSIP: 64971M4P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $975095.49    | 0.02%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GLOBAL FUNDING                                                     | CUSIP: 64952WDP5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592201.80    | 0.01%             | 2023-05-05      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                            | KIRIN HOLDINGS CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    167500 | NS      | $2552941.22   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust 2022-INV1                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1                                    | CUSIP: 64831DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836761 | PA      | $1459723.27   | 0.04%             | 2052-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM5                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587276 | PA      | $527667.80    | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY TURNPIKE AUTHORITY                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    415000 | PA      | $514447.90    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                                          | LARGAN PRECISION CO LTD                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $1255888.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                          | IGO LTD                                                                          | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |   1022029 | NS      | $9348860.18   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO LTD                                                               | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     68700 | NS      | $1566978.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Holdings Inc                                               | SUMITOMO MITSUI TRUST HOLDINGS INC                                               | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     78754 | NS      | $2748163.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     27956 | NS      | $8243665.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                           | HAMAMATSU PHOTONICS KK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     73600 | NS      | $3512760.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-A                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427247 | PA      | $369401.24    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412303 | PA      | $365688.95    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938726 | PA      | $859411.47    | 0.02%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C                                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791630 | PA      | $747406.50    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-F                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F                                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852050 | PA      | $788307.94    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS PLC                                                              | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3370000 | PA      | $3324868.96   | 0.08%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    656600 | NS      | $4408029.30   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       216 | NS      | $996317.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc                                                        | MITSUBISHI HC CAPITAL INC                                                        | CUSIP: 000000000<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | EC               | CORP              | JP        |    417500 | NS      | $2053494.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CyberAgent Inc                                                                   | CYBERAGENT INC                                                                   | CUSIP: 000000000<br>LEI: 3538006T5KZABPGS8Q08 | Long             | EC               | CORP              | JP        |    358400 | NS      | $3190757.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                    | RIO TINTO LTD                                                                    | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     24553 | NS      | $1937859.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                         | CENTRAL JAPAN RAILWAY CO                                                         | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     23100 | NS      | $2836209.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2                            | CUSIP: 61772LBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522697 | PA      | $399311.64    | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                         | MORGAN STANLEY CAPITAL I TRUST 2019-MEAD                                         | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2090000 | PA      | $1766692.88   | 0.04%             | 2036-11-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495000 | PA      | $450113.55    | 0.01%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24                      | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1296501.94   | 0.03%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-MS1                                          | MORGAN STANLEY CAPITAL I TRUST 2015-MS1                                          | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1377001.30   | 0.03%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                         | MORGAN STANLEY CAPITAL I TRUST 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $1892587.11   | 0.05%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17                      | CUSIP: 61763UBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1587484.63   | 0.04%             | 2047-08-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                           | DBS GROUP HOLDINGS LTD                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    138600 | NS      | $3508188.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $978853.55    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    755000 | PA      | $785305.70    | 0.02%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1213024.04   | 0.03%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     15031 | NS      | $1277935.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Housing Development Finance Corp Ltd                                             | HOUSING DEVELOPMENT FINANCE CORP LTD                                             | CUSIP: 000000000<br>LEI: 335800OX2H9AP7NHLT64 | Long             | EC               | CORP              | IN        |    129060 | NS      | $4109786.33   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27                      | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2775000 | PA      | $2607652.24   | 0.07%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Moody s Corp                                                                     | MOODY'S CORP                                                                     | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1731484.05   | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     73640 | NS      | $2281142.20   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Corp                                                                    | NTT DATA CORP                                                                    | CUSIP: 000000000<br>LEI: 353800SZGJGSLJRRWB43 | Long             | EC               | CORP              | JP        |    453700 | NS      | $6611650.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                            | MONSTER BEVERAGE CORP                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     23077 | NS      | $2343007.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                                     | MONOLITHIC POWER SYSTEMS INC                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     10635 | NS      | $3760642.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                                      | MONGODB INC                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     14108 | NS      | $2777018.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    190711 | NS      | $12710888.15  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                                                            | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4100 | NS      | $1353902.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Z Holdings Corp                                                                  | Z HOLDINGS CORP                                                                  | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |    875100 | NS      | $2185576.29   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Beijing Enterprises Holdings Ltd                                                 | BEIJING ENTERPRISES HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: 529900896ODARUEY2V26 | Long             | EC               | CORP              | HK        |    428500 | NS      | $1368114.21   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moderna Inc                                                                      | MODERNA INC                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     10392 | NS      | $1866611.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global Inc                                                              | MOBILEYE GLOBAL INC                                                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9002 | NS      | $315610.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2200000 | PA      | $2058612.60   | 0.05%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: —       |
| Amcor PLC                                                                        | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    229553 | NS      | $2752616.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp                                                                 | ASAHI KASEI CORP                                                                 | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    433400 | NS      | $3085193.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISSISSIPPI POWER CO                                                             | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1346018.52   | 0.03%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Teleperformance                                                                  | TELEPERFORMANCE                                                                  | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |     17162 | NS      | $4102841.32   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-1                                             | MILL CITY MORTGAGE LOAN TRUST 2018-1                                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399978 | PA      | $385550.00    | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | KONINKLIJKE PHILIPS NV                                                           | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    207779 | NS      | $3126496.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                        | ZURICH INSURANCE GROUP AG                                                        | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     16264 | NS      | $7775449.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | TELEFONAKTIEBOLAGET LM ERICSSON                                                  | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    925799 | NS      | $5424638.16   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAWAY ENERGY CO                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1277097.30   | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2477135.76   | 0.06%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECHNOLOGY INC                                                            | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    880000 | PA      | $836000.00    | 0.02%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECHNOLOGY INC                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     87900 | NS      | $4393242.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    437414 | NS      | $104900625.48 | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                                 | METTLER-TOLEDO INTERNATIONAL INC                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       654 | NS      | $945324.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority                                            | METROPOLITAN TRANSPORTATION AUTHORITY                                            | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    700000 | PA      | $673930.25    | 0.02%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | METROPOLITAN TRANSPORTATION AUTHORITY                                            | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    240000 | PA      | $293984.52    | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    157250 | NS      | $11380182.50  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915092.10    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 590188JB5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728354.20    | 0.02%             | 2028-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     93368 | NS      | $10359179.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH INC                                                               | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    905000 | PA      | $646170.00    | 0.02%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                                                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3480 | NS      | $1305417.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evotec SE                                                                        | EVOTEC SE                                                                        | CUSIP: 000000000<br>LEI: 529900F9KI6OYITO9B12 | Long             | EC               | CORP              | DE        |     83281 | NS      | $1354826.06   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD'S CORP                                                                  | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    940000 | PA      | $860317.14    | 0.02%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD'S CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     52719 | NS      | $13893038.07  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                                                                      | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1242330.00   | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     62762 | NS      | $21824230.26  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY                        | CUSIP: 574218NF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1800000 | PA      | $1657805.22   | 0.04%             | 2036-07-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69942 | NS      | $2590651.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                                       | SIEMENS AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |    143858 | NS      | $19831015.70  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     10206 | NS      | $1519571.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3000917.52   | 0.07%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     32591 | NS      | $5393158.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                                                           | SANOFI                                                                           | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    137958 | NS      | $13302819.02  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLEUM CORP                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     16559 | NS      | $1927302.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTERNATIONAL INC                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |    104042 | NS      | $5845079.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HOLDINGS INC                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1204296.76   | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                  | MADISON PARK FUNDING XXXIII LTD                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1205000 | PA      | $1188018.30   | 0.03%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                                   | MVW 2019-2 LLC                                                                   | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865824 | PA      | $817245.47    | 0.02%             | 2038-10-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                         | MSCI INC                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4499 | NS      | $2092799.83   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                           | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3595000 | PA      | $3450786.93   | 0.09%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     24429 | NS      | $819104.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUFACTURERS & TRADERS TRUST CO                                                 | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228238.50    | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                                                                    | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2716885.36   | 0.07%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING SA                                                                        | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      8184 | NS      | $4165066.09   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                                                          | LULULEMON ATHLETICA INC                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     11443 | NS      | $3666108.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7803 | NS      | $1554669.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barry Callebaut AG                                                               | BARRY CALLEBAUT AG                                                               | CUSIP: 000000000<br>LEI: 213800Y5RWKLDPUTT265 | Long             | EC               | CORP              | CH        |      1727 | NS      | $3410395.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                       | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1173442.30   | 0.03%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     53549 | NS      | $19590366.16  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBF0<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1402783.90   | 0.03%             | 2044-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL GROUP INC                                                         | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406959.44    | 0.01%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |     33424 | NS      | $10811687.18  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP BANK AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     64870 | NS      | $2075531.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                      | AUTOLIV INC                                                                      | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     41048 | NS      | $3139138.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                                                                        | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    142876 | NS      | $7462343.18   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER COS INC/THE                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      6997 | NS      | $1736025.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS CORP                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     22246 | NS      | $1069365.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH CORP                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     12052 | NS      | $5065455.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                          | BASF SE                                                                          | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     73938 | NS      | $3640606.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                                                                   | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |    303205 | NS      | $4275042.31   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    119766 | NS      | $6164368.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     52401 | NS      | $10910412.21  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                                               | KRAFT HEINZ CO/THE                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    165721 | NS      | $6746501.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN INC                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    307900 | NS      | $5566832.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK CORP                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     23275 | NS      | $3159581.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1284450.75   | 0.03%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464486.40    | 0.01%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER INC                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    135374 | NS      | $4827436.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Storebrand ASA                                                                   | STOREBRAND ASA                                                                   | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |    543459 | NS      | $4723234.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUTHERN/OLD                                                         | CUSIP: 485170BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1204490.73   | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     68163 | NS      | $7037198.35   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                                                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     30369 | NS      | $11450024.07  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | JPMORGAN CHASE BANK NA - CACLN                                                   | CUSIP: 48128U2N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338355 | PA      | $322529.94    | 0.01%             | 2028-12-26      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON & JOHNSON                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    153404 | NS      | $27098816.60  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYSTEM                                                         | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1187638.60   | 0.03%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JDE Peet s NV                                                                    | JDE PEET'S NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2240000 | PA      | $1898400.00   | 0.05%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3185423.85   | 0.08%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO                  | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $617361.15    | 0.02%             | 2039-01-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                 | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2376525.48   | 0.06%             | 2033-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3148848.92   | 0.08%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1861950.00   | 0.05%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2105214 | PA      | $2001714.76   | 0.05%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1073852.64   | 0.03%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    160834 | NS      | $21567839.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                               | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631722 | PA      | $535362.19    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                               | JP MORGAN MORTGAGE TRUST 2019-INV3                                               | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731847 | PA      | $633533.87    | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     47260 | NS      | $12540441.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     28865 | NS      | $11234835.30  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO SPA                                                              | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    660000 | PA      | $658959.84    | 0.02%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GROUP OF COS INC/THE                                                 | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    293000 | PA      | $287953.95    | 0.01%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     12765 | NS      | $442051.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                                                                       | GENMAB A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |      6185 | NS      | $2614985.76   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     26800 | NS      | $2809712.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENTAL EXCHANGE INC                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     17736 | NS      | $1819536.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inland Valley Development Agency                                                 | INLAND VALLEY DEVELOPMENT AGENCY                                                 | CUSIP: 45750TAS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $702730.21    | 0.02%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND INC                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     36788 | NS      | $1922173.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                                                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1600 | NS      | $323520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WORKS INC                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1026123.60   | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS STATE TOLL HIGHWAY AUTHORITY                                            | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    470000 | PA      | $504562.34    | 0.01%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1985744.94   | 0.05%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCSHARES INC/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    172072 | NS      | $2426215.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                                   | JB HUNT TRANSPORT SERVICES INC                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      6900 | NS      | $1203084.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1028524.00   | 0.03%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $895967.08    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     21561 | NS      | $11043328.59  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     10901 | NS      | $2558246.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Houston TX Airport System Revenue                                        | CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE                                        | CUSIP: 442349ET9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    685000 | PA      | $554013.20    | 0.01%             | 2031-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     44863 | NS      | $9614140.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC/THE                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     39223 | NS      | $12388976.78  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & CO KGAA                                                           | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |    134252 | NS      | $3749916.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     10879 | NS      | $1374670.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| High Street Funding Trust I                                                      | HIGH STREET FUNDING TRUST I                                                      | CUSIP: 42981CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1675440.00   | 0.04%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     11482 | NS      | $1628377.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HEALTHPEAK PROPERTIES INC                                                        | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    655000 | PA      | $549762.46    | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HEALTHPEAK PROPERTIES INC                                                        | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    360000 | PA      | $300609.72    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE REALTY HOLDINGS LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $951799.63    | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1650059.84   | 0.04%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1489483.35   | 0.04%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINANCIAL SERVICES GROUP INC/THE                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     85668 | NS      | $6496204.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553879.83    | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                             | HARDEE'S FUNDING LLC                                                             | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900638 | PA      | $1784970.40   | 0.04%             | 2048-06-20      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO SPA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |   1113741 | NS      | $2467394.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     70069 | NS      | $2757215.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| L Oreal SA                                                                       | L'OREAL SA                                                                       | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     18750 | NS      | $6714332.93   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA/NEW YORK NY                                                     | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    950000 | PA      | $912658.35    | 0.02%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE INC                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     29451 | NS      | $7067061.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    775000 | PA      | $619059.93    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1743400.00   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                       | GREAT WOLF TRUST 2019-WOLF                                                       | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1078818.57   | 0.03%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1010000 | PA      | $847686.03    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68555 | PA      | $62785.43     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86277 | PA      | $77686.72     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1162993.23   | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1035875.10   | 0.03%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $745842.30    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     39418 | NS      | $13535352.84  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAYMENTS INC                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     22803 | NS      | $2264793.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                          | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    100872 | NS      | $3544642.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES INC                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      8300 | NS      | $712555.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTON UNIVERSITY/THE                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    975000 | PA      | $821561.33    | 0.02%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $2702561.77   | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS CO                                                                | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1093253.28   | 0.03%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC CO                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    207320 | NS      | $17371342.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                            | GALTON FUNDING MORTGAGE TRUST 2019-H1                                            | CUSIP: 36418XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901558 | PA      | $867335.39    | 0.02%             | 2059-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                             | GALTON FUNDING MORTGAGE TRUST 2017-1                                             | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103482 | PA      | $93474.43     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43752 | PA      | $44444.49     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36297FWP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335065 | PA      | $346717.55    | 0.01%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE TECHNOLOGIES INC                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     10445 | NS      | $609779.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ5                                | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2507499 | PA      | $2149887.14   | 0.05%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2020-3                        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-3                        | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1288298.50   | 0.03%             | 2027-09-16      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-INV1                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                                    | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310237 | PA      | $259738.63    | 0.01%             | 2050-10-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                            | GS MORTGAGE SECURITIES TRUST 2018-GS9                                            | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1175798.00   | 0.03%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                           | GS MORTGAGE SECURITIES TRUST 2015-GC32                                           | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $906154.65    | 0.02%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630138 | PA      | $592656.83    | 0.01%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36241LUN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104092 | PA      | $103433.13    | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A2TA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395036 | PA      | $368543.35    | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1158916 | PA      | $1083222.59   | 0.03%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8785 | PA      | $9305.57      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254374 | PA      | $237289.73    | 0.01%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110826 | PA      | $1034573.69   | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1284234 | PA      | $1193208.41   | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36225ATR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       191 | PA      | $196.27       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36225APN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       242 | PA      | $244.76       | 0.00%             | 2026-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36223YQG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43 | PA      | $43.23        | 0.00%             | 2023-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    496496 | PA      | $478175.54    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66775 | PA      | $68113.74     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 3620A56A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251936 | PA      | $250319.63    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36207M7E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       828 | PA      | $827.65       | 0.00%             | 2026-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206TKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       282 | PA      | $282.24       | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206SNE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $163.20       | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206NJ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       292 | PA      | $300.49       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206KHH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5362 | PA      | $5511.01      | 0.00%             | 2025-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206J4K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $108.11       | 0.00%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206FY63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       165 | PA      | $165.31       | 0.00%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36206FRA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $31.61        | 0.00%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36205DBD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        24 | PA      | $23.61        | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36205CKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       635 | PA      | $634.92       | 0.00%             | 2024-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36205BVZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38 | PA      | $38.45        | 0.00%             | 2024-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36205AQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4007 | PA      | $4005.49      | 0.00%             | 2025-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36204RRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       462 | PA      | $467.18       | 0.00%             | 2026-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36204FUK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       420 | PA      | $420.84       | 0.00%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36204B6W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       923 | PA      | $925.18       | 0.00%             | 2025-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36203XG75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $58.01        | 0.00%             | 2023-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36203N3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $25.70        | 0.00%             | 2023-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36203MVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       146 | PA      | $146.07       | 0.00%             | 2023-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36203CKH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       305 | PA      | $306.04       | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202KE84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        64 | PA      | $63.17        | 0.00%             | 2023-08-20      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24326 | PA      | $23504.38     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FTK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261390 | PA      | $252579.62    | 0.01%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157931 | PA      | $160607.80    | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30084 | PA      | $30025.07     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367115 | PA      | $366397.36    | 0.01%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9953 | PA      | $9616.59      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501793 | PA      | $500811.15    | 0.01%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114286 | PA      | $114061.75    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181682 | PA      | $181326.30    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       659 | PA      | $685.28       | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346076 | PA      | $353221.96    | 0.01%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202D7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52005 | PA      | $54891.65     | 0.00%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202D3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104823 | PA      | $107475.06    | 0.00%             | 2034-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202CPU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       805 | PA      | $804.57       | 0.00%             | 2026-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202CG56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1307 | PA      | $1310.94      | 0.00%             | 2025-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36194CP23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1814 | PA      | $1688.85      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36193VFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6782 | PA      | $6316.24      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36193UCX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15768 | PA      | $14688.35     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36193EPR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346470 | PA      | $323192.27    | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36192XPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8558 | PA      | $7982.85      | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36192STM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19437 | PA      | $18115.87     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36189MBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108456 | PA      | $101199.59    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36184Y5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69251 | PA      | $64599.11     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36184SPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16706 | PA      | $15588.42     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36184Q2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23438 | PA      | $21863.47     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36184BZ34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41161 | PA      | $38763.51     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93616 | PA      | $87327.66     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33063 | PA      | $30846.71     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36181KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262884 | PA      | $245493.81    | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97558 | PA      | $97416.51     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28840 | PA      | $28703.05     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617A9KW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68031 | PA      | $63478.56     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3672075 | PA      | $3694888.73   | 0.09%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4649758 | PA      | $4511340.04   | 0.11%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    885688 | PA      | $838164.67    | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994901 | PA      | $941518.42    | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3412609 | PA      | $2959650.40   | 0.07%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4214951 | PA      | $3532103.20   | 0.09%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849504 | PA      | $736871.02    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2600466 | PA      | $2253559.14   | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2518620 | PA      | $2250566.96   | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8493354 | PA      | $7370262.84   | 0.18%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146160 | PA      | $130848.05    | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2326787 | PA      | $2020935.12   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10128321 | PA      | $8516804.97   | 0.21%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3152868 | PA      | $2821387.53   | 0.07%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1935709 | PA      | $1622436.08   | 0.04%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1931796 | PA      | $1628003.71   | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4054074 | PA      | $3609867.97   | 0.09%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    879082 | PA      | $736722.96    | 0.02%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    796841 | PA      | $758846.55    | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1170613 | PA      | $1019673.10   | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179VKA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860735 | PA      | $755834.60    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    698106 | PA      | $616527.66    | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100658 | PA      | $100326.78    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141408 | PA      | $144603.81    | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168898 | PA      | $157472.21    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85061 | PA      | $86535.33     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461293 | PA      | $470968.77    | 0.01%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UGF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112811 | PA      | $115251.59    | 0.00%             | 2048-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22957 | PA      | $23457.55     | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       997 | PA      | $1021.82      | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1029867 | PA      | $1027630.28   | 0.03%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374237 | PA      | $383695.49    | 0.01%             | 2048-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39249 | PA      | $39284.10     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85692 | PA      | $88235.16     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111384 | PA      | $114756.50    | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368847 | PA      | $373809.34    | 0.01%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473714 | PA      | $475877.03    | 0.01%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480926 | PA      | $484083.05    | 0.01%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421647 | PA      | $393229.18    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153359 | PA      | $154407.32    | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545721 | PA      | $523945.00    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28157 | PA      | $28455.23     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    612295 | PA      | $616491.61    | 0.02%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1399388 | PA      | $1346974.81   | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30804 | PA      | $28842.21     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73397 | PA      | $73901.09     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1046425 | PA      | $1031100.72   | 0.03%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589862 | PA      | $566278.99    | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195321 | PA      | $192507.84    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183039 | PA      | $175736.16    | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88007 | PA      | $82094.97     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244478 | PA      | $243746.99    | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289613 | PA      | $286947.00    | 0.01%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500619 | PA      | $467450.86    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201317 | PA      | $181871.38    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    549675 | PA      | $511587.96    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309918 | PA      | $280176.12    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9092 | PA      | $8478.93      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    683874 | PA      | $618590.28    | 0.02%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769432 | PA      | $696426.48    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1349245 | PA      | $1219859.93   | 0.03%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126529 | PA      | $118002.08    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113780 | PA      | $103097.99    | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298631 | PA      | $278661.45    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240391 | PA      | $217713.27    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225591 | PA      | $217017.91    | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641339 | PA      | $598775.42    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197900 | PA      | $179621.95    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480336 | PA      | $461148.23    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557627 | PA      | $518437.35    | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268235 | PA      | $244184.17    | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1044532 | PA      | $974011.72    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236818 | PA      | $223120.50    | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18324 | PA      | $17264.57     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383130 | PA      | $360972.07    | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213962 | PA      | $201822.83    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312311 | PA      | $285096.55    | 0.01%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213578 | PA      | $205604.81    | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    864372 | PA      | $814385.61    | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8125 | PA      | $7849.53      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MS27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37076 | PA      | $37730.44     | 0.00%             | 2042-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9686 | PA      | $9358.30      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66110 | PA      | $62286.45     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179MG61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248841 | PA      | $240434.71    | 0.01%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67486 | PA      | $65642.01     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74532 | PA      | $70220.33     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3625 | PA      | $3354.14      | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36178NF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331387 | PA      | $303425.08    | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2073864.95   | 0.05%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2131377 | PA      | $2120720.72   | 0.05%             | 2042-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1757107 | PA      | $1734633.24   | 0.04%             | 2042-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1829058 | PA      | $1797458.59   | 0.04%             | 2041-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1044966.12   | 0.03%             | 2041-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    835000 | PA      | $818695.87    | 0.02%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency Credit Risk Debt Notes                             | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                             | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130542 | PA      | $130149.19    | 0.00%             | 2033-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA1                                          | FREDDIE MAC STACR REMIC TRUST 2021-HQA1                                          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147139 | PA      | $146336.72    | 0.00%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     35046 | NS      | $1713398.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                           | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1439140.75   | 0.04%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                       | CUSIP: 34528QHR8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1134203.92   | 0.03%             | 2027-09-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                        | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU                                        | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2452815.31   | 0.06%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                                                        | FLEETCOR TECHNOLOGIES INC                                                        | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     15254 | NS      | $2801854.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | FLAGSTAR MORTGAGE TRUST 2021-5INV                                                | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2499206 | PA      | $2006100.30   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     72543 | NS      | $3042453.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1028343.80   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    128167 | NS      | $12953838.69  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRANSMISSION LLC                                                     | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1280741.15   | 0.03%             | 2025-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                                                  | FIRST SOLAR INC                                                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      1200 | NS      | $179748.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                                                   | KINGFISHER PLC                                                                   | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1642632 | NS      | $4667088.99   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                         | NEXT PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     53468 | NS      | $3746543.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN FINANCIAL CORP                                                    | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    415000 | PA      | $408451.30    | 0.01%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     51847 | NS      | $1701100.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATIONAL FINANCIAL INC                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1956725.86   | 0.05%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     25600 | NS      | $1736960.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218002 | PA      | $204152.02    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600125 | PA      | $461586.51    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      6164 | NS      | $1067604.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357555 | PA      | $343382.06    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182543 | PA      | $180436.03    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132128 | PA      | $126887.99    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345866 | PA      | $327670.08    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419AXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118176 | PA      | $120509.61    | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266716 | PA      | $256143.35    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19031 | PA      | $19775.54     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87124 | PA      | $87989.61     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8635000 | PA      | $8765076.86   | 0.22%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EKQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622240 | PA      | $546309.84    | 0.01%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223485 | PA      | $1177735.65   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700139 | PA      | $3561877.45   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928429 | PA      | $1669810.88   | 0.04%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3042747 | PA      | $2564841.80   | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2377185 | PA      | $2058381.29   | 0.05%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1655144 | PA      | $1402160.66   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1842520 | PA      | $1501342.70   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21173112 | PA      | $17250815.17  | 0.43%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2430699 | PA      | $1964412.72   | 0.05%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644043 | PA      | $1495494.43   | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6574530 | PA      | $5367042.45   | 0.13%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734074 | PA      | $601794.62    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13310 | PA      | $12968.82     | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134642 | PA      | $125803.90    | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12910 | PA      | $12335.15     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49414 | PA      | $46810.30     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286918 | PA      | $265842.88    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266314 | PA      | $1174244.49   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501165 | PA      | $465171.78    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401205 | PA      | $1337349.13   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300170 | PA      | $276979.11    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215683 | PA      | $192716.91    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235351 | PA      | $218332.64    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79400 | PA      | $75888.77     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307428 | PA      | $294275.55    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124412 | PA      | $121889.63    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307172 | PA      | $300434.41    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7331 | PA      | $7172.80      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22888 | PA      | $21923.26     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065151 | PA      | $953932.73    | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768300 | PA      | $717589.46    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103703 | PA      | $99590.18     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417YVG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18132 | PA      | $17412.84     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39203 | PA      | $37648.45     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417YQR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41833 | PA      | $42361.98     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127687 | PA      | $126579.76    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160197 | PA      | $158348.43    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417UHR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7025 | PA      | $7052.60      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172836 | PA      | $171337.71    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26260 | PA      | $25954.22     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45479 | PA      | $45061.46     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143585 | PA      | $130659.84    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920138 | PA      | $837214.57    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010929 | PA      | $916918.54    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417DQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520628 | PA      | $473716.62    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60237 | PA      | $54809.36     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64894 | PA      | $59956.02     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28210 | PA      | $26348.52     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31417CGY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413396 | PA      | $386119.46    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199385 | PA      | $197655.73    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416XJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509166 | PA      | $488982.95    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32099 | PA      | $31714.05     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90279 | PA      | $93957.81     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36265 | PA      | $37606.33     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112465 | PA      | $114851.64    | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82736 | PA      | $83061.69     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84861 | PA      | $87735.60     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107722 | PA      | $111844.98    | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31413QQE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12683 | PA      | $13076.62     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31412XEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       958 | PA      | $948.43       | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21287 | PA      | $21088.38     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31411GMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4879 | PA      | $5009.86      | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31411FFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3013 | PA      | $2939.07      | 0.00%             | 2037-01-01      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410TA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2131 | PA      | $2194.51      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641469 | PA      | $596350.44    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346364 | PA      | $324755.12    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410LHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14329 | PA      | $14202.91     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31525 | PA      | $32783.12     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142733 | PA      | $148892.95    | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22858 | PA      | $23703.54     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2160 | PA      | $2191.90      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194722 | PA      | $201438.98    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410K5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       355 | PA      | $362.70       | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033044 | PA      | $1066125.38   | 0.03%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410GKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169812 | PA      | $175320.26    | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410GBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33018 | PA      | $34147.66     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410F5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158522 | PA      | $161886.74    | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410F4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53179 | PA      | $52472.71     | 0.00%             | 2037-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634344 | PA      | $537849.58    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431501 | PA      | $425594.66    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256790 | PA      | $220316.00    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030717 | PA      | $844315.74    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5421578 | PA      | $4960628.43   | 0.12%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1986078 | PA      | $1628544.49   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4489562 | PA      | $3659301.49   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XDUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    834491 | PA      | $781229.73    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XDGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755916 | PA      | $673184.53    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516311 | PA      | $511835.36    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XCDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1646258 | PA      | $1527021.13   | 0.04%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397840 | PA      | $394392.10    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618346 | PA      | $562700.82    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256520 | PA      | $229771.26    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136718 | PA      | $139613.15    | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X7A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94889 | PA      | $89069.59     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652047 | PA      | $629146.51    | 0.02%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512710 | PA      | $492271.74    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1854978 | PA      | $1735426.74   | 0.04%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976496 | PA      | $1751476.15   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2724714 | PA      | $2576146.99   | 0.06%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221650 | PA      | $208047.33    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X4XA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240456 | PA      | $215456.29    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323786 | PA      | $290888.87    | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X4DE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274202 | PA      | $244592.12    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QNM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659607 | PA      | $2388136.83   | 0.06%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2335498 | PA      | $1902866.71   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2400486 | PA      | $2046510.99   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1929623 | PA      | $1572320.72   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3632301 | PA      | $3096402.70   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991645 | PA      | $870689.78    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1491701 | PA      | $1215736.26   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3248736 | PA      | $2758429.79   | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3865853 | PA      | $3278898.57   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3422548 | PA      | $2906691.80   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1863785 | PA      | $1582491.03   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515129 | PA      | $455304.28    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276432 | PA      | $268590.75    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68009 | PA      | $66524.92     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2116816 | PA      | $1873306.29   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300400 | PA      | $283865.59    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686847 | PA      | $672109.19    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92526 | PA      | $90570.69     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2509537 | PA      | $2130674.82   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140LPMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836577 | PA      | $710414.18    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1274231 | PA      | $1099972.19   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184665 | PA      | $173296.68    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140JLY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57267 | PA      | $54518.32     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556871 | PA      | $1457381.16   | 0.04%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138378 | PA      | $132644.68    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419798 | PA      | $400477.98    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    551874 | PA      | $502163.60    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81169 | PA      | $78003.31     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371248 | PA      | $353886.93    | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474080 | PA      | $431400.64    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697610 | PA      | $648399.32    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J95H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724998 | PA      | $672949.60    | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J93L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415797 | PA      | $386896.72    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J8ZH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1295365 | PA      | $1273311.98   | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362166 | PA      | $329553.50    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J8UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471005 | PA      | $462698.51    | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1573804 | PA      | $1409646.88   | 0.04%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J8DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1859275 | PA      | $1783401.51   | 0.04%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945917 | PA      | $892615.65    | 0.02%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J7UD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470956 | PA      | $486717.49    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593569 | PA      | $583462.12    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J7MP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4177 | PA      | $3879.49      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455891 | PA      | $435540.44    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403422 | PA      | $378247.24    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271912 | PA      | $260615.12    | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J5SM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486594 | PA      | $455014.20    | 0.01%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220810 | PA      | $1169341.60   | 0.03%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674472 | PA      | $641091.80    | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FXGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495741 | PA      | $478862.92    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FQT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646434 | PA      | $619183.49    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107211 | PA      | $96112.15     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FGNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191338 | PA      | $171140.10    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306810 | PA      | $274520.22    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140FGML0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613260 | PA      | $548722.45    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140F9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702915 | PA      | $628944.04    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164124 | PA      | $146748.40    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140F5C35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984399 | PA      | $881112.24    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160460 | PA      | $149174.26    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31408JR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39371 | PA      | $40712.08     | 0.00%             | 2036-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14803 | PA      | $14510.20     | 0.00%             | 2035-07-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14951 | PA      | $15504.23     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2294 | PA      | $2379.73      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6151 | PA      | $6369.26      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67699 | PA      | $70047.96     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69215 | PA      | $70684.49     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63775 | PA      | $65128.79     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237436 | PA      | $242037.69    | 0.01%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21267 | PA      | $21717.94     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62586 | PA      | $63913.09     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50812 | PA      | $51889.61     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42907 | PA      | $43817.64     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402Q6Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301582 | PA      | $311114.32    | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841552 | PA      | $870500.12    | 0.02%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402CVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44288 | PA      | $44327.67     | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42206 | PA      | $42269.55     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90248 | PA      | $93171.89     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138YWJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18826 | PA      | $17834.60     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138YR3Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379264 | PA      | $352903.77    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138YGXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256559 | PA      | $238567.71    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138XXGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296180 | PA      | $286527.11    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138XMF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    540271 | PA      | $518910.53    | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FANNIE MAE POOL                                                                  | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40463 | PA      | $36616.26     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916288 | PA      | $819831.06    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561183 | PA      | $501952.58    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    923541 | PA      | $826639.42    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    695819 | PA      | $622809.75    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJGD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074844 | PA      | $971012.61    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WJC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103365 | PA      | $96654.58     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534037 | PA      | $478167.39    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25348 | PA      | $24012.59     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849115 | PA      | $793240.79    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WGA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350930 | PA      | $326137.86    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36973 | PA      | $35025.47     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887632 | PA      | $825201.46    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30021 | PA      | $28773.37     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210868 | PA      | $191484.98    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50608 | PA      | $47264.67     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24680 | PA      | $23044.79     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518751 | PA      | $485582.30    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62987 | PA      | $60355.92     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175320 | PA      | $163964.42    | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282931 | PA      | $263833.72    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287282 | PA      | $256870.42    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194448 | PA      | $180390.23    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862006 | PA      | $799654.69    | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2116598 | PA      | $1896479.25   | 0.05%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33502 | PA      | $31737.92     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158060 | PA      | $167112.19    | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126673 | PA      | $131830.99    | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236248 | PA      | $234199.66    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954256 | PA      | $891279.80    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2778 | PA      | $2867.88      | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8525 | PA      | $8705.64      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EMWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294037 | PA      | $282381.44    | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EMNX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428508 | PA      | $391867.68    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1067644 | PA      | $999003.25    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109917 | PA      | $102827.04    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EKJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107761 | PA      | $103495.55    | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EKF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10444 | PA      | $10353.45     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EKAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55896 | PA      | $53765.13     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EK2B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162715 | PA      | $154154.38    | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708980 | PA      | $684095.01    | 0.02%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111498 | PA      | $107078.00    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138786 | PA      | $137582.60    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27012 | PA      | $28090.95     | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123056 | PA      | $124610.08    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174634 | PA      | $172790.55    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140595 | PA      | $136012.93    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138E2LR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573287 | PA      | $550557.22    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92529 | PA      | $90552.04     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138A8YF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7001 | PA      | $6940.32      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138A46Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256421 | PA      | $246253.35    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138A2GV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266355 | PA      | $254775.38    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31388MWB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14297 | PA      | $14552.99     | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22125 | PA      | $22879.87     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       794 | PA      | $818.01       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31384VQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       355 | PA      | $364.13       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31384VQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       248 | PA      | $251.57       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31384AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       250 | PA      | $252.62       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FREDDIE MAC REMICS                                                               | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659270 | PA      | $124187.34    | 0.00%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137FBBW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897734 | PA      | $865442.45    | 0.02%             | 2027-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137BRQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748096 | PA      | $721753.09    | 0.02%             | 2025-06-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                     | CUSIP: 3137B7EZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6738 | PA      | $6719.91      | 0.00%             | 2023-04-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31379FGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1410 | PA      | $1431.29      | 0.00%             | 2028-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31376S6Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       470 | PA      | $468.84       | 0.00%             | 2026-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31376JGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        43 | PA      | $43.33        | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31374UC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $240.62       | 0.00%             | 2025-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY INVESTMENT TRUST                                                  | CUSIP: 313747AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481029.50   | 0.04%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31373UUL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       166 | PA      | $168.50       | 0.00%             | 2026-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31372MDP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $54.55        | 0.00%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7261 | PA      | $7508.82      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19065 | PA      | $20215.64     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371JWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205 | PA      | $212.63       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371GJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       288 | PA      | $294.67       | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371GEG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       276 | PA      | $279.39       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31371FMW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $106.15       | 0.00%             | 2026-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31368JCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.12        | 0.00%             | 2024-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59512 | PA      | $61886.47     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157708 | PA      | $161054.27    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KYWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052815 | PA      | $1785158.18   | 0.04%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KYWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3125555 | PA      | $2634609.25   | 0.07%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410439 | PA      | $336210.72    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KNXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996160 | PA      | $874610.95    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4204248 | PA      | $3584317.77   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KNKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984987 | PA      | $864544.29    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KNGN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3135222 | PA      | $2554913.28   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KLZX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3740065 | PA      | $3051189.99   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228181 | PA      | $216975.61    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    584855 | PA      | $555487.06    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201165 | PA      | $195790.53    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133GFTZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629580 | PA      | $577627.09    | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133B65B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65587 | PA      | $55542.31     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133ATLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365916 | PA      | $361732.03    | 0.01%             | 2051-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133AQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351899 | PA      | $1147695.35   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133APV63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1079594 | PA      | $916579.70    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133AMGK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930347 | PA      | $803115.06    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133AM5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383971 | PA      | $326115.32    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133AM4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398223 | PA      | $338093.52    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133AKNH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338390 | PA      | $287384.37    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133A1CC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2456760 | PA      | $2180680.75   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566681 | PA      | $1458770.22   | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889167 | PA      | $833069.31    | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3132HQ4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373700 | PA      | $340029.97    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3132H7FP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699519 | PA      | $654054.85    | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3132H7DB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168278 | PA      | $157358.95    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3132GUKV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714996 | PA      | $687517.79    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23276 | PA      | $22377.35     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2056095 | PA      | $2027660.28   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898910 | PA      | $843212.06    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12404236 | PA      | $10505108.03  | 0.26%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWDJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8930786 | PA      | $7565744.22   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1103102 | PA      | $898139.77    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20404843 | PA      | $16614480.41  | 0.41%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DV4Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055350 | PA      | $997870.74    | 0.02%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DM5G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1392771 | PA      | $1181784.31   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132D6CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23055 | PA      | $22926.72     | 0.00%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132D6BQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374169 | PA      | $1189877.75   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139619 | PA      | $131045.57    | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132CWAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301987 | PA      | $291917.13    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132A5GA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112932 | PA      | $100966.27    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248174 | PA      | $238598.86    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82878 | PA      | $79680.69     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312945AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76630 | PA      | $73672.95     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16705 | PA      | $16063.14     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244135 | PA      | $234716.14    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13257 | PA      | $13156.75     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1283 | PA      | $1233.18      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3848 | PA      | $3712.08      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302476 | PA      | $290807.07    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72522 | PA      | $73324.59     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66845 | PA      | $66340.28     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312940JV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57071 | PA      | $57858.57     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12633 | PA      | $12807.06     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312938PU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133710 | PA      | $132699.95    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25295 | PA      | $25030.89     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134900 | PA      | $133092.43    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315748 | PA      | $295556.66    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31292SBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1292967 | PA      | $1177814.20   | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178067 | PA      | $166777.03    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675202 | PA      | $632604.62    | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31292GU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       428 | PA      | $435.25       | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37247 | PA      | $37216.80     | 0.00%             | 2036-12-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21557 | PA      | $21104.54     | 0.00%             | 2036-11-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5675 | PA      | $5812.80      | 0.00%             | 2036-10-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22482 | PA      | $22815.80     | 0.00%             | 2035-07-01      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MMRT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215247 | PA      | $206432.77    | 0.01%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MJTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281636 | PA      | $263508.83    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421843 | PA      | $384268.52    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MJQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181189 | PA      | $169798.60    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274542 | PA      | $272398.00    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MEE31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    834775 | PA      | $783679.36    | 0.02%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M9ZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108773 | PA      | $107660.03    | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M9XT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500318 | PA      | $468389.57    | 0.01%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1078012 | PA      | $982019.59    | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       609 | PA      | $585.40       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M8AV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32633 | PA      | $33875.35     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187241 | PA      | $185827.71    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M7RU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40104 | PA      | $41554.97     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76412 | PA      | $79321.35     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M75X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26186 | PA      | $25988.79     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49593 | PA      | $50276.33     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131900 | PA      | $133717.05    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33956 | PA      | $33699.32     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13846 | PA      | $14358.38     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       170 | PA      | $177.56       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M4W90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76097 | PA      | $77798.87     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5651 | PA      | $5777.51      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128LXE97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17210 | PA      | $17595.35     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21027 | PA      | $20852.07     | 0.00%             | 2037-02-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128KWU43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29193 | PA      | $29841.19     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13822 | PA      | $13571.17     | 0.00%             | 2035-02-01      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2410 | PA      | $2449.09      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7502 | PA      | $7514.99      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4852 | PA      | $4858.84      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31283HS97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7240 | PA      | $7525.38      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASOS PLC                                                                         | ASOS PLC                                                                         | CUSIP: 000000000<br>LEI: 213800H8DBB8JSKDW630 | Long             | EC               | CORP              | GB        |    121240 | NS      | $744513.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS INC                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    114731 | NS      | $13806728.54  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      5600 | NS      | $698880.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    225983 | NS      | $24925924.90  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                             | EXTENDED STAY AMERICA TRUST 2021-ESH                                             | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195835 | PA      | $1149336.36   | 0.03%             | 2038-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                          | EXTRA SPACE STORAGE INC                                                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $677028.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $872448.20    | 0.02%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $860083.72    | 0.02%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     43832 | NS      | $1894857.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1124662.11   | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                                         | ESSEX PROPERTY TRUST INC                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3290 | NS      | $697216.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                  | EQUITY LIFESTYLE PROPERTIES INC                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     24717 | NS      | $1596718.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HOLDINGS INC                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     53094 | NS      | $1523797.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    780000 | PA      | $710439.60    | 0.02%             | 2025-07-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3433 | NS      | $2248717.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                               | ENPHASE ENERGY INC                                                               | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2800 | NS      | $741888.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $674095.82    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1185192.40   | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTERNATIONAL BV                                                       | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1046517.00   | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY PARTNERS LP                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227695.90    | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $568352.90    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $682858.50    | 0.02%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2017-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2017-A LLC                                            | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160976 | PA      | $154078.15    | 0.00%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP                                                                 | CUSIP: 278265AD5<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744745.50    | 0.02%             | 2023-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      9292 | NS      | $1711865.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE LLC                                                             | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $415318.06    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE LLC                                                             | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    435000 | PA      | $421093.05    | 0.01%             | 2024-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497729.00    | 0.01%             | 2023-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     17964 | NS      | $2326697.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                                                                          | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    780000 | PA      | $773189.04    | 0.02%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $368812.50    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $591911.68    | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd                                                                | DRYDEN 77 CLO LTD                                                                | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1935000 | PA      | $1878885.00   | 0.05%             | 2034-05-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                        | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524600 | PA      | $1209084.03   | 0.03%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                        | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218300 | PA      | $1007317.24   | 0.03%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                        | DRIVEN BRANDS FUNDING LLC                                                        | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659812 | PA      | $565930.42    | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      7900 | NS      | $1069739.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                     | DOORDASH INC                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     20365 | NS      | $994219.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY INC                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     76830 | NS      | $4711215.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE INC                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      6550 | NS      | $926432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL CORP                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     49324 | NS      | $12146035.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCIAL INC                                                           | CUSIP: 000000000<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |    154515 | NS      | $7172280.47   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | DISCOVER FINANCIAL SERVICES                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    590000 | PA      | $566309.14    | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO/THE                                                               | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510067.43    | 0.01%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO/THE                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    110345 | NS      | $9586773.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                                                                    | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1609786.00   | 0.04%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                       | DEXCOM INC                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     15979 | NS      | $1809461.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Detroit City School District                                                     | DETROIT CITY SCHOOL DISTRICT                                                     | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2146279.80   | 0.05%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                                                  | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      8000 | NS      | $557200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FINANCIAL CORP                                                          | CUSIP: 000000000<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    207429 | NS      | $3699712.22   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES INC                                                              | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166320.00    | 0.00%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAPITAL CORP                                                          | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1848427.09   | 0.05%             | 2025-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414994 | PA      | $348780.95    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                      | DATADOG INC                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     12197 | NS      | $896479.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                                          | DARLING INGREDIENTS INC                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      6767 | NS      | $423546.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2940000 | PA      | $2749864.32   | 0.07%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     61808 | NS      | $16405079.36  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                          | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1155000 | PA      | $938127.50    | 0.02%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2016864.50   | 0.05%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     25355 | NS      | $2979973.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     13727 | NS      | $3325914.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    735000 | PA      | $668572.17    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1148739.84   | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Towers LLC                                                          | CROWN CASTLE TOWERS LLC                                                          | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $468249.58    | 0.01%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                         | CROWDSTRIKE HOLDINGS INC                                                         | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      6445 | NS      | $678594.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2095000 | PA      | $1869102.44   | 0.05%             | 2025-09-11      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE SA/LONDON                                                        | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2125000 | PA      | $2116134.50   | 0.05%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $1663459.88   | 0.04%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                                                 | COSTAR GROUP INC                                                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8773 | NS      | $677977.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO WHOLESALE CORP                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      9035 | NS      | $4124477.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                      | CORTEVA INC                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      6400 | NS      | $376192.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE                                                                       | CUSIP: 21H070613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1130000 | PA      | $1160578.65   | 0.03%             | 2043-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1620000 | PA      | $1645739.97   | 0.04%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5093000 | PA      | $5121478.02   | 0.13%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CORP NACIONAL DEL COBRE DE CHILE                                                 | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2645000 | PA      | $2315115.10   | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3597247.01   | 0.09%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    141883 | NS      | $2846172.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BRANDS INC                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     12407 | NS      | $2875322.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     53571 | NS      | $6321378.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                          | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |    104702 | NS      | $7054625.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust 2022-R01                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462667 | PA      | $456766.06    | 0.01%             | 2041-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                    | CONFLUENT INC                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     31186 | NS      | $693576.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS INC                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     32783 | NS      | $1268702.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    755000 | PA      | $622088.29    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT HEALTH                                                              | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    960000 | PA      | $920784.96    | 0.02%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2366421.15   | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     26180 | NS      | $915514.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    275000 | PA      | $269843.75    | 0.01%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALMOLIVE CO                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5000 | NS      | $393950.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cold Storage Trust 2020-ICE5                                                     | COLD STORAGE TRUST 2020-ICE5                                                     | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118345 | PA      | $2050528.11   | 0.05%             | 2037-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                              | COGNIZANT TECHNOLOGY SOLUTIONS CORP                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      6306 | NS      | $360640.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EUROPACIFIC PARTNERS PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2079460.80   | 0.05%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    123261 | NS      | $7840632.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2758456.26   | 0.07%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FINANCIAL GROUP INC                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      8500 | NS      | $334645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | CITIGROUP MORTGAGE LOAN TRUST INC                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1022667 | PA      | $832739.39    | 0.02%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21                                    | CUSIP: 17322MAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $225354.78    | 0.01%             | 2047-05-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2313170.75   | 0.06%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1824358.00   | 0.05%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     87700 | NS      | $3966671.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                                                      | CINTAS CORP                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2564 | NS      | $1157953.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS INC                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     23374 | NS      | $1113537.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | CHIPOTLE MEXICAN GRILL INC                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4860 | NS      | $6743201.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago O Hare International Airport                                             | CHICAGO O'HARE INTERNATIONAL AIRPORT                                             | CUSIP: 167593T44<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    975000 | PA      | $814866.59    | 0.02%             | 2030-01-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Chicago O Hare International Airport                                             | CHICAGO O'HARE INTERNATIONAL AIRPORT                                             | CUSIP: 167593AN2<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    755000 | PA      | $843907.89    | 0.02%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER CHICAGO                       | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    500000 | PA      | $528122.50    | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86160 | NS      | $15464858.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $875681.03    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2418470.66   | 0.06%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1700 | NS      | $370430.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     93131 | NS      | $7637673.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    505000 | PA      | $471704.09    | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P4                                           | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1409781.28   | 0.04%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                       | CARVANA CO                                                                       | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $584937.50    | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL CORP                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     10700 | NS      | $441375.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE US CLO 2019-4 LTD                                                        | CARLYLE US CLO 2019-4 LTD                                                        | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2195000 | PA      | $2126022.10   | 0.05%             | 2035-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-1                                                   | CARMAX AUTO OWNER TRUST 2021-1                                                   | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1072732.81   | 0.03%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1466125.66   | 0.04%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $970767.69    | 0.02%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1145302.74   | 0.03%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2200 | NS      | $204512.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd                                                     | CANADIAN PACIFIC RAILWAY LTD                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     19143 | NS      | $1427876.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $825022.53    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1433819.10   | 0.04%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | CAMERON LNG LLC                                                                  | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    475000 | PA      | $378423.00    | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                  | CAMERON LNG LLC                                                                  | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    575000 | PA      | $484880.83    | 0.01%             | 2031-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROPERTY TRUST                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1800 | NS      | $201384.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                              | STATE OF CALIFORNIA                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2778337.98   | 0.07%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN SYSTEMS INC                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      9800 | NS      | $1574272.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1371793.36   | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $453297.90    | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     13030 | NS      | $1214265.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    280306 | NS      | $8683879.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FINANCE INC                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2442364.60   | 0.06%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2019-C                                                       | CNH EQUIPMENT TRUST 2019-C                                                       | CUSIP: 12597CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2507640.83   | 0.06%             | 2027-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMM 2017-PANW Mortgage Trust                                                    | COMM 2017-PANW MORTGAGE TRUST                                                    | CUSIP: 12595HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2016335.16   | 0.05%             | 2029-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                    | COMM 2015-LC21 MORTGAGE TRUST                                                    | CUSIP: 12593FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3700000 | PA      | $3521435.78   | 0.09%             | 2048-07-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1093051.20   | 0.03%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $719103.84    | 0.02%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     11159 | NS      | $706699.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      7111 | NS      | $1195785.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2021-III Ltd                                                        | CIFC FUNDING 2021-III LTD                                                        | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1338742.95   | 0.03%             | 2036-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                                                                       | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    810000 | PA      | $800402.31    | 0.02%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                                                                       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1242782.78   | 0.03%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     11880 | NS      | $3936319.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                   | CUSIP: 12529MDE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $746953.52    | 0.02%             | 2052-05-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                                       | CF INDUSTRIES HOLDINGS INC                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      9666 | NS      | $823543.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY 2022-26BW Mortgage Trust                                                    | BWAY 2022-26BW MORTGAGE TRUST                                                    | CUSIP: 12429EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2025000 | PA      | $1546519.43   | 0.04%             | 2044-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                            | BURLINGTON STORES INC                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      6441 | NS      | $1305977.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC                                                 | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $704304.90    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1250691.40   | 0.03%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     43565 | NS      | $24358498.45  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    565000 | PA      | $519726.55    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1146364.46   | 0.03%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS SQUIBB CO                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     23448 | NS      | $1687083.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $975222.69    | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                             | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10400 | NS      | $656240.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      5600 | NS      | $259112.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROPERTIES LP                                                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1104664.65   | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROPERTIES LP                                                             | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615536.25    | 0.02%             | 2023-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                                            | BOSTON PROPERTIES INC                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      8700 | NS      | $587946.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                 | BOOZ ALLEN HAMILTON HOLDING CORP                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      2600 | NS      | $271752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HOLDINGS INC                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2899 | NS      | $5842296.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      8747 | NS      | $1666216.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELINES LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365125.15    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELINES LP                                                           | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    780000 | PA      | $770573.70    | 0.02%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS SA                                                                   | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $2423322.70   | 0.06%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1315000 | PA      | $1208323.26   | 0.03%             | 2026-06-09      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Inc                                                             | BLUE OWL CAPITAL INC                                                             | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25900 | NS      | $274540.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                                                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1700 | NS      | $1204671.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                                                 | BLACK KNIGHT INC                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      3327 | NS      | $205442.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      4335 | NS      | $1200448.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                                                            | BILL.COM HOLDINGS INC                                                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     18936 | NS      | $2063266.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   6924380 | NS      | $3778728.49   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     63280 | NS      | $19547192.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Close Brothers Group PLC                                                         | CLOSE BROTHERS GROUP PLC                                                         | CUSIP: 000000000<br>LEI: 213800W73SYHR14I3X91 | Long             | EC               | CORP              | GB        |     83733 | NS      | $1052996.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1184989.44   | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1846282.09   | 0.05%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     76807 | NS      | $19532020.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & WHITE HOLDINGS                                                    | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1492580.00   | 0.04%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL AUTHORITY                                                          | CUSIP: 072024YC0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2186878.69   | 0.05%             | 2041-04-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                                    | PERSIMMON PLC                                                                    | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |    163565 | NS      | $2398292.80   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075482 | PA      | $891897.16    | 0.02%             | 2051-09-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1880000 | PA      | $1743231.88   | 0.04%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                                                                    | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $531086.22    | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NEW YORK MELLON CORP/THE                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      9202 | NS      | $418875.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2035000 | PA      | $1858730.34   | 0.05%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1722710.08   | 0.04%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1860139.50   | 0.05%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2322864.30   | 0.06%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590053.20    | 0.01%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    650161 | NS      | $21533332.32  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $168650.60    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                                            | BANCO SANTANDER CHILE                                                            | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   1322000 | PA      | $1256332.33   | 0.03%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1110000 | PA      | $1100787.00   | 0.03%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1987752.00   | 0.05%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $995780.00    | 0.02%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS AND ELECTRIC CO                                                    | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1732346.00   | 0.04%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     13279 | NS      | $679088.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                                                                        | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1977260.00   | 0.05%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                            | BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                            | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3379340 | PA      | $3182227.40   | 0.08%             | 2039-02-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust 2022-IND                                                                | BX TRUST 2022-IND                                                                | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1241670 | PA      | $1184122.80   | 0.03%             | 2037-04-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292325 | PA      | $274545.74    | 0.01%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05583JAF9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1350000 | PA      | $1331340.30   | 0.03%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $960421.00    | 0.02%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1687061.30   | 0.04%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                           | BIG COMMERCIAL MORTGAGE TRUST 2022-BIG                                           | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3395000 | PA      | $3258203.91   | 0.08%             | 2039-02-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1074812.63   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BFLD 2019-DPLO                                                                   | BFLD 2019-DPLO                                                                   | CUSIP: 054970AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2011914.11   | 0.05%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BBCMS 2020-BID Mortgage Trust                                                    | BBCMS 2020-BID MORTGAGE TRUST                                                    | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2590000 | PA      | $2499602.78   | 0.06%             | 2037-10-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                   | BBCMS 2019-BWAY MORTGAGE TRUST                                                   | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $520360.38    | 0.01%             | 2034-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HOLDINGS INC                                                           | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    478000 | PA      | $476155.88    | 0.01%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1165000 | PA      | $1110115.22   | 0.03%             | 2025-09-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON CORP                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      6790 | NS      | $1228990.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      3320 | NS      | $536246.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613563.60    | 0.02%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       679 | NS      | $1674536.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoridad del Canal de Panama                                                    | AUTORIDAD DEL CANAL DE PANAMA                                                    | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |    510000 | PA      | $482526.26    | 0.01%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE PTY LTD                                                          | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1705000 | PA      | $1696295.98   | 0.04%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY CORP                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1251861.00   | 0.03%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     15947 | NS      | $2052059.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    332384 | NS      | $22535635.20  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      7750 | NS      | $969215.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |    322891 | NS      | $2408288.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                              | ARISTA NETWORKS INC                                                              | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     10847 | NS      | $1316283.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                                             | ARES MANAGEMENT CORP                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4700 | NS      | $321668.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIALS INC                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     40300 | NS      | $3924414.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1920170.42   | 0.05%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    662618 | NS      | $86093956.74  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN POWER CO                                                             | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2015512.10   | 0.05%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11534 | NS      | $735753.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     54387 | NS      | $27898899.39  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2122003.40   | 0.05%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                  | ANGEL OAK MORTGAGE TRUST 2020-3                                                  | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316748 | PA      | $279414.18    | 0.01%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                  | ANGEL OAK MORTGAGE TRUST 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010099 | PA      | $829075.37    | 0.02%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                  | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164394 | PA      | $950604.20    | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-6                                                  | ANGEL OAK MORTGAGE TRUST 2020-6                                                  | CUSIP: 03465AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313453 | PA      | $268419.48    | 0.01%             | 2065-05-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES INC                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4400 | NS      | $721732.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       493 | NS      | $37537.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    447000 | PA      | $270628.10    | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     21220 | NS      | $5573220.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                       | AMETEK INC                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     20222 | NS      | $2825417.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINANCIAL INC                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3100 | NS      | $965247.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGEN CORP                                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     22600 | NS      | $3745046.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-1                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1412749.44   | 0.04%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-2                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2                                  | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $1862402.85   | 0.05%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3848 | NS      | $815237.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    105469 | NS      | $6669859.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA FINANCE CORP                                                      | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2185611.37   | 0.05%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                            | AMERICAN HOMES 4 RENT                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      7200 | NS      | $217008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     13313 | NS      | $1966995.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRIC POWER CO INC                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     43657 | NS      | $4145232.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                                                          | DCC PLC                                                                          | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     61620 | NS      | $3029975.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                              | AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742693 | PA      | $633145.91    | 0.02%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class B Pass Through Trust                              | AMERICAN AIRLINES 2016-1 CLASS B PASS THROUGH TRUST                              | CUSIP: 02376YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1252392 | PA      | $1217951.29   | 0.03%             | 2024-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                       | DIAGEO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    155362 | NS      | $6800485.96   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SAB DE CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2525000 | PA      | $2146239.57   | 0.05%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SAB DE CV                                                          | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $318535.31    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     47122 | NS      | $4190088.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1463235.73   | 0.04%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                                                   | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1022594.62   | 0.03%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    581060 | NS      | $48809040.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    415000 | PA      | $390056.01    | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     36088 | NS      | $1649582.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    148679 | NS      | $13117948.17  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    649993 | NS      | $57673878.89  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $546372.40    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP/THE                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023774.00   | 0.03%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP/THE                                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     34599 | NS      | $4691624.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                        | FANNIE MAE OR FREDDIE MAC                                                        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2460000 | PA      | $2001112.24   | 0.05%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                        | FANNIE MAE OR FREDDIE MAC                                                        | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3820000 | PA      | $3306727.88   | 0.08%             | 2035-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Align Technology Inc                                                             | ALIGN TECHNOLOGY INC                                                             | CUSIP: 016255101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2594 | NS      | $547074.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      8823 | NS      | $777218.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alfa SAB de CV                                                                   | ALFA SAB DE CV                                                                   | CUSIP: 015398AB6<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    395000 | PA      | $392716.90    | 0.01%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    655000 | PA      | $624486.83    | 0.02%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      3461 | NS      | $504163.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    188321 | NS      | $5852413.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CORP                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1101399.00   | 0.03%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      6020 | NS      | $1855725.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECHNOLOGIES INC                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11915 | NS      | $1783079.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                              | AFFIRM HOLDINGS INC                                                              | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33014 | NS      | $319245.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    111995 | NS      | $7253916.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    935000 | PA      | $815642.58    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    365000 | PA      | $369331.46    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1945000 | PA      | $1932748.45   | 0.05%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7550 | NS      | $2540801.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                                | ASHTEAD GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |     83041 | NS      | $4717126.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZARD INC                                                          | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     46291 | NS      | $3543576.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                  | ANTOFAGASTA PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |    252910 | NS      | $4721224.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $854956.00    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $398337.66    | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    915000 | PA      | $823027.86    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1763661.70   | 0.04%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     82778 | NS      | $13377752.58  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES                                                              | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1264373.90   | 0.03%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABORATORIES                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     20932 | NS      | $2298124.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1098781.60   | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    680000 | PA      | $509498.16    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRASTRUCTURE LTD                                                           | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    620000 | PA      | $578037.16    | 0.01%             | 2027-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AIA Group Ltd                                                                    | AIA GROUP LTD                                                                    | CUSIP: 00131LAB1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1020000 | PA      | $977606.76    | 0.02%             | 2025-03-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL CORP                                                                | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1542816.00   | 0.04%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                                                                 | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    940000 | PA      | $909168.00    | 0.02%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. Rowe Price Balanced Fund, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President