# EDGAR Filing Document

**Accession Number:** 0000923084
**File Stem:** 0000923084-25-000072
**Filing Date:** 2025-7
**Character Count:** 790386
**Document Hash:** f7c026e1af10df843ae7615fa5a5cd3d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000923084-25-000072.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0000923084-25-000072

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07173
- **FILM NUMBER:** 251161480

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Spectrum Conservative Allocation Fund (Series ID: S000002139)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $1935881987.57

**Total Liabilities:** $11237186.55

**Net Assets:** $1924644801.02

**Assets Attributable to Miscellaneous Securities:** $764416.30

**Delayed Delivery Securities:** $186667.84

**Stand-by Commitments:** $6213709.54

**Cash Not Reported:** $632431.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -125.775440 | **1-Year:** -7149.898405 | **5-Year:** -64372.823825 | **10-Year:** -48186.055045 | **30-Year:** -10819.558436

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

- **3-Month:** -89.578180 | **1-Year:** -84.156165 | **5-Year:** -1633.571341 | **10-Year:** -105.077022 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000005534 | -1.28%               | -0.15%               | 2.18%                |
| Class ID C000169940 | -1.30%               | -0.15%               | 2.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1477736.78              | $-31915843.33                              |
| Month 2  | $-2933904.63             | $-3384333.46                               |
| Month 3  | $10945697.36             | $25490309.13                               |

**Designated Index Information**

- **Index Name:** Benchmark for PSFI

- **Index Identifier:** PSFI_BMRK

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                                                              | ADMA BIOLOGICS INC                                                              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5672 | NS      | $112532.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                                                | ACV AUCTIONS INC                                                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3810 | NS      | $62407.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                                       | AGCO CORP                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95067.93     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                                    | AES ANDES SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $231317.44    | 0.01%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION CO LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70172.83     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES CORP/THE                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401809.41    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GLOBAL FUNDING                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81589.60     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                                                  | API GROUP CORP                                                                  | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     15591 | NS      | $727631.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $72244.35     | 0.00%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94292.20     | 0.00%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                                                             | AST SPACEMOBILE INC                                                             | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |      1715 | NS      | $39565.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                                         | AZZ INC                                                                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      5367 | NS      | $486733.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9810 | NS      | $1310419.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1360009.52   | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                         | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    450000 | PA      | $444754.69    | 0.02%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                         | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                                         | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    230000 | PA      | $226550.00    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                 | ANTOFAGASTA PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |     46155 | NS      | $1101857.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Acuren Corp                                                                     | ACUREN CORP                                                                     | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |      1948 | NS      | $20454.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Group PLC                                                               | ASHTEAD GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      4997 | NS      | $292602.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     29483 | NS      | $717920.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61875.06     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                                                        | ALIGNMENT HEALTHCARE INC                                                        | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28429 | NS      | $436953.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                                           | ALKAMI TECHNOLOGY INC                                                           | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      2003 | NS      | $57365.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diploma PLC                                                                     | DIPLOMA PLC                                                                     | CUSIP: 000000000<br>LEI: 2138008OGI7VYG8FGR19 | Long             | EC               | CORP              | GB        |      3361 | NS      | $212491.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F030660<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -600000 | PA      | $-510444.67   | -0.03%            | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F050460<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440000 | PA      | $440187.80    | 0.02%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC                                                       | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $309713.97    | 0.02%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP/THE                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     21098 | NS      | $4427837.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     77238 | NS      | $13350588.30  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9022 | NS      | $1549438.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     86102 | NS      | $17651771.02  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES NORTH AMERICA INC                                               | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170457.47    | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES NORTH AMERICA INC                                               | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105535.92    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     29353 | NS      | $2843718.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                      | DIAGEO PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     31013 | NS      | $841731.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                                                         | DCC PLC                                                                         | CUSIP: 000000000<br>LEI: 213800UPS1QEE4TD3T45 | Long             | EC               | CORP              | IE        |     10471 | NS      | $654605.85    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     10045 | NS      | $2953732.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424427.22    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163450.08    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4 RENT LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97465.50     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                                                     | AMERICAN WATER WORKS CO INC                                                     | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5236 | NS      | $748590.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1                                 | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251000 | PA      | $250525.38    | 0.01%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $418223.66    | 0.02%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     12853 | NS      | $3743307.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                                                      | AMETEK INC                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     22618 | NS      | $4042741.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                                                   | AMPLITUDE INC                                                                   | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |     29421 | NS      | $364526.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248356.73    | 0.01%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     14525 | NS      | $3108059.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-1                                                 | ANGEL OAK MORTGAGE TRUST 2022-1                                                 | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229669 | PA      | $210519.96    | 0.01%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    548000 | PA      | $536021.82    | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc                                                   | ANNALY CAPITAL MANAGEMENT INC                                                   | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     40788 | NS      | $772932.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES CORP                                                           | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       158 | NS      | $5917.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      6142 | NS      | $2357545.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160533.28    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215194.15    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN POWER CO                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110026.78    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     76594 | NS      | $15383904.90  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247500 | PA      | $243063.46    | 0.01%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $219995.59    | 0.01%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131235.00    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | APTIV SWISS HOLDINGS LTD                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $196880.80    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Arcellx Inc                                                                     | ARCELLX INC                                                                     | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3455 | NS      | $214417.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                                      | ARCOSA INC                                                                      | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3291 | NS      | $283914.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                       | ARGENX SE                                                                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      1360 | NS      | $779633.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     80418 | NS      | $1254622.62   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80546.24     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25054.15     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                             | ASCENDIS PHARMA A/S                                                             | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      1941 | NS      | $316072.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                                                                 | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     65159 | NS      | $4745529.97   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581787.56    | 0.03%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING                                                           | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414118.86    | 0.02%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlanta Braves Holdings Inc                                                     | ATLANTA BRAVES HOLDINGS INC                                                     | CUSIP: 047726302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6004 | NS      | $243822.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117200.64    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY CORP                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     13706 | NS      | $2120044.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                                               | ATMUS FILTRATION TECHNOLOGIES INC                                               | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5127 | NS      | $184674.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                                                           | AURORA INNOVATION INC                                                           | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39231 | NS      | $237739.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       545 | NS      | $2034506.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102120 | PA      | $102638.54    | 0.01%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $132227.49    | 0.01%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUNITIES INC                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      5378 | NS      | $1112009.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                                     | AVANTOR INC                                                                     | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15550 | NS      | $200750.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                                         | AVIDITY BIOSCIENCES INC                                                         | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2824 | NS      | $87487.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                                         | AXSOME THERAPEUTICS INC                                                         | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       894 | NS      | $94013.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $2345.04      | 0.00%             | 2034-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251782.00    | 0.01%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417642.31    | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                            | BINOM SECURITIZATION TRUST 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185838 | PA      | $166738.78    | 0.01%             | 2056-06-25      | Variable      | 2.03%                 | 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        |     69971 | PA      | $68803.93     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Baldwin Insurance Group Inc/The                                                 | BALDWIN INSURANCE GROUP INC/THE                                                 | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6790 | NS      | $261618.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                                     | BMO 2024-5C5 MORTGAGE TRUST                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $948305.82    | 0.05%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                                                                       | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     16100 | NS      | $862638.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS AND ELECTRIC CO                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130893.36    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    268448 | PA      | $265360.44    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of California Inc                                                          | BANC OF CALIFORNIA INC                                                          | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     22175 | NS      | $304241.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     42161 | NS      | $1860564.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $1936354.83   | 0.10%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    616000 | PA      | $638461.82    | 0.03%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    590000 | PA      | $579458.47    | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 2024-5YR12                                                                | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $202675.14    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201022.80    | 0.01%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $231803.89    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                                   | PERSIMMON PLC                                                                   | CUSIP: 000000000<br>LEI: 213800XI72Y57UWN6F31 | Long             | EC               | CORP              | GB        |     30265 | NS      | $544041.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                             | UNITE GROUP PLC/THE                                                             | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |     12008 | NS      | $139570.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE LLC                                                            | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $447346.93    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                         | BAYER US FINANCE II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209006.91    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    147765 | PA      | $148218.43    | 0.01%             | 2031-12-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    142082 | PA      | $142661.82    | 0.01%             | 2031-12-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON & CO                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7600 | NS      | $1311684.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                                             | BELLRING BRANDS INC                                                             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2354 | NS      | $148184.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     10316 | NS      | $5198851.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |   1275379 | NS      | $1328446.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BioLife Solutions Inc                                                           | BIOLIFE SOLUTIONS INC                                                           | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     14385 | NS      | $314743.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                                 | BIO-TECHNE CORP                                                                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3108 | NS      | $150427.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond Therapeutics Inc                                                  | BLACK DIAMOND THERAPEUTICS INC                                                  | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17771 | NS      | $39096.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weir Group PLC/The                                                              | WEIR GROUP PLC/THE                                                              | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |      3315 | NS      | $108512.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Foundry Bancorp                                                            | BLUE FOUNDRY BANCORP                                                            | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      5109 | NS      | $46287.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                                        | BLUEPRINT MEDICINES CORP                                                        | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      3000 | NS      | $304050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $147307.90    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191632.20    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $208096.59    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    151000 | PA      | $161425.80    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    729000 | PA      | $779993.55    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HOLDINGS INC                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       507 | NS      | $2798097.51   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                                                | BOOZ ALLEN HAMILTON HOLDING CORP                                                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      6779 | NS      | $720268.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169472.02    | 0.01%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN HAMILTON INC                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213045.87    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                   | BOSTON GAS CO                                                                   | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141105.01    | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions Inc                                            | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                            | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $190053.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc                                                | BRIGHTSPRING HEALTH SERVICES INC                                                | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11630 | NS      | $276910.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1023905.61   | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84540.75     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                              | BROADRIDGE FINANCIAL SOLUTIONS INC                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4958 | NS      | $1203951.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     37393 | NS      | $9051723.51   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305365.20    | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492276.00    | 0.03%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185877.19    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bruker Corp                                                                     | BRUKER CORP                                                                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4628 | NS      | $169847.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $319323.51    | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | BURLINGTON STORES INC                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       877 | NS      | $200192.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX COMMERCIAL MORTGAGE TRUST 2024-GPA3                                          | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407906 | PA      | $407905.59    | 0.02%             | 2039-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                                              | BX TRUST 2025-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125168.64    | 0.01%             | 2035-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752844 | PA      | $753785.00    | 0.04%             | 2041-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298533.39    | 0.02%             | 2042-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MARKETS INC                                                         | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2606 | NS      | $597086.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES INC                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109054.99    | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc                                          | CCC INTELLIGENT SOLUTIONS HOLDINGS INC                                          | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7412 | NS      | $65077.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC / CDW FINANCE CORP                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35025.17     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4589 | NS      | $1453060.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2020-IV Ltd                                                        | CIFC FUNDING 2020-IV LTD                                                        | CUSIP: 12562RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248860.02    | 0.01%             | 2040-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2870 | NS      | $829430.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                   | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252090 | PA      | $249569.97    | 0.01%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                 | COLT 2020-3 MORTGAGE LOAN TRUST                                                 | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21940 | PA      | $21438.28     | 0.00%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| CSW Industrials Inc                                                             | CSW INDUSTRIALS INC                                                             | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       392 | NS      | $119869.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                                        | CTS CORP                                                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      4071 | NS      | $165648.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    729000 | PA      | $607380.93    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $391187.28    | 0.02%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19522.76     | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146247.00    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW FINANCE DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    205000 | PA      | $208340.27    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY INC                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93106.72     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY INC                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    433000 | PA      | $419227.14    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cactus Inc                                                                      | CACTUS INC                                                                      | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      3171 | NS      | $130011.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                    | CADENCE BANK                                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     10494 | NS      | $317968.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    505000 | PA      | $521071.12    | 0.03%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA                                                                    | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    455000 | PA      | $467778.68    | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| California Water Service Group                                                  | CALIFORNIA WATER SERVICE GROUP                                                  | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      4665 | NS      | $220421.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       800 | NS      | $151320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83743.43     | 0.00%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                  | CARMAX AUTO OWNER TRUST 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $254397.08    | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CARMAX AUTO OWNER TRUST 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65602.71     | 0.00%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $116138.70    | 0.01%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUST 2024-A                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136686.12    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMAX AUTO OWNER TRUST 2024-3                                                  | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236672.24    | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     13253 | NS      | $4335851.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     85509 | PA      | $87646.73     | 0.00%             | 2028-12-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    193648 | PA      | $224631.13    | 0.01%             | 2031-06-01      | Variable      | 14.00%                | No            |                  2 | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    151160 | PA      | $158718.00    | 0.01%             | 2030-06-01      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST 2024-N1                                          | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207261.99    | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                                          | CARVANA AUTO RECEIVABLES TRUST 2024-P2                                          | CUSIP: 14688PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $320972.18    | 0.02%             | 2030-06-10      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                                                       | CASELLA WASTE SYSTEMS INC                                                       | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1562 | NS      | $183082.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                                                  | CAVA GROUP INC                                                                  | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $4226.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104805.00    | 0.01%             | 2029-07-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348075.00    | 0.02%             | 2032-07-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125660.00    | 0.01%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | CELULOSA ARAUCO Y CONSTITUCION SA                                               | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201136.62    | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83087.50     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    399000 | PA      | $385035.00    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    505000 | PA      | $429513.61    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    805000 | PA      | $680225.00    | 0.04%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Centessa Pharmaceuticals PLC                                                    | CENTESSA PHARMACEUTICALS PLC                                                    | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |      3544 | NS      | $47879.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $383523.45    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $102503.59    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-RPL4                                     | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                                     | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56920 | PA      | $49611.24     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGY PARTNERS LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99911.86     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGY PARTNERS LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $157354.12    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGY PARTNERS LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576965.93    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY INC                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168278.24    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY INC                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378779.06    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENERGY CORP                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     18501 | NS      | $2148521.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                                       | CHESAPEAKE UTILITIES CORP                                                       | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      3965 | NS      | $484483.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP              | CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP              | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110650.65    | 0.01%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | CHEVRON CORP                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13957 | NS      | $1907921.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                               | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $194502.65    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | CHIPOTLE MEXICAN GRILL INC                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21028 | NS      | $1053082.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding 2018-I Ltd                                                         | CIFC FUNDING 2018-I LTD                                                         | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $425905.25    | 0.02%             | 2038-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                                     | CINTAS CORP                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1607 | NS      | $363985.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2022-INV1                                         | CITIGROUP MORTGAGE LOAN TRUST 2022-INV1                                         | CUSIP: 17290FBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178961 | PA      | $148110.99    | 0.01%             | 2051-11-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     10865 | NS      | $818351.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124281.13    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    678000 | PA      | $674794.42    | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426897.20    | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172555 | PA      | $172424.78    | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING                                                              | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90001.80     | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     22606 | NS      | $1629892.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALMOLIVE CO                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     39398 | NS      | $3661650.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc                                                | COLLIERS INTERNATIONAL GROUP INC                                                | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |      2380 | NS      | $286742.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                                     | COLUMBIA BANKING SYSTEM INC                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13524 | NS      | $316191.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $414474.48    | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | CAD/USD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-11314.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     30771 | NS      | $1063753.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276133.68    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    640000 | PA      | $380256.00    | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    495000 | PA      | $469675.31    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196850.00    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192576.48    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COMMONWEALTH BANK OF AUSTRALIA                                                  | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $205862.50    | 0.01%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Concentra Group Holdings Parent Inc                                             | CONCENTRA GROUP HOLDINGS PARENT INC                                             | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7776 | NS      | $168194.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONE Trust 2024-DFW1                                                            | CONE TRUST 2024-DFW1                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $393567.34    | 0.02%             | 2041-08-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                                                   | CONFLUENT INC                                                                   | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      3928 | NS      | $90461.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                                         | NATIONAL BANK OF CANADA                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     14656 | NS      | $1442478.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     40236 | NS      | $3434142.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BRANDS INC                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39930.80     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                       | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4366 | NS      | $1336650.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138074.80    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY CO                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109233.52    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY CO                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69470.66     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Corcept Therapeutics Inc                                                        | CORCEPT THERAPEUTICS INC                                                        | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      2030 | NS      | $157446.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     36048 | NS      | $1175525.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87241.95     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394946.40    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                | QUIDELORTHO CORP                                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     11208 | NS      | $343749.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                      | CORPAY INC                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2721 | NS      | $884624.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H022663<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -350000 | PA      | $-293161.58   | -0.02%            | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    690000 | PA      | $669296.60    | 0.03%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1320000 | PA      | $1310460.93   | 0.07%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE                                                                      | CUSIP: 21H060663<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195000 | PA      | $196858.99    | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    198000 | PA      | $197050.79    | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUNICATIONS INC                                                          | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376720.00    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crane Co                                                                        | CRANE CO                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1098 | NS      | $188197.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252618.25    | 0.01%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    490000 | PA      | $438680.83    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    480000 | PA      | $515590.08    | 0.03%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                                                   | CRINETICS PHARMACEUTICALS INC                                                   | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      2234 | NS      | $68159.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1128 | NS      | $531705.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213988.53    | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                       | CUBESMART                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13369 | NS      | $571658.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                                        | CURBLINE PROPERTIES CORP                                                        | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     17014 | NS      | $386047.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                                                     | CUSTOM TRUCK ONE SOURCE INC                                                     | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14768 | NS      | $63502.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                | CYTOKINETICS INC                                                                | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     12491 | NS      | $387470.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                              | CYRUSONE DATA CENTERS ISSUER I LLC                                              | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    765000 | PA      | $737186.74    | 0.04%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80398.48     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592476.30    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355239.50    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM INC                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $32155.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170483.99    | 0.01%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40224.12     | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| White Mountains Insurance Group Ltd                                             | WHITE MOUNTAINS INSURANCE GROUP LTD                                             | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       165 | NS      | $294492.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                                    | DANAHER CORP                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6722 | NS      | $1276507.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    310000 | PA      | $318925.52    | 0.02%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                                                     | DATADOG INC                                                                     | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1540 | NS      | $181535.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco Inc                                                           | GREAT-WEST LIFECO INC                                                           | CUSIP: 000000000<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |     24131 | NS      | $915935.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Deere & Co                                                                      | DEERE & CO                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      8390 | NS      | $4247521.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398404.89    | 0.02%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEFINITY FINANCIAL CORP                                                         | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T407<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      1278 | NS      | $65926.86     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                           | DELEK US HOLDINGS INC                                                           | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      5030 | NS      | $96827.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                             | DELL EQUIPMENT FINANCE TRUST 2023-3                                             | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111417.45    | 0.01%             | 2029-04-23      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST 2024-2                                             | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $265881.47    | 0.01%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc                                                         | DENALI THERAPEUTICS INC                                                         | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      3220 | NS      | $42632.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The                                                 | DESCARTES SYSTEMS GROUP INC/THE                                                 | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |      5315 | NS      | $616221.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Investment Corp                                                          | DIAGEO INVESTMENT CORP                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203762.00    | 0.01%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      6646 | NS      | $894219.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    590000 | PA      | $579137.51    | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    192000 | PA      | $171285.89    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dime Community Bancshares Inc                                                   | DIME COMMUNITY BANCSHARES INC                                                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7996 | NS      | $205177.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dogwood State Bank                                                              | DOGWOOD STATE BANK                                                              | CUSIP: 25660B103<br>LEI: 549300D3SGJ9UCUF2779 | Long             | EC               | CORP              | US        |      3957 | NS      | $59449.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                                 | DOLLAR TREE INC                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     10584 | NS      | $955311.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                    | DOORDASH INC                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      3157 | NS      | $658708.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 93 CLO Ltd                                                               | DRYDEN 93 CLO LTD                                                               | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $266287.72    | 0.01%             | 2038-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                             | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597758 | PA      | $586773.29    | 0.03%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123492 | PA      | $122588.00    | 0.01%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26209XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246289 | PA      | $238914.19    | 0.01%             | 2050-07-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Duolingo Inc                                                                    | DUOLINGO INC                                                                    | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $59235.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                    | DOXIMITY INC                                                                    | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $13803.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                                                                  | DUTCH BROS INC                                                                  | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3804 | NS      | $274648.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                                           | DYNE THERAPEUTICS INC                                                           | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $25199.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $335923.92    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199874.00    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                           | EAST WEST BANCORP INC                                                           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5546 | NS      | $505795.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                                          | EASTERN BANKSHARES INC                                                          | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     12475 | NS      | $187125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                                        | EASTGROUP PROPERTIES INC                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1642 | NS      | $278401.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EFMT 2025-INV2                                                                  | EFMT 2025-INV2                                                                  | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198278 | PA      | $198215.89    | 0.01%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                        | ELANCO ANIMAL HEALTH INC                                                        | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     24292 | NS      | $326484.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115654 | PA      | $118587.60    | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92988 | PA      | $94900.73     | 0.00%             | 2038-02-25      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $159332.64    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLUTIONS INC                                                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     14673 | NS      | $313708.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH INC                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191101.46    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                                                              | ELMWOOD CLO 20 LTD                                                              | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270573.54    | 0.01%             | 2037-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                        | ENCORE CAPITAL GROUP INC                                                        | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3914 | NS      | $148340.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                                         | ENERPAC TOOL GROUP CORP                                                         | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      4127 | NS      | $176965.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202178.60    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                                                       | ENPRO INC                                                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2387 | NS      | $441929.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       895 | NS      | $61522.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                           | ENTERPRISE FLEET FINANCING 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $263097.07    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151282.25    | 0.01%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | ENTERPRISE FLEET FINANCING 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $106559.25    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                                                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      6496 | NS      | $1716178.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                                           | EQUITY BANCSHARES INC                                                           | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      5014 | NS      | $195245.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                                      | ERASCA INC                                                                      | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26517 | NS      | $37123.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                                                                       | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      5779 | NS      | $710759.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                                           | ESCO TECHNOLOGIES INC                                                           | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1161 | NS      | $210419.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                                        | ESSEX PROPERTY TRUST INC                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      3168 | NS      | $899395.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576042.88    | 0.03%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    295000 | PA      | $306916.82    | 0.02%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     10112 | NS      | $443107.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281741 | PA      | $281936.65    | 0.01%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1                                      | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $91519.78     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274661.24    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11019 | NS      | $1127243.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                               | FB FINANCIAL CORP                                                               | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      5062 | NS      | $220956.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF 2016-K60 Mortgage Trust                                                   | FREMF 2016-K60 MORTGAGE TRUST                                                   | CUSIP: 302947AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $733349.25    | 0.04%             | 2049-12-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18168 | NS      | $11763598.32  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                                                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       574 | NS      | $990884.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                        | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29366 | PA      | $29425.36     | 0.00%             | 2030-02-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BT Group PLC                                                                    | BT GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |    511066 | NS      | $1237376.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        76 | PA      | $79.91        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       654 | PA      | $683.63       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $1011.50      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       765 | PA      | $773.64       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2894 | PA      | $2944.01      | 0.00%             | 2037-01-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7MM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8157 | PA      | $8184.62      | 0.00%             | 2035-08-01      | 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        |      4503 | PA      | $4614.33      | 0.00%             | 2037-02-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10128 | PA      | $10171.89     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6M88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9048 | PA      | $9408.55      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M6QE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11354 | PA      | $11844.47     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12596 | PA      | $12987.96     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M74W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6473 | PA      | $6375.39      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15464 | PA      | $15490.92     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M75T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60035 | PA      | $60137.95     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47374 | PA      | $48160.86     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21091 | PA      | $20789.46     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       176 | PA      | $167.57       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9JW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76436 | PA      | $70755.05     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9LV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167458 | PA      | $149254.03    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MEE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82815 | PA      | $80023.90     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8423 | PA      | $8739.18      | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7021 | PA      | $6920.97      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25451 | PA      | $25087.02     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76235 | PA      | $71382.19     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51950 | PA      | $45312.46     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1040 | PA      | $1076.08      | 0.00%             | 2036-10-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6553 | PA      | $6726.58      | 0.00%             | 2036-11-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3597 | PA      | $3700.19      | 0.00%             | 2036-12-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2253 | PA      | $2326.93      | 0.00%             | 2037-02-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3805 | PA      | $3919.72      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80086 | PA      | $74133.63     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37060 | PA      | $34221.13     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45558 | PA      | $44906.35     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9016 | PA      | $8846.84      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312939WT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17939 | PA      | $17982.26     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940AM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22201 | PA      | $22239.50     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1556 | PA      | $1558.51      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9773 | PA      | $9789.52      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312941SV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12981 | PA      | $12387.07     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942UJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       778 | PA      | $727.97       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       439 | PA      | $418.38       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39126 | PA      | $38481.33     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943GW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       550 | PA      | $524.31       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30911 | PA      | $29486.28     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312944LP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5776 | PA      | $5476.44      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52040 | PA      | $49635.38     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945ZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43459 | PA      | $41451.00     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132A8GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117283 | PA      | $114030.16    | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132ACFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450814 | PA      | $408809.66    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CW6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75678 | PA      | $66712.78     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51874 | PA      | $49466.09     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CWYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263982 | PA      | $256109.90    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132CXBX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66546 | PA      | $64998.09     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMCR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103657 | PA      | $90990.71     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72623 | PA      | $65234.07     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281244 | PA      | $241349.08    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339926 | PA      | $268046.54    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167468 | PA      | $153397.10    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DNUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360161 | PA      | $320799.25    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DQ6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222350 | PA      | $174139.13    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DQLW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92390 | PA      | $89693.73     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DSGB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68698 | PA      | $70866.65     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DSQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210572 | PA      | $209595.39    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DTAW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600482 | PA      | $493441.73    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DTFE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356876 | PA      | $356288.76    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DTLM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264187 | PA      | $257656.57    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DTTP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197689 | PA      | $203266.68    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUCT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175482 | PA      | $170248.32    | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUJN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106452 | PA      | $105826.73    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86903 | PA      | $86547.91     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DUU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483187 | PA      | $468663.00    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126275 | PA      | $104199.13    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19876 | PA      | $16375.76     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181579 | PA      | $183906.70    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63738 | PA      | $55371.00     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1459036 | PA      | $1140286.21   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518574 | PA      | $426239.96    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417630 | PA      | $325431.81    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197546 | PA      | $153797.47    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677664 | PA      | $552836.52    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027125 | PA      | $970862.30    | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132DWJJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182214 | PA      | $171950.00    | 0.01%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3132E0A77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899760 | PA      | $897570.25    | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23868 | PA      | $22620.27     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GKGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30942 | PA      | $29486.80     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H3PR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97589 | PA      | $89952.77     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H5BB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24797 | PA      | $22857.17     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132H7C85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48461 | PA      | $44607.56     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103238 | PA      | $91973.52     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J85B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85692 | PA      | $76360.16     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335ALP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58018 | PA      | $57116.25     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AMGK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89428 | PA      | $74232.19     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133AQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56663 | PA      | $46526.91     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133B1RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293643 | PA      | $229235.62    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133BNSV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92975 | PA      | $90313.36     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CFT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36474 | PA      | $36156.69     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CTLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225134 | PA      | $223257.38    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112058 | PA      | $115409.41    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133CWPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108683 | PA      | $112112.50    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133GEL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167630 | PA      | $151784.67    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KGKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76578 | PA      | $68839.82     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46706 | PA      | $44553.59     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147383 | PA      | $136844.35    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145398 | PA      | $135392.69    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KJL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63393 | PA      | $49994.28     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KN4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323237 | PA      | $265095.81    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985260 | PA      | $774041.37    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484231 | PA      | $399002.22    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66660 | PA      | $52648.98     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207608 | PA      | $175394.68    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYWJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446645 | PA      | $386797.98    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133KYXA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24927 | PA      | $22088.95     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133L75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101739 | PA      | $89444.84     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133WDQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97811 | PA      | $96951.37     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3133WGCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75107 | PA      | $76095.20     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    214403 | NS      | $949474.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HML4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7487 | PA      | $7653.06      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7128 | PA      | $7286.72      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31368HMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37772 | PA      | $39219.79     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1220330 | PA      | $163390.79    | 0.01%             | 2047-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       788 | PA      | $103.54       | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1491 | PA      | $1579.63      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31371MNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12947 | PA      | $13489.37     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31376KL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2100 | PA      | $2143.64      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142642 | PA      | $360222.65    | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1013928 | PA      | $132090.06    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                                                             | FEDERAL SIGNAL CORP                                                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      3231 | NS      | $303940.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385HSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       540 | PA      | $563.42       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        58 | PA      | $60.01        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8845 | PA      | $9249.26      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       704 | PA      | $735.23       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9512 | PA      | $9868.26      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31385XAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       991 | PA      | $1024.30      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31386FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $51.66        | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A2AX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31421 | PA      | $29529.54     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A2WY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12583 | PA      | $11988.80     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138A7QM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30810 | PA      | $29344.39     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ARBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35068 | PA      | $33356.28     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E0Q93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7333 | PA      | $6786.83      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4088 | PA      | $4034.23      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62476 | PA      | $59491.77     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EG3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10955 | PA      | $11540.34     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19503 | PA      | $19849.18     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101146 | PA      | $99263.33     | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       804 | PA      | $807.69       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9787 | PA      | $10184.80     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13645 | PA      | $14215.19     | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8826 | PA      | $8410.49      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46562 | PA      | $45749.65     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EHWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80850 | PA      | $77022.47     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4019 | PA      | $4186.89      | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJ7F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82836 | PA      | $79171.07     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60416 | PA      | $57543.00     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16726 | PA      | $16382.75     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EJXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6414 | PA      | $6103.26      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EKEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30245 | PA      | $30820.45     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EKGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4971 | PA      | $4903.68      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10353 | PA      | $9530.36      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EKRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7355 | PA      | $7358.32      | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32696 | PA      | $30192.07     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4988 | PA      | $4989.56      | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67815 | PA      | $62635.68     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28938 | PA      | $28397.08     | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EMHW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14301 | PA      | $14569.55     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EMYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3372 | PA      | $3377.93      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       936 | PA      | $953.69       | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15496 | PA      | $15501.75     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27647 | PA      | $28804.49     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138EPW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6522 | PA      | $6832.03      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERA59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10353 | PA      | $9571.62      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61965 | PA      | $58890.42     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221342 | PA      | $204688.31    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134785 | PA      | $117838.45    | 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        |    105374 | PA      | $98488.79     | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53063 | PA      | $46297.37     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42339 | PA      | $39385.86     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERQN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19140 | PA      | $18340.88     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117026 | PA      | $111014.47    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ERYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35786 | PA      | $32896.99     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ETGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51836 | PA      | $47833.02     | 0.00%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56535 | PA      | $52945.72     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LTJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114787 | PA      | $106223.21    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LUTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16384 | PA      | $15082.31     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138LXQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33757 | PA      | $31074.50     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MBKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65517 | PA      | $60309.67     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138MQX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98939 | PA      | $91075.44     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9C32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13685 | PA      | $12625.42     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9NY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60704 | PA      | $53844.20     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138W9ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4504 | PA      | $4411.02      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WAFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19957 | PA      | $19544.08     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WCXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23524 | PA      | $21507.72     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WD5K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9720 | PA      | $9414.28      | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19286 | PA      | $18566.69     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136496 | PA      | $124119.58    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WFRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11617 | PA      | $10797.68     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147895 | PA      | $135215.00    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15368 | PA      | $14271.20     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79199 | PA      | $72017.10     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91377 | PA      | $83092.22     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WGZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52280 | PA      | $50703.66     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65234 | PA      | $56876.11     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203712 | PA      | $179044.41    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224064 | PA      | $195846.47    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282660 | PA      | $248216.40    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WJNB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79104 | PA      | $69701.31     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WKHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4773 | PA      | $4256.05      | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8095 | PA      | $7473.16      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WPEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11600 | PA      | $10505.35     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168495 | PA      | $149840.39    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138WZWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19252 | PA      | $17745.88     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12530 | PA      | $11132.22     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138X53G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16401 | PA      | $14786.00     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3138YTK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37398 | PA      | $36383.23     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2264 | PA      | $2346.19      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402CWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17762 | PA      | $17803.03     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86957 | PA      | $89907.46     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4377 | PA      | $4383.86      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1484 | PA      | $1513.03      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25697 | PA      | $25738.46     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3384 | PA      | $3389.37      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1686 | PA      | $1688.25      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9583 | PA      | $9598.47      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RJN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2735 | PA      | $2748.71      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10678 | PA      | $10914.83     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13376 | PA      | $13406.01     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4079 | PA      | $4088.53      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13474 | PA      | $13768.08     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C5F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2950 | PA      | $3054.62      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8180 | PA      | $8361.71      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40601 | PA      | $40691.54     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3556 | PA      | $3634.63      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21380 | PA      | $21854.79     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21578 | PA      | $21892.28     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7745 | PA      | $7894.31      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5711 | PA      | $5856.56      | 0.00%             | 2036-08-01      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16354 | PA      | $16718.05     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31403DWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15455 | PA      | $15798.13     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4085 | PA      | $4145.78      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140A0AH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238166 | PA      | $236414.71    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72738 | PA      | $74692.03     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28804 | PA      | $26192.28     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F0T87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52815 | PA      | $48594.27     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140F5TN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50907 | PA      | $44698.26     | 0.00%             | 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        |     65944 | PA      | $57923.14     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FGMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95421 | PA      | $83804.67     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FLK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34912 | PA      | $30673.59     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140FXGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144441 | PA      | $137434.40    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35983 | PA      | $33628.86     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J5UV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96854 | PA      | $93818.25     | 0.00%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6C47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49090 | PA      | $47143.97     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6CR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114587 | PA      | $105785.89    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3024 | PA      | $2823.41      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J7QA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164578 | PA      | $158120.35    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J8VP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114003 | PA      | $101377.63    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J95S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43743 | PA      | $40215.66     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9CU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86046 | PA      | $78245.11     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9HW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117818 | PA      | $104039.34    | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88205 | PA      | $85604.05     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42412 | PA      | $41022.47     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9WH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5836 | PA      | $5446.62      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140J9YQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56837 | PA      | $52249.15     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140JACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168951 | PA      | $150269.63    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140K3B27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46486 | PA      | $44326.84     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LNFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120794 | PA      | $100392.03    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140LQPU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384391 | PA      | $347414.01    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MAYW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239289 | PA      | $186606.61    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140MGHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689112 | PA      | $537227.47    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337514 | PA      | $327713.78    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125570 | PA      | $121756.64    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23746 | PA      | $22735.66     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22229 | PA      | $21305.57     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QC4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239340 | PA      | $205860.10    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60213 | PA      | $55784.45     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58802 | PA      | $50596.23     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7605 | PA      | $7056.21      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135828 | PA      | $129521.71    | 0.01%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19007 | PA      | $18130.94     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5517 | PA      | $4782.03      | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67810 | PA      | $63163.58     | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74126 | PA      | $68940.14     | 0.00%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50521 | PA      | $48255.69     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166671 | PA      | $142259.20    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274383 | PA      | $216386.57    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QEYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093719 | PA      | $907577.13    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QKN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11172 | PA      | $9199.15      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563084 | PA      | $462768.40    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8159 | PA      | $6720.72      | 0.00%             | 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        |    566481 | PA      | $466932.72    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541856 | PA      | $444886.04    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1191922 | PA      | $979584.97    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26190 | PA      | $21643.77     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    993288 | PA      | $780359.19    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756892 | PA      | $624364.29    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373571 | PA      | $293701.41    | 0.02%             | 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        |    481578 | PA      | $397043.70    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473725 | PA      | $373540.10    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QQ3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418727 | PA      | $417362.50    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QRKQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598763 | PA      | $610144.30    | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268172 | PA      | $261538.87    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203930 | PA      | $207332.35    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154164 | PA      | $153660.99    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245044 | PA      | $244640.77    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTEU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380516 | PA      | $393934.04    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168101 | PA      | $173308.89    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QTW47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118603 | PA      | $122349.89    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7814 | PA      | $8075.43      | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127915 | PA      | $134395.81    | 0.01%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47786 | PA      | $47706.81     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263823 | PA      | $261504.54    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698776 | PA      | $711121.97    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257811 | PA      | $257135.33    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26402 | PA      | $26358.43     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X4TB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93202 | PA      | $81812.70     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X56K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172525 | PA      | $164129.44    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72054 | PA      | $68707.56     | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6QQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173335 | PA      | $154049.42    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69448 | PA      | $67769.33     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192463 | PA      | $172994.13    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53462 | PA      | $53613.86     | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156749 | PA      | $136957.88    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9DE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370500 | PA      | $329464.50    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140X9KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109023 | PA      | $106912.75    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342533 | PA      | $328353.80    | 0.02%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181282 | PA      | $177231.45    | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241978 | PA      | $242074.80    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220297 | PA      | $199889.87    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426257 | PA      | $336668.02    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413046 | PA      | $393196.35    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59943 | PA      | $55470.85     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357625 | PA      | $357766.87    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222403 | PA      | $175658.50    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XH2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71278 | PA      | $59025.72     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XHGN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336469 | PA      | $303771.36    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246061 | PA      | $192093.02    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74229 | PA      | $70639.09     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XJB93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163997 | PA      | $137428.58    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231131 | PA      | $188701.57    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XK6P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842773 | PA      | $782513.19    | 0.04%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376771 | PA      | $384080.53    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9290 | PA      | $9208.20      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163278 | PA      | $166205.06    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XNBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524868 | PA      | $541451.28    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209647 | PA      | $203408.89    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27056 | PA      | $28185.33     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410G2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9427 | PA      | $9628.73      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2057 | PA      | $2142.52      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6921 | PA      | $7210.09      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12103 | PA      | $12371.76     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $227.16       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       701 | PA      | $715.53       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69619 | PA      | $69781.99     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36560 | PA      | $35952.41     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2791 | PA      | $2747.86      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3258 | PA      | $3259.39      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105327 | PA      | $97499.06     | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410SB63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1718 | PA      | $1792.54      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410TAK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $153.07       | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410WRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4179 | PA      | $4359.84      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1752 | PA      | $1813.64      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411AQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6220 | PA      | $6452.43      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31411F5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       249 | PA      | $259.84       | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31412NBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17544 | PA      | $18252.37     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31412P2U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4113 | PA      | $4048.89      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1269 | PA      | $1297.06      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16651 | PA      | $16980.08     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6145 | PA      | $6473.79      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416BXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9868 | PA      | $10087.11     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416CJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       893 | PA      | $930.33       | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6120 | PA      | $6024.55      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16163 | PA      | $16840.34     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31416XY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45202 | PA      | $44398.97     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CGZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18679 | PA      | $17194.80     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417CNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42044 | PA      | $38702.38     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DF99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42595 | PA      | $37940.73     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30378 | PA      | $27046.15     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417DMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88856 | PA      | $79128.72     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417F4U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143008 | PA      | $126841.56    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417FU22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477891 | PA      | $424985.72    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39289 | PA      | $36255.27     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GH25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42581 | PA      | $37884.15     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417GTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6797 | PA      | $6276.76      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417KXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8702 | PA      | $8566.38      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4934 | PA      | $4856.17      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417UEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26172 | PA      | $25758.11     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26379 | PA      | $25959.93     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417WUE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18315 | PA      | $18022.07     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43037 | PA      | $40995.34     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26733 | PA      | $25434.02     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61371 | PA      | $56493.90     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129958 | PA      | $112953.72    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164879 | PA      | $153875.90    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203024 | PA      | $189923.98    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194561 | PA      | $181497.04    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325434 | PA      | $312112.55    | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15882 | PA      | $13086.61     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220533 | PA      | $173023.73    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380973 | PA      | $298760.80    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2016399 | PA      | $1581637.27   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277898 | PA      | $1000796.67   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400202 | PA      | $1095560.31   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014529 | PA      | $831478.90    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226857 | PA      | $176781.86    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3963 | PA      | $3240.60      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334912 | PA      | $299003.34    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481666 | PA      | $389394.57    | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846515 | PA      | $658963.73    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548180 | PA      | $495446.75    | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314424 | PA      | $244696.92    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    925298 | PA      | $756051.60    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248722 | PA      | $218025.18    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226453 | PA      | $204668.69    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155577 | PA      | $127045.34    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    773933 | PA      | $699483.43    | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65100 | PA      | $61526.79     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49785 | PA      | $48364.96     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27526 | PA      | $25270.60     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153623 | PA      | $141029.94    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208579 | PA      | $206954.67    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177236 | PA      | $172004.00    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100195 | PA      | $1111842.65   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418FGL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212663 | PA      | $218338.03    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MG63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11830 | PA      | $12315.86     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25651 | PA      | $26221.08     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MHX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       407 | PA      | $407.61       | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25185 | PA      | $25733.87     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418TJF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18684 | PA      | $18691.40     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5491 | PA      | $5337.16      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46624 | PA      | $48570.92     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14957 | PA      | $15288.86     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419ADK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4304 | PA      | $4400.11      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AK30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3129 | PA      | $3062.91      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4032 | PA      | $4200.49      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63496 | PA      | $60516.09     | 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        |    183602 | PA      | $174871.89    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34998 | PA      | $34419.95     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419FFW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14849 | PA      | $14142.52     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17124 | PA      | $16313.08     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE POOL                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108219 | PA      | $106364.49    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279301 | PA      | $35625.44     | 0.00%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425UTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79006 | PA      | $81125.86     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425VMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187938 | PA      | $190622.99    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118614 | PA      | $121852.50    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 31425YBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38673 | PA      | $39710.91     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3142GS4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123446 | PA      | $123195.65    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3142GSB56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319920 | PA      | $324129.17    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                     | FREDDIE MAC POOL                                                                | CUSIP: 3142GSFR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160901 | PA      | $163017.99    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      6411 | NS      | $1168981.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPRISES INC                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52890.42     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Advantage Corp                                                            | FIRST ADVANTAGE CORP                                                            | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      4748 | NS      | $81285.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                                   | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $397807.75    | 0.02%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                        | NEXT PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      8766 | NS      | $1521313.07   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                  | KINGFISHER PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    305425 | NS      | $1143332.28   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRANSMISSION LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126680.19    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstService Corp                                                               | FIRSTSERVICE CORP                                                               | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |      1743 | NS      | $305713.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     11158 | NS      | $1816410.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    348000 | PA      | $315262.25    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56617.02     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO 2019-5 Ltd                                                      | 522 FUNDING CLO 2019-5 LTD                                                      | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $439360.02    | 0.02%             | 2035-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Five Star Bancorp                                                               | FIVE STAR BANCORP                                                               | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      6437 | NS      | $179978.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Corners Funding Trust II                                                   | FIVE CORNERS FUNDING TRUST II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184059.00    | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126188 | PA      | $120805.73    | 0.01%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Floor & Decor Holdings Inc                                                      | FLOOR & DECOR HOLDINGS INC                                                      | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       102 | NS      | $7312.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                             | FORD CREDIT AUTO LEASE TRUST 2023-A                                             | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $345203.38    | 0.02%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                             | FORD CREDIT AUTO OWNER TRUST 2022-C                                             | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200982.34    | 0.01%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                          | FORD CREDIT AUTO OWNER TRUST 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $909653.13    | 0.05%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203860.60    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458933.26    | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255344.00    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL XXVI Ltd                                                    | FORTRESS CREDIT BSL XXVI LTD                                                    | CUSIP: 34966VAE2<br>LEI: 254900DPXY8BVCQBIY30 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249812.50    | 0.01%             | 2038-01-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                    | FORTITUDE GROUP HOLDINGS LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202199.40    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202666.40    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204144.20    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                                                              | FRANCO-NEVADA CORP                                                              | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |      4369 | NS      | $737487.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    255693 | PA      | $256810.94    | 0.01%             | 2044-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19638 | NS      | $755670.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157685.03    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39919.04     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91778.84     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166987.72    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64908.76     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                                   | FRONTDOOR INC                                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2507 | NS      | $137910.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $235939.41    | 0.01%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                                                    | HB FULLER CO                                                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      3378 | NS      | $188559.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234252.93    | 0.01%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250701.50    | 0.01%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                            | GCAT 2025-NQM1 TRUST                                                            | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310405 | PA      | $309955.03    | 0.02%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36178WP45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2083 | PA      | $1863.14      | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20194 | PA      | $18496.15     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61770 | PA      | $56569.91     | 0.00%             | 2043-03-20      | 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        |     54192 | PA      | $51063.96     | 0.00%             | 2042-07-20      | 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        |     18195 | PA      | $16674.48     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30344 | PA      | $28592.64     | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4862 | PA      | $4581.77      | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4392 | PA      | $4138.03      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109089 | PA      | $102429.83    | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92702 | PA      | $84868.64     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179Q3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53086 | PA      | $46882.07     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179QGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40398 | PA      | $41126.58     | 0.00%             | 2044-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79156 | PA      | $71347.72     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200023 | PA      | $177128.84    | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345098 | PA      | $305491.07    | 0.02%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119515 | PA      | $108316.84    | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53576 | PA      | $48522.91     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12744 | PA      | $12258.27     | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5916 | PA      | $5496.20      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198658 | PA      | $183260.66    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146917 | PA      | $129968.87    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61173 | PA      | $55261.52     | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    367964 | PA      | $332536.93    | 0.02%             | 2046-06-20      | 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        |     80414 | PA      | $71091.79     | 0.00%             | 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        |     11956 | PA      | $10804.57     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14470 | PA      | $13945.57     | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133456 | PA      | $117950.00    | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24821 | PA      | $23952.73     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63907 | PA      | $57734.12     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20277 | PA      | $19260.75     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65702 | PA      | $58034.47     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79132 | PA      | $69876.82     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96675 | PA      | $89758.86     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28097 | PA      | $27715.81     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18211 | PA      | $17964.08     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47777 | PA      | $43106.81     | 0.00%             | 2047-07-20      | 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        |     30538 | PA      | $30123.36     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16666 | PA      | $14978.31     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5812 | PA      | $5391.45      | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101477 | PA      | $97519.49     | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126861 | PA      | $125644.47    | 0.01%             | 2047-10-20      | 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        |    158775 | PA      | $147251.38    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62460 | PA      | $61611.46     | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28480 | PA      | $28924.29     | 0.00%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21572 | PA      | $21907.99     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179TXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106471 | PA      | $107869.77    | 0.01%             | 2048-05-20      | 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        |    174676 | PA      | $172570.04    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72712 | PA      | $62362.04     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       246 | PA      | $248.82       | 0.00%             | 2048-09-20      | 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        |      5820 | PA      | $5867.74      | 0.00%             | 2048-10-20      | 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        |     28080 | PA      | $28377.85     | 0.00%             | 2048-11-20      | 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        |     81516 | PA      | $82429.14     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UK27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22332 | PA      | $22470.13     | 0.00%             | 2049-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26891 | PA      | $27161.30     | 0.00%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78785 | PA      | $77447.36     | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179UZH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9969 | PA      | $8551.58      | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1537579 | PA      | $1235485.21   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47257 | PA      | $40456.86     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132466 | PA      | $113614.01    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38347 | PA      | $32745.73     | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242397 | PA      | $203505.66    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378449 | PA      | $349943.96    | 0.02%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W3Y2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125388 | PA      | $110857.25    | 0.01%             | 2037-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    493476 | PA      | $430189.71    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415037 | PA      | $333493.42    | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258200 | PA      | $216414.91    | 0.01%             | 2051-04-20      | 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        |    810432 | PA      | $651203.44    | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270390 | PA      | $226631.59    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    950350 | PA      | $796551.78    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1321177 | PA      | $1107366.96   | 0.06%             | 2051-10-20      | 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        |    375832 | PA      | $327676.50    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WSZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52284 | PA      | $46227.29     | 0.00%             | 2036-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    863051 | PA      | $723380.79    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WUV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71264 | PA      | $63006.23     | 0.00%             | 2037-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    453876 | PA      | $364701.36    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76963 | PA      | $68637.03     | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161364 | PA      | $164207.56    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98056 | PA      | $99781.83     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    614401 | PA      | $565209.64    | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356175 | PA      | $338189.49    | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177810 | PA      | $180899.15    | 0.01%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78866 | PA      | $74713.00     | 0.00%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617A9KW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20281 | PA      | $18306.08     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617B5DY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81143 | PA      | $72862.05     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617G85D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11283 | PA      | $10966.54     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3617G9FT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38100 | PA      | $37130.57     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36183FLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11678 | PA      | $10447.41     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36184BAH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20626 | PA      | $18452.25     | 0.00%             | 2045-02-20      | 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        |     22011 | PA      | $20091.96     | 0.00%             | 2045-02-15      | 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        |     30255 | PA      | $27308.03     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8634 | PA      | $7504.04      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21675 | PA      | $18866.26     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17287 | PA      | $15047.05     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36193VJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40178 | PA      | $34920.75     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194BZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54713 | PA      | $47687.76     | 0.00%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14768 | PA      | $12835.70     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194MH87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17647 | PA      | $15338.22     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194MJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27669 | PA      | $24082.85     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36194PGZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29928 | PA      | $26048.98     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36195KHB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14011 | PA      | $12177.15     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36195KHC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16408 | PA      | $14281.47     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36201FW86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2662 | PA      | $2677.08      | 0.00%             | 2032-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202CKP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.06         | 0.00%             | 2025-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202CT94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       447 | PA      | $460.33       | 0.00%             | 2027-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8759 | PA      | $8761.48      | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202EGQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50049 | PA      | $50950.95     | 0.00%             | 2036-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11116 | PA      | $11159.73     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5943 | PA      | $5816.13      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4775 | PA      | $4775.87      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8970 | PA      | $8972.76      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24485 | PA      | $23960.69     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3010 | PA      | $3009.39      | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9911 | PA      | $9937.41      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3823 | PA      | $3812.04      | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44195 | PA      | $43220.53     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15349 | PA      | $15020.45     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4993 | PA      | $4994.35      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114372 | PA      | $111921.36    | 0.01%             | 2040-11-20      | 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        |      4766 | PA      | $4491.11      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81747 | PA      | $79994.56     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137210 | PA      | $134269.27    | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55754 | PA      | $55665.40     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26454 | PA      | $26420.25     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128439 | PA      | $125686.39    | 0.01%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11605 | PA      | $11600.28     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A26L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180071 | PA      | $162324.46    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70110 | PA      | $62845.32     | 0.00%             | 2043-03-20      | 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        |       861 | PA      | $897.53       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2MV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49254 | PA      | $49312.88     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13456 | PA      | $13759.71     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15355 | PA      | $13719.52     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16300 | PA      | $15740.49     | 0.00%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 3622A2QW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18254 | PA      | $18253.43     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A2ZK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39646 | PA      | $35771.51     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622A3BS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90783 | PA      | $83774.54     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10780 | PA      | $9694.57      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622AAYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35664 | PA      | $31848.00     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | GINNIE MAE II POOL                                                              | CUSIP: 3622AB5L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72410 | PA      | $66401.90     | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABCY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123718 | PA      | $112909.08    | 0.01%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97981 | PA      | $91353.37     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 3622ABZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74534 | PA      | $70540.15     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE II POOL                                                              | CUSIP: 36241KYG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16724 | PA      | $17403.44     | 0.00%             | 2038-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23349 | PA      | $23373.88     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36241LF68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23349 | PA      | $23373.88     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2                                    | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                    | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4089 | PA      | $4055.04      | 0.00%             | 2044-07-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GMS Inc                                                                         | GMS INC                                                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2644 | NS      | $200230.12    | 0.01%             |  |  |  | No            |                  1 | 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        |    190734 | PA      | $159396.92    | 0.01%             | 2050-10-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                  | GINNIE MAE I POOL                                                               | CUSIP: 36297FYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6471 | PA      | $6430.95      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | 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        |     22236 | PA      | $20092.22     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2018-2                                            | GALTON FUNDING MORTGAGE TRUST 2018-2                                            | CUSIP: 36418GAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16408 | PA      | $15267.70     | 0.00%             | 2058-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1114 | NS      | $526899.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS CORP                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127987.73    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     21108 | NS      | $5190668.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293154.33    | 0.02%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     28408 | NS      | $3127152.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5041 | NS      | $3026868.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393155.35    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416896.18    | 0.02%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $505947.33    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757219.92    | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAPITAL PRIVATE CREDIT FUND                                               | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    314000 | PA      | $310947.61    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Inc                                                         | GOOSEHEAD INSURANCE INC                                                         | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      2619 | NS      | $283532.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378FK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27402 | PA      | $4405.40      | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38378TDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42486 | PA      | $6253.24      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380H5W8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29712 | PA      | $26972.85     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38380UPK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24150 | PA      | $22387.34     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1067415 | PA      | $125265.08    | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5383790 | PA      | $641165.21    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3155688 | PA      | $430402.05    | 0.02%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $204317.80    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                                                       | GRACO INC                                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      3818 | NS      | $323231.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                                     | GROCERY OUTLET HOLDING CORP                                                     | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16466 | NS      | $223608.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331870.11    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    292000 | PA      | $288041.06    | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                                           | HOMES 2025-NQM2 TRUST                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250785 | PA      | $250573.79    | 0.01%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158329.11    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162257.60    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192654.93    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA HEALTHCARE INC                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      3257 | NS      | $1242187.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200556.20    | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: —       |
| HPEFS Equipment Trust                                                           | HPEFS EQUIPMENT TRUST                                                           | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125796 | PA      | $125619.61    | 0.01%             | 2029-11-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140938.27    | 0.01%             | 2031-10-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST 2024-2                                                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100871.49    | 0.01%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                                                | HAEMONETICS CORP                                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2843 | NS      | $192499.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L Oreal SA                                                                      | L'OREAL SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      2921 | NS      | $1236358.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamilton Lane Inc                                                               | HAMILTON LANE INC                                                               | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      3386 | NS      | $504514.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                                             | INTESA SANPAOLO SPA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    191410 | NS      | $1068590.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    759000 | PA      | $740025.00    | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                              | HARBOUR ENERGY PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $270619.44    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HarborOne Bancorp Inc                                                           | HARBORONE BANCORP INC                                                           | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      8856 | NS      | $100781.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231000 | PA      | $210070.89    | 0.01%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345135 | PA      | $354297.43    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                       | THALES SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      2277 | NS      | $697380.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hawaiian Electric Industries Inc                                                | HAWAIIAN ELECTRIC INDUSTRIES INC                                                | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     17185 | NS      | $183535.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156873.80    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200253.20    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    405000 | PA      | $381493.40    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $556659.23    | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE REALTY HOLDINGS LP                                                   | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155583.78    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HealthEquity Inc                                                                | HEALTHEQUITY INC                                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      2037 | NS      | $204942.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                                         | HELIOS TECHNOLOGIES INC                                                         | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      2027 | NS      | $61458.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76298.22     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                     | HEXCEL CORP                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69708.03     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hillman Solutions Corp                                                          | HILLMAN SOLUTIONS CORP                                                          | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12954 | NS      | $93786.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145654.97    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171037.51    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home BancShares Inc/AR                                                          | HOME BANCSHARES INC/AR                                                          | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7020 | NS      | $198595.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC/THE                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5435 | NS      | $2001656.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC/THE                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394699.41    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100591.02    | 0.01%             | 2031-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $131245.50    | 0.01%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101571.00    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    332000 | PA      | $329725.47    | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402724.55    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCSHARES INC/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     61411 | NS      | $959853.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297121 | PA      | $296370.99    | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202778 | PA      | $205477.54    | 0.01%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                           | HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $418260.60    | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS CORP                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222400.13    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177280.59    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80468.88     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130723.84    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249825.54    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164936.72    | 0.01%             | 2031-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                              | KINGSPAN GROUP PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      5252 | NS      | $451092.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                                         | ITT INC                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       250 | NS      | $37635.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                                     | IDACORP INC                                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3195 | NS      | $380045.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204462.60    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS SIX DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199211.20    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                               | STATE OF ILLINOIS                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     70714 | PA      | $74968.58     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Immunome Inc                                                                    | IMMUNOME INC                                                                    | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23451 | NS      | $205430.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings PLC                                                         | IMMUNOCORE HOLDINGS PLC                                                         | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     15338 | NS      | $561370.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                                                  | IMMUNOVANT INC                                                                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18904 | NS      | $280724.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                          | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132569 | PA      | $111612.19    | 0.01%             | 2056-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                                                   | INDEPENDENCE REALTY TRUST INC                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     19908 | NS      | $370089.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indianapolis Power & Light Co                                                   | INDIANAPOLIS POWER & LIGHT CO                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118671.38    | 0.01%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND INC                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     12379 | NS      | $1010621.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                      | INSMED INC                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      2195 | NS      | $153057.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                                                 | INSTALLED BUILDING PRODUCTS INC                                                 | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1218 | NS      | $194246.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     30205 | NS      | $590507.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    980000 | PA      | $597945.04    | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intapp Inc                                                                      | INTAPP INC                                                                      | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4005 | NS      | $220755.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                                | INTERPARFUMS INC                                                                | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2004 | NS      | $272984.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     14326 | NS      | $2575814.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                                          | INTERNATIONAL PAPER CO                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     73312 | NS      | $3505046.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GROUP OF COS INC/THE                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195099.45    | 0.01%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | INTUIT INC                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1379 | NS      | $1039035.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                          | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      4152 | NS      | $2293315.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71103.86     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113976.02    | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                       | IONIS PHARMACEUTICALS INC                                                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      8714 | NS      | $292006.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                                        | IONQ INC                                                                        | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $10972.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO Enterprises Inc                                                          | IPALCO ENTERPRISES INC                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208653.90    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    340000 | PA      | $351900.00    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| I3 Verticals Inc                                                                | I3 VERTICALS INC                                                                | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      6543 | NS      | $161677.53    | 0.01%             |  |  |  | No            |                  1 | 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        |     81208 | PA      | $72450.46     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV3                                              | JP MORGAN MORTGAGE TRUST 2019-INV3                                              | CUSIP: 46591LBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70134 | PA      | $62570.86     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7623 | PA      | $7509.99      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3258 | PA      | $3209.73      | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST 2020-LTV1                                              | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291983 | PA      | $251302.10    | 0.01%             | 2050-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                              | JP MORGAN MORTGAGE TRUST 2020-INV1                                              | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69728 | PA      | $62038.73     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     30412 | NS      | $8028768.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                   | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $180060.07    | 0.01%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230392.50    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1234459.05   | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $733941.85    | 0.04%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246664.53    | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226258.43    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392604.72    | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282250.33    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152122.95    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                                 | JP MORGAN MORTGAGE TRUST 2020-5                                                 | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279665 | PA      | $242548.47    | 0.01%             | 2050-12-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FINANCIAL INC                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418290.12    | 0.02%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234353.44    | 0.01%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XV Ltd                                                            | JAMESTOWN CLO XV LTD                                                            | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400107.21    | 0.02%             | 2035-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                | SKANDINAVISKA ENSKILDA BANKEN AB                                                | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     63868 | NS      | $1065650.74   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1266 | NS      | $958210.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10835 | NS      | $3277806.03   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                  | STOREBRAND ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     67492 | NS      | $884229.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Karman Holdings Inc                                                             | KARMAN HOLDINGS INC                                                             | CUSIP: 485924104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4316 | NS      | $184983.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                                        | KEARNY FINANCIAL CORP/MD                                                        | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8582 | NS      | $51749.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                                                      | KENVUE INC                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    138948 | NS      | $3316688.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER INC                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     31591 | NS      | $1063668.97   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     67732 | NS      | $1074229.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                                                       | KEYSIGHT TECHNOLOGIES INC                                                       | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     27233 | NS      | $4276670.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                                                | KNIFE RIVER CORP                                                                | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2154 | NS      | $202691.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                                                         | KODIAK GAS SERVICES INC                                                         | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $93394.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                              | KONTOOR BRANDS INC                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1351 | NS      | $92678.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO/THE                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    335000 | PA      | $309259.27    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kymera Therapeutics Inc                                                         | KYMERA THERAPEUTICS INC                                                         | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1110 | NS      | $32900.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282090.28    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125298.50    | 0.01%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      5705 | NS      | $1393959.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stora Enso Oyj                                                                  | STORA ENSO OYJ                                                                  | CUSIP: 000000000<br>LEI: 7437000ZP669LKUTZ738 | Long             | EC               | CORP              | FI        |     51919 | NS      | $524993.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                                         | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |     14173 | NS      | $683450.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Landbridge Co LLC                                                               | LANDBRIDGE CO LLC                                                               | CUSIP: 514952100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4115 | NS      | $294016.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                           | LANTHEUS HOLDINGS INC                                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2384 | NS      | $180135.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                            | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205415.49    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lattice Semiconductor Corp                                                      | LATTICE SEMICONDUCTOR CORP                                                      | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     12869 | NS      | $578332.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                                                | LEONARDO DRS INC                                                                | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |      4605 | NS      | $194791.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                             | ERSTE GROUP BANK AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      7944 | NS      | $639726.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      4213 | NS      | $2729487.68   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Live                                                 | LIBERTY MEDIA CORP-LIBERTY LIVE                                                 | CUSIP: 531229722<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15925 | NS      | $1161728.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                                    | LIFE TIME GROUP HOLDINGS INC                                                    | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $77792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7409 | NS      | $5465397.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                                  | RHEINMETALL AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       460 | NS      | $985903.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Oak Bancshares Inc                                                         | LIVE OAK BANCSHARES INC                                                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7132 | NS      | $195773.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loar Holdings Inc                                                               | LOAR HOLDINGS INC                                                               | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3410 | NS      | $296840.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS                                      | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $69435.35     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                          | LOUISIANA-PACIFIC CORP                                                          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2049 | NS      | $184553.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe s Cos Inc                                                                  | LOWE'S COS INC                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7369 | NS      | $1663404.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                                         | LULULEMON ATHLETICA INC                                                         | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       722 | NS      | $228635.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                                                       | KERING SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      3257 | NS      | $636571.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2022-INV2 Trust                                                             | MFA 2022-INV2 TRUST                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353278 | PA      | $351056.66    | 0.02%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MED Commercial Mortgage Trust 2024-MOB                                          | MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                          | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $263971.77    | 0.01%             | 2041-05-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2021-A                                               | MMAF EQUIPMENT FINANCE LLC 2021-A                                               | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $131431.49    | 0.01%             | 2043-11-13      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| MNTN Inc                                                                        | MNTN INC                                                                        | CUSIP: 55318A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3332 | NS      | $84066.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                               | MMAF EQUIPMENT FINANCE LLC 2024-A                                               | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $591199.36    | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSA Safety Inc                                                                  | MSA SAFETY INC                                                                  | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1256 | NS      | $204690.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96287.64     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89326 | PA      | $91854.15     | 0.00%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MVW 2023-2 LLC                                                                  | MVW 2023-2 LLC                                                                  | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68483 | PA      | $70036.01     | 0.00%             | 2040-11-20      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                                         | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                         | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1806 | NS      | $219627.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ma aden Sukuk Ltd                                                               | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    940000 | PA      | $952034.35    | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ma aden Sukuk Ltd                                                               | MA'ADEN SUKUK LTD                                                               | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | KY        |    310000 | PA      | $313888.95    | 0.02%             | 2035-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macerich Co/The                                                                 | MACERICH CO/THE                                                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      6176 | NS      | $99927.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding LXI Ltd                                                    | MADISON PARK FUNDING LXI LTD                                                    | CUSIP: 55822NAA7<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |    325000 | PA      | $326061.56    | 0.02%             | 2037-01-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp                                               | MADISON SQUARE GARDEN SPORTS CORP                                               | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $147164.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      9178 | NS      | $332977.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50432.10     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Corp                                                         | MAGNOLIA OIL & GAS CORP                                                         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4114 | NS      | $88451.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     18815 | NS      | $1863455.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    177807 | NS      | $1418482.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Marqeta Inc                                                                     | MARQETA INC                                                                     | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |     62912 | NS      | $338466.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411054.84    | 0.02%             | 2033-04-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378093.54    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269366.35    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      7297 | NS      | $1705017.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTERNATIONAL INC/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273645.68    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | SIEMENS AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     21128 | NS      | $5081776.30   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECHNOLOGY INC                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $287025.65    | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Masimo Corp                                                                     | MASIMO CORP                                                                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      5644 | NS      | $917150.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6307 | NS      | $3693379.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald s Corp                                                                 | MCDONALD'S CORP                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     11929 | NS      | $3743916.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                                                | MCGRATH RENTCORP                                                                | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2012 | NS      | $226108.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                                             | MERCURY SYSTEMS INC                                                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      1748 | NS      | $86089.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4536 | NS      | $356438.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsera Inc                                                                     | METSERA INC                                                                     | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3730 | NS      | $99665.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                                                | METTLER-TOLEDO INTERNATIONAL INC                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       120 | NS      | $138662.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     63632 | NS      | $29293627.52  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                 | TELEFONAKTIEBOLAGET LM ERICSSON                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |    123232 | NS      | $1049020.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     25298 | NS      | $1373623.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Middlesex Water Co                                                              | MIDDLESEX WATER CO                                                              | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2596 | NS      | $150438.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Philips NV                                                          | KONINKLIJKE PHILIPS NV                                                          | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |     49184 | NS      | $1134160.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Teleperformance SE                                                              | TELEPERFORMANCE SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      3723 | NS      | $376291.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                                                | AJINOMOTO CO INC                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     29300 | NS      | $732496.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                          | MINERA MEXICO SA DE CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    590000 | PA      | $585014.50    | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                                                         | MIRION TECHNOLOGIES INC                                                         | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     42728 | NS      | $816104.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                                          | ANZ GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     44802 | NS      | $838390.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                           | MOLINA HEALTHCARE INC                                                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5200 | NS      | $1586208.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     49417 | NS      | $3335153.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                                                    | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       918 | NS      | $607624.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                                                   | BHP GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     21729 | NS      | $533773.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4809 | NS      | $615696.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1106293.83   | 0.06%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391200.04    | 0.02%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182897.64    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS GROUP HOLDINGS LTD                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     34863 | NS      | $1202860.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO/THE                                                                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     17339 | NS      | $626631.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                    | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |     21200 | NS      | $1108368.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIONS INC                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181051.92    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                       | KDDI CORP                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     72500 | NS      | $1255012.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                  | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363009 | PA      | $364126.31    | 0.02%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189761.33    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    272000 | PA      | $186042.02    | 0.01%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    827000 | PA      | $506667.34    | 0.03%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    119000 | PA      | $116464.82    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    475000 | PA      | $444024.78    | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    140500 | NS      | $1965358.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp                                                                     | SUBARU CORP                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     31700 | NS      | $581919.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GAS CO                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152672.10    | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                   | NOMURA RESEARCH INSTITUTE LTD                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |     26500 | NS      | $1021521.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018-B                                     | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B                                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44716 | PA      | $44470.28     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-C                                | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C                                | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $391240.62    | 0.02%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| nCino Inc                                                                       | NCINO INC                                                                       | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |      7256 | NS      | $190832.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                                 | NEOGENOMICS INC                                                                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8785 | NS      | $63954.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamamatsu Photonics KK                                                          | HAMAMATSU PHOTONICS KK                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     29800 | NS      | $319739.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5526 | NS      | $6671152.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd                                                    | NEUBERGER BERMAN CLO XXI LTD                                                    | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400635.15    | 0.02%             | 2039-01-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395115.40    | 0.02%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                                                 | SUMITOMO MITSUI TRUST GROUP INC                                                 | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     28378 | NS      | $767900.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Largan Precision Co Ltd                                                         | LARGAN PRECISION CO LTD                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4000 | NS      | $304141.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV2                                   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                   | CUSIP: 64831GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263674 | PA      | $212701.84    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Financial Inc                                                          | FLAGSTAR FINANCIAL INC                                                          | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      4498 | NS      | $51816.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp                                                                         | KT CORP                                                                         | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |     24721 | NS      | $913065.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | TOKIO MARINE HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     57500 | NS      | $2431808.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                               | NEXA RESOURCES SA                                                               | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198542.30    | 0.01%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                              | NEXTERA ENERGY INC                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      6507 | NS      | $459654.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagara Mohawk Power Corp                                                       | NIAGARA MOHAWK POWER CORP                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219583.30    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86538.76     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust 2025-A                                      | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST                                      | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140527.04    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     14993 | NS      | $3705070.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Worley Ltd                                                                      | WORLEY LTD                                                                      | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |     58734 | NS      | $492921.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                         | PANASONIC HOLDINGS CORP                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     88800 | NS      | $1017778.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                 | MITSUBISHI CORP                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     34700 | NS      | $701927.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                                        | MITSUBISHI ELECTRIC CORP                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     82800 | NS      | $1652439.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | MITSUI FUDOSAN CO LTD                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    144400 | NS      | $1382989.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                                                     | MURATA MANUFACTURING CO LTD                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     28500 | NS      | $413501.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                        | RENESAS ELECTRONICS CORP                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     42700 | NS      | $518609.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | DENSO CORP                                                                      | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     59300 | NS      | $800600.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp                                                                        | NEC CORP                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     39000 | NS      | $1018030.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      2484 | NS      | $1204168.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL XIV-B LTD                                                    | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    272536 | PA      | $271858.51    | 0.01%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Novanta Inc                                                                     | NOVANTA INC                                                                     | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1502 | NS      | $185977.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    182112 | NS      | $24608794.56  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                                    | NUVALENT INC                                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3633 | NS      | $271058.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                                          | NURIX THERAPEUTICS INC                                                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4258 | NS      | $45262.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                                 | OGE ENERGY CORP                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      8304 | NS      | $369278.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                             | OCP CLO 2017-13 LTD                                                             | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250420.68    | 0.01%             | 2037-11-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                             | OCP CLO 2017-13 LTD                                                             | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250123.55    | 0.01%             | 2037-11-26      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| O Reilly Automotive Inc                                                         | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       905 | NS      | $1237587.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXPT Commercial Mortgage Trust 2024-STOR                                        | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR                                        | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $121963.55    | 0.01%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1077600.00   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118438.50    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25749 | PA      | $25808.36     | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142099.61    | 0.01%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101948.72    | 0.01%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-1                                                 | OCTANE RECEIVABLES TRUST 2024-1                                                 | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148122 | PA      | $149128.89    | 0.01%             | 2030-05-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SMC Corp                                                                        | SMC CORP                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |      1300 | NS      | $487450.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                      | SAMSUNG ELECTRONICS CO LTD                                                      | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     29452 | NS      | $1195094.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Olaplex Holdings Inc                                                            | OLAPLEX HOLDINGS INC                                                            | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74867 | NS      | $98824.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                                                   | OLD DOMINION FREIGHT LINE INC                                                   | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     16401 | NS      | $2626948.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimizu Corp                                                                    | SHIMIZU CORP                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     49200 | NS      | $540922.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                       | SHIN-ETSU CHEMICAL CO LTD                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     34600 | NS      | $1104783.89   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollie s Bargain Outlet Holdings Inc                                             | OLLIE'S BARGAIN OUTLET HOLDINGS INC                                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        62 | NS      | $6909.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                                 | SONY GROUP CORP                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     84000 | NS      | $2248338.22   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $232611.44    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191953.71    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Onestream Inc                                                                   | ONESTREAM INC                                                                   | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |     12855 | NS      | $360711.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties Inc                                                                | OR ROYALTIES INC                                                                | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |     26337 | NS      | $673173.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $382166.00    | 0.02%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                                   | SUMITOMO CORP                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     51000 | NS      | $1298795.19   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Bancorp Inc                                                              | ORIGIN BANCORP INC                                                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      4365 | NS      | $148802.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp                                                               | SUZUKI MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     66900 | NS      | $849032.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oscar Health Inc                                                                | OSCAR HEALTH INC                                                                | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27183 | NS      | $375125.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysmex Corp                                                                     | SYSMEX CORP                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     25600 | NS      | $429573.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    112719 | NS      | $3595064.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                              | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      6400 | NS      | $1007136.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp                                                          | TOYOTA INDUSTRIES CORP                                                          | CUSIP: 000000000<br>LEI: 35380000WKGEAHEMW830 | Long             | EC               | CORP              | JP        |      4700 | NS      | $587624.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MOTOR CORP                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     99500 | NS      | $1894301.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                                              | OUTSET MEDICAL INC                                                              | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5283 | NS      | $92822.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4533 | NS      | $607195.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                                        | UNITED OVERSEAS BANK LTD                                                        | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |     49900 | NS      | $1370740.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                                  | PBF ENERGY INC                                                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      7217 | NS      | $137483.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                                | PJT PARTNERS INC                                                                | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1397 | NS      | $210472.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201187.40    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| TXNM Energy Inc                                                                 | TXNM ENERGY INC                                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      6703 | NS      | $379993.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES INC                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      8333 | NS      | $923296.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100980.80    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP OF AMERICA                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6621 | NS      | $1278978.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                       | PALANTIR TECHNOLOGIES INC                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       800 | NS      | $105424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO 2020-3 Ltd                                                    | PALMER SQUARE CLO 2020-3 LTD                                                    | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400810.30    | 0.02%             | 2036-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Palomar Holdings Inc                                                            | PALOMAR HOLDINGS INC                                                            | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       658 | NS      | $112827.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomino Funding Trust I                                                        | PALOMINO FUNDING TRUST I                                                        | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $980862.69    | 0.05%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                             | ASTELLAS PHARMA INC                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     41200 | NS      | $406958.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp                                                             | PAR TECHNOLOGY CORP                                                             | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      8618 | NS      | $564996.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      5762 | NS      | $3830001.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                                    | PARSONS CORP                                                                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      6511 | NS      | $422173.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172128.91    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147382.50    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Paylocity Holding Corp                                                          | PAYLOCITY HOLDING CORP                                                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       946 | NS      | $180591.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                                         | PELOTON INTERACTIVE INC                                                         | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     29931 | NS      | $212510.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     45546 | NS      | $2146836.87   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      6864 | NS      | $658944.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                                                    | PENUMBRA INC                                                                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        27 | NS      | $7208.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                     | NOVARTIS AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     17525 | NS      | $2022895.43   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                         | ABB LTD                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     31042 | NS      | $1758457.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | ROCHE HOLDING AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      8130 | NS      | $2633691.49   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                       | HOLCIM AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      7197 | NS      | $797500.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | NESTLE SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     36471 | NS      | $3885516.01   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | EQUINOR ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     67839 | NS      | $1588166.70   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                     | REVVITY INC                                                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     15739 | NS      | $1423120.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                                                     | REVVITY INC                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297402.30    | 0.02%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                     | REVVITY INC                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159547.18    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                               | SONOVA HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |      1442 | NS      | $452936.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $602935.52    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6874 | NS      | $780061.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                                             | ESSILORLUXOTTICA SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      3483 | NS      | $967763.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCIAL PARTNERS INC                                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      4229 | NS      | $449458.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                                   | PINTEREST INC                                                                   | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23450 | NS      | $729529.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                                              | PLANET FITNESS INC                                                              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      6629 | NS      | $681660.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bond                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    215000 | PA      | $195157.70    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Popular Inc                                                                     | POPULAR INC                                                                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1489 | NS      | $154156.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS INC                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1484 | NS      | $164115.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83790 | PA      | $84172.35     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Institutional Emerging Markets Fund                                | T ROWE PRICE INSTITUTIONAL EMERGING MARKETS FUND                                | CUSIP: 74144Q203<br>LEI: GQU182N3UGI7FJWXW132 | Long             | EC               | RF                | US        |   1728381 | NS      | $57071150.08  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                                                               | PRIMO BRANDS CORP                                                               | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |       202 | NS      | $6680.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                                              | PRIME MEDICINE INC                                                              | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5544 | NS      | $6541.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     33816 | NS      | $5745000.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                                        | PROCEPT BIOROBOTICS CORP                                                        | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $119248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      6397 | NS      | $1822697.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                      | PROGRESS RESIDENTIAL TRUST                                                      | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $601301.54    | 0.03%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Prosperity Bancshares Inc                                                       | PROSPERITY BANCSHARES INC                                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4459 | NS      | $310569.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                  | PUBLIC STORAGE                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      4915 | NS      | $1515835.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                                                      | PURECYCLE TECHNOLOGIES INC                                                      | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2994 | NS      | $28472.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTICS INC                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     11941 | NS      | $2069852.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                                        | RLI CORP                                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      3930 | NS      | $302099.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                                                         | RXO INC                                                                         | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      9955 | NS      | $154601.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RR 34 LTD                                                                       | RR 34 LTD                                                                       | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $305129.73    | 0.02%             | 2039-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| RR 28 Ltd                                                                       | RR 28 LTD                                                                       | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    595000 | PA      | $596938.11    | 0.03%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| RadNet Inc                                                                      | RADNET INC                                                                      | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      4908 | NS      | $282160.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $500484.81    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES CORP                                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     56569 | NS      | $2151884.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                                | RBC BEARINGS INC                                                                | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $750765.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME CORP                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64222.34     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Red Rock Resorts Inc                                                            | RED ROCK RESORTS INC                                                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3866 | NS      | $185838.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                                      | REDDIT INC                                                                      | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $210880.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                                                     | REDFIN CORP                                                                     | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     13296 | NS      | $132827.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD CORP                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389345.34    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | REGENERON PHARMACEUTICALS INC                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1017 | NS      | $498614.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINANCIAL CORP                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194261.32    | 0.01%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470240.68    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78721.12     | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RENAISSANCERE HOLDINGS LTD                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115938.13    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Renasant Corp                                                                   | RENASANT CORP                                                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      7727 | NS      | $270831.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                                                   | REPLIGEN CORP                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       723 | NS      | $85364.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SERVICES INC                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     11000 | NS      | $2830190.00   | 0.15%             |  |  |  | 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        |  91640148 | NS      | $91640147.73  | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   3885634 | NS      | $3885633.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                                                        | REVOLUTION MEDICINES INC                                                        | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      6430 | NS      | $253342.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockford Tower CLO 2019-2 Ltd                                                   | ROCKFORD TOWER CLO 2019-2 LTD                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    416654 | PA      | $416447.11    | 0.02%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMATION INC                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1384 | NS      | $436721.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $27350.96     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $250989.75    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    469000 | PA      | $472912.87    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $516257.70    | 0.03%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Root Inc/OH                                                                     | ROOT INC/OH                                                                     | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $184564.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1369 | NS      | $780699.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     22765 | NS      | $3189148.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    480000 | PA      | $405709.44    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | HEINEKEN NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     12838 | NS      | $1145310.59   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price International Bond Fund - USD Hedged                               | T ROWE PR INTL BD USD HG-I                                                      | CUSIP: 77956H195<br>LEI: N/A                  | Long             | EC               | RF                | US        |  13365229 | NS      | $114272709.11 | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Dynamic Global Bond Fund                                           | T ROWE PR DYN GLBL BND-I                                                        | CUSIP: 77956H468<br>LEI: 549300RBL73KV0WZZF27 | Long             | EC               | RF                | US        |  13947608 | NS      | $108791339.80 | 5.65%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Emerging Markets Bond Fund                                         | T ROWE PR EMRG MKTS BND-I                                                       | CUSIP: 77956H534<br>LEI: 515326IHLDOILEO6ED43 | Long             | EC               | RF                | US        |   9803901 | NS      | $89509619.88  | 4.65%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price US Treasury Long-Term Index Fund                                   | T ROWE PR US TRS LNG TRM-I                                                      | CUSIP: 77957T503<br>LEI: 81MQEQSHGI5PN6BWN277 | Long             | EC               | RF                | US        |   2914625 | NS      | $20460665.14  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional High Yield Fund                                      | T ROWE PR INST HI YLD-INST                                                      | CUSIP: 77958B204<br>LEI: E81VH37I6Q4XM5FXIK06 | Long             | EC               | RF                | US        |  10203084 | NS      | $80094206.38  | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PR INST FLTNG RT-INST                                                    | CUSIP: 77958B402<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |   3804596 | NS      | $35839289.92  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Inflation Protected Bond Fund Inc                                  | T ROWE PRICE INFLATION PROTECTED BOND FUND INC                                  | CUSIP: 77958D200<br>LEI: QTPF0SBNUVQ114GUHO71 | Long             | EC               | RF                | US        |   1071467 | NS      | $11175405.99  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Multi-Strategy Total Return Fund                                   | T ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND                                   | CUSIP: 77958R209<br>LEI: 549300KYJ7NTF2T39559 | Long             | EC               | RF                | US        |  12826472 | NS      | $116079571.63 | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                       | SHELL PLC                                                                       | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     26171 | NS      | $1733043.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                                  | ROYAL GOLD INC                                                                  | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        83 | NS      | $14783.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                                            | RUSH ENTERPRISES INC                                                            | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3420 | NS      | $169803.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                                            | RYANAIR HOLDINGS PLC                                                            | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      9400 | NS      | $522640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                                                | RYMAN HOSPITALITY PROPERTIES INC                                                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1496 | NS      | $145276.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $308273.96    | 0.02%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2                                | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66358.16     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $139393.72    | 0.01%             | 2028-01-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $530100.40    | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $384417.13    | 0.02%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $417305.22    | 0.02%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3566 | NS      | $1828858.76   | 0.10%             |  |  |  | No            |                  1 | 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        |      1015 | PA      | $1009.70      | 0.00%             | 2059-09-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $549650.12    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $116128.66    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60760.79     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $305345.90    | 0.02%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                  | SCF EQUIPMENT TRUST 2016-1 LLC                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303728.70    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                         | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330098 | PA      | $319423.83    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                                                            | SPX TECHNOLOGIES INC                                                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1373 | NS      | $208819.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89156.88     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Saia Inc                                                                        | SAIA INC                                                                        | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1455 | NS      | $384716.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      4747 | NS      | $1259711.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sammons Financial Group Global Funding                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202169.40    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111266.21    | 0.01%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | EUR/USD FWD 20250822 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-82249.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM2                             | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200844 | PA      | $201731.34    | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231760.88    | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                   | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157722 | PA      | $155984.27    | 0.01%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318569 | PA      | $318405.62    | 0.02%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175159.16    | 0.01%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                   | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $417151.44    | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172860 | PA      | $173685.38    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6                                   | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72207 | PA      | $72205.90     | 0.00%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    220000 | PA      | $223545.16    | 0.01%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Savers Value Village Inc                                                        | SAVERS VALUE VILLAGE INC                                                        | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20404 | NS      | $204448.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                                 | SCHLUMBERGER NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     90891 | NS      | $3003947.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     49666 | NS      | $4387494.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $551010.94    | 0.03%             | 2039-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                                         | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      4447 | NS      | $713165.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                                            | GENEDX HOLDINGS CORP                                                            | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3508 | NS      | $249839.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2013-4                                                   | SEQUOIA MORTGAGE TRUST 2013-4                                                   | CUSIP: 81744YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120491 | PA      | $116127.07    | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-5                                                   | SEQUOIA MORTGAGE TRUST 2017-5                                                   | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210130 | PA      | $196895.31    | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-CH2                                                 | SEQUOIA MORTGAGE TRUST 2017-CH2                                                 | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30706 | PA      | $28530.36     | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                                                 | SEQUOIA MORTGAGE TRUST 2018-CH1                                                 | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |      8302 | PA      | $7485.83      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                 | SEQUOIA MORTGAGE TRUST 2018-CH2                                                 | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25533 | PA      | $23672.76     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC                                                       | CUSIP: 81761TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502829 | PA      | $457720.74    | 0.02%             | 2051-07-30      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                  | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3033 | NS      | $3066635.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     13039 | NS      | $4678523.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                     | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      9743 | NS      | $1044644.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                                                         | QXO INC                                                                         | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12305 | NS      | $209185.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                        | SIMPLY GOOD FOODS CO/THE                                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6932 | NS      | $239223.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                                                    | SIMPSON MANUFACTURING CO INC                                                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       361 | NS      | $56207.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                                                    | SITEONE LANDSCAPE SUPPLY INC                                                    | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      6108 | NS      | $713475.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277296.88    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Champion Homes Inc                                                              | CHAMPION HOMES INC                                                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2238 | NS      | $146365.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK FINANCING DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196392.60    | 0.01%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM SPA                                                                        | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200612.80    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                        | SNAM SPA                                                                        | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $201772.20    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    393000 | PA      | $379520.89    | 0.02%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    395000 | PA      | $398950.00    | 0.02%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sodexo Inc                                                                      | SODEXO INC                                                                      | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201648.80    | 0.01%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408086.80    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494345.32    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sotera Health Co                                                                | SOTERA HEALTH CO                                                                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20422 | NS      | $249965.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO XXII LTD                                                        | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249986.55    | 0.01%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SouthState Corp                                                                 | SOUTHSTATE CORP                                                                 | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      5160 | NS      | $453048.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CALIFORNIA GAS CO                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185243.28    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663776.40    | 0.03%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    515000 | PA      | $529427.21    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENERGY CORP                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267603.90    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENERGY CORP                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285319.04    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENERGY CORP                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    246000 | PA      | $232124.12    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    540000 | PA      | $575775.00    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAPITAL CORP                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    395000 | PA      | $473012.50    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CORP                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110976.91    | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS INC                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6771 | NS      | $833306.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS INC                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246000.50    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406015.34    | 0.02%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| StepStone Group Inc                                                             | STEPSTONE GROUP INC                                                             | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5067 | NS      | $293125.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                                           | STIFEL FINANCIAL CORP                                                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       611 | NS      | $57568.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4694 | NS      | $1796112.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134983.80    | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76011.30     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268662.57    | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                               | SWISS RE SUBORDINATED FINANCE PLC                                               | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195656.40    | 0.01%             | 2046-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2305 | NS      | $1069473.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282385.32    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276481.07    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd                                                            | SYMPHONY CLO XVI LTD                                                            | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    587362 | PA      | $588578.64    | 0.03%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                   | SYNCHRONY CARD ISSUANCE TRUST                                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389033.18    | 0.02%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXXI Ltd                                                           | SYMPHONY CLO XXXI LTD                                                           | CUSIP: 87168YAQ3<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    375000 | PA      | $374503.05    | 0.02%             | 2038-01-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC/THE                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     15816 | NS      | $2007050.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                 | T-MOBILE US INC                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     17218 | NS      | $4170199.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $302179.15    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Limited Duration Inflation Focused Bond Fund                       | T ROWE PR LTD DUR INFL-I                                                        | CUSIP: 872798202<br>LEI: 5493009ZRV6DHHWWGU69 | Long             | EC               | RF                | US        |   1801580 | NS      | $8575520.53   | 0.45%             |  |  |  | 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        |   3483258 | NS      | $51412890.07  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| TWFG Inc                                                                        | TWFG INC                                                                        | CUSIP: 87318A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5444 | NS      | $190594.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9398 | NS      | $1816821.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $67886.64     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $82597.73     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $604353.60    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166003.31    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES CORP                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35909.81     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECHNOLOGIES INC                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2753 | NS      | $1373361.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE CORP                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     11371 | NS      | $1919083.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                                             | TERRENO REALTY CORP                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5432 | NS      | $306473.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     10829 | NS      | $3751815.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                                  | TETRA TECH INC                                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       109 | NS      | $3808.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                                    | TEXAS CAPITAL BANCSHARES INC                                                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      4329 | NS      | $310346.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13724 | NS      | $2509433.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385879.73    | 0.02%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      4111 | NS      | $1655993.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                                                      | THERMON GROUP HOLDINGS INC                                                      | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      4517 | NS      | $117170.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                           | 3M CO                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413199.64    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399656.84    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33197.37     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53228.80     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171777.18    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                                                       | TOAST INC                                                                       | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        94 | NS      | $3964.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $113311.61    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    183000 | PA      | $117215.16    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-HY3                                              | TOWD POINT MORTGAGE TRUST 2019-HY3                                              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149935 | PA      | $151419.72    | 0.01%             | 2059-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                               | TRACTOR SUPPLY CO                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     15271 | NS      | $739116.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY INTERSTATE LINE CO                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50325.35     | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                                             | TRANSDIGM GROUP INC                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $433186.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS INC/THE                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     12161 | NS      | $3352787.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL 2024-SFR2 TRUST                                              | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154824 | PA      | $154172.43    | 0.01%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO X Ltd                                                              | TRINITAS CLO X LTD                                                              | CUSIP: 89640AAL0<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $974178.61    | 0.05%             | 2035-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo IX Ltd                                                             | TRINITAS CLO IX LTD                                                             | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    239066 | PA      | $239155.60    | 0.01%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $293156.25    | 0.02%             | 2039-06-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    419000 | PA      | $413549.23    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442133.10    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                    | UWM MORTGAGE TRUST 2021-INV2                                                    | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349661 | PA      | $277693.78    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | US BANK NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96222 | PA      | $97364.93     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                 | ULTA BEAUTY INC                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2515 | NS      | $1185721.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PACIFIC CORP                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8092 | NS      | $1793672.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199188.05    | 0.01%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $524946.88    | 0.03%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8620000 | PA      | $7092643.75   | 0.37%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7635000 | PA      | $6833325.00   | 0.36%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4330000 | PA      | $3802281.25   | 0.20%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $266508.40    | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2095000 | PA      | $2053836.52   | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3405000 | PA      | $3040691.59   | 0.16%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $10715136.75  | 0.56%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5620000 | PA      | $5025728.89   | 0.26%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3140000 | PA      | $2822197.65   | 0.15%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9610000 | PA      | $8971460.57   | 0.47%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3740000 | PA      | $3593321.88   | 0.19%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $371078.91    | 0.02%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9295000 | PA      | $8927193.97   | 0.46%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1012730.47   | 0.05%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1263850.00   | 0.07%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2575000 | PA      | $2589182.61   | 0.13%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2555777.33   | 0.13%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    415000 | PA      | $417253.32    | 0.02%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4545000 | PA      | $4544467.37   | 0.24%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1069409.76   | 0.06%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2070000 | PA      | $2117545.31   | 0.11%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10720000 | PA      | $10802075.00  | 0.56%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13520000 | PA      | $13562250.00  | 0.70%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3660000 | PA      | $3527182.04   | 0.18%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4715000 | PA      | $4659009.38   | 0.24%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $282056.25    | 0.01%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1216471.29   | 0.06%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1431453.13   | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7920000 | PA      | $8060456.21   | 0.42%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3640000 | PA      | $3685784.36   | 0.19%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4875000 | PA      | $4968310.52   | 0.26%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3493710.92   | 0.18%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1723359.37   | 0.09%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3370000 | PA      | $3359863.68   | 0.17%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5520000 | PA      | $5499300.00   | 0.29%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     14395 | NS      | $4345994.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400925.70    | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VSE Corp                                                                        | VSE CORP                                                                        | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      6573 | NS      | $855081.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     20628 | NS      | $2660393.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96063.53     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vaxcyte Inc                                                                     | VAXCYTE INC                                                                     | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3008 | NS      | $97729.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                                           | VERA THERAPEUTICS INC                                                           | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2843 | NS      | $53874.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                                                    | VERALTO CORP                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       896 | NS      | $90522.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108903 | PA      | $110407.78    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST                                                            | CUSIP: 92348KBK8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249725.85    | 0.01%             | 2029-01-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | VERTEX PHARMACEUTICALS INC                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2234 | NS      | $987539.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 2021-5                                               | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184171 | PA      | $157930.31    | 0.01%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                             | VICI PROPERTIES INC                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     22938 | NS      | $727363.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                                       | VIMEO INC                                                                       | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     38176 | NS      | $166447.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                                                | VIPER ENERGY INC                                                                | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      9197 | NS      | $365028.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     27028 | NS      | $9870355.32   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188695.33    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATIONS CO LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131542.97    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198184.80    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                         | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225479.48    | 0.01%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2021-2 Ltd                                                             | VOYA CLO 2021-2 LTD                                                             | CUSIP: 92919AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    805000 | PA      | $804000.52    | 0.04%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                            | WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $315763.21    | 0.02%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     12858 | NS      | $2601430.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     27108 | NS      | $2676101.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO & CO                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $362731.60    | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-SAVE                                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE                                 | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264000 | PA      | $263844.37    | 0.01%             | 2040-02-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      4070 | NS      | $627919.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                                        | WESTERN ALLIANCE BANCORP                                                        | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4335 | NS      | $313897.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THL Credit Wind River 2018-2 Clo Ltd                                            | THL CREDIT WIND RIVER 2018-2 CLO LTD                                            | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     50359 | PA      | $50340.51     | 0.00%             | 2030-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                          | WINDFALL MINING GROUP INC / GROUPE MINIER WINDFALL INC                          | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199608.60    | 0.01%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wingstop Inc                                                                    | WINGSTOP INC                                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1052 | NS      | $359468.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                                     | WORKIVA INC                                                                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      3873 | NS      | $260614.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS & RESORTS INC                                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2229 | NS      | $184516.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     31336 | NS      | $2196653.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                                    | XYLEM INC/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8661 | NS      | $1091632.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       164 | NS      | $27655.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                               | ADMIRAL GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |     17445 | NS      | $788009.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd                                               | ELECTRIC POWER DEVELOPMENT CO LTD                                               | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |     28800 | NS      | $483932.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                       | SAFRAN SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      6782 | NS      | $2005824.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                       | BUNZL PLC                                                                       | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     24084 | NS      | $771917.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     65629 | NS      | $1416471.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                       | SEVEN & I HOLDINGS CO LTD                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     78400 | NS      | $1179184.99   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     57493 | NS      | $3658932.32   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | LEGRAND SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      7995 | NS      | $971040.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     39682 | NS      | $2336006.38   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd                                                        | WILMAR INTERNATIONAL LTD                                                        | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    165800 | NS      | $391606.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                              | AERCAP HOLDINGS NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      7166 | NS      | $829321.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                      | SANDVIK AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     46840 | NS      | $1022407.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                    | PRYSMIAN SPA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |     24914 | NS      | $1602270.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | AIR LIQUIDE SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      7645 | NS      | $1584112.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP LTD                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      7267 | NS      | $1002486.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                                                  | ISETAN MITSUKOSHI HOLDINGS LTD                                                  | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |     57000 | NS      | $861756.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                       | CHUBB LTD                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      8222 | NS      | $2443578.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                                             | AMADEUS IT GROUP SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     13946 | NS      | $1159890.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | ACCENTURE PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      9417 | NS      | $2983493.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsonite Group SA                                                              | SAMSONITE GROUP SA                                                              | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |    190200 | NS      | $357444.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Julius Baer Group Ltd                                                           | JULIUS BAER GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |     14430 | NS      | $951699.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    115400 | NS      | $960604.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG ENERGY CORP                                                                 | CUSIP: 000000000<br>LEI: 5493002WXPTG5ZC1T326 | Long             | EC               | CORP              | CA        |      4360 | NS      | $76312.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP SEMICONDUCTORS NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      5595 | NS      | $1069372.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                                       | SEGRO PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     47623 | NS      | $447857.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edenred SE                                                                      | EDENRED SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |     11525 | NS      | $360039.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                   | ELEMENT FLEET MANAGEMENT CORP                                                   | CUSIP: 000000000<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |     69371 | NS      | $1652954.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                                         | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |    111854 | NS      | $903337.93    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                   | TMX GROUP LTD                                                                   | CUSIP: 000000000<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     14469 | NS      | $584832.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: N07059210<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1564 | NS      | $1152308.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                 | ASML HOLDING NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      3807 | NS      | $2804770.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KION Group AG                                                                   | KION GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | EC               | CORP              | DE        |     12548 | NS      | $584203.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 06/20/25 P5000                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -51 | NC      | $-13642.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 06/20/25 C5850                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        51 | NC      | $639540.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                   | HYG US 06/20/25 C79                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -1484 | NC      | $-77168.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                   | HYG US 06/20/25 P79                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     -1484 | NC      | $-55650.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR EURO STOXX 50 ETF                                                          | FEZ US 08/15/25 P50                                                             | CUSIP: 000000000<br>LEI: 549300FS6B2JRJXYB418 | N/A              | DE               | CORP              | US        |       118 | NC      | $4425.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                     | CIE FINANCIERE RICHEMONT SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1962 | NS      | $370243.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                         | SIEMENS HEALTHINEERS AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |     25269 | NS      | $1337422.86   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                  | REDEIA CORP SA                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      3338 | NS      | $69055.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | COMPASS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     58502 | NS      | $2057098.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATIONAL GRID PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    117323 | NS      | $1661382.42   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| TechnipFMC PLC                                                                  | TECHNIPFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     82333 | NS      | $2564672.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                                                  | BE SEMICONDUCTOR INDUSTRIES NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |      4053 | NS      | $489785.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                                                  | PERRIGO CO PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      3377 | NS      | $90402.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler SpA                                                                     | MONCLER SPA                                                                     | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |     14196 | NS      | $888685.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                                                                   | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |     10906 | NS      | $744285.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FUNDING LTD                                                            | CUSIP: AX5204471<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $97003.76     | 0.01%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                        | ALCON AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      8466 | NS      | $729065.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                                        | ALCON AG                                                                        | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     12700 | NS      | $1091438.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                                   | HDFC BANK LTD                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     45924 | NS      | $1047988.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                               | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $212404.09    | 0.01%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     25936 | NS      | $369271.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: AV1834432<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    655000 | PA      | $797587.37    | 0.04%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | CONSTELLIUM SE                                                                  | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     15919 | NS      | $193256.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praemia Healthcare SACA                                                         | PRAEMIA HEALTHCARE SACA                                                         | CUSIP: ZQ3070773<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204396.90    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                      | WINTERSHALL DEA FINANCE BV                                                      | CUSIP: ZR6354826<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $426661.23    | 0.02%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                         | IMCD NV                                                                         | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $204260.42    | 0.01%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE CO SA                                                           | CUSIP: BN9906411<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201487.87    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD                                                          | CUSIP: BO4852667<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $209009.09    | 0.01%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                                               | FTAI AVIATION LTD                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2457 | NS      | $287837.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                                   | WEATHERFORD INTERNATIONAL PLC                                                   | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      5643 | NS      | $246034.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                                                   | SCENTRE GROUP                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    417983 | NS      | $989660.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                          | LOGICOR FINANCING SARL                                                          | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $418175.68    | 0.02%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                              | CELLNEX TELECOM SA                                                              | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $844938.30    | 0.04%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sportradar Group AG                                                             | SPORTRADAR GROUP AG                                                             | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      8160 | NS      | $195105.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                                     | AUTOLIV INC                                                                     | CUSIP: 000000000<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      9545 | NS      | $986478.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Immatics NV                                                                     | IMMATICS NV                                                                     | CUSIP: N44445109<br>LEI: 984500DC691EZ96AF394 | Long             | EC               | CORP              | NL        |     26141 | NS      | $140899.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                            | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      7200 | NS      | $453907.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                     | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    435000 | PA      | $468977.75    | 0.02%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dowlais Group PLC                                                               | DOWLAIS GROUP PLC                                                               | CUSIP: 000000000<br>LEI: 213800XM8WOFLY6VPC92 | Long             | EC               | CORP              | GB        |    219614 | NS      | $196743.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JFrog Ltd                                                                       | JFROG LTD                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5364 | NS      | $230330.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagship Communities REIT                                                       | FLAGSHIP COMMUNITIES REIT                                                       | CUSIP: 000000000<br>LEI: 894500P7IQ2SJ1DF2L20 | Long             | EC               | CORP              | CA        |      8661 | NS      | $157197.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                       | SAMPO OYJ                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    126265 | NS      | $1347521.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                         | DEFINITY FINANCIAL CORP                                                         | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |     20868 | NS      | $1133153.61   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                            | CAPSTONE COPPER CORP                                                            | CUSIP: 000000000<br>LEI: 549300III6KGKKC42W63 | Long             | EC               | CORP              | CA        |     37189 | NS      | $201614.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FUNDING LTD                                                            | CUSIP: YS5265238<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    105000 | PA      | $117665.21    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                              | SEGRO CAPITAL SARL                                                              | CUSIP: BV2275139<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    190000 | PA      | $203479.57    | 0.01%             | 2030-03-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Global-e Online Ltd                                                             | GLOBAL-E ONLINE LTD                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5207 | NS      | $165947.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autostrade per l Italia SpA                                                     | AUTOSTRADE PER L'ITALIA SPA                                                     | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    560000 | PA      | $615778.15    | 0.03%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgepoint Group PLC                                                           | BRIDGEPOINT GROUP PLC                                                           | CUSIP: 000000000<br>LEI: 213800KFNMVI8PDZX472 | Long             | EC               | CORP              | GB        |    132274 | NS      | $516008.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                                                                    | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |     66583 | NS      | $1780815.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                          | MELROSE INDUSTRIES PLC                                                          | CUSIP: 000000000<br>LEI: 213800RGNXXZY2M7TR85 | Long             | EC               | CORP              | GB        |    190647 | NS      | $1207907.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YO0398140<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    480000 | PA      | $556237.90    | 0.03%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stevanato Group SpA                                                             | STEVANATO GROUP SPA                                                             | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |      9406 | NS      | $208907.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801272<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $277456.40    | 0.01%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                              | AMERICAN MEDICAL SYSTEMS EUROPE BV                                              | CUSIP: YR6801314<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    279000 | PA      | $311864.46    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puig Brands SA                                                                  | PUIG BRANDS SA                                                                  | CUSIP: 000000000<br>LEI: 549300OVHNSX30L1AQ94 | Long             | EC               | CORP              | ES        |     25401 | NS      | $479200.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      9635 | NS      | $4505133.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                                                      | GLOBANT SA                                                                      | CUSIP: 000000000<br>LEI: 2221008DCMSPYS42DS88 | Long             | EC               | CORP              | LU        |      1430 | NS      | $140268.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                                                | NOVO NORDISK A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     23699 | NS      | $1683762.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                 | BROOKFIELD CORP                                                                 | CUSIP: 000000000<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     19889 | NS      | $1148543.19   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Biohaven Ltd                                                                    | BIOHAVEN LTD                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      3329 | NS      | $49302.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                                       | AVIVA PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     91163 | NS      | $751129.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                  | SITIOS LATINOAMERICA SAB DE CV                                                  | CUSIP: BV6389407<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $196398.38    | 0.01%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA                                                                  | CUSIP: ZL4949315<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    330000 | PA      | $401586.86    | 0.02%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | SARTORIUS FINANCE BV                                                            | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $357404.46    | 0.02%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                            | SARTORIUS FINANCE BV                                                            | CUSIP: ZI6854262<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $483193.02    | 0.03%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ceska sporitelna AS                                                             | CESKA SPORITELNA AS                                                             | CUSIP: YX9830838<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |    700000 | PA      | $832184.02    | 0.04%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                         | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     13900 | NS      | $827887.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Covestro AG                                                                     | COVESTRO AG                                                                     | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | EC               | CORP              | DE        |     11745 | NS      | $807055.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                             | TE CONNECTIVITY PLC                                                             | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     20184 | NS      | $3230852.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC Capital Partners PLC                                                        | CVC CAPITAL PARTNERS PLC                                                        | CUSIP: 000000000<br>LEI: 213800E8UQS1KA32YD39 | Long             | EC               | CORP              | JE        |     32987 | NS      | $613841.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandatum Oyj                                                                    | MANDATUM OYJ                                                                    | CUSIP: 000000000<br>LEI: 743700OAJK6L28Y2NN56 | Long             | EC               | CORP              | FI        |     77758 | NS      | $456981.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEASING GMBH                                                         | CUSIP: ZF1455392<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $81705.39     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Birkenstock Holding Plc                                                         | BIRKENSTOCK HOLDING PLC                                                         | CUSIP: M2029K104<br>LEI: 529900CQ8LQKQ7LIT631 | Long             | EC               | CORP              | JE        |      4432 | NS      | $238352.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etoro Group Ltd                                                                 | ETORO GROUP LTD                                                                 | CUSIP: 000000000<br>LEI: 213800XPRPJK2X5QRG86 | Long             | EC               | CORP              | VG        |      1349 | NS      | $79860.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                                     | AUTOLIV INC                                                                     | CUSIP: ZF6621279<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |    175000 | PA      | $202816.92    | 0.01%             | 2029-08-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TechnoPro Holdings Inc                                                          | TECHNOPRO HOLDINGS INC                                                          | CUSIP: 000000000<br>LEI: 3538001DJ8I5PJQNHU53 | Long             | EC               | CORP              | JP        |     31700 | NS      | $860331.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                                | SPIRAX GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 213800WFVZQMHOZP2W17 | Long             | EC               | CORP              | GB        |      3235 | NS      | $249620.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     25767 | NS      | $1656985.54   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                                        | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       471 | NS      | $902661.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                                                 | ALAMOS GOLD INC                                                                 | CUSIP: 000000000<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |       227 | NS      | $5878.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                                                             | JOHNSON MATTHEY PLC                                                             | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |     21103 | NS      | $489569.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     84601 | NS      | $1797107.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merus NV                                                                        | MERUS NV                                                                        | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |      1290 | NS      | $72330.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | REAL ESTATE ASSET LIQUIDITY TRUST                                               | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1670116 | PA      | $1215636.90   | 0.06%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                   | EUR/USD FWD 20250822 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-383.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                   | S&P500 EMINI FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -4 | NC      | $2036.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                   | S&P500 EMINI FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -10 | NC      | $5091.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                   | S&P500 EMINI FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -30 | NC      | $15274.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                                                 | GBP/USD FWD 20250822 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $7555.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                    | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       134 | NC      | $28939.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                              | GBP/USD FWD 20250822 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-10395.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MSCI EAFE         JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -24 | NC      | $-119885.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS                                                                        | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.55_EFF_2025-01-09_MAT_2025-07-09 BARC          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5903.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/21/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1898.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/21/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $296.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/21/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1898.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/24/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1330.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX IG CDSI S44 5Y 06/20/2030 BARC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $559862.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/24/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1528.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/24/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $1500.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_ITRX EUR CDSI S43 5Y 06/20/2030                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $496513.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/31/35 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-7563.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $193585.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CME - USD IRS 4/24/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $20524.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CME - USD IRS 4/30/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $74270.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-2230.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/13/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-3542.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/14/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-2305.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/14/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-1573.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/14/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-123.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/14/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-723.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CME - USD IRS 5/16/35 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-138137.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -49 | NC      | $-1816.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/JPY FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37173.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | CZK/USD FWD 20250718 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $-926.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -12 | NC      | $-9558.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK N A                                                                    | CZK/USD FWD 20250718 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $1186.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                             | JPY/USD FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |         1 | NC      | $40785.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | KARDIUM INC CB CVT PROM NOTE PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     32600 | PA      | $43465.58     | 0.00%             | 2026-12-31      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KARDIUM SERIES D6 CVT PFD STOCK PP                                              | CUSIP: TC0GUUWU8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     44249 | NS      | $36660.30     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOLUTION INC PP                                                          | CUSIP: TC0IKXPT0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $33410.59     | 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        |        10 | NS      | $14377.40     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC COMMON STOCK PP                                                      | CUSIP: TC0RNCX31<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4755 | NS      | $29195.70     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AB CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        20 | NS      | $696.05       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Caris Life Sciences Inc                                                         | CARIS LIFE SCIENCES SER C CVT PFD PP                                            | CUSIP: TC104V422<br>LEI: 549300LX5LO78M5VPY43 | Long             | EP               | CORP              | US        |     14745 | NS      | $75052.05     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Caris Life Sciences Inc                                                         | CARIS LIFE SER D CVT PFD STOCK PP                                               | CUSIP: TC13PNHL5<br>LEI: 549300LX5LO78M5VPY43 | Long             | EP               | CORP              | US        |      7833 | NS      | $70497.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES C CVT PFD STOCK                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7799 | NS      | $99827.20     | 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        |      4351 | NS      | $110950.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ABL SPACE SYSTEMS SER A-8 CVT PFD STK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1182 | NS      | $260.04       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CLEERLY SER C CVT PFD STK PP                                                    | CUSIP: TC1A1CZJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3497 | NS      | $41194.66     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $238664.84    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER B CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4451 | NS      | $71527.57     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SecurityScorecard Inc                                                           | SECURITYSCORECARD SER E CVT PFD STOCK PP                                        | CUSIP: TC1O63I58<br>LEI: 5493003XGHFYU1H38919 | Long             | EP               | CORP              | US        |      8514 | NS      | $29288.16     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NATIONAL RESILIENCE SER C CVT PFD STOCK                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2075 | NS      | $33345.25     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR E CVT PFD STOCK PP                                         | CUSIP: TC1Y9MK33<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       769 | NS      | $26763.28     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | REDWOOD MATERIALS SER C CVT STOCK PP                                            | CUSIP: TC25HIZF2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1182 | NS      | $70057.14     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | EPIRUS SERIES D CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3037 | NS      | $8426.76      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                  | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      3552 | NS      | $328560.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER C-1 CVT PFD STOCK PP                                          | CUSIP: TC2NWYYJ4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       758 | NS      | $64394.15     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                  | DATABRICKS SER I CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       401 | NS      | $37092.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES C CVT PFD STOCK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3599 | NS      | $18858.76     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A CVT PFD STOCK PP                                                | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1237 | NS      | $6803.50      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FLEXE SERIES D CVT PFD STOCK PP                                                 | CUSIP: TC3VQOQZ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1206 | NS      | $6319.44      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP INC PP                                                                | CUSIP: TC3WQ1RM3<br>LEI: 549300BLONX7RHTYWF68 | Long             | EC               | CORP              | US        |       199 | NS      | $12590.73     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | Service Titan Class A Common Stock lockup                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1813 | NS      | $200644.71    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                    | FARMERS BUSINESS NETWORK INC CVT SR D PP                                        | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EP               | CORP              | US        |        14 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SER B CVT PFD STOCK PP                                                 | CUSIP: TC4OO9IF0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2473 | NS      | $11054.31     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | METSERA INC IPO Common Stock lockup                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4208 | NS      | $112437.76    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CHECKR INC CVT PFD SR D PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9798 | NS      | $60159.72     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SILA NANO SER F CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1910 | NS      | $37347.76     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP WTS 10/28 PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       803 | NS      | $546.04       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES B CVT PFD STOCK PP                                                | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        18 | NS      | $99.00        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HAUL HUB SERIES C CVT PFD STOCK PP                                              | CUSIP: TC65RM9G5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       777 | NS      | $3473.19      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GUSTO INC PP                                                                    | CUSIP: TC6CSL955<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3136 | NS      | $79968.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16618 | NS      | $46109.96     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PAX Labs Inc                                                                    | PAX LABS CLASS A COMMON PP                                                      | CUSIP: 000000000<br>LEI: 549300FKJA0AEKUHVG68 | Long             | EC               | CORP              | US        |     30352 | NS      | $9409.12      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2189 | NS      | $4334.22      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Databricks Inc                                                                  | DATABRICKS SER G CVY PFD STCK PP                                                | CUSIP: TC6XLXUH0<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |      1581 | NS      | $146242.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CRB Group Inc                                                                   | CRB GROUP                                                                       | CUSIP: TC6YQ2VO5<br>LEI: 549300BLONX7RHTYWF68 | Long             | EP               | CORP              | US        |       699 | NS      | $44225.73     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | CHECKR INC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6984 | NS      | $42881.76     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | LIGHTMATTER SER D CVT PFD PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       815 | NS      | $58345.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2102 | NS      | $27241.92     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | Kestra Medical Technologies, LTD. IPO                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4186 | NS      | $94268.72     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FARMERS BUSINESS NETWORK INC                                                    | Farmers Business Network Inc PP                                                 | CUSIP: TC7HUI213<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |      5395 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | BLACKSTONE PARTNERS OFFSHORE FD-E1                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46362 | NS      | $124771076.51 | 6.48%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                             | Manus Bio, Inc Series One-6                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4418 | NS      | $13254.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR AA CVT PFD STOCK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       220 | NS      | $7656.59      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE INC PP                                                                   | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $5599.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A-1 CVT PFD STOCK PP                                              | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1015 | NS      | $5582.50      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | ICAPITAL INC COMMON STOCK PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6420 | NS      | $89878.07     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | THEMIS SOL (CLIO) SR B CVT PFD STOCK PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        20 | NS      | $696.05       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | 1661 INC D/B/A GOAT SER F CVT PFD STOCK                                         | CUSIP: TC912VAO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14624 | NS      | $13015.36     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1739 | NS      | $147732.75    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | HONOR TECHNOLOGY SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     34928 | NS      | $46803.52     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOCURE SERIES E CVT PFD STOCK PP                                                | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2353 | NS      | $12941.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | GRASSHOPPER BANCORP VOTING SHS PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4129 | NS      | $18580.50     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                                | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       128 | NC      | $26818.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                                   | US 10YR NOTE (CBT)SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -51 | NC      | $-5365.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       133 | NC      | $107873.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE 5 YEAR CANADIAN BOND FUTURE                                   | CAN 5YR BOND FUT  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -8 | NC      | $-4794.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-03

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President